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DBXF.DE vs. SYB5.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DBXF.DE vs. SYB5.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers II Eurozone Government Bond 15-30 UCITS ETF (Acc) (DBXF.DE) and State Street SPDR Bloomberg 1-5 Year Gilt UCITS ETF (Dist) (SYB5.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, DBXF.DE achieves a -0.97% return, which is significantly lower than SYB5.DE's 3.17% return. Over the past 10 years, DBXF.DE has underperformed SYB5.DE with an annualized return of -2.61%, while SYB5.DE has yielded a comparatively higher 0.46% annualized return.


DBXF.DE

1D
0.36%
1M
-2.82%
6M
-2.28%
YTD
-0.97%
1Y
-2.12%
3Y*
-0.75%
5Y*
-8.03%
10Y*
-2.61%

SYB5.DE

1D
-0.19%
1M
1.54%
6M
2.25%
YTD
3.17%
1Y
4.31%
3Y*
4.69%
5Y*
1.04%
10Y*
0.46%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DBXF.DE vs. SYB5.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DBXF.DE
Xtrackers II Eurozone Government Bond 15-30 UCITS ETF (Acc)
-0.97%-5.38%-0.73%9.69%-34.17%-6.47%11.63%15.76%3.26%-1.52%
SYB5.DE
State Street SPDR Bloomberg 1-5 Year Gilt UCITS ETF (Dist)
3.17%0.33%6.69%5.72%-10.68%5.60%-4.05%6.95%-1.42%-4.07%

Correlation

The correlation between DBXF.DE and SYB5.DE is 0.35, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.35

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

0.38

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

0.41

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

0.23

Correlation (All Time)
Calculated using the full available price history since May 18, 2012

0.19

The correlation between DBXF.DE and SYB5.DE shifts across timeframes, from 0.19 (all time) to 0.41 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

DBXF.DE vs. SYB5.DE — Risk / Return Rank

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

DBXF.DE
DBXF.DE Risk / Return Rank: 77
Overall Rank
DBXF.DE Sharpe Ratio Rank: 88
Sharpe Ratio Rank
DBXF.DE Sortino Ratio Rank: 77
Sortino Ratio Rank
DBXF.DE Omega Ratio Rank: 77
Omega Ratio Rank
DBXF.DE Calmar Ratio Rank: 77
Calmar Ratio Rank
DBXF.DE Martin Ratio Rank: 77
Martin Ratio Rank

SYB5.DE
SYB5.DE Risk / Return Rank: 4040
Overall Rank
SYB5.DE Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
SYB5.DE Sortino Ratio Rank: 3232
Sortino Ratio Rank
SYB5.DE Omega Ratio Rank: 3232
Omega Ratio Rank
SYB5.DE Calmar Ratio Rank: 5656
Calmar Ratio Rank
SYB5.DE Martin Ratio Rank: 4545
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.

DBXF.DE vs. SYB5.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers II Eurozone Government Bond 15-30 UCITS ETF (Acc) (DBXF.DE) and State Street SPDR Bloomberg 1-5 Year Gilt UCITS ETF (Dist) (SYB5.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.


DBXF.DESYB5.DEDifference
Sharpe ratioReturn per unit of total volatility

-1.17

Sortino ratioReturn per unit of downside risk

-1.61

Omega ratioGain probability vs. loss probability

0.97

1.17

-0.20

Calmar ratioReturn relative to maximum drawdown

-0.35

2.12

-2.47

Martin ratioReturn relative to average drawdown

-0.70

5.59

-6.30

DBXF.DE vs. SYB5.DE - Sharpe Ratio Comparison

The current DBXF.DE Sharpe Ratio is -0.23, which is lower than the SYB5.DE Sharpe Ratio of 0.95. The chart below compares the historical Sharpe Ratios of DBXF.DE and SYB5.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

DBXF.DE vs. SYB5.DE - Drawdown Comparison

The maximum DBXF.DE drawdown since its inception was -43.47%, which is greater than SYB5.DE's maximum drawdown of -26.72%. Use the drawdown chart below to compare losses from any high point for DBXF.DE and SYB5.DE.


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Drawdown Indicators


DBXF.DESYB5.DEDifference

Max Drawdown

Largest peak-to-trough decline

-43.47%

-26.72%

-16.75%

Max Drawdown (1Y)

Largest decline over 1 year

-6.06%

-2.02%

-4.04%

Max Drawdown (3Y)

Largest decline over 3 years

-11.81%

-4.43%

-7.38%

Max Drawdown (5Y)

Largest decline over 5 years

-41.93%

-15.56%

-26.37%

Max Drawdown (10Y)

Largest decline over 10 years

-43.47%

-16.19%

-27.28%

Current Drawdown

Current decline from peak

-37.70%

-10.23%

-27.47%

Average Drawdown

Average peak-to-trough decline

-12.26%

-13.57%

+1.31%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.00%

0.77%

+2.23%

Volatility

DBXF.DE vs. SYB5.DE - Volatility Comparison

Xtrackers II Eurozone Government Bond 15-30 UCITS ETF (Acc) (DBXF.DE) has a higher volatility of 2.07% compared to State Street SPDR Bloomberg 1-5 Year Gilt UCITS ETF (Dist) (SYB5.DE) at 1.38%. This indicates that DBXF.DE's price experiences larger fluctuations and is considered to be riskier than SYB5.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DBXF.DESYB5.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.07%

1.38%

+0.69%

Volatility (6M)

Calculated over the trailing 6-month period

7.15%

3.51%

+3.64%

Volatility (1Y)

Calculated over the trailing 1-year period

9.24%

4.56%

+4.68%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.48%

6.28%

+7.20%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.46%

6.93%

+4.53%

DBXF.DE vs. SYB5.DE - Expense Ratio Comparison

Both DBXF.DE and SYB5.DE have an expense ratio of 0.15%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

DBXF.DE vs. SYB5.DE - Dividend Comparison

DBXF.DE has not paid dividends to shareholders, while SYB5.DE's dividend yield for the trailing twelve months is around 3.55%.


PositionTTM20252024202320222021202020192018201720162015
DBXF.DE
Xtrackers II Eurozone Government Bond 15-30 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%
SYB5.DE
State Street SPDR Bloomberg 1-5 Year Gilt UCITS ETF (Dist)
3.55%3.52%2.66%1.30%0.19%0.12%0.48%0.57%0.40%0.54%0.94%0.99%

Frequently Asked Questions


DBXF.DE and SYB5.DE have a correlation of 0.35, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.15% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

DBXF.DE and SYB5.DE have the same expense ratio: 0.15% per year.

DBXF.DE tracks iBoxx EUR Eurozone 15-30 Index, while SYB5.DE tracks Bloomberg Sterling 1-5 Year Aggregate Gilts Bond Index. They also come from different issuers: Xtrackers and State Street.

Portfolio Optimizer

Find the right allocation for DBXF.DE and SYB5.DE

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