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

Performance

SPP7.DE vs. SYBW.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 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, SPP7.DE achieves a 2.01% return, which is significantly lower than SYBW.DE's 3.77% return. Over the past 10 years, SPP7.DE has underperformed SYBW.DE with an annualized return of 0.17%, while SYBW.DE has yielded a comparatively higher 1.29% annualized return.


SPP7.DE

1D
0.36%
1M
1.03%
6M
1.30%
YTD
2.01%
1Y
5.22%
3Y*
2.11%
5Y*
-0.73%
10Y*
0.17%

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)

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


2026 (YTD)202520242023202220212020201920182017
SPP7.DE
SPDR Bloomberg 7-10 Year US Treasury Bond UCITS ETF
2.01%-3.30%5.16%-0.06%-9.76%4.99%-0.12%11.44%5.09%-9.83%
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 SPP7.DE and SYBW.DE is 0.73, 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

0.73

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

0.67

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

0.68

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

0.73

Correlation (All Time)
Calculated using the full available price history since Feb 17, 2016

0.74

The correlation between SPP7.DE and SYBW.DE has been stable across timeframes, ranging from 0.67 to 0.74 - a consistent structural relationship.

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Return for Risk

SPP7.DE vs. SYBW.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: 3131
Overall Rank
SPP7.DE Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
SPP7.DE Sortino Ratio Rank: 3232
Sortino Ratio Rank
SPP7.DE Omega Ratio Rank: 3030
Omega Ratio Rank
SPP7.DE Calmar Ratio Rank: 3030
Calmar Ratio Rank
SPP7.DE Martin Ratio Rank: 2929
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.

SPP7.DE vs. SYBW.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 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.


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

+0.04

Sortino ratioReturn per unit of downside risk

+0.06

Omega ratioGain probability vs. loss probability

1.17

1.15

+0.01

Calmar ratioReturn relative to maximum drawdown

1.19

1.34

-0.15

Martin ratioReturn relative to average drawdown

3.11

3.36

-0.25

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

The current SPP7.DE Sharpe Ratio is 0.91, which is comparable to the SYBW.DE Sharpe Ratio of 0.87. The chart below compares the historical Sharpe Ratios of SPP7.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

SPP7.DE vs. SYBW.DE - Drawdown Comparison

The maximum SPP7.DE drawdown since its inception was -23.17%, smaller than the maximum SYBW.DE drawdown of -28.24%. Use the drawdown chart below to compare losses from any high point for SPP7.DE and SYBW.DE.


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Drawdown Indicators


SPP7.DESYBW.DEDifference

Max Drawdown

Largest peak-to-trough decline

-23.17%

-28.24%

+5.07%

Max Drawdown (1Y)

Largest decline over 1 year

-4.35%

-3.52%

-0.83%

Max Drawdown (3Y)

Largest decline over 3 years

-10.59%

-10.87%

+0.28%

Max Drawdown (5Y)

Largest decline over 5 years

-15.66%

-12.61%

-3.05%

Max Drawdown (10Y)

Largest decline over 10 years

-23.10%

-20.37%

-2.73%

Current Drawdown

Current decline from peak

-14.94%

-5.13%

-9.81%

Average Drawdown

Average peak-to-trough decline

-12.87%

-9.74%

-3.13%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.67%

1.40%

+0.27%

Volatility

SPP7.DE vs. SYBW.DE - Volatility Comparison

SPDR Bloomberg 7-10 Year US Treasury Bond UCITS ETF (SPP7.DE) has a higher volatility of 1.47% compared to State Street SPDR Bloomberg 1-3 Year U.S. Treasury Bond UCITS ETF (Dist) (SYBW.DE) at 1.12%. This indicates that SPP7.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


SPP7.DESYBW.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.47%

1.12%

+0.35%

Volatility (6M)

Calculated over the trailing 6-month period

4.07%

3.89%

+0.18%

Volatility (1Y)

Calculated over the trailing 1-year period

5.80%

5.46%

+0.34%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.92%

7.16%

+1.76%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.82%

10.47%

-0.65%

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

SPP7.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

SPP7.DE vs. SYBW.DE - Dividend Comparison

SPP7.DE's dividend yield for the trailing twelve months is around 4.00%, more than SYBW.DE's 3.82% yield.


PositionTTM20252024202320222021202020192018201720162015
SPP7.DE
SPDR Bloomberg 7-10 Year US Treasury Bond UCITS ETF
4.00%4.20%3.45%2.73%1.66%0.97%1.69%2.33%1.98%1.99%0.70%0.00%
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


SPP7.DE and SYBW.DE have a correlation of 0.73, 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 SPP7.DE.

SPP7.DE tracks Bloomberg US 7-10 Year Treasury Bond, while SYBW.DE tracks Bloomberg U.S. 1-3 Year Treasury Bond Index. Their fees differ too: 0.15% for SPP7.DE and 0.05% for SYBW.DE.

Portfolio Optimizer

Find the right allocation for SPP7.DE and SYBW.DE

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