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Inception Date
Aug 27, 2013
Leveraged
1x (No leverage)
Index Tracked
Bloomberg U.S. 1-3 Year Treasury Bond Index
Distribution Policy
Distributing
Asset Class
Bond

Share Price Chart


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Performance

SYBW.DE Performance Chart

State Street SPDR Bloomberg 1-3 Year U.S. Treasury Bond UCITS ETF (Dist) (SYBW.DE) is up 3.6% since the beginning of the year. SYBW.DE is currently trading at €42 per share. Investors who bought €1,000 worth of SYBW.DE shares 5 years ago would now be looking at an investment worth €1,135.


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S&P 500 Index

Returns By Period

State Street SPDR Bloomberg 1-3 Year U.S. Treasury Bond UCITS ETF (Dist) (SYBW.DE) has returned 3.59% so far this year and 6.16% over the past 12 months. Over the last ten years, SYBW.DE has returned 1.33% per year, falling short of the S&P 500 Index benchmark, which averaged 13.23% annually.


State Street SPDR Bloomberg 1-3 Year U.S. Treasury Bond UCITS ETF (Dist)

1D
0.05%
1M
1.76%
6M
3.44%
YTD
3.59%
1Y
6.16%
3Y*
2.70%
5Y*
2.56%
10Y*
1.33%

Benchmark (S&P 500 Index)

1D
-0.43%
1M
0.48%
6M
11.83%
YTD
12.30%
1Y
22.52%
3Y*
17.03%
5Y*
12.27%
10Y*
13.23%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SYBW.DE Monthly Returns History

Based on dividend-adjusted daily data since Aug 27, 2013, SYBW.DE's average daily return is +0.09%, while the average monthly return is +0.30%. At this rate, an investment would double in approximately 19.3 years.

Historically, 54% of months were positive and 46% were negative. The best month was Jan 2014 with a return of +37.8%, while the worst month was Mar 2014 at -27.5%. The longest winning streak lasted 6 consecutive months, and the longest losing streak was 6 months.

On a daily basis, SYBW.DE closed higher 49% of trading days. The best single day was Apr 14, 2014 with a return of +39.0%, while the worst single day was Mar 10, 2014 at -27.9%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026-0.77%0.94%2.20%-1.56%0.56%2.32%-0.09%3.59%
20251.01%0.52%-3.10%-3.94%-0.37%-2.85%2.75%-1.43%0.07%1.99%-0.10%-1.02%-6.50%
20242.37%-0.06%0.39%0.70%-0.83%1.88%-0.04%-1.08%0.02%2.04%3.17%1.09%9.98%
2023-1.11%1.65%-0.87%-1.22%3.15%-2.81%-0.71%2.08%2.51%0.45%-2.11%-0.34%0.49%
20220.43%-0.65%-0.18%4.77%-1.17%1.86%3.04%0.51%1.62%-1.15%-3.91%-2.85%2.02%
20211.25%0.20%3.17%-2.47%-1.54%3.00%0.09%0.48%1.72%-0.16%2.49%-0.74%7.59%

Benchmark Metrics

State Street SPDR Bloomberg 1-3 Year U.S. Treasury Bond UCITS ETF (Dist) has an annualized alpha of 23.19%, beta of 0.14, and R2 of 0.00 versus S&P 500 Index. Calculated based on daily prices since August 27, 2013.

  • This ETF participated in 6.96% of S&P 500 Index downside but only -0.86% of its upside - more exposed to losses than it benefited from rallies.
  • Beta of 0.14 may look defensive, but with R2 of 0.00 this ETF is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this ETF's risk.
  • R2 of 0.00 means this ETF moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Alpha
23.19%
Beta
0.14
0.00
Upside Capture
-0.86%
Downside Capture
6.96%

Expense Ratio

SYBW.DE has an expense ratio of 0.05%, which is considered low.


Return for Risk

Risk / Return Rank

SYBW.DE ranks 36 for risk / return — below 36% of ETFs on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.


