IS05.DE vs. SYBW.DE
IS05.DE (iShares € Govt Bond 20yr Target Duration UCITS ETF EUR (Dist)) and SYBW.DE (State Street SPDR Bloomberg 1-3 Year U.S. Treasury Bond UCITS ETF (Dist)) are both Government Bonds funds - IS05.DE tracks the Markit iBoxx EUR Eurozone 20yr Target Duration Index while SYBW.DE tracks the Bloomberg U.S. 1-3 Year Treasury Bond Index. Both are passively managed. Over the past 10 years, IS05.DE returned -4.37%/yr vs 1.29%/yr for SYBW.DE. At a 0.03 correlation, their price movements are largely independent. IS05.DE charges 0.15%/yr vs 0.05%/yr for SYBW.DE.
Performance
IS05.DE vs. SYBW.DE - Performance Comparison
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Returns By Period
In the year-to-date period, IS05.DE achieves a -1.07% return, which is significantly lower than SYBW.DE's 3.77% return. Over the past 10 years, IS05.DE has underperformed SYBW.DE with an annualized return of -4.37%, while SYBW.DE has yielded a comparatively higher 1.29% annualized return.
IS05.DE
- 1D
- 0.32%
- 1M
- -3.19%
- 6M
- -2.29%
- YTD
- -1.07%
- 1Y
- -4.44%
- 3Y*
- -3.91%
- 5Y*
- -10.86%
- 10Y*
- -4.37%
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%
IS05.DE vs. SYBW.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IS05.DE iShares € Govt Bond 20yr Target Duration UCITS ETF EUR (Dist) | -1.07% | -10.87% | -5.27% | 8.12% | -36.40% | -8.01% | 10.93% | 19.50% | 0.75% | -1.71% |
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 IS05.DE and SYBW.DE is -0.15, 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 | -0.15 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.06 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.00 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.02 |
Correlation (All Time) Calculated using the full available price history since Jan 23, 2015 | 0.03 |
The correlation between IS05.DE and SYBW.DE shifts across timeframes, from -0.15 (1 year) to 0.03 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
IS05.DE vs. SYBW.DE — Risk / Return Rank
IS05.DE
SYBW.DE
IS05.DE vs. SYBW.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares € Govt Bond 20yr Target Duration UCITS ETF EUR (Dist) (IS05.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.
| IS05.DE | SYBW.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.31 | ||
| Sortino ratioReturn per unit of downside risk | -1.84 | ||
| Omega ratioGain probability vs. loss probability | 0.94 | 1.15 | -0.21 |
| Calmar ratioReturn relative to maximum drawdown | -0.64 | 1.34 | -1.99 |
| Martin ratioReturn relative to average drawdown | -1.13 | 3.36 | -4.50 |
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Drawdowns
IS05.DE vs. SYBW.DE - Drawdown Comparison
The maximum IS05.DE drawdown since its inception was -49.20%, 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 IS05.DE and SYBW.DE.
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Drawdown Indicators
| IS05.DE | SYBW.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -49.20% | -28.24% | -20.96% |
Max Drawdown (1Y)Largest decline over 1 year | -6.87% | -3.52% | -3.35% |
Max Drawdown (3Y)Largest decline over 3 years | -18.96% | -10.87% | -8.09% |
Max Drawdown (5Y)Largest decline over 5 years | -46.31% | -12.61% | -33.70% |
Max Drawdown (10Y)Largest decline over 10 years | -49.20% | -20.37% | -28.83% |
Current DrawdownCurrent decline from peak | -48.34% | -5.13% | -43.21% |
Average DrawdownAverage peak-to-trough decline | -21.84% | -9.74% | -12.10% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.91% | 1.40% | +2.51% |
Volatility
IS05.DE vs. SYBW.DE - Volatility Comparison
iShares € Govt Bond 20yr Target Duration UCITS ETF EUR (Dist) (IS05.DE) has a higher volatility of 3.05% compared to State Street SPDR Bloomberg 1-3 Year U.S. Treasury Bond UCITS ETF (Dist) (SYBW.DE) at 1.12%. This indicates that IS05.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.
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Volatility by Period
| IS05.DE | SYBW.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.05% | 1.12% | +1.93% |
Volatility (6M)Calculated over the trailing 6-month period | 7.58% | 3.89% | +3.69% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.25% | 5.46% | +4.79% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.59% | 7.16% | +8.43% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.45% | 10.47% | +4.98% |
IS05.DE vs. SYBW.DE - Expense Ratio Comparison
IS05.DE has a 0.15% 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
IS05.DE vs. SYBW.DE - Dividend Comparison
IS05.DE's dividend yield for the trailing twelve months is around 3.63%, less than SYBW.DE's 3.82% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IS05.DE iShares € Govt Bond 20yr Target Duration UCITS ETF EUR (Dist) | 3.63% | 3.45% | 2.94% | 2.10% | 0.91% | 0.22% | 0.29% | 0.75% | 1.14% | 1.04% | 1.00% | 1.03% |
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
IS05.DE and SYBW.DE have a correlation of -0.15, 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 0.15% for IS05.DE.
IS05.DE tracks Markit iBoxx EUR Eurozone 20yr Target Duration 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: 0.15% for IS05.DE and 0.05% for SYBW.DE.
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