SYBS.DE vs. XDWF.DE
SYBS.DE (SPDR Bloomberg Sterling Corporate Bond UCITS ETF) and XDWF.DE (Xtrackers MSCI World Financials UCITS ETF 1C) are both exchange-traded funds - SYBS.DE is a European Corporate Bonds fund tracking the Bloomberg Sterling Corporate Bond, while XDWF.DE is a Financials Equities fund tracking the MSCI World Financials. Both are passively managed. Over the past 10 years, SYBS.DE returned 0.83%/yr vs 11.89%/yr for XDWF.DE. At a 0.20 correlation, their price movements are largely independent. SYBS.DE charges 0.20%/yr vs 0.25%/yr for XDWF.DE.
Performance
SYBS.DE vs. XDWF.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 XDWF.DE's 1.15% return. Over the past 10 years, SYBS.DE has underperformed XDWF.DE with an annualized return of 0.83%, while XDWF.DE has yielded a comparatively higher 11.89% 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%
XDWF.DE
- 1D
- 2.02%
- 1M
- 1.21%
- YTD
- 1.15%
- 6M
- 4.65%
- 1Y
- 12.74%
- 3Y*
- 20.89%
- 5Y*
- 12.85%
- 10Y*
- 11.89%
SYBS.DE vs. XDWF.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% |
XDWF.DE Xtrackers MSCI World Financials UCITS ETF 1C | 1.15% | 15.35% | 34.08% | 12.42% | -4.87% | 39.49% | -11.91% | 29.11% | -13.92% | 8.33% |
Correlation
The correlation between SYBS.DE and XDWF.DE is 0.45, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.45 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.38 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.26 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.20 |
Correlation (All Time) Calculated using the full available price history since Mar 23, 2016 | 0.20 |
Over the past year, SYBS.DE and XDWF.DE have become more correlated (0.45) than their long-term average of 0.20, meaning their price movements have been converging.
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Return for Risk
SYBS.DE vs. XDWF.DE — Risk / Return Rank
SYBS.DE
XDWF.DE
SYBS.DE vs. XDWF.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 Xtrackers MSCI World Financials UCITS ETF 1C (XDWF.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 | XDWF.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.66 | ||
| Sortino ratioReturn per unit of downside risk | -0.97 | ||
| Omega ratioGain probability vs. loss probability | 1.05 | 1.16 | -0.11 |
| Calmar ratioReturn relative to maximum drawdown | 0.47 | 1.29 | -0.82 |
| Martin ratioReturn relative to average drawdown | 1.16 | 3.98 | -2.83 |
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 | XDWF.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.27 | 0.93 | -0.66 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.10 | 0.78 | -0.88 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.08 | 0.64 | -0.55 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.27 | 0.63 | -0.36 |
Drawdowns
SYBS.DE vs. XDWF.DE - Drawdown Comparison
The maximum SYBS.DE drawdown since its inception was -32.66%, smaller than the maximum XDWF.DE drawdown of -42.06%. Use the drawdown chart below to compare losses from any high point for SYBS.DE and XDWF.DE.
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Drawdown Indicators
| SYBS.DE | XDWF.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.66% | -42.06% | +9.40% |
Max Drawdown (1Y)Largest decline over 1 year | -3.90% | -9.65% | +5.75% |
Max Drawdown (3Y)Largest decline over 3 years | -7.54% | -19.74% | +12.20% |
Max Drawdown (5Y)Largest decline over 5 years | -32.66% | -19.74% | -12.92% |
Max Drawdown (10Y)Largest decline over 10 years | -32.66% | -42.06% | +9.40% |
Current DrawdownCurrent decline from peak | -8.77% | -0.84% | -7.93% |
Average DrawdownAverage peak-to-trough decline | -8.53% | -6.06% | -2.47% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.60% | 3.14% | -1.54% |
Volatility
SYBS.DE vs. XDWF.DE - Volatility Comparison
The current volatility for SPDR Bloomberg Sterling Corporate Bond UCITS ETF (SYBS.DE) is 2.82%, while Xtrackers MSCI World Financials UCITS ETF 1C (XDWF.DE) has a volatility of 3.37%. This indicates that SYBS.DE experiences smaller price fluctuations and is considered to be less risky than XDWF.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 | XDWF.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.82% | 3.37% | -0.55% |
Volatility (6M)Calculated over the trailing 6-month period | 5.51% | 10.03% | -4.52% |
Volatility (1Y)Calculated over the trailing 1-year period | 6.85% | 13.39% | -6.54% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 9.67% | 16.25% | -6.58% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 9.89% | 18.61% | -8.72% |
SYBS.DE vs. XDWF.DE - Expense Ratio Comparison
SYBS.DE has a 0.20% expense ratio, which is lower than XDWF.DE's 0.25% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
SYBS.DE vs. XDWF.DE - Dividend Comparison
SYBS.DE's dividend yield for the trailing twelve months is around 4.60%, while XDWF.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
XDWF.DE Xtrackers MSCI World Financials UCITS ETF 1C | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
SYBS.DE and XDWF.DE have a correlation of 0.45, 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 0.25% for XDWF.DE.
SYBS.DE is categorized as European Corporate Bonds, while XDWF.DE is Financials Equities. SYBS.DE tracks Bloomberg Sterling Corporate Bond, while XDWF.DE tracks MSCI World Financials. They also come from different issuers: State Street and Xtrackers. Their fees differ too: 0.20% for SYBS.DE and 0.25% for XDWF.DE.
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