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EAH.DE vs. SYBG.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EAH.DE vs. SYBG.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi Euro Government Green Bond UCITS ETF Acc (EAH.DE) and SPDR Bloomberg UK Gilt UCITS ETF (SYBG.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, EAH.DE achieves a 1.55% return, which is significantly lower than SYBG.DE's 1.73% return.


EAH.DE

1D
0.00%
1M
1.09%
YTD
1.55%
6M
1.73%
1Y
0.28%
3Y*
1.13%
5Y*
-5.48%
10Y*

SYBG.DE

1D
0.06%
1M
2.08%
YTD
1.73%
6M
2.20%
1Y
1.77%
3Y*
2.55%
5Y*
-4.68%
10Y*
-1.64%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EAH.DE vs. SYBG.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021
EAH.DE
Amundi Euro Government Green Bond UCITS ETF Acc
1.55%-2.11%-0.57%8.84%-30.65%1.11%
SYBG.DE
SPDR Bloomberg UK Gilt UCITS ETF
1.73%0.15%0.07%5.36%-28.98%2.58%

Correlation

The correlation between EAH.DE and SYBG.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

0.73

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

0.73

Correlation (All Time)
Calculated using the full available price history since Jun 25, 2021

0.73

The correlation between EAH.DE and SYBG.DE has been stable across timeframes, ranging from 0.70 to 0.73 - a consistent structural relationship.

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Return for Risk

EAH.DE vs. SYBG.DE — Risk / Return Rank

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

EAH.DE
EAH.DE Risk / Return Rank: 99
Overall Rank
EAH.DE Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
EAH.DE Sortino Ratio Rank: 88
Sortino Ratio Rank
EAH.DE Omega Ratio Rank: 88
Omega Ratio Rank
EAH.DE Calmar Ratio Rank: 99
Calmar Ratio Rank
EAH.DE Martin Ratio Rank: 99
Martin Ratio Rank

SYBG.DE
SYBG.DE Risk / Return Rank: 1111
Overall Rank
SYBG.DE Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
SYBG.DE Sortino Ratio Rank: 1010
Sortino Ratio Rank
SYBG.DE Omega Ratio Rank: 1010
Omega Ratio Rank
SYBG.DE Calmar Ratio Rank: 1212
Calmar Ratio Rank
SYBG.DE Martin Ratio Rank: 1212
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.

EAH.DE vs. SYBG.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi Euro Government Green Bond UCITS ETF Acc (EAH.DE) and SPDR Bloomberg UK Gilt UCITS ETF (SYBG.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.


EAH.DESYBG.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.17

Sortino ratioReturn per unit of downside risk

-0.24

Omega ratioGain probability vs. loss probability

1.01

1.04

-0.03

Calmar ratioReturn relative to maximum drawdown

0.06

0.33

-0.27

Martin ratioReturn relative to average drawdown

0.13

0.77

-0.64

EAH.DE vs. SYBG.DE - Sharpe Ratio Comparison

The current EAH.DE Sharpe Ratio is 0.04, which is lower than the SYBG.DE Sharpe Ratio of 0.22. The chart below compares the historical Sharpe Ratios of EAH.DE and SYBG.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

EAH.DE vs. SYBG.DE - Drawdown Comparison

The maximum EAH.DE drawdown since its inception was -36.30%, roughly equal to the maximum SYBG.DE drawdown of -36.66%. Use the drawdown chart below to compare losses from any high point for EAH.DE and SYBG.DE.


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Drawdown Indicators


EAH.DESYBG.DEDifference

Max Drawdown

Largest peak-to-trough decline

-36.30%

-36.66%

+0.36%

Max Drawdown (1Y)

Largest decline over 1 year

-4.72%

-5.42%

+0.70%

Max Drawdown (3Y)

Largest decline over 3 years

-7.80%

-8.78%

+0.98%

Max Drawdown (5Y)

Largest decline over 5 years

-36.30%

-36.25%

-0.05%

Max Drawdown (10Y)

Largest decline over 10 years

-36.66%

Current Drawdown

Current decline from peak

-28.52%

-26.43%

-2.09%

Average Drawdown

Average peak-to-trough decline

-25.33%

-13.42%

-11.91%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.11%

2.08%

+0.03%

Volatility

EAH.DE vs. SYBG.DE - Volatility Comparison

Amundi Euro Government Green Bond UCITS ETF Acc (EAH.DE) and SPDR Bloomberg UK Gilt UCITS ETF (SYBG.DE) have volatilities of 1.69% and 1.73%, 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.


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Volatility by Period


EAH.DESYBG.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.69%

1.73%

-0.04%

Volatility (6M)

Calculated over the trailing 6-month period

5.31%

6.10%

-0.79%

Volatility (1Y)

Calculated over the trailing 1-year period

6.50%

8.13%

-1.63%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.79%

11.76%

-0.97%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.79%

13.84%

-3.05%

EAH.DE vs. SYBG.DE - Expense Ratio Comparison

EAH.DE has a 0.20% expense ratio, which is higher than SYBG.DE's 0.15% 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

EAH.DE vs. SYBG.DE - Dividend Comparison

EAH.DE has not paid dividends to shareholders, while SYBG.DE's dividend yield for the trailing twelve months is around 3.73%.


PositionTTM20252024202320222021202020192018201720162015
EAH.DE
Amundi Euro Government Green Bond 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%
SYBG.DE
SPDR Bloomberg UK Gilt UCITS ETF
3.73%3.64%2.65%1.69%1.22%0.82%1.11%1.14%1.27%1.60%1.77%1.89%

Frequently Asked Questions


EAH.DE and SYBG.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, SYBG.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SYBG.DE is cheaper with a 0.15% expense ratio, compared with 0.20% for EAH.DE.

EAH.DE tracks Solactive Euro Government Green Bond, while SYBG.DE tracks Bloomberg UK Gilt. They also come from different issuers: Amundi and State Street. Their fees differ too: 0.20% for EAH.DE and 0.15% for SYBG.DE.

Portfolio Optimizer

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