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

Performance

SYBU.DE vs. SYBA.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 State Street SPDR Bloomberg Euro Aggregate Bond UCITS ETF (Dist) (SYBA.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 SYBA.DE's 1.02% return. Over the past 10 years, SYBU.DE has outperformed SYBA.DE with an annualized return of 0.99%, while SYBA.DE has yielded a comparatively lower -0.24% 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%

SYBA.DE

1D
-0.38%
1M
0.85%
6M
1.50%
YTD
1.02%
1Y
1.13%
3Y*
3.22%
5Y*
-1.70%
10Y*
-0.24%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SYBU.DE vs. SYBA.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%
SYBA.DE
State Street SPDR Bloomberg Euro Aggregate Bond UCITS ETF (Dist)
1.02%1.25%2.04%6.72%-17.04%-2.92%3.83%5.94%0.33%0.32%

Correlation

The correlation between SYBU.DE and SYBA.DE is 0.12, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.12

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

0.33

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

0.38

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

0.32

Correlation (All Time)
Calculated using the full available price history since Jun 3, 2011

0.27

The correlation between SYBU.DE and SYBA.DE shifts across timeframes, from 0.12 (1 year) to 0.38 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

SYBU.DE vs. SYBA.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

SYBA.DE
SYBA.DE Risk / Return Rank: 1313
Overall Rank
SYBA.DE Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
SYBA.DE Sortino Ratio Rank: 1111
Sortino Ratio Rank
SYBA.DE Omega Ratio Rank: 1111
Omega Ratio Rank
SYBA.DE Calmar Ratio Rank: 1313
Calmar Ratio Rank
SYBA.DE Martin Ratio Rank: 1414
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. SYBA.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 State Street SPDR Bloomberg Euro Aggregate Bond UCITS ETF (Dist) (SYBA.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.DESYBA.DEDifference
Sharpe ratioReturn per unit of total volatility

+1.00

Sortino ratioReturn per unit of downside risk

+1.49

Omega ratioGain probability vs. loss probability

1.23

1.05

+0.18

Calmar ratioReturn relative to maximum drawdown

2.19

0.35

+1.84

Martin ratioReturn relative to average drawdown

5.66

0.94

+4.72

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

The current SYBU.DE Sharpe Ratio is 1.28, which is higher than the SYBA.DE Sharpe Ratio of 0.28. The chart below compares the historical Sharpe Ratios of SYBU.DE and SYBA.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. SYBA.DE - Drawdown Comparison

The maximum SYBU.DE drawdown since its inception was -32.67%, which is greater than SYBA.DE's maximum drawdown of -20.58%. Use the drawdown chart below to compare losses from any high point for SYBU.DE and SYBA.DE.


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Drawdown Indicators


SYBU.DESYBA.DEDifference

Max Drawdown

Largest peak-to-trough decline

-32.67%

-20.58%

-12.09%

Max Drawdown (1Y)

Largest decline over 1 year

-3.39%

-3.27%

-0.12%

Max Drawdown (3Y)

Largest decline over 3 years

-10.88%

-3.41%

-7.47%

Max Drawdown (5Y)

Largest decline over 5 years

-12.82%

-19.92%

+7.10%

Max Drawdown (10Y)

Largest decline over 10 years

-21.01%

-20.58%

-0.43%

Current Drawdown

Current decline from peak

-5.68%

-10.55%

+4.87%

Average Drawdown

Average peak-to-trough decline

-11.94%

-5.21%

-6.73%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.31%

1.20%

+0.11%

Volatility

SYBU.DE vs. SYBA.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 State Street SPDR Bloomberg Euro Aggregate Bond UCITS ETF (Dist) (SYBA.DE) at 1.44%. This indicates that SYBU.DE's price experiences larger fluctuations and is considered to be riskier than SYBA.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.DESYBA.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.89%

1.44%

+0.45%

Volatility (6M)

Calculated over the trailing 6-month period

4.17%

3.52%

+0.65%

Volatility (1Y)

Calculated over the trailing 1-year period

5.79%

4.11%

+1.68%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.85%

5.79%

+2.06%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.78%

4.97%

+5.81%

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

Both SYBU.DE and SYBA.DE have an expense ratio of 0.17%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

SYBU.DE vs. SYBA.DE - Dividend Comparison

SYBU.DE's dividend yield for the trailing twelve months is around 4.07%, more than SYBA.DE's 2.26% yield.


PositionTTM20252024202320222021202020192018201720162015
SYBA.DE
State Street SPDR Bloomberg Euro Aggregate Bond UCITS ETF (Dist)
2.26%2.14%1.73%1.01%0.42%0.43%0.55%0.58%0.56%0.57%0.85%1.58%
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


SYBU.DE and SYBA.DE have a correlation of 0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.17% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

SYBU.DE and SYBA.DE have the same expense ratio: 0.17% per year.

SYBU.DE tracks Bloomberg U.S. Aggregate Bond Index, while SYBA.DE tracks Bloomberg Euro Aggregate Bond Index.

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