E15G.DE vs. SYBW.DE
E15G.DE (Amundi Euro Government Bond 15+Y UCITS ETF (Dist)) and SYBW.DE (State Street SPDR Bloomberg 1-3 Year U.S. Treasury Bond UCITS ETF (Dist)) are both Government Bonds funds - E15G.DE tracks the Bloomberg Euro Treasury 50bn 15+ Year Bond Index while SYBW.DE tracks the Bloomberg U.S. 1-3 Year Treasury Bond Index. Both are passively managed. Over the past 5 years, E15G.DE returned -8.79%/yr vs 2.52%/yr for SYBW.DE. At a 0.01 correlation, their price movements are largely independent. E15G.DE charges 0.15%/yr vs 0.05%/yr for SYBW.DE.
Performance
E15G.DE vs. SYBW.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, E15G.DE achieves a -1.02% return, which is significantly lower than SYBW.DE's 3.77% 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*
- —
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%
E15G.DE vs. SYBW.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% |
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% | -5.01% |
Correlation
The correlation between E15G.DE and SYBW.DE is -0.19, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.19 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.09 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.01 |
Correlation (All Time) Calculated using the full available price history since Sep 24, 2020 | 0.01 |
The correlation between E15G.DE and SYBW.DE shifts across timeframes, from -0.19 (1 year) to 0.01 (all time), 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
E15G.DE vs. SYBW.DE — Risk / Return Rank
E15G.DE
SYBW.DE
E15G.DE vs. SYBW.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 1-3 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.
| E15G.DE | SYBW.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.08 | ||
| Sortino ratioReturn per unit of downside risk | -1.53 | ||
| Omega ratioGain probability vs. loss probability | 0.97 | 1.15 | -0.18 |
| Calmar ratioReturn relative to maximum drawdown | -0.31 | 1.34 | -1.65 |
| Martin ratioReturn relative to average drawdown | -0.63 | 3.36 | -3.99 |
Loading charts...
Drawdowns
E15G.DE vs. SYBW.DE - Drawdown Comparison
The maximum E15G.DE drawdown since its inception was -46.08%, which is greater than SYBW.DE's maximum drawdown of -28.24%. Use the drawdown chart below to compare losses from any high point for E15G.DE and SYBW.DE.
Loading charts...
Drawdown Indicators
| E15G.DE | SYBW.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -46.08% | -28.24% | -17.84% |
Max Drawdown (1Y)Largest decline over 1 year | -6.17% | -3.52% | -2.65% |
Max Drawdown (3Y)Largest decline over 3 years | -12.77% | -10.87% | -1.90% |
Max Drawdown (5Y)Largest decline over 5 years | -44.05% | -12.61% | -31.44% |
Max Drawdown (10Y)Largest decline over 10 years | — | -20.37% | — |
Current DrawdownCurrent decline from peak | -40.88% | -5.13% | -35.75% |
Average DrawdownAverage peak-to-trough decline | -29.75% | -9.74% | -20.01% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.05% | 1.40% | +1.65% |
Volatility
E15G.DE vs. SYBW.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 1-3 Year U.S. Treasury Bond UCITS ETF (Dist) (SYBW.DE) at 1.12%. This indicates that E15G.DE's price experiences larger fluctuations and is considered to be riskier than SYBW.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| E15G.DE | SYBW.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.59% | 1.12% | +1.47% |
Volatility (6M)Calculated over the trailing 6-month period | 7.35% | 3.89% | +3.46% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.36% | 5.46% | +3.90% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.26% | 7.16% | +7.10% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.56% | 10.47% | +3.09% |
E15G.DE vs. SYBW.DE - Expense Ratio Comparison
E15G.DE has a 0.15% 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
E15G.DE vs. SYBW.DE - Dividend Comparison
E15G.DE's dividend yield for the trailing twelve months is around 3.02%, less than SYBW.DE's 3.82% 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% |
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
E15G.DE and SYBW.DE have a correlation of -0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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 0.15% for E15G.DE.
E15G.DE tracks Bloomberg Euro Treasury 50bn 15+ Year Bond Index, while SYBW.DE tracks Bloomberg U.S. 1-3 Year Treasury Bond Index. They also come from different issuers: Amundi and State Street. Their fees differ too: 0.15% for E15G.DE and 0.05% for SYBW.DE.
Find the right allocation for E15G.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