SYBW.DE Risk / Return Rank: 3636
Overall Rank
SYBW.DE Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
SYBW.DE Sortino Ratio Rank: 3636
Sortino Ratio Rank
SYBW.DE Omega Ratio Rank: 3232
Omega Ratio Rank
SYBW.DE Calmar Ratio Rank: 4040
Calmar Ratio Rank
SYBW.DE Martin Ratio Rank: 3434
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.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for State Street SPDR Bloomberg 1-3 Year U.S. Treasury Bond UCITS ETF (Dist) (SYBW.DE) and compare them to S&P 500 Index.

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.


SYBW.DEBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-0.80

Sortino ratioReturn per unit of downside risk

-0.83

Omega ratioGain probability vs. loss probability

1.19

1.35

-0.16

Calmar ratioReturn relative to maximum drawdown

1.75

3.18

-1.44

Martin ratioReturn relative to average drawdown

4.36

11.76

-7.40

Dividends

Dividend History

State Street SPDR Bloomberg 1-3 Year U.S. Treasury Bond UCITS ETF (Dist) provided a 3.83% dividend yield over the last twelve months, with an annual payout of €1.62 per share.


1.00%2.00%3.00%4.00%€0.00€0.50€1.00€1.50€2.0020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend€1.62€1.81€1.84€1.32€0.29€0.24€0.79€0.92€0.58€0.44€0.32€0.24

Dividend yield

3.83%4.34%3.98%3.01%0.64%0.54%1.91%2.03%1.33%1.05%0.68%0.53%

Monthly Dividends

The table displays the monthly dividend distributions for State Street SPDR Bloomberg 1-3 Year U.S. Treasury Bond UCITS ETF (Dist). The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026€0.00€0.79€0.00€0.00€0.00€0.00€0.00€0.79
2025€0.00€0.98€0.00€0.00€0.00€0.00€0.00€0.83€0.00€0.00€0.00€0.00€1.81
2024€0.00€0.90€0.00€0.00€0.00€0.00€0.00€0.94€0.00€0.00€0.00€0.00€1.84
2023€0.00€0.56€0.00€0.00€0.00€0.00€0.00€0.76€0.00€0.00€0.00€0.00€1.32
2022€0.00€0.05€0.00€0.00€0.00€0.00€0.00€0.24€0.00€0.00€0.00€0.00€0.29
2021€0.00€0.16€0.00€0.00€0.00€0.00€0.00€0.08€0.00€0.00€0.00€0.00€0.24

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the State Street SPDR Bloomberg 1-3 Year U.S. Treasury Bond UCITS ETF (Dist). A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the State Street SPDR Bloomberg 1-3 Year U.S. Treasury Bond UCITS ETF (Dist) was 28.24%, occurring on May 6, 2014. Recovery took 3 trading sessions.

The current State Street SPDR Bloomberg 1-3 Year U.S. Treasury Bond UCITS ETF (Dist) drawdown is 5.29%.


Related event

Drawdown

Fall

Recovery

Underwater

2014 bear market2014
-28.24%May 2014
21d3d
24dApr 2014 - May 2014
2014 bear market2014
-28.20%Mar 2014
14d28d
1mo 12dMar 2014 - Apr 2014
2013 bear market2013
-27.51%Oct 2013
6d7d
13dOct 2013 - Oct 2013
2013 bear market2013
-27.51%Dec 2013
1mo 3d1mo 20d
2mo 23dNov 2013 - Jan 2014
2014 bear market2014
-27.33%May 2014
0s1mo 19d
1mo 19dMay 2014 - Jun 2014

Drawdown Indicators


SYBW.DEBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-28.24%

-51.62%

+23.38%

Max Drawdown (1Y)

Largest decline over 1 year

-3.52%

-7.57%

+4.05%

Max Drawdown (3Y)

Largest decline over 3 years

-10.87%

-23.99%

+13.12%

Max Drawdown (5Y)

Largest decline over 5 years

-12.61%

-23.99%

+11.38%

Max Drawdown (10Y)

Largest decline over 10 years

-20.37%

-33.42%

+13.05%

Current Drawdown

Current decline from peak

-5.29%

-0.43%

-4.86%

Average Drawdown

Average peak-to-trough decline

-9.75%

-9.08%

-0.67%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.41%

2.04%

-0.63%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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