XB4F.DE vs. SYBQ.DE
XB4F.DE (Xtrackers II EUR Corporate Bond SRI PAB UCITS ETF) and SYBQ.DE (SPDR Bloomberg 0-5 Year Sterling Corporate Bond UCITS ETF) are both European Corporate Bonds funds - XB4F.DE tracks the Bloomberg MSCI Euro Corporate SRI PAB while SYBQ.DE tracks the Bloomberg Sterling Corporate Bond 0-5. Both are passively managed. Over the past 10 years, XB4F.DE returned 0.83%/yr vs 2.14%/yr for SYBQ.DE. At a 0.24 correlation, their price movements are largely independent. XB4F.DE charges 0.16%/yr vs 0.20%/yr for SYBQ.DE.
Performance
XB4F.DE vs. SYBQ.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XB4F.DE achieves a 0.35% return, which is significantly lower than SYBQ.DE's 3.73% return. Over the past 10 years, XB4F.DE has underperformed SYBQ.DE with an annualized return of 0.83%, while SYBQ.DE has yielded a comparatively higher 2.14% annualized return.
XB4F.DE
- 1D
- 0.04%
- 1M
- -0.46%
- 6M
- -0.05%
- YTD
- 0.35%
- 1Y
- 1.07%
- 3Y*
- 4.08%
- 5Y*
- -0.19%
- 10Y*
- 0.83%
SYBQ.DE
- 1D
- -0.20%
- 1M
- 1.68%
- 6M
- 2.88%
- YTD
- 3.73%
- 1Y
- 5.85%
- 3Y*
- 6.66%
- 5Y*
- 2.68%
- 10Y*
- 2.14%
XB4F.DE vs. SYBQ.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
XB4F.DE Xtrackers II EUR Corporate Bond SRI PAB UCITS ETF | 0.35% | 2.84% | 4.19% | 7.30% | -13.32% | -1.08% | 2.40% | 6.10% | -1.71% | 2.90% |
SYBQ.DE SPDR Bloomberg 0-5 Year Sterling Corporate Bond UCITS ETF | 3.73% | 1.45% | 9.69% | 9.38% | -10.85% | 6.75% | -2.82% | 10.80% | -2.02% | -1.92% |
Correlation
The correlation between XB4F.DE and SYBQ.DE is 0.41, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.41 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.43 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.42 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.26 |
Correlation (All Time) Calculated using the full available price history since Feb 17, 2014 | 0.24 |
The correlation between XB4F.DE and SYBQ.DE shifts across timeframes, from 0.24 (all time) to 0.43 (3 years), reflecting how their relationship changes across market environments.
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Return for Risk
XB4F.DE vs. SYBQ.DE — Risk / Return Rank
XB4F.DE
SYBQ.DE
XB4F.DE vs. SYBQ.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers II EUR Corporate Bond SRI PAB UCITS ETF (XB4F.DE) and SPDR Bloomberg 0-5 Year Sterling Corporate Bond UCITS ETF (SYBQ.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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| XB4F.DE | SYBQ.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.89 | ||
| Sortino ratioReturn per unit of downside risk | -1.24 | ||
| Omega ratioGain probability vs. loss probability | 1.06 | 1.23 | -0.16 |
| Calmar ratioReturn relative to maximum drawdown | 0.40 | 2.77 | -2.37 |
| Martin ratioReturn relative to average drawdown | 1.29 | 8.01 | -6.72 |
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Drawdowns
XB4F.DE vs. SYBQ.DE - Drawdown Comparison
The maximum XB4F.DE drawdown since its inception was -16.97%, smaller than the maximum SYBQ.DE drawdown of -30.04%. Use the drawdown chart below to compare losses from any high point for XB4F.DE and SYBQ.DE.
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Drawdown Indicators
| XB4F.DE | SYBQ.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.97% | -30.04% | +13.07% |
Max Drawdown (1Y)Largest decline over 1 year | -2.65% | -2.10% | -0.55% |
Max Drawdown (3Y)Largest decline over 3 years | -2.65% | -5.47% | +2.82% |
Max Drawdown (5Y)Largest decline over 5 years | -16.97% | -16.50% | -0.47% |
Max Drawdown (10Y)Largest decline over 10 years | -16.97% | -16.50% | -0.47% |
Current DrawdownCurrent decline from peak | -1.58% | -0.46% | -1.12% |
Average DrawdownAverage peak-to-trough decline | -2.90% | -9.08% | +6.18% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.83% | 0.73% | +0.10% |
Volatility
XB4F.DE vs. SYBQ.DE - Volatility Comparison
The current volatility for Xtrackers II EUR Corporate Bond SRI PAB UCITS ETF (XB4F.DE) is 0.77%, while SPDR Bloomberg 0-5 Year Sterling Corporate Bond UCITS ETF (SYBQ.DE) has a volatility of 1.46%. This indicates that XB4F.DE experiences smaller price fluctuations and is considered to be less risky than SYBQ.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XB4F.DE | SYBQ.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.77% | 1.46% | -0.69% |
Volatility (6M)Calculated over the trailing 6-month period | 2.74% | 3.73% | -0.99% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.18% | 4.78% | -1.60% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.45% | 6.26% | -1.81% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.13% | 17.38% | -12.25% |
XB4F.DE vs. SYBQ.DE - Expense Ratio Comparison
XB4F.DE has a 0.16% expense ratio, which is lower than SYBQ.DE's 0.20% 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
XB4F.DE vs. SYBQ.DE - Dividend Comparison
XB4F.DE's dividend yield for the trailing twelve months is around 2.63%, less than SYBQ.DE's 4.57% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SYBQ.DE SPDR Bloomberg 0-5 Year Sterling Corporate Bond UCITS ETF | 4.57% | 4.72% | 4.29% | 3.04% | 1.88% | 1.71% | 1.87% | 1.84% | 1.92% | 2.48% | 2.57% | 2.58% |
XB4F.DE Xtrackers II EUR Corporate Bond SRI PAB UCITS ETF | 2.63% | 2.44% | 2.59% | 1.66% | 1.30% | 2.23% | 0.43% | 0.59% | 0.62% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
XB4F.DE and SYBQ.DE have a correlation of 0.41, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XB4F.DE is cheaper at 0.16% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XB4F.DE is cheaper with a 0.16% expense ratio, compared with 0.20% for SYBQ.DE.
XB4F.DE tracks Bloomberg MSCI Euro Corporate SRI PAB, while SYBQ.DE tracks Bloomberg Sterling Corporate Bond 0-5. They also come from different issuers: Xtrackers and State Street. Their fees differ too: 0.16% for XB4F.DE and 0.20% for SYBQ.DE.
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