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EUN6.DE vs. SYBW.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EUN6.DE vs. SYBW.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares € Govt Bond 0-1yr UCITS ETF EUR (Dist) (EUN6.DE) and State Street SPDR Bloomberg 1-3 Year U.S. Treasury Bond UCITS ETF (Dist) (SYBW.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, EUN6.DE achieves a 0.06% return, which is significantly lower than SYBW.DE's 3.77% return. Over the past 10 years, EUN6.DE has underperformed SYBW.DE with an annualized return of 0.40%, while SYBW.DE has yielded a comparatively higher 1.29% annualized return.


EUN6.DE

1D
-0.01%
1M
0.18%
6M
0.83%
YTD
0.06%
1Y
0.85%
3Y*
2.47%
5Y*
1.42%
10Y*
0.40%

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EUN6.DE vs. SYBW.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EUN6.DE
iShares € Govt Bond 0-1yr UCITS ETF EUR (Dist)
0.06%2.16%3.57%2.74%-1.00%-0.70%-0.60%-0.54%-0.66%-0.74%
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%-6.16%5.97%6.10%-11.87%

Correlation

The correlation between EUN6.DE and SYBW.DE is -0.02, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.02

Correlation (3Y)
Calculated over the trailing 3-year period

0.04

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

0.06

Correlation (10Y)
Calculated over the trailing 10-year period

0.04

Correlation (All Time)
Calculated using the full available price history since Aug 27, 2013

0.03

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Return for Risk

EUN6.DE vs. SYBW.DE — Risk / Return Rank

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

EUN6.DE
EUN6.DE Risk / Return Rank: 3131
Overall Rank
EUN6.DE Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
EUN6.DE Sortino Ratio Rank: 2020
Sortino Ratio Rank
EUN6.DE Omega Ratio Rank: 6464
Omega Ratio Rank
EUN6.DE Calmar Ratio Rank: 2424
Calmar Ratio Rank
EUN6.DE Martin Ratio Rank: 2222
Martin Ratio Rank

SYBW.DE
SYBW.DE Risk / Return Rank: 3131
Overall Rank
SYBW.DE Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
SYBW.DE Sortino Ratio Rank: 3030
Sortino Ratio Rank
SYBW.DE Omega Ratio Rank: 2828
Omega Ratio Rank
SYBW.DE Calmar Ratio Rank: 3434
Calmar Ratio Rank
SYBW.DE Martin Ratio Rank: 3131
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.

EUN6.DE vs. SYBW.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares € Govt Bond 0-1yr UCITS ETF EUR (Dist) (EUN6.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.


EUN6.DESYBW.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.15

Sortino ratioReturn per unit of downside risk

-0.50

Omega ratioGain probability vs. loss probability

1.29

1.15

+0.14

Calmar ratioReturn relative to maximum drawdown

0.87

1.34

-0.48

Martin ratioReturn relative to average drawdown

1.90

3.36

-1.46

EUN6.DE vs. SYBW.DE - Sharpe Ratio Comparison

The current EUN6.DE Sharpe Ratio is 0.72, which is comparable to the SYBW.DE Sharpe Ratio of 0.87. The chart below compares the historical Sharpe Ratios of EUN6.DE and SYBW.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

EUN6.DE vs. SYBW.DE - Drawdown Comparison

The maximum EUN6.DE drawdown since its inception was -4.94%, smaller than the maximum SYBW.DE drawdown of -28.24%. Use the drawdown chart below to compare losses from any high point for EUN6.DE and SYBW.DE.


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Drawdown Indicators


EUN6.DESYBW.DEDifference

Max Drawdown

Largest peak-to-trough decline

-4.94%

-28.24%

+23.30%

Max Drawdown (1Y)

Largest decline over 1 year

-0.98%

-3.52%

+2.54%

Max Drawdown (3Y)

Largest decline over 3 years

-0.98%

-10.87%

+9.89%

Max Drawdown (5Y)

Largest decline over 5 years

-1.47%

-12.61%

+11.14%

Max Drawdown (10Y)

Largest decline over 10 years

-4.51%

-20.37%

+15.86%

Current Drawdown

Current decline from peak

-0.08%

-5.13%

+5.05%

Average Drawdown

Average peak-to-trough decline

-1.32%

-9.74%

+8.42%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.44%

1.40%

-0.96%

Volatility

EUN6.DE vs. SYBW.DE - Volatility Comparison

The current volatility for iShares € Govt Bond 0-1yr UCITS ETF EUR (Dist) (EUN6.DE) is 0.11%, while State Street SPDR Bloomberg 1-3 Year U.S. Treasury Bond UCITS ETF (Dist) (SYBW.DE) has a volatility of 1.12%. This indicates that EUN6.DE experiences smaller price fluctuations and is considered to be less risky than SYBW.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EUN6.DESYBW.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.11%

1.12%

-1.01%

Volatility (6M)

Calculated over the trailing 6-month period

0.57%

3.89%

-3.32%

Volatility (1Y)

Calculated over the trailing 1-year period

1.17%

5.46%

-4.29%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.80%

7.16%

-6.36%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.70%

10.47%

-9.77%

EUN6.DE vs. SYBW.DE - Expense Ratio Comparison

EUN6.DE has a 0.07% 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

EUN6.DE vs. SYBW.DE - Dividend Comparison

EUN6.DE's dividend yield for the trailing twelve months is around 0.96%, less than SYBW.DE's 3.82% yield.


PositionTTM20252024202320222021202020192018201720162015
EUN6.DE
iShares € Govt Bond 0-1yr UCITS ETF EUR (Dist)
0.96%2.79%2.18%0.00%0.00%0.00%0.00%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


EUN6.DE and SYBW.DE have a correlation of -0.02, 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 0.07% for EUN6.DE.

EUN6.DE tracks Bloomberg Euro Short Treasury (0-12 Month) Bond Index, while SYBW.DE tracks Bloomberg U.S. 1-3 Year Treasury Bond Index. They also come from different issuers: iShares and State Street. Their fees differ too: 0.07% for EUN6.DE and 0.05% for SYBW.DE.

Portfolio Optimizer

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