E15G.DE vs. SYB5.DE
E15G.DE (Amundi Euro Government Bond 15+Y UCITS ETF (Dist)) and SYB5.DE (State Street SPDR Bloomberg 1-5 Year Gilt UCITS ETF (Dist)) are both Government Bonds funds - E15G.DE tracks the Bloomberg Euro Treasury 50bn 15+ Year Bond Index while SYB5.DE tracks the Bloomberg Sterling 1-5 Year Aggregate Gilts Bond Index. Both are passively managed. Over the past 5 years, E15G.DE returned -8.79%/yr vs 1.04%/yr for SYB5.DE. At a 0.36 correlation, their price movements are largely independent. Both charge a 0.15% expense ratio.
Performance
E15G.DE vs. SYB5.DE - Performance Comparison
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Returns By Period
In the year-to-date period, E15G.DE achieves a -1.02% return, which is significantly lower than SYB5.DE's 3.17% return.
E15G.DE
- 1D
- 0.30%
- 1M
- -2.83%
- 6M
- -2.08%
- YTD
- -1.02%
- 1Y
- -1.91%
- 3Y*
- -1.11%
- 5Y*
- -8.79%
- 10Y*
- —
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%
E15G.DE vs. SYB5.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
E15G.DE Amundi Euro Government Bond 15+Y UCITS ETF (Dist) | -1.02% | -6.02% | -1.35% | 9.51% | -35.59% | -7.77% | 2.88% |
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% | 1.29% |
Correlation
The correlation between E15G.DE and SYB5.DE is 0.39, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.39 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.39 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.41 |
Correlation (All Time) Calculated using the full available price history since Sep 24, 2020 | 0.36 |
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Return for Risk
E15G.DE vs. SYB5.DE — Risk / Return Rank
E15G.DE
SYB5.DE
E15G.DE vs. SYB5.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi Euro Government Bond 15+Y UCITS ETF (Dist) (E15G.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.
| E15G.DE | SYB5.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.15 | ||
| Sortino ratioReturn per unit of downside risk | -1.58 | ||
| Omega ratioGain probability vs. loss probability | 0.97 | 1.17 | -0.20 |
| Calmar ratioReturn relative to maximum drawdown | -0.31 | 2.12 | -2.43 |
| Martin ratioReturn relative to average drawdown | -0.63 | 5.59 | -6.22 |
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Drawdowns
E15G.DE vs. SYB5.DE - Drawdown Comparison
The maximum E15G.DE drawdown since its inception was -46.08%, 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 E15G.DE and SYB5.DE.
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Drawdown Indicators
| E15G.DE | SYB5.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -46.08% | -26.72% | -19.36% |
Max Drawdown (1Y)Largest decline over 1 year | -6.17% | -2.02% | -4.15% |
Max Drawdown (3Y)Largest decline over 3 years | -12.77% | -4.43% | -8.34% |
Max Drawdown (5Y)Largest decline over 5 years | -44.05% | -15.56% | -28.49% |
Max Drawdown (10Y)Largest decline over 10 years | — | -16.19% | — |
Current DrawdownCurrent decline from peak | -40.88% | -10.23% | -30.65% |
Average DrawdownAverage peak-to-trough decline | -29.75% | -13.57% | -16.18% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.05% | 0.77% | +2.28% |
Volatility
E15G.DE vs. SYB5.DE - Volatility Comparison
Amundi Euro Government Bond 15+Y UCITS ETF (Dist) (E15G.DE) has a higher volatility of 2.59% compared to State Street SPDR Bloomberg 1-5 Year Gilt UCITS ETF (Dist) (SYB5.DE) at 1.38%. This indicates that E15G.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
| E15G.DE | SYB5.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.59% | 1.38% | +1.21% |
Volatility (6M)Calculated over the trailing 6-month period | 7.35% | 3.51% | +3.84% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.36% | 4.56% | +4.80% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.26% | 6.28% | +7.98% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.56% | 6.93% | +6.63% |
E15G.DE vs. SYB5.DE - Expense Ratio Comparison
Both E15G.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
E15G.DE vs. SYB5.DE - Dividend Comparison
E15G.DE's dividend yield for the trailing twelve months is around 3.02%, less than SYB5.DE's 3.55% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
E15G.DE Amundi Euro Government Bond 15+Y UCITS ETF (Dist) | 3.02% | 2.99% | 2.47% | 2.13% | 2.81% | 1.91% | 0.73% | 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
E15G.DE and SYB5.DE have a correlation of 0.39, 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.
E15G.DE and SYB5.DE have the same expense ratio: 0.15% per year.
E15G.DE tracks Bloomberg Euro Treasury 50bn 15+ Year Bond Index, while SYB5.DE tracks Bloomberg Sterling 1-5 Year Aggregate Gilts Bond Index. They also come from different issuers: Amundi and State Street.
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