SYBS.DE vs. SPYY.DE
SYBS.DE (SPDR Bloomberg Sterling Corporate Bond UCITS ETF) and SPYY.DE (SPDR MSCI ACWI UCITS ETF) are both exchange-traded funds - SYBS.DE is a European Corporate Bonds fund tracking the Bloomberg Sterling Corporate Bond, while SPYY.DE is a Global Equities fund tracking the MSCI All Country World (ACWI). Both are passively managed. Over the past 10 years, SYBS.DE returned 0.83%/yr vs 12.40%/yr for SPYY.DE. At a 0.26 correlation, their price movements are largely independent. SYBS.DE charges 0.20%/yr vs 0.40%/yr for SPYY.DE.
Performance
SYBS.DE vs. SPYY.DE - Performance Comparison
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Returns By Period
In the year-to-date period, SYBS.DE achieves a 0.57% return, which is significantly lower than SPYY.DE's 12.54% return. Over the past 10 years, SYBS.DE has underperformed SPYY.DE with an annualized return of 0.83%, while SPYY.DE has yielded a comparatively higher 12.40% annualized return.
SYBS.DE
- 1D
- 0.06%
- 1M
- 0.82%
- YTD
- 0.57%
- 6M
- 1.20%
- 1Y
- 1.73%
- 3Y*
- 5.87%
- 5Y*
- -0.97%
- 10Y*
- 0.83%
SPYY.DE
- 1D
- -0.21%
- 1M
- 3.63%
- YTD
- 12.54%
- 6M
- 12.75%
- 1Y
- 26.58%
- 3Y*
- 17.99%
- 5Y*
- 12.35%
- 10Y*
- 12.40%
SYBS.DE vs. SPYY.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SYBS.DE SPDR Bloomberg Sterling Corporate Bond UCITS ETF | 0.57% | 1.99% | 6.23% | 11.12% | -23.36% | 4.01% | 2.32% | 17.52% | -4.06% | 0.65% |
SPYY.DE SPDR MSCI ACWI UCITS ETF | 12.54% | 9.46% | 24.56% | 18.22% | -13.82% | 29.11% | 5.12% | 30.21% | -6.02% | 8.80% |
Correlation
The correlation between SYBS.DE and SPYY.DE is 0.51, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.51 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.41 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.33 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.27 |
Correlation (All Time) Calculated using the full available price history since May 21, 2012 | 0.26 |
Over the past year, SYBS.DE and SPYY.DE have become more correlated (0.51) than their long-term average of 0.26, meaning their price movements have been converging.
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Return for Risk
SYBS.DE vs. SPYY.DE — Risk / Return Rank
SYBS.DE
SPYY.DE
SYBS.DE vs. SPYY.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR Bloomberg Sterling Corporate Bond UCITS ETF (SYBS.DE) and SPDR MSCI ACWI UCITS ETF (SPYY.DE). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| SYBS.DE | SPYY.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.05 | ||
| Sortino ratioReturn per unit of downside risk | -2.82 | ||
| Omega ratioGain probability vs. loss probability | 1.05 | 1.44 | -0.38 |
| Calmar ratioReturn relative to maximum drawdown | 0.47 | 4.10 | -3.63 |
| Martin ratioReturn relative to average drawdown | 1.16 | 16.60 | -15.45 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SYBS.DE | SPYY.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.27 | 2.32 | -2.05 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.10 | 0.88 | -0.98 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.08 | 0.82 | -0.74 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.27 | 0.83 | -0.56 |
Drawdowns
SYBS.DE vs. SPYY.DE - Drawdown Comparison
The maximum SYBS.DE drawdown since its inception was -32.66%, roughly equal to the maximum SPYY.DE drawdown of -33.49%. Use the drawdown chart below to compare losses from any high point for SYBS.DE and SPYY.DE.
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Drawdown Indicators
| SYBS.DE | SPYY.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.66% | -33.49% | +0.83% |
Max Drawdown (1Y)Largest decline over 1 year | -3.90% | -6.49% | +2.59% |
Max Drawdown (3Y)Largest decline over 3 years | -7.54% | -21.27% | +13.73% |
Max Drawdown (5Y)Largest decline over 5 years | -32.66% | -21.27% | -11.39% |
Max Drawdown (10Y)Largest decline over 10 years | -32.66% | -33.49% | +0.83% |
Current DrawdownCurrent decline from peak | -8.77% | -0.61% | -8.16% |
Average DrawdownAverage peak-to-trough decline | -8.53% | -4.39% | -4.14% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.60% | 1.61% | -0.01% |
Volatility
SYBS.DE vs. SPYY.DE - Volatility Comparison
The current volatility for SPDR Bloomberg Sterling Corporate Bond UCITS ETF (SYBS.DE) is 2.82%, while SPDR MSCI ACWI UCITS ETF (SPYY.DE) has a volatility of 3.05%. This indicates that SYBS.DE experiences smaller price fluctuations and is considered to be less risky than SPYY.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SYBS.DE | SPYY.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.82% | 3.05% | -0.23% |
Volatility (6M)Calculated over the trailing 6-month period | 5.51% | 8.21% | -2.70% |
Volatility (1Y)Calculated over the trailing 1-year period | 6.85% | 11.47% | -4.62% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 9.67% | 13.90% | -4.23% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 9.89% | 15.07% | -5.18% |
SYBS.DE vs. SPYY.DE - Expense Ratio Comparison
SYBS.DE has a 0.20% expense ratio, which is lower than SPYY.DE's 0.40% expense ratio.
Dividends
SYBS.DE vs. SPYY.DE - Dividend Comparison
SYBS.DE's dividend yield for the trailing twelve months is around 4.60%, while SPYY.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SPYY.DE SPDR MSCI ACWI UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SYBS.DE SPDR Bloomberg Sterling Corporate Bond UCITS ETF | 4.60% | 4.50% | 4.03% | 3.29% | 2.97% | 2.21% | 2.49% | 2.40% | 2.75% | 3.14% | 3.40% | 3.54% |
Frequently Asked Questions
SYBS.DE and SPYY.DE have a correlation of 0.51, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SYBS.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SYBS.DE is cheaper with a 0.20% expense ratio, compared with 0.40% for SPYY.DE.
SYBS.DE is categorized as European Corporate Bonds, while SPYY.DE is Global Equities. SYBS.DE tracks Bloomberg Sterling Corporate Bond, while SPYY.DE tracks MSCI All Country World (ACWI). Their fees differ too: 0.20% for SYBS.DE and 0.40% for SPYY.DE.
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