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IS0P.DE vs. SYBG.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IS0P.DE vs. SYBG.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares Spain Government Bond UCITS ETF Dist (IS0P.DE) and SPDR Bloomberg UK Gilt UCITS ETF (SYBG.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, IS0P.DE achieves a -0.28% return, which is significantly lower than SYBG.DE's 1.85% return. Over the past 10 years, IS0P.DE has outperformed SYBG.DE with an annualized return of 0.26%, while SYBG.DE has yielded a comparatively lower -1.75% annualized return.


IS0P.DE

1D
-0.01%
1M
-0.70%
6M
-0.53%
YTD
-0.28%
1Y
1.28%
3Y*
3.21%
5Y*
-1.97%
10Y*
0.26%

SYBG.DE

1D
1.02%
1M
1.41%
6M
0.08%
YTD
1.85%
1Y
4.86%
3Y*
2.88%
5Y*
-5.06%
10Y*
-1.75%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IS0P.DE vs. SYBG.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IS0P.DE
iShares Spain Government Bond UCITS ETF Dist
-0.28%1.84%2.83%6.58%-17.73%-3.10%3.98%8.51%2.38%0.56%
SYBG.DE
SPDR Bloomberg UK Gilt UCITS ETF
1.85%0.15%0.07%5.36%-28.98%2.15%2.00%11.90%0.08%-1.95%

Correlation

The correlation between IS0P.DE and SYBG.DE is 0.66, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.66

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

0.71

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

0.72

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

0.51

Correlation (All Time)
Calculated using the full available price history since May 17, 2012

0.38

Over the past year, IS0P.DE and SYBG.DE have become more correlated (0.66) than their long-term average of 0.38, meaning their price movements have been converging.

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Return for Risk

IS0P.DE vs. SYBG.DE — Risk / Return Rank

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

IS0P.DE
IS0P.DE Risk / Return Rank: 1313
Overall Rank
IS0P.DE Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
IS0P.DE Sortino Ratio Rank: 1212
Sortino Ratio Rank
IS0P.DE Omega Ratio Rank: 1212
Omega Ratio Rank
IS0P.DE Calmar Ratio Rank: 1414
Calmar Ratio Rank
IS0P.DE Martin Ratio Rank: 1414
Martin Ratio Rank

SYBG.DE
SYBG.DE Risk / Return Rank: 2121
Overall Rank
SYBG.DE Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
SYBG.DE Sortino Ratio Rank: 1919
Sortino Ratio Rank
SYBG.DE Omega Ratio Rank: 1919
Omega Ratio Rank
SYBG.DE Calmar Ratio Rank: 2323
Calmar Ratio Rank
SYBG.DE Martin Ratio Rank: 2525
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.

IS0P.DE vs. SYBG.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Spain Government Bond UCITS ETF Dist (IS0P.DE) and SPDR Bloomberg UK Gilt UCITS ETF (SYBG.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.


IS0P.DESYBG.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.32

Sortino ratioReturn per unit of downside risk

-0.46

Omega ratioGain probability vs. loss probability

1.05

1.11

-0.06

Calmar ratioReturn relative to maximum drawdown

0.37

0.89

-0.52

Martin ratioReturn relative to average drawdown

0.95

2.78

-1.83

IS0P.DE vs. SYBG.DE - Sharpe Ratio Comparison

The current IS0P.DE Sharpe Ratio is 0.29, which is lower than the SYBG.DE Sharpe Ratio of 0.61. The chart below compares the historical Sharpe Ratios of IS0P.DE and SYBG.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

IS0P.DE vs. SYBG.DE - Drawdown Comparison

The maximum IS0P.DE drawdown since its inception was -21.93%, smaller than the maximum SYBG.DE drawdown of -36.66%. Use the drawdown chart below to compare losses from any high point for IS0P.DE and SYBG.DE.


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Drawdown Indicators


IS0P.DESYBG.DEDifference

Max Drawdown

Largest peak-to-trough decline

-21.93%

-36.66%

+14.73%

Max Drawdown (1Y)

Largest decline over 1 year

-3.42%

-5.42%

+2.00%

Max Drawdown (3Y)

Largest decline over 3 years

-3.98%

-8.78%

+4.80%

Max Drawdown (5Y)

Largest decline over 5 years

-20.84%

-36.25%

+15.41%

Max Drawdown (10Y)

Largest decline over 10 years

-21.93%

-36.66%

+14.73%

Current Drawdown

Current decline from peak

-11.78%

-26.34%

+14.56%

Average Drawdown

Average peak-to-trough decline

-5.99%

-13.47%

+7.48%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.34%

1.75%

-0.41%

Volatility

IS0P.DE vs. SYBG.DE - Volatility Comparison

The current volatility for iShares Spain Government Bond UCITS ETF Dist (IS0P.DE) is 1.16%, while SPDR Bloomberg UK Gilt UCITS ETF (SYBG.DE) has a volatility of 2.20%. This indicates that IS0P.DE experiences smaller price fluctuations and is considered to be less risky than SYBG.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IS0P.DESYBG.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.16%

2.20%

-1.04%

Volatility (6M)

Calculated over the trailing 6-month period

3.71%

6.23%

-2.52%

Volatility (1Y)

Calculated over the trailing 1-year period

4.41%

7.89%

-3.48%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.24%

11.76%

-5.52%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.49%

13.82%

-8.33%

IS0P.DE vs. SYBG.DE - Expense Ratio Comparison

IS0P.DE has a 0.20% expense ratio, which is higher than SYBG.DE's 0.15% 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

IS0P.DE vs. SYBG.DE - Dividend Comparison

IS0P.DE's dividend yield for the trailing twelve months is around 2.51%, less than SYBG.DE's 3.73% yield.


PositionTTM20252024202320222021202020192018201720162015
IS0P.DE
iShares Spain Government Bond UCITS ETF Dist
2.51%2.38%1.96%1.22%0.63%0.46%0.45%0.75%1.08%1.29%1.38%1.67%
SYBG.DE
SPDR Bloomberg UK Gilt UCITS ETF
3.73%3.64%2.65%1.69%1.22%0.82%1.11%1.14%1.27%1.60%1.77%1.89%

Frequently Asked Questions


IS0P.DE and SYBG.DE have a correlation of 0.66, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SYBG.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SYBG.DE is cheaper with a 0.15% expense ratio, compared with 0.20% for IS0P.DE.

IS0P.DE tracks Bloomberg Spain Treasury Bond, while SYBG.DE tracks Bloomberg UK Gilt. They also come from different issuers: iShares and State Street. Their fees differ too: 0.20% for IS0P.DE and 0.15% for SYBG.DE.

Portfolio Optimizer

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