SYBU.DE vs. ZPRV.DE
SYBU.DE (State Street SPDR Bloomberg U.S. Aggregate Bond UCITS ETF (Dist)) and ZPRV.DE (SPDR MSCI USA Small Cap Value Weighted UCITS ETF) are both exchange-traded funds - SYBU.DE is a Total Bond Market fund tracking the Bloomberg U.S. Aggregate Bond Index, while ZPRV.DE is a Small Cap Value Equities fund tracking the MSCI USA Small Cap Value Weighted Index. Both are passively managed. Over the past 10 years, SYBU.DE returned 0.99%/yr vs 12.36%/yr for ZPRV.DE. At a 0.14 correlation, their price movements are largely independent. SYBU.DE charges 0.17%/yr vs 0.30%/yr for ZPRV.DE.
Performance
SYBU.DE vs. ZPRV.DE - Performance Comparison
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Returns By Period
In the year-to-date period, SYBU.DE achieves a 3.68% return, which is significantly lower than ZPRV.DE's 20.36% return. Over the past 10 years, SYBU.DE has underperformed ZPRV.DE with an annualized return of 0.99%, while ZPRV.DE has yielded a comparatively higher 12.36% 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%
ZPRV.DE
- 1D
- 0.02%
- 1M
- 5.86%
- 6M
- 20.88%
- YTD
- 20.36%
- 1Y
- 34.21%
- 3Y*
- 16.63%
- 5Y*
- 11.51%
- 10Y*
- 12.36%
SYBU.DE vs. ZPRV.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
ZPRV.DE SPDR MSCI USA Small Cap Value Weighted UCITS ETF | 20.36% | 2.99% | 14.07% | 19.11% | -5.40% | 48.22% | -1.86% | 27.40% | -11.77% | -3.75% |
Correlation
The correlation between SYBU.DE and ZPRV.DE is 0.19, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.19 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.18 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.03 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.09 |
Correlation (All Time) Calculated using the full available price history since Feb 18, 2015 | 0.14 |
The correlation between SYBU.DE and ZPRV.DE shifts across timeframes, from 0.03 (5 years) to 0.19 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
SYBU.DE vs. ZPRV.DE — Risk / Return Rank
SYBU.DE
ZPRV.DE
SYBU.DE vs. ZPRV.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 SPDR MSCI USA Small Cap Value Weighted UCITS ETF (ZPRV.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.DE | ZPRV.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.92 | ||
| Sortino ratioReturn per unit of downside risk | -1.11 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 1.39 | -0.16 |
| Calmar ratioReturn relative to maximum drawdown | 2.19 | 5.80 | -3.61 |
| Martin ratioReturn relative to average drawdown | 5.66 | 18.15 | -12.49 |
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Drawdowns
SYBU.DE vs. ZPRV.DE - Drawdown Comparison
The maximum SYBU.DE drawdown since its inception was -32.67%, smaller than the maximum ZPRV.DE drawdown of -46.04%. Use the drawdown chart below to compare losses from any high point for SYBU.DE and ZPRV.DE.
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Drawdown Indicators
| SYBU.DE | ZPRV.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.67% | -46.04% | +13.37% |
Max Drawdown (1Y)Largest decline over 1 year | -3.39% | -5.87% | +2.48% |
Max Drawdown (3Y)Largest decline over 3 years | -10.88% | -31.14% | +20.26% |
Max Drawdown (5Y)Largest decline over 5 years | -12.82% | -31.14% | +18.32% |
Max Drawdown (10Y)Largest decline over 10 years | -21.01% | -46.04% | +25.03% |
Current DrawdownCurrent decline from peak | -5.68% | -1.26% | -4.42% |
Average DrawdownAverage peak-to-trough decline | -11.94% | -9.07% | -2.87% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.31% | 1.88% | -0.57% |
Volatility
SYBU.DE vs. ZPRV.DE - Volatility Comparison
The current volatility for State Street SPDR Bloomberg U.S. Aggregate Bond UCITS ETF (Dist) (SYBU.DE) is 1.89%, while SPDR MSCI USA Small Cap Value Weighted UCITS ETF (ZPRV.DE) has a volatility of 3.44%. This indicates that SYBU.DE experiences smaller price fluctuations and is considered to be less risky than ZPRV.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.DE | ZPRV.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.89% | 3.44% | -1.55% |
Volatility (6M)Calculated over the trailing 6-month period | 4.17% | 9.54% | -5.37% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.79% | 15.54% | -9.75% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.85% | 20.36% | -12.51% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 10.78% | 22.82% | -12.04% |
SYBU.DE vs. ZPRV.DE - Expense Ratio Comparison
SYBU.DE has a 0.17% expense ratio, which is lower than ZPRV.DE's 0.30% expense ratio.
Dividends
SYBU.DE vs. ZPRV.DE - Dividend Comparison
SYBU.DE's dividend yield for the trailing twelve months is around 4.07%, while ZPRV.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
ZPRV.DE SPDR MSCI USA 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
SYBU.DE and ZPRV.DE have a correlation of 0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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 0.30% for ZPRV.DE.
SYBU.DE is categorized as Total Bond Market, while ZPRV.DE is Small Cap Value Equities. SYBU.DE tracks Bloomberg U.S. Aggregate Bond Index, while ZPRV.DE tracks MSCI USA Small Cap Value Weighted Index. Their fees differ too: 0.17% for SYBU.DE and 0.30% for ZPRV.DE.
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