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

Performance

MDBA.DE vs. SYBW.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in UBS ETF (LU) Sustainable Development Bank Bonds UCITS ETF (USD) Acc (MDBA.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, MDBA.DE achieves a 3.02% return, which is significantly lower than SYBW.DE's 3.59% return.


MDBA.DE

1D
0.00%
1M
1.77%
6M
3.02%
YTD
3.02%
1Y
6.01%
3Y*
2.60%
5Y*
1.71%
10Y*

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)

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


2026 (YTD)20252024202320222021202020192018
MDBA.DE
UBS ETF (LU) Sustainable Development Bank Bonds UCITS ETF (USD) Acc
3.02%-5.27%8.74%0.88%-1.83%6.67%-4.51%7.59%-11.06%
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%1.19%

Correlation

The correlation between MDBA.DE and SYBW.DE is 0.95, 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

0.95

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

0.94

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

0.95

Correlation (All Time)
Calculated using the full available price history since Nov 8, 2018

0.93

The correlation between MDBA.DE and SYBW.DE has been stable across timeframes, ranging from 0.93 to 0.95 - a consistent structural relationship.

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Return for Risk

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

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

MDBA.DE
MDBA.DE Risk / Return Rank: 3535
Overall Rank
MDBA.DE Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
MDBA.DE Sortino Ratio Rank: 3737
Sortino Ratio Rank
MDBA.DE Omega Ratio Rank: 3333
Omega Ratio Rank
MDBA.DE Calmar Ratio Rank: 3636
Calmar Ratio Rank
MDBA.DE Martin Ratio Rank: 3232
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.

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

This table presents a comparison of risk-adjusted performance metrics for UBS ETF (LU) Sustainable Development Bank Bonds UCITS ETF (USD) Acc (MDBA.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.


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

+0.02

Sortino ratioReturn per unit of downside risk

+0.03

Omega ratioGain probability vs. loss probability

1.20

1.19

+0.01

Calmar ratioReturn relative to maximum drawdown

1.58

1.75

-0.17

Martin ratioReturn relative to average drawdown

4.03

4.36

-0.33

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

The current MDBA.DE Sharpe Ratio is 1.13, which is comparable to the SYBW.DE Sharpe Ratio of 1.11. The chart below compares the historical Sharpe Ratios of MDBA.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

MDBA.DE vs. SYBW.DE - Drawdown Comparison

The maximum MDBA.DE drawdown since its inception was -12.89%, smaller than the maximum SYBW.DE drawdown of -28.24%. Use the drawdown chart below to compare losses from any high point for MDBA.DE and SYBW.DE.


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Drawdown Indicators


MDBA.DESYBW.DEDifference

Max Drawdown

Largest peak-to-trough decline

-12.89%

-28.24%

+15.35%

Max Drawdown (1Y)

Largest decline over 1 year

-3.79%

-3.52%

-0.27%

Max Drawdown (3Y)

Largest decline over 3 years

-10.05%

-10.87%

+0.82%

Max Drawdown (5Y)

Largest decline over 5 years

-12.02%

-12.61%

+0.59%

Max Drawdown (10Y)

Largest decline over 10 years

-20.37%

Current Drawdown

Current decline from peak

-4.46%

-5.29%

+0.83%

Average Drawdown

Average peak-to-trough decline

-6.50%

-9.75%

+3.25%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.49%

1.41%

+0.08%

Volatility

MDBA.DE vs. SYBW.DE - Volatility Comparison

The current volatility for UBS ETF (LU) Sustainable Development Bank Bonds UCITS ETF (USD) Acc (MDBA.DE) is 1.43%, 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 MDBA.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


MDBA.DESYBW.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.43%

1.52%

-0.09%

Volatility (6M)

Calculated over the trailing 6-month period

3.77%

3.95%

-0.18%

Volatility (1Y)

Calculated over the trailing 1-year period

5.32%

5.54%

-0.22%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.27%

7.16%

+0.11%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.67%

10.47%

+0.20%

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

MDBA.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

MDBA.DE vs. SYBW.DE - Dividend Comparison

MDBA.DE has not paid dividends to shareholders, while SYBW.DE's dividend yield for the trailing twelve months is around 3.83%.


PositionTTM20252024202320222021202020192018201720162015
MDBA.DE
UBS ETF (LU) Sustainable Development Bank Bonds UCITS ETF (USD) Acc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
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


With a correlation of 0.95, MDBA.DE and SYBW.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

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 MDBA.DE.

MDBA.DE tracks Solactive UBS Global Multilateral Development Bank Bond USD 25% Issuer Capped, while SYBW.DE tracks Bloomberg U.S. 1-3 Year Treasury Bond Index. They also come from different issuers: UBS and State Street. Their fees differ too: 0.15% for MDBA.DE and 0.05% for SYBW.DE.

Portfolio Optimizer

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