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

Performance

EXHC.DE vs. SYBW.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares eb.rexx Government Germany 2.5-5.5yr UCITS ETF (DE) (EXHC.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, EXHC.DE achieves a 0.37% return, which is significantly lower than SYBW.DE's 3.59% return. Over the past 10 years, EXHC.DE has underperformed SYBW.DE with an annualized return of -0.63%, while SYBW.DE has yielded a comparatively higher 1.33% annualized return.


EXHC.DE

1D
-0.17%
1M
0.67%
6M
0.42%
YTD
0.37%
1Y
0.40%
3Y*
2.33%
5Y*
-0.87%
10Y*
-0.63%

SYBW.DE

1D
0.05%
1M
1.76%
6M
3.44%
YTD
3.59%
1Y
6.16%
3Y*
2.70%
5Y*
2.56%
10Y*
1.33%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
EXHC.DE
iShares eb.rexx Government Germany 2.5-5.5yr UCITS ETF (DE)
0.37%1.16%1.57%4.17%-10.23%-1.37%-0.09%-0.18%0.47%-1.24%
SYBW.DE
State Street SPDR Bloomberg 1-3 Year U.S. Treasury Bond UCITS ETF (Dist)
3.59%-6.50%9.98%0.49%2.02%7.59%-6.16%5.97%6.10%-11.87%

Correlation

The correlation between EXHC.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

0.04

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

0.09

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

0.12

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

0.11

The correlation between EXHC.DE and SYBW.DE shifts across timeframes, from -0.19 (1 year) to 0.12 (10 years), reflecting how their relationship changes across market environments.

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Return for Risk

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

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

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

SYBW.DE
SYBW.DE Risk / Return Rank: 3636
Overall Rank
SYBW.DE Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
SYBW.DE Sortino Ratio Rank: 3636
Sortino Ratio Rank
SYBW.DE Omega Ratio Rank: 3232
Omega Ratio Rank
SYBW.DE Calmar Ratio Rank: 4040
Calmar Ratio Rank
SYBW.DE Martin Ratio Rank: 3434
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.

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

This table presents a comparison of risk-adjusted performance metrics for iShares eb.rexx Government Germany 2.5-5.5yr UCITS ETF (DE) (EXHC.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.


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

-0.94

Sortino ratioReturn per unit of downside risk

-1.40

Omega ratioGain probability vs. loss probability

1.03

1.19

-0.16

Calmar ratioReturn relative to maximum drawdown

0.19

1.75

-1.55

Martin ratioReturn relative to average drawdown

0.46

4.36

-3.90

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

The current EXHC.DE Sharpe Ratio is 0.17, which is lower than the SYBW.DE Sharpe Ratio of 1.11. The chart below compares the historical Sharpe Ratios of EXHC.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

EXHC.DE vs. SYBW.DE - Drawdown Comparison

The maximum EXHC.DE drawdown since its inception was -14.39%, smaller than the maximum SYBW.DE drawdown of -28.24%. Use the drawdown chart below to compare losses from any high point for EXHC.DE and SYBW.DE.


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Drawdown Indicators


EXHC.DESYBW.DEDifference

Max Drawdown

Largest peak-to-trough decline

-14.39%

-28.24%

+13.85%

Max Drawdown (1Y)

Largest decline over 1 year

-2.06%

-3.52%

+1.46%

Max Drawdown (3Y)

Largest decline over 3 years

-2.33%

-10.87%

+8.54%

Max Drawdown (5Y)

Largest decline over 5 years

-12.55%

-12.61%

+0.06%

Max Drawdown (10Y)

Largest decline over 10 years

-14.39%

-20.37%

+5.98%

Current Drawdown

Current decline from peak

-6.78%

-5.29%

-1.49%

Average Drawdown

Average peak-to-trough decline

-2.90%

-9.75%

+6.85%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.87%

1.41%

-0.54%

Volatility

EXHC.DE vs. SYBW.DE - Volatility Comparison

The current volatility for iShares eb.rexx Government Germany 2.5-5.5yr UCITS ETF (DE) (EXHC.DE) is 0.52%, while State Street SPDR Bloomberg 1-3 Year U.S. Treasury Bond UCITS ETF (Dist) (SYBW.DE) has a volatility of 1.52%. This indicates that EXHC.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


EXHC.DESYBW.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.52%

1.52%

-1.00%

Volatility (6M)

Calculated over the trailing 6-month period

2.06%

3.95%

-1.89%

Volatility (1Y)

Calculated over the trailing 1-year period

2.39%

5.54%

-3.15%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.59%

7.16%

-3.57%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.76%

10.47%

-7.71%

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

EXHC.DE has a 0.16% 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

EXHC.DE vs. SYBW.DE - Dividend Comparison

EXHC.DE's dividend yield for the trailing twelve months is around 1.40%, less than SYBW.DE's 3.83% yield.


PositionTTM20252024202320222021202020192018201720162015
EXHC.DE
iShares eb.rexx Government Germany 2.5-5.5yr UCITS ETF (DE)
1.40%1.38%1.11%0.81%0.41%0.68%0.86%1.08%0.91%1.34%1.65%1.82%
SYBW.DE
State Street SPDR Bloomberg 1-3 Year U.S. Treasury Bond UCITS ETF (Dist)
3.83%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


EXHC.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 0.16% for EXHC.DE.

EXHC.DE tracks eb.rexx Government Germany 2.5-5.5 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: 0.16% for EXHC.DE and 0.05% for SYBW.DE.

Portfolio Optimizer

Find the right allocation for EXHC.DE and SYBW.DE

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