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SYBU.DE vs. EUNX.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SYBU.DE vs. EUNX.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in State Street SPDR Bloomberg U.S. Aggregate Bond UCITS ETF (Dist) (SYBU.DE) and iShares US Aggregate Bond UCITS ETF USD (Dist) (EUNX.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SYBU.DE achieves a 3.68% return, which is significantly higher than EUNX.DE's 3.24% return. Over the past 10 years, SYBU.DE has outperformed EUNX.DE with an annualized return of 0.99%, while EUNX.DE has yielded a comparatively lower 0.88% annualized return.


SYBU.DE

1D
0.28%
1M
2.21%
6M
3.68%
YTD
3.68%
1Y
7.44%
3Y*
2.52%
5Y*
0.64%
10Y*
0.99%

EUNX.DE

1D
-0.09%
1M
1.95%
6M
3.26%
YTD
3.24%
1Y
6.84%
3Y*
2.22%
5Y*
0.53%
10Y*
0.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SYBU.DE vs. EUNX.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SYBU.DE
State Street SPDR Bloomberg U.S. Aggregate Bond UCITS ETF (Dist)
3.68%-4.60%7.05%1.35%-7.76%6.46%-2.35%11.44%4.64%-9.37%
EUNX.DE
iShares US Aggregate Bond UCITS ETF USD (Dist)
3.24%-4.75%6.89%1.32%-7.48%6.28%-2.24%11.26%4.22%-9.17%

Correlation

The correlation between SYBU.DE and EUNX.DE is 0.91, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.91

Correlation (3Y)
Calculated over the trailing 3-year period

0.96

Correlation (5Y)
Calculated over the trailing 5-year period

0.96

Correlation (10Y)
Calculated over the trailing 10-year period

0.94

Correlation (All Time)
Calculated using the full available price history since Jan 16, 2012

0.94

The correlation between SYBU.DE and EUNX.DE has been stable across timeframes, ranging from 0.91 to 0.96 - a consistent structural relationship.

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Return for Risk

SYBU.DE vs. EUNX.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SYBU.DE
SYBU.DE Risk / Return Rank: 4545
Overall Rank
SYBU.DE Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
SYBU.DE Sortino Ratio Rank: 4545
Sortino Ratio Rank
SYBU.DE Omega Ratio Rank: 4141
Omega Ratio Rank
SYBU.DE Calmar Ratio Rank: 5353
Calmar Ratio Rank
SYBU.DE Martin Ratio Rank: 4242
Martin Ratio Rank

EUNX.DE
EUNX.DE Risk / Return Rank: 4141
Overall Rank
EUNX.DE Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
EUNX.DE Sortino Ratio Rank: 4242
Sortino Ratio Rank
EUNX.DE Omega Ratio Rank: 3939
Omega Ratio Rank
EUNX.DE Calmar Ratio Rank: 4646
Calmar Ratio Rank
EUNX.DE Martin Ratio Rank: 3939
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

SYBU.DE vs. EUNX.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for State Street SPDR Bloomberg U.S. Aggregate Bond UCITS ETF (Dist) (SYBU.DE) and iShares US Aggregate Bond UCITS ETF USD (Dist) (EUNX.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


SYBU.DEEUNX.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.07

Sortino ratioReturn per unit of downside risk

+0.08

Omega ratioGain probability vs. loss probability

1.23

1.22

+0.01

Calmar ratioReturn relative to maximum drawdown

2.19

1.97

+0.22

Martin ratioReturn relative to average drawdown

5.66

5.22

+0.45

SYBU.DE vs. EUNX.DE - Sharpe Ratio Comparison

The current SYBU.DE Sharpe Ratio is 1.28, which is comparable to the EUNX.DE Sharpe Ratio of 1.21. The chart below compares the historical Sharpe Ratios of SYBU.DE and EUNX.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

SYBU.DE vs. EUNX.DE - Drawdown Comparison

The maximum SYBU.DE drawdown since its inception was -32.67%, which is greater than EUNX.DE's maximum drawdown of -15.72%. Use the drawdown chart below to compare losses from any high point for SYBU.DE and EUNX.DE.


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Drawdown Indicators


SYBU.DEEUNX.DEDifference

Max Drawdown

Largest peak-to-trough decline

-32.67%

-15.72%

-16.95%

Max Drawdown (1Y)

Largest decline over 1 year

-3.39%

-3.46%

+0.07%

Max Drawdown (3Y)

Largest decline over 3 years

-10.88%

-10.97%

+0.09%

Max Drawdown (5Y)

Largest decline over 5 years

-12.82%

-12.69%

-0.13%

Max Drawdown (10Y)

Largest decline over 10 years

-21.01%

-15.72%

-5.29%

Current Drawdown

Current decline from peak

-5.68%

-6.14%

+0.46%

Average Drawdown

Average peak-to-trough decline

-11.94%

-6.91%

-5.03%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.31%

1.31%

0.00%

Volatility

SYBU.DE vs. EUNX.DE - Volatility Comparison

State Street SPDR Bloomberg U.S. Aggregate Bond UCITS ETF (Dist) (SYBU.DE) has a higher volatility of 1.89% compared to iShares US Aggregate Bond UCITS ETF USD (Dist) (EUNX.DE) at 1.59%. This indicates that SYBU.DE's price experiences larger fluctuations and is considered to be riskier than EUNX.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SYBU.DEEUNX.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.89%

1.59%

+0.30%

Volatility (6M)

Calculated over the trailing 6-month period

4.17%

3.97%

+0.20%

Volatility (1Y)

Calculated over the trailing 1-year period

5.79%

5.62%

+0.17%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.85%

7.86%

-0.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.78%

7.44%

+3.34%

SYBU.DE vs. EUNX.DE - Expense Ratio Comparison

SYBU.DE has a 0.17% expense ratio, which is lower than EUNX.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

SYBU.DE vs. EUNX.DE - Dividend Comparison

SYBU.DE's dividend yield for the trailing twelve months is around 4.07%, more than EUNX.DE's 3.83% yield.


PositionTTM20252024202320222021202020192018201720162015
EUNX.DE
iShares US Aggregate Bond UCITS ETF USD (Dist)
3.83%3.84%3.54%3.08%2.18%1.65%2.24%2.67%2.43%2.16%1.63%1.60%
SYBU.DE
State Street SPDR Bloomberg U.S. Aggregate Bond UCITS ETF (Dist)
4.07%4.41%3.68%2.77%2.06%1.84%2.61%2.59%2.26%2.54%2.11%1.87%

Frequently Asked Questions


With a correlation of 0.91, SYBU.DE and EUNX.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, SYBU.DE is cheaper at 0.17% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SYBU.DE is cheaper with a 0.17% expense ratio, compared with 0.25% for EUNX.DE.

SYBU.DE tracks Bloomberg U.S. Aggregate Bond Index, while EUNX.DE tracks Bloomberg US Aggregate Bond Index. They also come from different issuers: State Street and iShares. Their fees differ too: 0.17% for SYBU.DE and 0.25% for EUNX.DE.

Portfolio Optimizer

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