PortfoliosLab logoPortfoliosLab logo
D5BE.DE vs. SYBW.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

D5BE.DE vs. SYBW.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers II US Treasuries 1-3 UCITS ETF (Dist) (D5BE.DE) and State Street SPDR Bloomberg 1-3 Year U.S. Treasury Bond UCITS ETF (Dist) (SYBW.DE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

The year-to-date returns for both investments are quite close, with D5BE.DE having a 3.73% return and SYBW.DE slightly higher at 3.77%. Both investments have delivered pretty close results over the past 10 years, with D5BE.DE having a 1.33% annualized return and SYBW.DE not far behind at 1.29%.


D5BE.DE

1D
0.07%
1M
1.53%
6M
2.29%
YTD
3.73%
1Y
4.63%
3Y*
3.59%
5Y*
2.60%
10Y*
1.33%

SYBW.DE

1D
0.14%
1M
1.61%
6M
2.39%
YTD
3.77%
1Y
4.75%
3Y*
3.60%
5Y*
2.52%
10Y*
1.29%
*Multi-year figures are annualized to reflect compound growth (CAGR)

D5BE.DE vs. SYBW.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
D5BE.DE
Xtrackers II US Treasuries 1-3 UCITS ETF (Dist)
3.73%-6.60%10.00%0.62%2.33%7.69%-6.19%6.04%6.14%-11.86%
SYBW.DE
State Street SPDR Bloomberg 1-3 Year U.S. Treasury Bond UCITS ETF (Dist)
3.77%-6.50%9.98%0.49%2.02%7.59%-6.16%5.97%6.10%-11.87%

Correlation

The correlation between D5BE.DE and SYBW.DE is 0.99 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


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

0.99

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

0.99

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

1.00

Correlation (10Y)
Calculated over the trailing 10-year period

0.99

Correlation (All Time)
Calculated using the full available price history since Aug 27, 2013

0.82

The correlation between D5BE.DE and SYBW.DE shifts across timeframes, from 0.82 (all time) to 1.00 (5 years), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

D5BE.DE vs. SYBW.DE — Risk / Return Rank

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

D5BE.DE
D5BE.DE Risk / Return Rank: 3030
Overall Rank
D5BE.DE Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
D5BE.DE Sortino Ratio Rank: 2929
Sortino Ratio Rank
D5BE.DE Omega Ratio Rank: 2727
Omega Ratio Rank
D5BE.DE Calmar Ratio Rank: 3434
Calmar Ratio Rank
D5BE.DE Martin Ratio Rank: 3030
Martin Ratio Rank

SYBW.DE
SYBW.DE Risk / Return Rank: 3131
Overall Rank
SYBW.DE Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
SYBW.DE Sortino Ratio Rank: 3030
Sortino Ratio Rank
SYBW.DE Omega Ratio Rank: 2828
Omega Ratio Rank
SYBW.DE Calmar Ratio Rank: 3434
Calmar Ratio Rank
SYBW.DE Martin Ratio Rank: 3131
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.

D5BE.DE vs. SYBW.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers II US Treasuries 1-3 UCITS ETF (Dist) (D5BE.DE) and State Street SPDR Bloomberg 1-3 Year U.S. Treasury Bond UCITS ETF (Dist) (SYBW.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.


D5BE.DESYBW.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.01

Sortino ratioReturn per unit of downside risk

-0.04

Omega ratioGain probability vs. loss probability

1.15

1.15

0.00

Calmar ratioReturn relative to maximum drawdown

1.31

1.34

-0.03

Martin ratioReturn relative to average drawdown

3.26

3.36

-0.10

D5BE.DE vs. SYBW.DE - Sharpe Ratio Comparison

The current D5BE.DE Sharpe Ratio is 0.86, which is comparable to the SYBW.DE Sharpe Ratio of 0.87. The chart below compares the historical Sharpe Ratios of D5BE.DE and SYBW.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.


Loading charts...

Drawdowns

D5BE.DE vs. SYBW.DE - Drawdown Comparison

The maximum D5BE.DE drawdown since its inception was -20.28%, smaller than the maximum SYBW.DE drawdown of -28.24%. Use the drawdown chart below to compare losses from any high point for D5BE.DE and SYBW.DE.


Loading charts...

Drawdown Indicators


D5BE.DESYBW.DEDifference

Max Drawdown

Largest peak-to-trough decline

-20.28%

-28.24%

+7.96%

Max Drawdown (1Y)

Largest decline over 1 year

-3.52%

-3.52%

0.00%

Max Drawdown (3Y)

Largest decline over 3 years

-10.97%

-10.87%

-0.10%

Max Drawdown (5Y)

Largest decline over 5 years

-12.50%

-12.61%

+0.11%

Max Drawdown (10Y)

Largest decline over 10 years

-20.28%

-20.37%

+0.09%

Current Drawdown

Current decline from peak

-5.26%

-5.13%

-0.13%

Average Drawdown

Average peak-to-trough decline

-5.10%

-9.74%

+4.64%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.41%

1.40%

+0.01%

Volatility

D5BE.DE vs. SYBW.DE - Volatility Comparison

Xtrackers II US Treasuries 1-3 UCITS ETF (Dist) (D5BE.DE) and State Street SPDR Bloomberg 1-3 Year U.S. Treasury Bond UCITS ETF (Dist) (SYBW.DE) have volatilities of 1.07% and 1.12%, 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.


Loading charts...

Volatility by Period


D5BE.DESYBW.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.07%

1.12%

-0.05%

Volatility (6M)

Calculated over the trailing 6-month period

3.81%

3.89%

-0.08%

Volatility (1Y)

Calculated over the trailing 1-year period

5.42%

5.46%

-0.04%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.16%

7.16%

0.00%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.94%

10.47%

-1.53%

D5BE.DE vs. SYBW.DE - Expense Ratio Comparison

D5BE.DE has a 0.06% expense ratio, which is higher than SYBW.DE's 0.05% 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

D5BE.DE vs. SYBW.DE - Dividend Comparison

D5BE.DE's dividend yield for the trailing twelve months is around 2.76%, less than SYBW.DE's 3.82% yield.


PositionTTM20252024202320222021202020192018201720162015
D5BE.DE
Xtrackers II US Treasuries 1-3 UCITS ETF (Dist)
2.76%2.89%2.24%1.84%1.00%2.74%2.66%1.16%0.93%0.78%0.00%0.00%
SYBW.DE
State Street SPDR Bloomberg 1-3 Year U.S. Treasury Bond UCITS ETF (Dist)
3.82%4.34%3.98%3.01%0.64%0.54%1.91%2.03%1.33%1.05%0.68%0.53%

Frequently Asked Questions


With a correlation of 0.99, D5BE.DE and SYBW.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, SYBW.DE is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SYBW.DE is cheaper with a 0.05% expense ratio, compared with 0.06% for D5BE.DE.

D5BE.DE tracks iBoxx USD Treasuries 1-3 Index, while SYBW.DE tracks Bloomberg U.S. 1-3 Year Treasury Bond Index. They also come from different issuers: Xtrackers and State Street. Their fees differ too: 0.06% for D5BE.DE and 0.05% for SYBW.DE.

Portfolio Optimizer

Find the right allocation for D5BE.DE and SYBW.DE

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer