DJAD.DE vs. SYBT.DE
DJAD.DE (Amundi US Treasury Bond Long Dated UCITS ETF Dist) and SYBT.DE (SPDR Bloomberg US Treasury Bond UCITS ETF) are both Government Bonds funds - DJAD.DE tracks the Bloomberg US Long Treasury Index while SYBT.DE tracks the Bloomberg US Treasury. Both are passively managed. Over the past 5 years, DJAD.DE returned -4.32%/yr vs 0.43%/yr for SYBT.DE. Their correlation of 0.81 suggests significant overlap in exposure. DJAD.DE charges 0.06%/yr vs 0.15%/yr for SYBT.DE.
Performance
DJAD.DE vs. SYBT.DE - Performance Comparison
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Returns By Period
In the year-to-date period, DJAD.DE achieves a 0.70% return, which is significantly lower than SYBT.DE's 0.91% return.
DJAD.DE
- 1D
- 0.26%
- 1M
- 1.26%
- YTD
- 0.70%
- 6M
- -0.72%
- 1Y
- 2.28%
- 3Y*
- -3.33%
- 5Y*
- -4.32%
- 10Y*
- —
SYBT.DE
- 1D
- -0.19%
- 1M
- 0.79%
- YTD
- 0.91%
- 6M
- 0.11%
- 1Y
- 1.42%
- 3Y*
- 0.03%
- 5Y*
- 0.43%
- 10Y*
- 0.75%
DJAD.DE vs. SYBT.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
DJAD.DE Amundi US Treasury Bond Long Dated UCITS ETF Dist | 0.70% | -6.15% | -0.86% | -0.74% | -24.23% | 3.18% | 6.09% | 17.33% | 3.33% |
SYBT.DE SPDR Bloomberg US Treasury Bond UCITS ETF | 0.91% | -5.48% | 6.46% | 0.26% | -7.00% | 5.72% | -1.94% | 10.87% | 1.19% |
Correlation
The correlation between DJAD.DE and SYBT.DE is 0.70, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.70 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.74 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.79 |
Correlation (All Time) Calculated using the full available price history since Nov 15, 2018 | 0.81 |
The correlation between DJAD.DE and SYBT.DE shifts across timeframes, from 0.70 (1 year) to 0.81 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
DJAD.DE vs. SYBT.DE — Risk / Return Rank
DJAD.DE
SYBT.DE
DJAD.DE vs. SYBT.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi US Treasury Bond Long Dated UCITS ETF Dist (DJAD.DE) and SPDR Bloomberg US Treasury Bond UCITS ETF (SYBT.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.
| DJAD.DE | SYBT.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.01 | ||
| Sortino ratioReturn per unit of downside risk | +0.03 | ||
| Omega ratioGain probability vs. loss probability | 1.05 | 1.05 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 0.36 | 0.34 | +0.02 |
| Martin ratioReturn relative to average drawdown | 0.78 | 0.88 | -0.10 |
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
| DJAD.DE | SYBT.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.26 | 0.25 | +0.01 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.30 | 0.05 | -0.35 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.10 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.06 | 0.35 | -0.41 |
Drawdowns
DJAD.DE vs. SYBT.DE - Drawdown Comparison
The maximum DJAD.DE drawdown since its inception was -44.43%, which is greater than SYBT.DE's maximum drawdown of -17.66%. Use the drawdown chart below to compare losses from any high point for DJAD.DE and SYBT.DE.
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Drawdown Indicators
| DJAD.DE | SYBT.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -44.43% | -17.66% | -26.77% |
Max Drawdown (1Y)Largest decline over 1 year | -6.37% | -4.22% | -2.15% |
Max Drawdown (3Y)Largest decline over 3 years | -16.67% | -11.03% | -5.64% |
Max Drawdown (5Y)Largest decline over 5 years | -36.54% | -13.06% | -23.48% |
Max Drawdown (10Y)Largest decline over 10 years | — | -17.66% | — |
Current DrawdownCurrent decline from peak | -40.73% | -13.25% | -27.48% |
Average DrawdownAverage peak-to-trough decline | -25.24% | -8.61% | -16.63% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.93% | 1.62% | +1.31% |
Volatility
DJAD.DE vs. SYBT.DE - Volatility Comparison
Amundi US Treasury Bond Long Dated UCITS ETF Dist (DJAD.DE) has a higher volatility of 2.36% compared to SPDR Bloomberg US Treasury Bond UCITS ETF (SYBT.DE) at 1.34%. This indicates that DJAD.DE's price experiences larger fluctuations and is considered to be riskier than SYBT.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DJAD.DE | SYBT.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.36% | 1.34% | +1.02% |
Volatility (6M)Calculated over the trailing 6-month period | 6.00% | 4.16% | +1.84% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.81% | 5.77% | +3.04% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.28% | 8.18% | +6.10% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.57% | 7.74% | +6.83% |
DJAD.DE vs. SYBT.DE - Expense Ratio Comparison
DJAD.DE has a 0.06% expense ratio, which is lower than SYBT.DE's 0.15% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
DJAD.DE vs. SYBT.DE - Dividend Comparison
DJAD.DE's dividend yield for the trailing twelve months is around 3.47%, less than SYBT.DE's 3.62% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DJAD.DE Amundi US Treasury Bond Long Dated UCITS ETF Dist | 3.47% | 3.50% | 3.53% | 2.89% | 3.36% | 2.22% | 2.38% | 2.87% | 0.00% | 0.00% | 0.00% | 0.00% |
SYBT.DE SPDR Bloomberg US Treasury Bond UCITS ETF | 3.62% | 3.70% | 2.94% | 2.22% | 1.31% | 0.92% | 1.98% | 3.24% | 1.58% | 1.66% | 1.29% | 1.25% |
Frequently Asked Questions
DJAD.DE and SYBT.DE have a correlation of 0.70, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, DJAD.DE is cheaper at 0.06% per year. The better choice depends on whether you care most about return, fees, risk, or income.
DJAD.DE is cheaper with a 0.06% expense ratio, compared with 0.15% for SYBT.DE.
DJAD.DE tracks Bloomberg US Long Treasury Index, while SYBT.DE tracks Bloomberg US Treasury. They also come from different issuers: Amundi and State Street. Their fees differ too: 0.06% for DJAD.DE and 0.15% for SYBT.DE.
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