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XGBE.DE vs. SYBF.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XGBE.DE vs. SYBF.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers EUR Corporate Green Bond UCITS ETF (Acc) (XGBE.DE) and SPDR Bloomberg 0-3 Year US Corporate Bond UCITS ETF (SYBF.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, XGBE.DE achieves a 1.11% return, which is significantly lower than SYBF.DE's 4.33% return.


XGBE.DE

1D
-0.04%
1M
0.68%
6M
1.41%
YTD
1.11%
1Y
1.81%
3Y*
4.36%
5Y*
-0.79%
10Y*

SYBF.DE

1D
0.07%
1M
1.86%
6M
4.21%
YTD
4.33%
1Y
7.10%
3Y*
3.63%
5Y*
3.73%
10Y*
2.25%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XGBE.DE vs. SYBF.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021
XGBE.DE
Xtrackers EUR Corporate Green Bond UCITS ETF (Acc)
1.11%2.73%3.40%7.52%-16.38%-0.21%
SYBF.DE
SPDR Bloomberg 0-3 Year US Corporate Bond UCITS ETF
4.33%-6.20%11.43%1.73%3.87%5.04%

Correlation

The correlation between XGBE.DE and SYBF.DE is -0.24, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.24

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

-0.11

Correlation (5Y)
Calculated over the trailing 5-year period

-0.07

Correlation (All Time)
Calculated using the full available price history since Jun 24, 2021

-0.07

The correlation between XGBE.DE and SYBF.DE shifts across timeframes, from -0.24 (1 year) to -0.07 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

XGBE.DE vs. SYBF.DE — Risk / Return Rank

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

XGBE.DE
XGBE.DE Risk / Return Rank: 1919
Overall Rank
XGBE.DE Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
XGBE.DE Sortino Ratio Rank: 1818
Sortino Ratio Rank
XGBE.DE Omega Ratio Rank: 1717
Omega Ratio Rank
XGBE.DE Calmar Ratio Rank: 1818
Calmar Ratio Rank
XGBE.DE Martin Ratio Rank: 2121
Martin Ratio Rank

SYBF.DE
SYBF.DE Risk / Return Rank: 4343
Overall Rank
SYBF.DE Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
SYBF.DE Sortino Ratio Rank: 4242
Sortino Ratio Rank
SYBF.DE Omega Ratio Rank: 3838
Omega Ratio Rank
SYBF.DE Calmar Ratio Rank: 5353
Calmar Ratio Rank
SYBF.DE Martin Ratio Rank: 4141
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.

XGBE.DE vs. SYBF.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers EUR Corporate Green Bond UCITS ETF (Acc) (XGBE.DE) and SPDR Bloomberg 0-3 Year US Corporate Bond UCITS ETF (SYBF.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.


XGBE.DESYBF.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.68

Sortino ratioReturn per unit of downside risk

-0.97

Omega ratioGain probability vs. loss probability

1.10

1.22

-0.11

Calmar ratioReturn relative to maximum drawdown

0.69

2.22

-1.53

Martin ratioReturn relative to average drawdown

2.16

5.58

-3.42

XGBE.DE vs. SYBF.DE - Sharpe Ratio Comparison

The current XGBE.DE Sharpe Ratio is 0.56, which is lower than the SYBF.DE Sharpe Ratio of 1.24. The chart below compares the historical Sharpe Ratios of XGBE.DE and SYBF.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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Drawdowns

XGBE.DE vs. SYBF.DE - Drawdown Comparison

The maximum XGBE.DE drawdown since its inception was -20.20%, smaller than the maximum SYBF.DE drawdown of -28.15%. Use the drawdown chart below to compare losses from any high point for XGBE.DE and SYBF.DE.


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Drawdown Indicators


XGBE.DESYBF.DEDifference

Max Drawdown

Largest peak-to-trough decline

-20.20%

-28.15%

+7.95%

Max Drawdown (1Y)

Largest decline over 1 year

-2.62%

-3.19%

+0.57%

Max Drawdown (3Y)

Largest decline over 3 years

-2.62%

-10.86%

+8.24%

Max Drawdown (5Y)

Largest decline over 5 years

-20.20%

-11.57%

-8.63%

Max Drawdown (10Y)

Largest decline over 10 years

-19.82%

Current Drawdown

Current decline from peak

-5.48%

-4.39%

-1.09%

Average Drawdown

Average peak-to-trough decline

-10.31%

-8.92%

-1.39%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.84%

1.27%

-0.43%

Volatility

XGBE.DE vs. SYBF.DE - Volatility Comparison

The current volatility for Xtrackers EUR Corporate Green Bond UCITS ETF (Acc) (XGBE.DE) is 0.62%, while SPDR Bloomberg 0-3 Year US Corporate Bond UCITS ETF (SYBF.DE) has a volatility of 1.53%. This indicates that XGBE.DE experiences smaller price fluctuations and is considered to be less risky than SYBF.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XGBE.DESYBF.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.62%

1.53%

-0.91%

Volatility (6M)

Calculated over the trailing 6-month period

2.74%

4.06%

-1.32%

Volatility (1Y)

Calculated over the trailing 1-year period

3.22%

5.72%

-2.50%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.04%

7.07%

-2.03%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.03%

10.66%

-5.63%

XGBE.DE vs. SYBF.DE - Expense Ratio Comparison

XGBE.DE has a 0.25% expense ratio, which is higher than SYBF.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%.


Dividends

XGBE.DE vs. SYBF.DE - Dividend Comparison

XGBE.DE has not paid dividends to shareholders, while SYBF.DE's dividend yield for the trailing twelve months is around 4.51%.


PositionTTM20252024202320222021202020192018201720162015
SYBF.DE
SPDR Bloomberg 0-3 Year US Corporate Bond UCITS ETF
4.51%5.03%4.10%3.10%1.21%1.74%2.86%2.43%1.68%1.77%1.36%1.02%
XGBE.DE
Xtrackers EUR Corporate Green Bond UCITS ETF (Acc)
0.00%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


XGBE.DE and SYBF.DE have a correlation of -0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SYBF.DE is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SYBF.DE is cheaper with a 0.12% expense ratio, compared with 0.25% for XGBE.DE.

XGBE.DE tracks Bloomberg MSCI EUR Corporate and Agency Green Bond Index, while SYBF.DE tracks Bloomberg US Corporate 0-3. They also come from different issuers: Xtrackers and State Street. Their fees differ too: 0.25% for XGBE.DE and 0.12% for SYBF.DE.

Portfolio Optimizer

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