PortfoliosLab logoPortfoliosLab logo
SYBZ.DE vs. 8OUU.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SYBZ.DE vs. 8OUU.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 SRI UCITS ETF (8OUU.DE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, SYBZ.DE achieves a 0.96% return, which is significantly higher than 8OUU.DE's 0.38% return.


SYBZ.DE

1D
-0.01%
1M
0.44%
YTD
0.96%
6M
0.50%
1Y
0.26%
3Y*
0.32%
5Y*
-1.06%
10Y*

8OUU.DE

1D
0.02%
1M
0.29%
YTD
0.38%
6M
-0.14%
1Y
-0.73%
3Y*
-0.08%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SYBZ.DE vs. 8OUU.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022
SYBZ.DE
SPDR Bloomberg Global Aggregate Bond UCITS ETF
0.96%-4.27%3.98%1.41%-6.90%
8OUU.DE
Amundi Global Aggregate SRI UCITS ETF
0.38%-3.96%2.49%1.79%-7.74%

Correlation

The correlation between SYBZ.DE and 8OUU.DE is 0.92, 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

0.92

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

0.91

Correlation (All Time)
Calculated using the full available price history since Apr 13, 2022

0.85

The correlation between SYBZ.DE and 8OUU.DE has been stable across timeframes, ranging from 0.85 to 0.92 - a consistent structural relationship.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

SYBZ.DE vs. 8OUU.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: 99
Overall Rank
SYBZ.DE Sharpe Ratio Rank: 99
Sharpe Ratio Rank
SYBZ.DE Sortino Ratio Rank: 88
Sortino Ratio Rank
SYBZ.DE Omega Ratio Rank: 88
Omega Ratio Rank
SYBZ.DE Calmar Ratio Rank: 1010
Calmar Ratio Rank
SYBZ.DE Martin Ratio Rank: 99
Martin Ratio Rank

8OUU.DE
8OUU.DE Risk / Return Rank: 66
Overall Rank
8OUU.DE Sharpe Ratio Rank: 66
Sharpe Ratio Rank
8OUU.DE Sortino Ratio Rank: 66
Sortino Ratio Rank
8OUU.DE Omega Ratio Rank: 66
Omega Ratio Rank
8OUU.DE Calmar Ratio Rank: 55
Calmar Ratio Rank
8OUU.DE Martin Ratio Rank: 55
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. 8OUU.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 SRI UCITS ETF (8OUU.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.DE8OUU.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.30

Sortino ratioReturn per unit of downside risk

+0.42

Omega ratioGain probability vs. loss probability

1.01

0.96

+0.05

Calmar ratioReturn relative to maximum drawdown

0.04

-0.42

+0.46

Martin ratioReturn relative to average drawdown

0.07

-0.80

+0.87

SYBZ.DE vs. 8OUU.DE - Sharpe Ratio Comparison

The current SYBZ.DE Sharpe Ratio is 0.02, which is higher than the 8OUU.DE Sharpe Ratio of -0.28. The chart below compares the historical Sharpe Ratios of SYBZ.DE and 8OUU.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.


Loading charts...

Sharpe Ratios by Period


SYBZ.DE8OUU.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.02

-0.28

+0.30

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.17

Sharpe Ratio (All Time)

Calculated using the full available price history

0.15

-0.30

+0.44

Drawdowns

SYBZ.DE vs. 8OUU.DE - Drawdown Comparison

The maximum SYBZ.DE drawdown since its inception was -16.33%, which is greater than 8OUU.DE's maximum drawdown of -12.83%. Use the drawdown chart below to compare losses from any high point for SYBZ.DE and 8OUU.DE.


Loading charts...

Drawdown Indicators


SYBZ.DE8OUU.DEDifference

Max Drawdown

Largest peak-to-trough decline

-16.33%

-12.83%

-3.50%

Max Drawdown (1Y)

Largest decline over 1 year

-2.33%

-2.46%

+0.13%

Max Drawdown (3Y)

Largest decline over 3 years

-7.58%

-6.94%

-0.64%

Max Drawdown (5Y)

Largest decline over 5 years

-15.01%

Current Drawdown

Current decline from peak

-11.83%

-9.22%

-2.61%

Average Drawdown

Average peak-to-trough decline

-7.57%

-8.03%

+0.46%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.27%

1.30%

-0.03%

Volatility

SYBZ.DE vs. 8OUU.DE - Volatility Comparison

SPDR Bloomberg Global Aggregate Bond UCITS ETF (SYBZ.DE) and Amundi Global Aggregate SRI UCITS ETF (8OUU.DE) have volatilities of 0.99% and 1.00%, 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.


Loading charts...

Volatility by Period


SYBZ.DE8OUU.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.99%

1.00%

-0.01%

Volatility (6M)

Calculated over the trailing 6-month period

2.53%

2.66%

-0.13%

Volatility (1Y)

Calculated over the trailing 1-year period

3.62%

3.69%

-0.07%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.40%

6.05%

+0.35%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.21%

6.05%

+0.16%

SYBZ.DE vs. 8OUU.DE - Expense Ratio Comparison

SYBZ.DE has a 0.10% expense ratio, which is lower than 8OUU.DE's 0.14% 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

SYBZ.DE vs. 8OUU.DE - Dividend Comparison

SYBZ.DE's dividend yield for the trailing twelve months is around 2.68%, while 8OUU.DE has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018
8OUU.DE
Amundi Global Aggregate SRI UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SYBZ.DE
SPDR Bloomberg Global Aggregate Bond UCITS ETF
2.68%2.96%2.51%1.86%1.38%0.98%1.40%1.41%0.70%

Frequently Asked Questions


With a correlation of 0.92, SYBZ.DE and 8OUU.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, SYBZ.DE is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SYBZ.DE is cheaper with a 0.10% expense ratio, compared with 0.14% for 8OUU.DE.

SYBZ.DE tracks Bloomberg Global Aggregate Bond, while 8OUU.DE tracks Bloomberg MSCI Global Aggregate 500MM ex Securitized Sustainable SRI Sector Neutral. They also come from different issuers: State Street and Amundi. Their fees differ too: 0.10% for SYBZ.DE and 0.14% for 8OUU.DE.

Portfolio Optimizer

Find the right allocation for SYBZ.DE and 8OUU.DE

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer