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SPP7.DE vs. SYBT.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SPP7.DE vs. SYBT.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in SPDR Bloomberg 7-10 Year US Treasury Bond UCITS ETF (SPP7.DE) and SPDR Bloomberg US Treasury Bond UCITS ETF (SYBT.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, SPP7.DE achieves a 0.25% return, which is significantly lower than SYBT.DE's 0.91% return. Over the past 10 years, SPP7.DE has underperformed SYBT.DE with an annualized return of 0.60%, while SYBT.DE has yielded a comparatively higher 0.75% annualized return.


SPP7.DE

1D
0.01%
1M
0.57%
YTD
0.25%
6M
-0.49%
1Y
1.93%
3Y*
-0.11%
5Y*
0.17%
10Y*
0.60%

SYBT.DE

1D
-0.19%
1M
0.53%
YTD
0.91%
6M
0.10%
1Y
1.73%
3Y*
0.03%
5Y*
0.43%
10Y*
0.75%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SPP7.DE vs. SYBT.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SPP7.DE
SPDR Bloomberg 7-10 Year US Treasury Bond UCITS ETF
0.25%-3.30%5.21%1.24%-9.75%4.98%-0.10%11.45%5.07%-9.83%
SYBT.DE
SPDR Bloomberg US Treasury Bond UCITS ETF
0.91%-5.48%6.46%0.26%-7.00%5.72%-1.94%10.87%5.29%-10.13%

Correlation

The correlation between SPP7.DE and SYBT.DE is 0.91, 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

0.91

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

0.95

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

0.96

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

0.96

Correlation (All Time)
Calculated using the full available price history since Feb 19, 2016

0.96

The correlation between SPP7.DE and SYBT.DE has been stable across timeframes, ranging from 0.91 to 0.96 - a consistent structural relationship.

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Return for Risk

SPP7.DE vs. SYBT.DE — Risk / Return Rank

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

SPP7.DE
SPP7.DE Risk / Return Rank: 1414
Overall Rank
SPP7.DE Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
SPP7.DE Sortino Ratio Rank: 1313
Sortino Ratio Rank
SPP7.DE Omega Ratio Rank: 1313
Omega Ratio Rank
SPP7.DE Calmar Ratio Rank: 1414
Calmar Ratio Rank
SPP7.DE Martin Ratio Rank: 1515
Martin Ratio Rank

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

SPP7.DE vs. SYBT.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR Bloomberg 7-10 Year US Treasury Bond UCITS ETF (SPP7.DE) and SPDR Bloomberg US Treasury Bond UCITS ETF (SYBT.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.


SPP7.DESYBT.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.08

Sortino ratioReturn per unit of downside risk

+0.12

Omega ratioGain probability vs. loss probability

1.06

1.05

+0.01

Calmar ratioReturn relative to maximum drawdown

0.44

0.34

+0.10

Martin ratioReturn relative to average drawdown

1.13

0.88

+0.25

SPP7.DE vs. SYBT.DE - Sharpe Ratio Comparison

The current SPP7.DE Sharpe Ratio is 0.33, which is higher than the SYBT.DE Sharpe Ratio of 0.25. The chart below compares the historical Sharpe Ratios of SPP7.DE and SYBT.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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Sharpe Ratios by Period


SPP7.DESYBT.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.33

0.25

+0.08

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.02

0.05

-0.03

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.07

0.10

-0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.05

0.35

-0.30

Drawdowns

SPP7.DE vs. SYBT.DE - Drawdown Comparison

The maximum SPP7.DE drawdown since its inception was -20.31%, which is greater than SYBT.DE's maximum drawdown of -17.66%. Use the drawdown chart below to compare losses from any high point for SPP7.DE and SYBT.DE.


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Drawdown Indicators


SPP7.DESYBT.DEDifference

Max Drawdown

Largest peak-to-trough decline

-20.31%

-17.66%

-2.65%

Max Drawdown (1Y)

Largest decline over 1 year

-4.35%

-4.22%

-0.13%

Max Drawdown (3Y)

Largest decline over 3 years

-10.58%

-11.03%

+0.45%

Max Drawdown (5Y)

Largest decline over 5 years

-14.56%

-13.06%

-1.50%

Max Drawdown (10Y)

Largest decline over 10 years

-20.31%

-17.66%

-2.65%

Current Drawdown

Current decline from peak

-15.29%

-13.25%

-2.04%

Average Drawdown

Average peak-to-trough decline

-10.62%

-8.61%

-2.01%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.69%

1.62%

+0.07%

Volatility

SPP7.DE vs. SYBT.DE - Volatility Comparison

The current volatility for SPDR Bloomberg 7-10 Year US Treasury Bond UCITS ETF (SPP7.DE) is 1.06%, while SPDR Bloomberg US Treasury Bond UCITS ETF (SYBT.DE) has a volatility of 1.34%. This indicates that SPP7.DE experiences smaller price fluctuations and is considered to be less risky than SYBT.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SPP7.DESYBT.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.06%

1.34%

-0.28%

Volatility (6M)

Calculated over the trailing 6-month period

4.11%

4.16%

-0.05%

Volatility (1Y)

Calculated over the trailing 1-year period

5.82%

5.77%

+0.05%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

9.14%

8.18%

+0.96%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.49%

7.74%

+0.75%

SPP7.DE vs. SYBT.DE - Expense Ratio Comparison

Both SPP7.DE and SYBT.DE have an expense ratio of 0.15%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

SPP7.DE vs. SYBT.DE - Dividend Comparison

SPP7.DE's dividend yield for the trailing twelve months is around 4.07%, more than SYBT.DE's 3.62% yield.


PositionTTM20252024202320222021202020192018201720162015
SPP7.DE
SPDR Bloomberg 7-10 Year US Treasury Bond UCITS ETF
4.07%4.20%3.47%4.07%1.66%0.97%1.69%2.33%1.98%1.99%0.70%0.00%
SYBT.DE
SPDR Bloomberg US Treasury Bond UCITS ETF
3.62%3.70%2.94%2.22%1.31%0.92%1.98%3.24%1.58%1.66%1.29%1.25%

Frequently Asked Questions


With a correlation of 0.91, SPP7.DE and SYBT.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.

Both ETFs have the same 0.15% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

SPP7.DE and SYBT.DE have the same expense ratio: 0.15% per year.

SPP7.DE tracks Bloomberg US 7-10 Year Treasury Bond, while SYBT.DE tracks Bloomberg US Treasury.

Portfolio Optimizer

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