PortfoliosLab logoPortfoliosLab logo
EXX6.DE vs. SYBW.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EXX6.DE vs. SYBW.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares eb.rexx Government Germany 10.5+yr UCITS ETF (DE) (EXX6.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.

Loading charts...

Returns By Period

In the year-to-date period, EXX6.DE achieves a -0.79% return, which is significantly lower than SYBW.DE's 3.77% return. Over the past 10 years, EXX6.DE has underperformed SYBW.DE with an annualized return of -3.59%, while SYBW.DE has yielded a comparatively higher 1.29% annualized return.


EXX6.DE

1D
0.32%
1M
-1.99%
6M
-1.65%
YTD
-0.79%
1Y
-3.62%
3Y*
-2.88%
5Y*
-8.91%
10Y*
-3.59%

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)

EXX6.DE vs. SYBW.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EXX6.DE
iShares eb.rexx Government Germany 10.5+yr UCITS ETF (DE)
-0.79%-8.67%-3.08%6.87%-32.78%-4.96%8.39%9.13%6.44%-2.79%
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 EXX6.DE and SYBW.DE is -0.14, 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

-0.14

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

-0.02

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

0.04

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

0.09

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

0.07

The correlation between EXX6.DE and SYBW.DE shifts across timeframes, from -0.14 (1 year) to 0.09 (10 years), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

EXX6.DE vs. SYBW.DE — Risk / Return Rank

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

EXX6.DE
EXX6.DE Risk / Return Rank: 55
Overall Rank
EXX6.DE Sharpe Ratio Rank: 66
Sharpe Ratio Rank
EXX6.DE Sortino Ratio Rank: 55
Sortino Ratio Rank
EXX6.DE Omega Ratio Rank: 55
Omega Ratio Rank
EXX6.DE Calmar Ratio Rank: 55
Calmar Ratio Rank
EXX6.DE Martin Ratio Rank: 55
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.

EXX6.DE vs. SYBW.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares eb.rexx Government Germany 10.5+yr UCITS ETF (DE) (EXX6.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.


EXX6.DESYBW.DEDifference
Sharpe ratioReturn per unit of total volatility

-1.34

Sortino ratioReturn per unit of downside risk

-1.91

Omega ratioGain probability vs. loss probability

0.93

1.15

-0.22

Calmar ratioReturn relative to maximum drawdown

-0.53

1.34

-1.87

Martin ratioReturn relative to average drawdown

-0.98

3.36

-4.35

EXX6.DE vs. SYBW.DE - Sharpe Ratio Comparison

The current EXX6.DE Sharpe Ratio is -0.47, which is lower than the SYBW.DE Sharpe Ratio of 0.87. The chart below compares the historical Sharpe Ratios of EXX6.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.


Loading charts...

Drawdowns

EXX6.DE vs. SYBW.DE - Drawdown Comparison

The maximum EXX6.DE drawdown since its inception was -44.22%, which is greater than SYBW.DE's maximum drawdown of -28.24%. Use the drawdown chart below to compare losses from any high point for EXX6.DE and SYBW.DE.


Loading charts...

Drawdown Indicators


EXX6.DESYBW.DEDifference

Max Drawdown

Largest peak-to-trough decline

-44.22%

-28.24%

-15.98%

Max Drawdown (1Y)

Largest decline over 1 year

-6.83%

-3.52%

-3.31%

Max Drawdown (3Y)

Largest decline over 3 years

-15.48%

-10.87%

-4.61%

Max Drawdown (5Y)

Largest decline over 5 years

-40.54%

-12.61%

-27.93%

Max Drawdown (10Y)

Largest decline over 10 years

-44.22%

-20.37%

-23.85%

Current Drawdown

Current decline from peak

-43.16%

-5.13%

-38.03%

Average Drawdown

Average peak-to-trough decline

-12.97%

-9.74%

-3.23%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.68%

1.40%

+2.28%

Volatility

EXX6.DE vs. SYBW.DE - Volatility Comparison

iShares eb.rexx Government Germany 10.5+yr UCITS ETF (DE) (EXX6.DE) has a higher volatility of 2.25% compared to State Street SPDR Bloomberg 1-3 Year U.S. Treasury Bond UCITS ETF (Dist) (SYBW.DE) at 1.12%. This indicates that EXX6.DE's price experiences larger fluctuations and is considered to be riskier than SYBW.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


EXX6.DESYBW.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.25%

1.12%

+1.13%

Volatility (6M)

Calculated over the trailing 6-month period

5.87%

3.89%

+1.98%

Volatility (1Y)

Calculated over the trailing 1-year period

7.73%

5.46%

+2.27%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.94%

7.16%

+5.78%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.16%

10.47%

+0.69%

EXX6.DE vs. SYBW.DE - Expense Ratio Comparison

EXX6.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

EXX6.DE vs. SYBW.DE - Dividend Comparison

EXX6.DE's dividend yield for the trailing twelve months is around 2.32%, less than SYBW.DE's 3.82% yield.


PositionTTM20252024202320222021202020192018201720162015
EXX6.DE
iShares eb.rexx Government Germany 10.5+yr UCITS ETF (DE)
2.32%2.18%1.91%1.96%2.26%1.73%1.79%2.06%1.87%2.61%2.67%2.80%
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


EXX6.DE and SYBW.DE have a correlation of -0.14, 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 EXX6.DE.

EXX6.DE tracks eb.rexx Government Germany 10.5+ 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 EXX6.DE and 0.05% for SYBW.DE.

Portfolio Optimizer

Find the right allocation for EXX6.DE and SYBW.DE

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer