EL4N.DE vs. SYBV.DE
EL4N.DE (Deka iBoxx EUR Liquid Sovereign Diversified 5-7 UCITS ETF) and SYBV.DE (State Street SPDR Bloomberg 10+ Year Euro Government Bond UCITS ETF (Dist)) are both European Government Bonds funds - EL4N.DE tracks the iBoxx® EUR Liquid Sovereigns Diversified 5-7 while SYBV.DE tracks the Bloomberg Euro 10+ Year Treasury Bond Index. Both are passively managed. Over the past 10 years, EL4N.DE returned -0.11%/yr vs -2.02%/yr for SYBV.DE. Their correlation of 0.89 suggests significant overlap in exposure. Both charge a 0.15% expense ratio.
Performance
EL4N.DE vs. SYBV.DE - Performance Comparison
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Returns By Period
In the year-to-date period, EL4N.DE achieves a -0.15% return, which is significantly higher than SYBV.DE's -0.61% return. Over the past 10 years, EL4N.DE has outperformed SYBV.DE with an annualized return of -0.11%, while SYBV.DE has yielded a comparatively lower -2.02% annualized return.
EL4N.DE
- 1D
- 0.00%
- 1M
- -0.75%
- 6M
- -0.64%
- YTD
- -0.15%
- 1Y
- 0.72%
- 3Y*
- 3.04%
- 5Y*
- -1.57%
- 10Y*
- -0.11%
SYBV.DE
- 1D
- -0.22%
- 1M
- -1.70%
- 6M
- -1.42%
- YTD
- -0.61%
- 1Y
- -0.39%
- 3Y*
- 0.74%
- 5Y*
- -7.02%
- 10Y*
- -2.02%
EL4N.DE vs. SYBV.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EL4N.DE Deka iBoxx EUR Liquid Sovereign Diversified 5-7 UCITS ETF | -0.15% | 2.08% | 1.72% | 7.32% | -15.78% | -2.17% | 3.22% | 4.28% | 0.73% | 0.43% |
SYBV.DE State Street SPDR Bloomberg 10+ Year Euro Government Bond UCITS ETF (Dist) | -0.61% | -3.55% | -0.53% | 9.88% | -32.00% | -6.75% | 10.69% | 15.42% | 2.38% | -0.74% |
Correlation
The correlation between EL4N.DE and SYBV.DE is 0.88, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.88 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.90 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.91 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.89 |
Correlation (All Time) Calculated using the full available price history since Feb 17, 2016 | 0.89 |
The correlation between EL4N.DE and SYBV.DE has been stable across timeframes, ranging from 0.88 to 0.91 - a consistent structural relationship.
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Return for Risk
EL4N.DE vs. SYBV.DE — Risk / Return Rank
EL4N.DE
SYBV.DE
EL4N.DE vs. SYBV.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Deka iBoxx EUR Liquid Sovereign Diversified 5-7 UCITS ETF (EL4N.DE) and State Street SPDR Bloomberg 10+ Year Euro Government Bond UCITS ETF (Dist) (SYBV.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.
| EL4N.DE | SYBV.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.22 | ||
| Sortino ratioReturn per unit of downside risk | +0.28 | ||
| Omega ratioGain probability vs. loss probability | 1.03 | 1.00 | +0.04 |
| Calmar ratioReturn relative to maximum drawdown | 0.21 | -0.07 | +0.28 |
| Martin ratioReturn relative to average drawdown | 0.51 | -0.15 | +0.66 |
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Drawdowns
EL4N.DE vs. SYBV.DE - Drawdown Comparison
The maximum EL4N.DE drawdown since its inception was -18.58%, smaller than the maximum SYBV.DE drawdown of -40.94%. Use the drawdown chart below to compare losses from any high point for EL4N.DE and SYBV.DE.
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Drawdown Indicators
| EL4N.DE | SYBV.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -18.58% | -40.94% | +22.36% |
Max Drawdown (1Y)Largest decline over 1 year | -3.48% | -5.56% | +2.08% |
Max Drawdown (3Y)Largest decline over 3 years | -3.48% | -10.05% | +6.57% |
Max Drawdown (5Y)Largest decline over 5 years | -18.42% | -39.22% | +20.80% |
Max Drawdown (10Y)Largest decline over 10 years | -18.58% | -40.94% | +22.36% |
Current DrawdownCurrent decline from peak | -8.54% | -34.12% | +25.58% |
Average DrawdownAverage peak-to-trough decline | -3.94% | -16.94% | +13.00% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.41% | 2.61% | -1.20% |
Volatility
EL4N.DE vs. SYBV.DE - Volatility Comparison
The current volatility for Deka iBoxx EUR Liquid Sovereign Diversified 5-7 UCITS ETF (EL4N.DE) is 1.06%, while State Street SPDR Bloomberg 10+ Year Euro Government Bond UCITS ETF (Dist) (SYBV.DE) has a volatility of 2.13%. This indicates that EL4N.DE experiences smaller price fluctuations and is considered to be less risky than SYBV.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EL4N.DE | SYBV.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.06% | 2.13% | -1.07% |
Volatility (6M)Calculated over the trailing 6-month period | 3.59% | 6.35% | -2.76% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.14% | 8.01% | -3.87% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.96% | 12.30% | -6.34% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.78% | 10.42% | -5.64% |
EL4N.DE vs. SYBV.DE - Expense Ratio Comparison
Both EL4N.DE and SYBV.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
EL4N.DE vs. SYBV.DE - Dividend Comparison
EL4N.DE's dividend yield for the trailing twelve months is around 1.84%, less than SYBV.DE's 3.41% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EL4N.DE Deka iBoxx EUR Liquid Sovereign Diversified 5-7 UCITS ETF | 1.84% | 0.92% | 0.82% | 2.15% | 0.77% | 0.72% | 0.97% | 1.16% | 1.32% | 2.60% | 2.65% | 2.77% |
SYBV.DE State Street SPDR Bloomberg 10+ Year Euro Government Bond UCITS ETF (Dist) | 3.41% | 3.31% | 2.82% | 2.01% | 0.89% | 0.51% | 0.76% | 1.23% | 1.34% | 1.47% | 0.59% | 0.00% |
Frequently Asked Questions
EL4N.DE and SYBV.DE have a correlation of 0.88, 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.
EL4N.DE and SYBV.DE have the same expense ratio: 0.15% per year.
EL4N.DE tracks iBoxx® EUR Liquid Sovereigns Diversified 5-7, while SYBV.DE tracks Bloomberg Euro 10+ Year Treasury Bond Index. They also come from different issuers: Deka and State Street.
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