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UEF7.DE vs. SYBR.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

UEF7.DE vs. SYBR.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in UBS ETF (LU) Bloomberg US Liquid Corporates 1-5 Year UCITS ETF (USD) A-dis (UEF7.DE) and SPDR Bloomberg 1-10 Year US Corporate Bond UCITS ETF (SYBR.DE). The values are adjusted to include any dividend payments, if applicable.

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UEF7.DE vs. SYBR.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
UEF7.DE
UBS ETF (LU) Bloomberg US Liquid Corporates 1-5 Year UCITS ETF (USD) A-dis
1.38%-4.75%10.53%2.47%-0.50%7.33%-4.28%10.28%4.90%-9.80%
SYBR.DE
SPDR Bloomberg 1-10 Year US Corporate Bond UCITS ETF
1.27%-3.96%10.21%5.72%-3.89%7.04%-1.81%14.86%3.26%-8.28%

Returns By Period

In the year-to-date period, UEF7.DE achieves a 1.38% return, which is significantly higher than SYBR.DE's 1.27% return. Over the past 10 years, UEF7.DE has underperformed SYBR.DE with an annualized return of 2.36%, while SYBR.DE has yielded a comparatively higher 3.06% annualized return.


UEF7.DE

1D
-0.54%
1M
0.06%
YTD
1.38%
6M
2.18%
1Y
-2.41%
3Y*
2.99%
5Y*
2.44%
10Y*
2.36%

SYBR.DE

1D
-0.52%
1M
-0.17%
YTD
1.27%
6M
2.23%
1Y
-1.90%
3Y*
3.33%
5Y*
2.67%
10Y*
3.06%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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UEF7.DE vs. SYBR.DE - Expense Ratio Comparison

UEF7.DE has a 0.16% expense ratio, which is higher than SYBR.DE's 0.12% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Return for Risk

UEF7.DE vs. SYBR.DE — Risk / Return Rank

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

UEF7.DE
UEF7.DE Risk / Return Rank: 66
Overall Rank
UEF7.DE Sharpe Ratio Rank: 66
Sharpe Ratio Rank
UEF7.DE Sortino Ratio Rank: 55
Sortino Ratio Rank
UEF7.DE Omega Ratio Rank: 55
Omega Ratio Rank
UEF7.DE Calmar Ratio Rank: 66
Calmar Ratio Rank
UEF7.DE Martin Ratio Rank: 77
Martin Ratio Rank

SYBR.DE
SYBR.DE Risk / Return Rank: 77
Overall Rank
SYBR.DE Sharpe Ratio Rank: 77
Sharpe Ratio Rank
SYBR.DE Sortino Ratio Rank: 66
Sortino Ratio Rank
SYBR.DE Omega Ratio Rank: 66
Omega Ratio Rank
SYBR.DE Calmar Ratio Rank: 88
Calmar Ratio Rank
SYBR.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.

UEF7.DE vs. SYBR.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for UBS ETF (LU) Bloomberg US Liquid Corporates 1-5 Year UCITS ETF (USD) A-dis (UEF7.DE) and SPDR Bloomberg 1-10 Year US Corporate Bond UCITS ETF (SYBR.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.


UEF7.DESYBR.DEDifference

Sharpe ratio

Return per unit of total volatility

-0.34

-0.27

-0.07

Sortino ratio

Return per unit of downside risk

-0.40

-0.30

-0.10

Omega ratio

Gain probability vs. loss probability

0.95

0.96

-0.01

Calmar ratio

Return relative to maximum drawdown

-0.34

-0.24

-0.10

Martin ratio

Return relative to average drawdown

-0.61

-0.46

-0.15

UEF7.DE vs. SYBR.DE - Sharpe Ratio Comparison

The current UEF7.DE Sharpe Ratio is -0.34, which is comparable to the SYBR.DE Sharpe Ratio of -0.27. The chart below compares the historical Sharpe Ratios of UEF7.DE and SYBR.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


UEF7.DESYBR.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.34

-0.27

-0.07

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.35

0.35

-0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.33

0.41

-0.08

Sharpe Ratio (All Time)

Calculated using the full available price history

0.42

0.40

+0.02

Correlation

The correlation between UEF7.DE and SYBR.DE is 0.93, 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

UEF7.DE vs. SYBR.DE - Dividend Comparison

UEF7.DE's dividend yield for the trailing twelve months is around 4.66%, which matches SYBR.DE's 4.67% yield.


TTM20252024202320222021202020192018201720162015
UEF7.DE
UBS ETF (LU) Bloomberg US Liquid Corporates 1-5 Year UCITS ETF (USD) A-dis
4.66%5.78%4.66%3.27%1.45%1.52%2.84%2.76%2.24%2.19%1.99%0.87%
SYBR.DE
SPDR Bloomberg 1-10 Year US Corporate Bond UCITS ETF
4.67%5.03%4.55%5.85%2.62%2.24%2.89%3.01%2.78%3.41%1.21%0.00%

Drawdowns

UEF7.DE vs. SYBR.DE - Drawdown Comparison

The maximum UEF7.DE drawdown since its inception was -15.39%, roughly equal to the maximum SYBR.DE drawdown of -15.02%. Use the drawdown chart below to compare losses from any high point for UEF7.DE and SYBR.DE.


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Drawdown Indicators


UEF7.DESYBR.DEDifference

Max Drawdown

Largest peak-to-trough decline

-15.39%

-15.02%

-0.37%

Max Drawdown (1Y)

Largest decline over 1 year

-6.19%

-6.26%

+0.07%

Max Drawdown (5Y)

Largest decline over 5 years

-10.70%

-9.61%

-1.09%

Max Drawdown (10Y)

Largest decline over 10 years

-15.39%

-15.02%

-0.37%

Current Drawdown

Current decline from peak

-5.51%

-4.91%

-0.60%

Average Drawdown

Average peak-to-trough decline

-4.75%

-4.14%

-0.61%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.02%

2.98%

+0.04%

Volatility

UEF7.DE vs. SYBR.DE - Volatility Comparison

UBS ETF (LU) Bloomberg US Liquid Corporates 1-5 Year UCITS ETF (USD) A-dis (UEF7.DE) and SPDR Bloomberg 1-10 Year US Corporate Bond UCITS ETF (SYBR.DE) have volatilities of 1.69% and 1.69%, 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


UEF7.DESYBR.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.69%

1.69%

0.00%

Volatility (6M)

Calculated over the trailing 6-month period

3.74%

3.78%

-0.04%

Volatility (1Y)

Calculated over the trailing 1-year period

7.05%

7.13%

-0.08%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.00%

7.45%

-0.45%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.01%

7.36%

-0.35%