XZHY.DE vs. SYBK.DE
XZHY.DE (Xtrackers ESG USD High Yield Corporate Bond UCITS ETF 1C) and SYBK.DE (SPDR Bloomberg SASB U.S. High Yield Corporate ESG UCITS ETF USD Unhedged (Dist)) are both High Yield Bonds funds - XZHY.DE tracks the Bloomberg MSCI US High Yield Sustainable and SRI while SYBK.DE tracks the Bloomberg SASB US Corporate High Yield ESG Ex-Controversies Select. Both are passively managed. Over the past 3 years, XZHY.DE returned 5.47%/yr vs 6.03%/yr for SYBK.DE. Their correlation of 0.89 suggests significant overlap in exposure. XZHY.DE charges 0.25%/yr vs 0.30%/yr for SYBK.DE.
Performance
XZHY.DE vs. SYBK.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XZHY.DE achieves a 2.61% return, which is significantly lower than SYBK.DE's 2.75% return.
XZHY.DE
- 1D
- -0.10%
- 1M
- 1.04%
- YTD
- 2.61%
- 6M
- 1.91%
- 1Y
- 5.11%
- 3Y*
- 5.47%
- 5Y*
- —
- 10Y*
- —
SYBK.DE
- 1D
- 0.05%
- 1M
- 1.49%
- YTD
- 2.75%
- 6M
- 1.90%
- 1Y
- 4.67%
- 3Y*
- 6.03%
- 5Y*
- 5.13%
- 10Y*
- 4.73%
XZHY.DE vs. SYBK.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
XZHY.DE Xtrackers ESG USD High Yield Corporate Bond UCITS ETF 1C | 2.61% | -3.17% | 13.38% | 8.40% | -5.92% |
SYBK.DE SPDR Bloomberg SASB U.S. High Yield Corporate ESG UCITS ETF USD Unhedged (Dist) | 2.75% | -4.18% | 15.91% | 8.73% | -3.42% |
Correlation
The correlation between XZHY.DE and SYBK.DE is 0.84, 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 | 0.84 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.88 |
Correlation (All Time) Calculated using the full available price history since Jul 13, 2022 | 0.89 |
The correlation between XZHY.DE and SYBK.DE has been stable across timeframes, ranging from 0.84 to 0.89 - a consistent structural relationship.
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Return for Risk
XZHY.DE vs. SYBK.DE — Risk / Return Rank
XZHY.DE
SYBK.DE
XZHY.DE vs. SYBK.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers ESG USD High Yield Corporate Bond UCITS ETF 1C (XZHY.DE) and SPDR Bloomberg SASB U.S. High Yield Corporate ESG UCITS ETF USD Unhedged (Dist) (SYBK.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.
| XZHY.DE | SYBK.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.08 | ||
| Sortino ratioReturn per unit of downside risk | +0.11 | ||
| Omega ratioGain probability vs. loss probability | 1.15 | 1.14 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | 1.59 | 1.45 | +0.14 |
| Martin ratioReturn relative to average drawdown | 4.98 | 3.91 | +1.07 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| XZHY.DE | SYBK.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.85 | 0.77 | +0.08 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.61 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.56 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.47 | 0.61 | -0.14 |
Drawdowns
XZHY.DE vs. SYBK.DE - Drawdown Comparison
The maximum XZHY.DE drawdown since its inception was -11.51%, smaller than the maximum SYBK.DE drawdown of -19.71%. Use the drawdown chart below to compare losses from any high point for XZHY.DE and SYBK.DE.
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Drawdown Indicators
| XZHY.DE | SYBK.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -11.51% | -19.71% | +8.20% |
Max Drawdown (1Y)Largest decline over 1 year | -3.11% | -3.17% | +0.06% |
Max Drawdown (3Y)Largest decline over 3 years | -11.51% | -12.84% | +1.33% |
Max Drawdown (5Y)Largest decline over 5 years | — | -12.84% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -19.71% | — |
Current DrawdownCurrent decline from peak | -3.51% | -4.42% | +0.91% |
Average DrawdownAverage peak-to-trough decline | -4.50% | -4.26% | -0.24% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.99% | 1.17% | -0.18% |
Volatility
XZHY.DE vs. SYBK.DE - Volatility Comparison
Xtrackers ESG USD High Yield Corporate Bond UCITS ETF 1C (XZHY.DE) and SPDR Bloomberg SASB U.S. High Yield Corporate ESG UCITS ETF USD Unhedged (Dist) (SYBK.DE) have volatilities of 1.29% and 1.31%, 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
| XZHY.DE | SYBK.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.29% | 1.31% | -0.02% |
Volatility (6M)Calculated over the trailing 6-month period | 3.85% | 4.11% | -0.26% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.83% | 5.95% | -0.12% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.58% | 8.26% | -0.68% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.58% | 8.44% | -0.86% |
XZHY.DE vs. SYBK.DE - Expense Ratio Comparison
XZHY.DE has a 0.25% expense ratio, which is lower than SYBK.DE's 0.30% expense ratio.
Dividends
XZHY.DE vs. SYBK.DE - Dividend Comparison
XZHY.DE has not paid dividends to shareholders, while SYBK.DE's dividend yield for the trailing twelve months is around 7.17%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SYBK.DE SPDR Bloomberg SASB U.S. High Yield Corporate ESG UCITS ETF USD Unhedged (Dist) | 7.17% | 7.68% | 6.96% | 6.73% | 5.79% | 5.11% | 6.01% | 5.54% | 5.04% | 6.51% | 5.30% | 5.35% |
XZHY.DE Xtrackers ESG USD High Yield Corporate Bond UCITS ETF 1C | 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
XZHY.DE and SYBK.DE have a correlation of 0.84, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XZHY.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XZHY.DE is cheaper with a 0.25% expense ratio, compared with 0.30% for SYBK.DE.
XZHY.DE tracks Bloomberg MSCI US High Yield Sustainable and SRI, while SYBK.DE tracks Bloomberg SASB US Corporate High Yield ESG Ex-Controversies Select. They also come from different issuers: Xtrackers and State Street. Their fees differ too: 0.25% for XZHY.DE and 0.30% for SYBK.DE.
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