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

Performance

VAGY.DE vs. SYBR.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 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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Returns By Period

In the year-to-date period, VAGY.DE achieves a 2.12% return, which is significantly higher than SYBR.DE's 1.66% return.


VAGY.DE

1D
-0.00%
1M
0.97%
YTD
2.12%
6M
1.62%
1Y
2.54%
3Y*
2.52%
5Y*
10Y*

SYBR.DE

1D
0.07%
1M
0.89%
YTD
1.66%
6M
1.06%
1Y
3.23%
3Y*
2.96%
5Y*
3.21%
10Y*
2.95%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VAGY.DE vs. SYBR.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%
SYBR.DE
SPDR Bloomberg 1-10 Year US Corporate Bond UCITS ETF
1.66%-3.96%10.21%2.55%

Correlation

The correlation between VAGY.DE and SYBR.DE is 0.91, 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

0.91

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

0.88

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

0.89

The correlation between VAGY.DE and SYBR.DE has been stable across timeframes, ranging from 0.88 to 0.91 - a consistent structural relationship.

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Return for Risk

VAGY.DE vs. SYBR.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

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


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

-0.16

Sortino ratioReturn per unit of downside risk

-0.23

Omega ratioGain probability vs. loss probability

1.08

1.11

-0.03

Calmar ratioReturn relative to maximum drawdown

0.79

1.02

-0.24

Martin ratioReturn relative to average drawdown

1.82

2.82

-0.99

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

The current VAGY.DE Sharpe Ratio is 0.46, which is comparable to the SYBR.DE Sharpe Ratio of 0.61. The chart below compares the historical Sharpe Ratios of VAGY.DE and SYBR.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.


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Sharpe Ratios by Period


VAGY.DESYBR.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.46

0.61

-0.16

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.43

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.40

Sharpe Ratio (All Time)

Calculated using the full available price history

0.37

0.40

-0.03

Drawdowns

VAGY.DE vs. SYBR.DE - Drawdown Comparison

The maximum VAGY.DE drawdown since its inception was -10.58%, smaller than the maximum SYBR.DE drawdown of -15.02%. Use the drawdown chart below to compare losses from any high point for VAGY.DE and SYBR.DE.


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Drawdown Indicators


VAGY.DESYBR.DEDifference

Max Drawdown

Largest peak-to-trough decline

-10.58%

-15.02%

+4.44%

Max Drawdown (1Y)

Largest decline over 1 year

-3.20%

-3.14%

-0.06%

Max Drawdown (3Y)

Largest decline over 3 years

-10.58%

-9.61%

-0.97%

Max Drawdown (5Y)

Largest decline over 5 years

-9.61%

Max Drawdown (10Y)

Largest decline over 10 years

-15.02%

Current Drawdown

Current decline from peak

-5.93%

-4.54%

-1.39%

Average Drawdown

Average peak-to-trough decline

-3.66%

-4.16%

+0.50%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.39%

1.14%

+0.25%

Volatility

VAGY.DE vs. SYBR.DE - Volatility Comparison

Vanguard USD Corporate 1-3 Year Bond UCITS ETF Accumulating (VAGY.DE) has a higher volatility of 1.09% compared to SPDR Bloomberg 1-10 Year US Corporate Bond UCITS ETF (SYBR.DE) at 0.76%. This indicates that VAGY.DE's price experiences larger fluctuations and is considered to be riskier than SYBR.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VAGY.DESYBR.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.09%

0.76%

+0.33%

Volatility (6M)

Calculated over the trailing 6-month period

3.74%

3.61%

+0.13%

Volatility (1Y)

Calculated over the trailing 1-year period

5.56%

5.26%

+0.30%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.46%

7.41%

-0.95%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.46%

7.32%

-0.86%

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

VAGY.DE has a 0.09% expense ratio, which is lower than SYBR.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. SYBR.DE - Dividend Comparison

VAGY.DE has not paid dividends to shareholders, while SYBR.DE's dividend yield for the trailing twelve months is around 4.65%.


PositionTTM2025202420232022202120202019201820172016
SYBR.DE
SPDR Bloomberg 1-10 Year US Corporate Bond UCITS ETF
4.65%5.03%4.55%5.85%2.62%2.24%2.89%3.01%2.78%3.41%1.21%
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


With a correlation of 0.91, VAGY.DE and SYBR.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, 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 SYBR.DE.

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

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