ELFE.DE vs. SYBT.DE
ELFE.DE (Deka US Treasury 7-10 UCITS ETF ) and SYBT.DE (SPDR Bloomberg US Treasury Bond UCITS ETF) are both Government Bonds funds - ELFE.DE tracks the Solactive US Treasury 7-10 Q Series USD while SYBT.DE tracks the Bloomberg US Treasury. Both are passively managed. Over the past 5 years, ELFE.DE returned 0.02%/yr vs 0.43%/yr for SYBT.DE. Their correlation of 0.95 suggests significant overlap in exposure. ELFE.DE charges 0.07%/yr vs 0.15%/yr for SYBT.DE.
Performance
ELFE.DE vs. SYBT.DE - Performance Comparison
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Returns By Period
In the year-to-date period, ELFE.DE achieves a 0.55% return, which is significantly lower than SYBT.DE's 0.91% return.
ELFE.DE
- 1D
- 0.13%
- 1M
- 0.62%
- YTD
- 0.55%
- 6M
- -0.26%
- 1Y
- 1.89%
- 3Y*
- -0.01%
- 5Y*
- 0.02%
- 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%
ELFE.DE vs. SYBT.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
ELFE.DE Deka US Treasury 7-10 UCITS ETF | 0.55% | -3.68% | 5.37% | 0.04% | -9.38% | 5.11% | -0.09% | -4.86% |
SYBT.DE SPDR Bloomberg US Treasury Bond UCITS ETF | 0.91% | -5.48% | 6.46% | 0.26% | -7.00% | 5.72% | -1.94% | -4.10% |
Correlation
The correlation between ELFE.DE and SYBT.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 | 0.92 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.94 |
Correlation (All Time) Calculated using the full available price history since Sep 4, 2019 | 0.95 |
The correlation between ELFE.DE and SYBT.DE has been stable across timeframes, ranging from 0.88 to 0.95 - a consistent structural relationship.
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Return for Risk
ELFE.DE vs. SYBT.DE — Risk / Return Rank
ELFE.DE
SYBT.DE
ELFE.DE vs. SYBT.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Deka US Treasury 7-10 UCITS ETF (ELFE.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.
| ELFE.DE | SYBT.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.06 | ||
| Sortino ratioReturn per unit of downside risk | +0.09 | ||
| Omega ratioGain probability vs. loss probability | 1.06 | 1.05 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | 0.42 | 0.34 | +0.08 |
| Martin ratioReturn relative to average drawdown | 1.04 | 0.88 | +0.16 |
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
| ELFE.DE | SYBT.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.31 | 0.25 | +0.06 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.00 | 0.05 | -0.05 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.10 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.13 | 0.35 | -0.48 |
Drawdowns
ELFE.DE vs. SYBT.DE - Drawdown Comparison
The maximum ELFE.DE drawdown since its inception was -20.67%, 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 ELFE.DE and SYBT.DE.
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Drawdown Indicators
| ELFE.DE | SYBT.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -20.67% | -17.66% | -3.01% |
Max Drawdown (1Y)Largest decline over 1 year | -4.53% | -4.22% | -0.31% |
Max Drawdown (3Y)Largest decline over 3 years | -10.45% | -11.03% | +0.58% |
Max Drawdown (5Y)Largest decline over 5 years | -15.39% | -13.06% | -2.33% |
Max Drawdown (10Y)Largest decline over 10 years | — | -17.66% | — |
Current DrawdownCurrent decline from peak | -15.66% | -13.25% | -2.41% |
Average DrawdownAverage peak-to-trough decline | -12.73% | -8.61% | -4.12% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.81% | 1.62% | +0.19% |
Volatility
ELFE.DE vs. SYBT.DE - Volatility Comparison
The current volatility for Deka US Treasury 7-10 UCITS ETF (ELFE.DE) is 1.17%, while SPDR Bloomberg US Treasury Bond UCITS ETF (SYBT.DE) has a volatility of 1.34%. This indicates that ELFE.DE experiences smaller price fluctuations and is considered to be less risky 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
| ELFE.DE | SYBT.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.17% | 1.34% | -0.17% |
Volatility (6M)Calculated over the trailing 6-month period | 4.19% | 4.16% | +0.03% |
Volatility (1Y)Calculated over the trailing 1-year period | 6.08% | 5.77% | +0.31% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 9.00% | 8.18% | +0.82% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 8.73% | 7.74% | +0.99% |
ELFE.DE vs. SYBT.DE - Expense Ratio Comparison
ELFE.DE has a 0.07% 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
ELFE.DE vs. SYBT.DE - Dividend Comparison
ELFE.DE's dividend yield for the trailing twelve months is around 4.36%, more than SYBT.DE's 3.62% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ELFE.DE Deka US Treasury 7-10 UCITS ETF | 4.36% | 3.84% | 2.83% | 2.04% | 1.74% | 2.27% | 1.81% | 0.24% | 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
ELFE.DE and SYBT.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.
On fees, ELFE.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
ELFE.DE is cheaper with a 0.07% expense ratio, compared with 0.15% for SYBT.DE.
ELFE.DE tracks Solactive US Treasury 7-10 Q Series USD, while SYBT.DE tracks Bloomberg US Treasury. They also come from different issuers: Deka Investment GmbH and State Street. Their fees differ too: 0.07% for ELFE.DE and 0.15% for SYBT.DE.
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