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SYBZ.DE vs. 10AM.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SYBZ.DE vs. 10AM.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in SPDR Bloomberg Global Aggregate Bond UCITS ETF (SYBZ.DE) and AMUNDI GLOBAL AGGREGATE BOND UCITS ETF Dist (10AM.DE). The values are adjusted to include any dividend payments, if applicable.

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SYBZ.DE vs. 10AM.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
SYBZ.DE
SPDR Bloomberg Global Aggregate Bond UCITS ETF
0.80%-4.27%3.98%1.41%-11.02%2.85%-0.73%8.89%6.28%
10AM.DE
AMUNDI GLOBAL AGGREGATE BOND UCITS ETF Dist
1.03%-4.14%4.16%1.34%-10.85%2.97%-0.22%9.08%6.22%

Returns By Period

In the year-to-date period, SYBZ.DE achieves a 0.80% return, which is significantly lower than 10AM.DE's 1.03% return.


SYBZ.DE

1D
0.31%
1M
-1.03%
YTD
0.80%
6M
0.54%
1Y
-2.39%
3Y*
0.16%
5Y*
-1.38%
10Y*

10AM.DE

1D
0.18%
1M
-0.95%
YTD
1.03%
6M
0.62%
1Y
-2.07%
3Y*
0.24%
5Y*
-1.26%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SYBZ.DE vs. 10AM.DE - Expense Ratio Comparison

Both SYBZ.DE and 10AM.DE have an expense ratio of 0.10%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Return for Risk

SYBZ.DE vs. 10AM.DE — Risk / Return Rank

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

SYBZ.DE
SYBZ.DE Risk / Return Rank: 44
Overall Rank
SYBZ.DE Sharpe Ratio Rank: 44
Sharpe Ratio Rank
SYBZ.DE Sortino Ratio Rank: 33
Sortino Ratio Rank
SYBZ.DE Omega Ratio Rank: 33
Omega Ratio Rank
SYBZ.DE Calmar Ratio Rank: 44
Calmar Ratio Rank
SYBZ.DE Martin Ratio Rank: 66
Martin Ratio Rank

10AM.DE
10AM.DE Risk / Return Rank: 66
Overall Rank
10AM.DE Sharpe Ratio Rank: 55
Sharpe Ratio Rank
10AM.DE Sortino Ratio Rank: 55
Sortino Ratio Rank
10AM.DE Omega Ratio Rank: 44
Omega Ratio Rank
10AM.DE Calmar Ratio Rank: 77
Calmar Ratio Rank
10AM.DE Martin Ratio Rank: 88
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.

SYBZ.DE vs. 10AM.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR Bloomberg Global Aggregate Bond UCITS ETF (SYBZ.DE) and AMUNDI GLOBAL AGGREGATE BOND UCITS ETF Dist (10AM.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.


SYBZ.DE10AM.DEDifference

Sharpe ratio

Return per unit of total volatility

-0.54

-0.42

-0.12

Sortino ratio

Return per unit of downside risk

-0.67

-0.51

-0.16

Omega ratio

Gain probability vs. loss probability

0.91

0.93

-0.02

Calmar ratio

Return relative to maximum drawdown

-0.43

-0.32

-0.11

Martin ratio

Return relative to average drawdown

-0.64

-0.49

-0.15

SYBZ.DE vs. 10AM.DE - Sharpe Ratio Comparison

The current SYBZ.DE Sharpe Ratio is -0.54, which is comparable to the 10AM.DE Sharpe Ratio of -0.42. The chart below compares the historical Sharpe Ratios of SYBZ.DE and 10AM.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


SYBZ.DE10AM.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.54

-0.42

-0.12

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.22

-0.21

-0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.15

0.15

-0.01

Correlation

The correlation between SYBZ.DE and 10AM.DE is 0.77, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

SYBZ.DE vs. 10AM.DE - Dividend Comparison

SYBZ.DE's dividend yield for the trailing twelve months is around 2.69%, less than 10AM.DE's 2.99% yield.


TTM20252024202320222021202020192018
SYBZ.DE
SPDR Bloomberg Global Aggregate Bond UCITS ETF
2.69%2.96%2.51%1.86%1.38%0.98%1.40%1.41%0.70%
10AM.DE
AMUNDI GLOBAL AGGREGATE BOND UCITS ETF Dist
2.99%3.02%2.83%2.63%2.09%1.72%1.87%2.05%2.27%

Drawdowns

SYBZ.DE vs. 10AM.DE - Drawdown Comparison

The maximum SYBZ.DE drawdown since its inception was -16.33%, roughly equal to the maximum 10AM.DE drawdown of -15.83%. Use the drawdown chart below to compare losses from any high point for SYBZ.DE and 10AM.DE.


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Drawdown Indicators


SYBZ.DE10AM.DEDifference

Max Drawdown

Largest peak-to-trough decline

-16.33%

-15.83%

-0.50%

Max Drawdown (1Y)

Largest decline over 1 year

-4.56%

-4.83%

+0.27%

Max Drawdown (5Y)

Largest decline over 5 years

-15.01%

-14.80%

-0.21%

Current Drawdown

Current decline from peak

-11.97%

-11.15%

-0.82%

Average Drawdown

Average peak-to-trough decline

-7.46%

-6.66%

-0.80%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.30%

3.10%

+0.20%

Volatility

SYBZ.DE vs. 10AM.DE - Volatility Comparison

SPDR Bloomberg Global Aggregate Bond UCITS ETF (SYBZ.DE) and AMUNDI GLOBAL AGGREGATE BOND UCITS ETF Dist (10AM.DE) have volatilities of 1.24% and 1.19%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SYBZ.DE10AM.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.24%

1.19%

+0.05%

Volatility (6M)

Calculated over the trailing 6-month period

2.47%

2.46%

+0.01%

Volatility (1Y)

Calculated over the trailing 1-year period

4.56%

4.94%

-0.38%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.41%

5.85%

+0.56%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.26%

5.41%

+0.85%