SYBS.DE vs. ZPRX.DE
SYBS.DE (SPDR Bloomberg Sterling Corporate Bond UCITS ETF) and ZPRX.DE (SPDR MSCI Europe Small Cap Value Weighted UCITS ETF) are both exchange-traded funds - SYBS.DE is a European Corporate Bonds fund tracking the Bloomberg Sterling Corporate Bond, while ZPRX.DE is a Europe Equities fund tracking the MSCI Europe Small Cap Value Weighted. Both are passively managed. Over the past 10 years, SYBS.DE returned 0.83%/yr vs 8.15%/yr for ZPRX.DE. At a 0.31 correlation, their price movements are largely independent. SYBS.DE charges 0.20%/yr vs 0.30%/yr for ZPRX.DE.
Performance
SYBS.DE vs. ZPRX.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 ZPRX.DE's 7.81% return. Over the past 10 years, SYBS.DE has underperformed ZPRX.DE with an annualized return of 0.83%, while ZPRX.DE has yielded a comparatively higher 8.15% 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%
ZPRX.DE
- 1D
- 0.33%
- 1M
- 1.27%
- YTD
- 7.81%
- 6M
- 10.93%
- 1Y
- 17.80%
- 3Y*
- 15.09%
- 5Y*
- 7.77%
- 10Y*
- 8.15%
SYBS.DE vs. ZPRX.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% |
ZPRX.DE SPDR MSCI Europe Small Cap Value Weighted UCITS ETF | 7.81% | 26.81% | 4.28% | 15.28% | -13.52% | 27.58% | -3.52% | 29.02% | -19.20% | 12.89% |
Correlation
The correlation between SYBS.DE and ZPRX.DE is 0.56, 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 | 0.56 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.43 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.33 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.29 |
Correlation (All Time) Calculated using the full available price history since Feb 20, 2015 | 0.31 |
Over the past year, SYBS.DE and ZPRX.DE have become more correlated (0.56) than their long-term average of 0.31, meaning their price movements have been converging.
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Return for Risk
SYBS.DE vs. ZPRX.DE — Risk / Return Rank
SYBS.DE
ZPRX.DE
SYBS.DE vs. ZPRX.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 Europe Small Cap Value Weighted UCITS ETF (ZPRX.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 | ZPRX.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.96 | ||
| Sortino ratioReturn per unit of downside risk | -1.39 | ||
| Omega ratioGain probability vs. loss probability | 1.05 | 1.22 | -0.17 |
| Calmar ratioReturn relative to maximum drawdown | 0.47 | 1.47 | -1.00 |
| Martin ratioReturn relative to average drawdown | 1.16 | 5.42 | -4.27 |
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 | ZPRX.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.27 | 1.23 | -0.96 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.10 | 0.46 | -0.56 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.08 | 0.45 | -0.36 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.27 | 0.39 | -0.13 |
Drawdowns
SYBS.DE vs. ZPRX.DE - Drawdown Comparison
The maximum SYBS.DE drawdown since its inception was -32.66%, smaller than the maximum ZPRX.DE drawdown of -43.93%. Use the drawdown chart below to compare losses from any high point for SYBS.DE and ZPRX.DE.
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Drawdown Indicators
| SYBS.DE | ZPRX.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.66% | -43.93% | +11.27% |
Max Drawdown (1Y)Largest decline over 1 year | -3.90% | -11.63% | +7.73% |
Max Drawdown (3Y)Largest decline over 3 years | -7.54% | -15.95% | +8.41% |
Max Drawdown (5Y)Largest decline over 5 years | -32.66% | -27.52% | -5.14% |
Max Drawdown (10Y)Largest decline over 10 years | -32.66% | -43.93% | +11.27% |
Current DrawdownCurrent decline from peak | -8.77% | -1.51% | -7.26% |
Average DrawdownAverage peak-to-trough decline | -8.53% | -7.71% | -0.82% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.60% | 3.16% | -1.56% |
Volatility
SYBS.DE vs. ZPRX.DE - Volatility Comparison
The current volatility for SPDR Bloomberg Sterling Corporate Bond UCITS ETF (SYBS.DE) is 2.82%, while SPDR MSCI Europe Small Cap Value Weighted UCITS ETF (ZPRX.DE) has a volatility of 4.17%. This indicates that SYBS.DE experiences smaller price fluctuations and is considered to be less risky than ZPRX.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 | ZPRX.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.82% | 4.17% | -1.35% |
Volatility (6M)Calculated over the trailing 6-month period | 5.51% | 11.30% | -5.79% |
Volatility (1Y)Calculated over the trailing 1-year period | 6.85% | 13.94% | -7.09% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 9.67% | 16.69% | -7.02% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 9.89% | 18.14% | -8.25% |
SYBS.DE vs. ZPRX.DE - Expense Ratio Comparison
SYBS.DE has a 0.20% expense ratio, which is lower than ZPRX.DE's 0.30% expense ratio.
Dividends
SYBS.DE vs. ZPRX.DE - Dividend Comparison
SYBS.DE's dividend yield for the trailing twelve months is around 4.60%, while ZPRX.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% |
ZPRX.DE SPDR MSCI Europe Small Cap Value Weighted 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% |
Frequently Asked Questions
SYBS.DE and ZPRX.DE have a correlation of 0.56, 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 0.30% for ZPRX.DE.
SYBS.DE is categorized as European Corporate Bonds, while ZPRX.DE is Europe Equities. SYBS.DE tracks Bloomberg Sterling Corporate Bond, while ZPRX.DE tracks MSCI Europe Small Cap Value Weighted. Their fees differ too: 0.20% for SYBS.DE and 0.30% for ZPRX.DE.
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