SXRL.DE vs. SYB5.DE
SXRL.DE (iShares USD Treasury Bond 3-7yr UCITS ETF (Acc)) and SYB5.DE (State Street SPDR Bloomberg 1-5 Year Gilt UCITS ETF (Dist)) are both Government Bonds funds - SXRL.DE tracks the ICE US Treasury 3-7 Year while SYB5.DE tracks the Bloomberg Sterling 1-5 Year Aggregate Gilts Bond Index. Both are passively managed. Over the past 10 years, SXRL.DE returned 1.32%/yr vs 0.87%/yr for SYB5.DE. At a 0.21 correlation, their price movements are largely independent. SXRL.DE charges 0.07%/yr vs 0.15%/yr for SYB5.DE.
Performance
SXRL.DE vs. SYB5.DE - Performance Comparison
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Different Trading Currencies
SXRL.DE is traded in USD, while SYB5.DE is traded in EUR. To make them comparable, the SYB5.DE values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, SXRL.DE achieves a -0.21% return, which is significantly lower than SYB5.DE's 1.14% return. Over the past 10 years, SXRL.DE has outperformed SYB5.DE with an annualized return of 1.32%, while SYB5.DE has yielded a comparatively lower 0.87% annualized return.
SXRL.DE
- 1D
- 0.17%
- 1M
- -0.03%
- 6M
- -0.28%
- YTD
- -0.21%
- 1Y
- 3.26%
- 3Y*
- 3.84%
- 5Y*
- 0.36%
- 10Y*
- 1.32%
SYB5.DE
- 1D
- 1.32%
- 1M
- 0.83%
- 6M
- 1.00%
- YTD
- 1.14%
- 1Y
- 3.76%
- 3Y*
- 5.62%
- 5Y*
- 0.55%
- 10Y*
- 0.87%
SXRL.DE vs. SYB5.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SXRL.DE iShares USD Treasury Bond 3-7yr UCITS ETF (Acc) | -0.21% | 7.42% | 1.92% | 4.32% | -9.33% | -2.32% | 6.98% | 6.13% | 1.04% | 1.28% |
SYB5.DE State Street SPDR Bloomberg 1-5 Year Gilt UCITS ETF (Dist) | 1.14% | 13.27% | 0.59% | 9.06% | -15.60% | -2.73% | 5.33% | 4.69% | -6.06% | 9.50% |
Correlation
The correlation between SXRL.DE and SYB5.DE is 0.43, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.43 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.44 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.42 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.26 |
Correlation (All Time) Calculated using the full available price history since May 18, 2012 | 0.21 |
Over the past year, SXRL.DE and SYB5.DE have become more correlated (0.43) than their long-term average of 0.21, meaning their price movements have been converging.
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Return for Risk
SXRL.DE vs. SYB5.DE — Risk / Return Rank
SXRL.DE
SYB5.DE
SXRL.DE vs. SYB5.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares USD Treasury Bond 3-7yr UCITS ETF (Acc) (SXRL.DE) and State Street SPDR Bloomberg 1-5 Year Gilt UCITS ETF (Dist) (SYB5.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.
| SXRL.DE | SYB5.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.63 | ||
| Sortino ratioReturn per unit of downside risk | +0.93 | ||
| Omega ratioGain probability vs. loss probability | 1.20 | 1.09 | +0.11 |
| Calmar ratioReturn relative to maximum drawdown | 1.34 | 0.69 | +0.65 |
| Martin ratioReturn relative to average drawdown | 3.47 | 1.54 | +1.92 |
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Drawdowns
SXRL.DE vs. SYB5.DE - Drawdown Comparison
The maximum SXRL.DE drawdown since its inception was -14.09%, smaller than the maximum SYB5.DE drawdown of -39.16%. Use the drawdown chart below to compare losses from any high point for SXRL.DE and SYB5.DE.
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Drawdown Indicators
| SXRL.DE | SYB5.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -14.09% | -39.16% | +25.07% |
Max Drawdown (1Y)Largest decline over 1 year | -2.43% | -5.46% | +3.03% |
Max Drawdown (3Y)Largest decline over 3 years | -3.64% | -9.67% | +6.03% |
Max Drawdown (5Y)Largest decline over 5 years | -13.50% | -31.11% | +17.61% |
Max Drawdown (10Y)Largest decline over 10 years | -14.09% | -32.20% | +18.11% |
Current DrawdownCurrent decline from peak | -1.49% | -10.66% | +9.17% |
Average DrawdownAverage peak-to-trough decline | -2.78% | -15.33% | +12.55% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.94% | 2.43% | -1.49% |
Volatility
SXRL.DE vs. SYB5.DE - Volatility Comparison
The current volatility for iShares USD Treasury Bond 3-7yr UCITS ETF (Acc) (SXRL.DE) is 0.84%, while State Street SPDR Bloomberg 1-5 Year Gilt UCITS ETF (Dist) (SYB5.DE) has a volatility of 2.15%. This indicates that SXRL.DE experiences smaller price fluctuations and is considered to be less risky than SYB5.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SXRL.DE | SYB5.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.84% | 2.15% | -1.31% |
Volatility (6M)Calculated over the trailing 6-month period | 2.24% | 5.74% | -3.50% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.90% | 7.56% | -4.66% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.69% | 9.62% | -4.93% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 3.84% | 9.42% | -5.58% |
SXRL.DE vs. SYB5.DE - Expense Ratio Comparison
SXRL.DE has a 0.07% expense ratio, which is lower than SYB5.DE's 0.15% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
SXRL.DE vs. SYB5.DE - Dividend Comparison
SXRL.DE has not paid dividends to shareholders, while SYB5.DE's dividend yield for the trailing twelve months is around 3.54%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SXRL.DE iShares USD Treasury Bond 3-7yr UCITS ETF (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% |
SYB5.DE State Street SPDR Bloomberg 1-5 Year Gilt UCITS ETF (Dist) | 3.54% | 3.52% | 2.66% | 1.30% | 0.19% | 0.12% | 0.48% | 0.57% | 0.40% | 0.54% | 0.94% | 0.99% |
Frequently Asked Questions
SXRL.DE and SYB5.DE have a correlation of 0.43, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SXRL.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SXRL.DE is cheaper with a 0.07% expense ratio, compared with 0.15% for SYB5.DE.
SXRL.DE tracks ICE US Treasury 3-7 Year, while SYB5.DE tracks Bloomberg Sterling 1-5 Year Aggregate Gilts Bond Index. They also come from different issuers: iShares and State Street. Their fees differ too: 0.07% for SXRL.DE and 0.15% for SYB5.DE.
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