PortfoliosLab logoPortfoliosLab logo
VAGY.DE vs. SYBN.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VAGY.DE vs. SYBN.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Vanguard USD Corporate 1-3 Year Bond UCITS ETF Accumulating (VAGY.DE) and SPDR Bloomberg 10+ Year US Corporate Bond UCITS ETF (SYBN.DE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, VAGY.DE achieves a 2.12% return, which is significantly higher than SYBN.DE's 1.97% return.


VAGY.DE

1D
-0.00%
1M
1.29%
YTD
2.12%
6M
1.51%
1Y
2.75%
3Y*
2.52%
5Y*
10Y*

SYBN.DE

1D
0.30%
1M
1.49%
YTD
1.97%
6M
0.93%
1Y
5.57%
3Y*
1.80%
5Y*
-0.75%
10Y*
2.22%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VAGY.DE vs. SYBN.DE - Yearly Performance Comparison


2026 (YTD)202520242023
VAGY.DE
Vanguard USD Corporate 1-3 Year Bond UCITS ETF Accumulating
2.12%-5.79%11.38%0.78%
SYBN.DE
SPDR Bloomberg 10+ Year US Corporate Bond UCITS ETF
1.97%-4.34%4.09%4.66%

Correlation

The correlation between VAGY.DE and SYBN.DE is 0.40, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.40

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

0.34

Correlation (All Time)
Calculated using the full available price history since Mar 10, 2023

0.35

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

VAGY.DE vs. SYBN.DE — Risk / Return Rank

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

VAGY.DE
VAGY.DE Risk / Return Rank: 1717
Overall Rank
VAGY.DE Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
VAGY.DE Sortino Ratio Rank: 1515
Sortino Ratio Rank
VAGY.DE Omega Ratio Rank: 1515
Omega Ratio Rank
VAGY.DE Calmar Ratio Rank: 1919
Calmar Ratio Rank
VAGY.DE Martin Ratio Rank: 1818
Martin Ratio Rank

SYBN.DE
SYBN.DE Risk / Return Rank: 2020
Overall Rank
SYBN.DE Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
SYBN.DE Sortino Ratio Rank: 1919
Sortino Ratio Rank
SYBN.DE Omega Ratio Rank: 1818
Omega Ratio Rank
SYBN.DE Calmar Ratio Rank: 2323
Calmar Ratio Rank
SYBN.DE Martin Ratio Rank: 2020
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.

VAGY.DE vs. SYBN.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard USD Corporate 1-3 Year Bond UCITS ETF Accumulating (VAGY.DE) and SPDR Bloomberg 10+ Year US Corporate Bond UCITS ETF (SYBN.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.


VAGY.DESYBN.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.17

Sortino ratioReturn per unit of downside risk

-0.26

Omega ratioGain probability vs. loss probability

1.08

1.11

-0.03

Calmar ratioReturn relative to maximum drawdown

0.79

1.02

-0.23

Martin ratioReturn relative to average drawdown

1.82

2.15

-0.33

VAGY.DE vs. SYBN.DE - Sharpe Ratio Comparison

The current VAGY.DE Sharpe Ratio is 0.46, which is comparable to the SYBN.DE Sharpe Ratio of 0.63. The chart below compares the historical Sharpe Ratios of VAGY.DE and SYBN.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


VAGY.DESYBN.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.46

0.63

-0.17

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.06

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.18

Sharpe Ratio (All Time)

Calculated using the full available price history

0.37

0.21

+0.16

Drawdowns

VAGY.DE vs. SYBN.DE - Drawdown Comparison

The maximum VAGY.DE drawdown since its inception was -10.58%, smaller than the maximum SYBN.DE drawdown of -28.03%. Use the drawdown chart below to compare losses from any high point for VAGY.DE and SYBN.DE.


Loading charts...

Drawdown Indicators


VAGY.DESYBN.DEDifference

Max Drawdown

Largest peak-to-trough decline

-10.58%

-28.03%

+17.45%

Max Drawdown (1Y)

Largest decline over 1 year

-3.20%

-4.99%

+1.79%

Max Drawdown (3Y)

Largest decline over 3 years

-10.58%

-15.40%

+4.82%

Max Drawdown (5Y)

Largest decline over 5 years

-28.03%

Max Drawdown (10Y)

Largest decline over 10 years

-28.03%

Current Drawdown

Current decline from peak

-5.93%

-16.22%

+10.29%

Average Drawdown

Average peak-to-trough decline

-3.66%

-9.94%

+6.28%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.39%

2.37%

-0.98%

Volatility

VAGY.DE vs. SYBN.DE - Volatility Comparison

The current volatility for Vanguard USD Corporate 1-3 Year Bond UCITS ETF Accumulating (VAGY.DE) is 1.09%, while SPDR Bloomberg 10+ Year US Corporate Bond UCITS ETF (SYBN.DE) has a volatility of 2.10%. This indicates that VAGY.DE experiences smaller price fluctuations and is considered to be less risky than SYBN.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


VAGY.DESYBN.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.09%

2.10%

-1.01%

Volatility (6M)

Calculated over the trailing 6-month period

3.74%

5.72%

-1.98%

Volatility (1Y)

Calculated over the trailing 1-year period

5.56%

8.15%

-2.59%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.46%

12.47%

-6.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.46%

12.40%

-5.94%

VAGY.DE vs. SYBN.DE - Expense Ratio Comparison

VAGY.DE has a 0.09% expense ratio, which is lower than SYBN.DE's 0.12% 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

VAGY.DE vs. SYBN.DE - Dividend Comparison

VAGY.DE has not paid dividends to shareholders, while SYBN.DE's dividend yield for the trailing twelve months is around 5.43%.


PositionTTM2025202420232022202120202019201820172016
SYBN.DE
SPDR Bloomberg 10+ Year US Corporate Bond UCITS ETF
5.43%5.75%5.08%4.61%4.65%3.20%3.62%3.61%3.99%4.44%2.62%
VAGY.DE
Vanguard USD Corporate 1-3 Year Bond UCITS ETF Accumulating
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


VAGY.DE and SYBN.DE have a correlation of 0.40, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, VAGY.DE is cheaper at 0.09% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VAGY.DE is cheaper with a 0.09% expense ratio, compared with 0.12% for SYBN.DE.

VAGY.DE tracks Bloomberg Global Aggregate Corporate USD 1-3, while SYBN.DE tracks Bloomberg US Corporate 10+. They also come from different issuers: Vanguard and State Street. Their fees differ too: 0.09% for VAGY.DE and 0.12% for SYBN.DE.

Portfolio Optimizer

Find the right allocation for VAGY.DE and SYBN.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