They share a bigger bond than any other biologically related siblings. After getting saved from her brother when the exorcist organization tied her up, they became closer once again. From then on, they fought together till the very end. Ahem, they are also pretty cute too. As siblings, they are almost always in bad terms, but that's because they actually care for each other in the inside.
Anime with protective and tough older sister (mama bear)?
As for their relationship, they seem to be more like the type who pick fights with each other.
Top Favorite Siblings in Anime
Then there was this twist that Sabo was actually alive. I have to point out how I like how she wears her casual clothes at home since that's like what I literally wear all the time. I guess you can say that their relationship was more on the real side of the spectrum.