EXHF.DE vs. SYBB.DE
EXHF.DE (iShares Euro Government Bond Capped 1.5-10.5yr UCITS ETF (DE)) and SYBB.DE (SPDR Bloomberg Euro Government Bond UCITS ETF Dist) are both European Government Bonds funds - EXHF.DE tracks the iBoxx® EUR Liquid Sovereigns Capped 1.5-10.5 while SYBB.DE tracks the Bloomberg Euro Treasury Bond. Both are passively managed. Over the past 10 years, EXHF.DE returned -0.22%/yr vs -0.33%/yr for SYBB.DE. Their correlation of 0.88 suggests significant overlap in exposure. EXHF.DE charges 0.15%/yr vs 0.10%/yr for SYBB.DE.
Performance
EXHF.DE vs. SYBB.DE - Performance Comparison
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Returns By Period
In the year-to-date period, EXHF.DE achieves a -0.61% return, which is significantly lower than SYBB.DE's 0.36% return. Over the past 10 years, EXHF.DE has outperformed SYBB.DE with an annualized return of -0.22%, while SYBB.DE has yielded a comparatively lower -0.33% annualized return.
EXHF.DE
- 1D
- 0.03%
- 1M
- -0.63%
- YTD
- -0.61%
- 6M
- -0.60%
- 1Y
- 0.03%
- 3Y*
- 2.53%
- 5Y*
- -1.98%
- 10Y*
- -0.22%
SYBB.DE
- 1D
- 0.10%
- 1M
- -0.01%
- YTD
- 0.36%
- 6M
- 0.21%
- 1Y
- 0.47%
- 3Y*
- 2.42%
- 5Y*
- -2.27%
- 10Y*
- -0.33%
EXHF.DE vs. SYBB.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EXHF.DE iShares Euro Government Bond Capped 1.5-10.5yr UCITS ETF (DE) | -0.61% | 1.93% | 1.59% | 7.50% | -17.55% | -2.72% | 3.54% | 5.31% | 0.83% | 0.06% |
SYBB.DE SPDR Bloomberg Euro Government Bond UCITS ETF Dist | 0.36% | 0.60% | 1.49% | 6.80% | -18.49% | -3.34% | 4.67% | 6.73% | 0.84% | -0.08% |
Correlation
The correlation between EXHF.DE and SYBB.DE is 0.81, 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 | 0.81 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.92 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.95 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.92 |
Correlation (All Time) Calculated using the full available price history since May 25, 2011 | 0.88 |
The correlation between EXHF.DE and SYBB.DE shifts across timeframes, from 0.81 (1 year) to 0.95 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
EXHF.DE vs. SYBB.DE — Risk / Return Rank
EXHF.DE
SYBB.DE
EXHF.DE vs. SYBB.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Euro Government Bond Capped 1.5-10.5yr UCITS ETF (DE) (EXHF.DE) and SPDR Bloomberg Euro Government Bond UCITS ETF Dist (SYBB.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.
| EXHF.DE | SYBB.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.11 | ||
| Sortino ratioReturn per unit of downside risk | -0.15 | ||
| Omega ratioGain probability vs. loss probability | 0.99 | 1.01 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | -0.11 | 0.02 | -0.13 |
| Martin ratioReturn relative to average drawdown | -0.29 | 0.06 | -0.34 |
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
| EXHF.DE | SYBB.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.09 | 0.02 | -0.11 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.31 | -0.35 | +0.04 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.04 | -0.06 | +0.02 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.49 | 0.40 | +0.08 |
Drawdowns
EXHF.DE vs. SYBB.DE - Drawdown Comparison
The maximum EXHF.DE drawdown since its inception was -20.75%, smaller than the maximum SYBB.DE drawdown of -22.70%. Use the drawdown chart below to compare losses from any high point for EXHF.DE and SYBB.DE.
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Drawdown Indicators
| EXHF.DE | SYBB.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -20.75% | -22.70% | +1.95% |
Max Drawdown (1Y)Largest decline over 1 year | -3.59% | -3.38% | -0.21% |
Max Drawdown (3Y)Largest decline over 3 years | -3.59% | -3.98% | +0.39% |
Max Drawdown (5Y)Largest decline over 5 years | -20.48% | -21.75% | +1.27% |
Max Drawdown (10Y)Largest decline over 10 years | -20.75% | -22.70% | +1.95% |
Current DrawdownCurrent decline from peak | -11.58% | -14.16% | +2.58% |
Average DrawdownAverage peak-to-trough decline | -4.35% | -6.07% | +1.72% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.30% | 1.33% | -0.03% |
Volatility
EXHF.DE vs. SYBB.DE - Volatility Comparison
iShares Euro Government Bond Capped 1.5-10.5yr UCITS ETF (DE) (EXHF.DE) has a higher volatility of 1.96% compared to SPDR Bloomberg Euro Government Bond UCITS ETF Dist (SYBB.DE) at 1.63%. This indicates that EXHF.DE's price experiences larger fluctuations and is considered to be riskier than SYBB.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EXHF.DE | SYBB.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.96% | 1.63% | +0.33% |
Volatility (6M)Calculated over the trailing 6-month period | 3.59% | 3.99% | -0.40% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.14% | 4.74% | -0.60% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.35% | 6.39% | -0.04% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.04% | 5.44% | -0.40% |
EXHF.DE vs. SYBB.DE - Expense Ratio Comparison
EXHF.DE has a 0.15% expense ratio, which is higher than SYBB.DE's 0.10% 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
EXHF.DE vs. SYBB.DE - Dividend Comparison
EXHF.DE's dividend yield for the trailing twelve months is around 1.61%, less than SYBB.DE's 2.35% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EXHF.DE iShares Euro Government Bond Capped 1.5-10.5yr UCITS ETF (DE) | 1.61% | 1.74% | 1.03% | 0.51% | 0.63% | 0.62% | 0.66% | 0.75% | 0.75% | 1.51% | 1.87% | 2.45% |
SYBB.DE SPDR Bloomberg Euro Government Bond UCITS ETF Dist | 2.35% | 2.14% | 1.45% | 0.76% | 0.18% | 0.08% | 0.28% | 0.59% | 0.66% | 0.73% | 0.82% | 1.26% |
Frequently Asked Questions
EXHF.DE and SYBB.DE have a correlation of 0.81, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SYBB.DE is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SYBB.DE is cheaper with a 0.10% expense ratio, compared with 0.15% for EXHF.DE.
EXHF.DE tracks iBoxx® EUR Liquid Sovereigns Capped 1.5-10.5, while SYBB.DE tracks Bloomberg Euro Treasury Bond. They also come from different issuers: iShares and State Street. Their fees differ too: 0.15% for EXHF.DE and 0.10% for SYBB.DE.
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