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SYB5.DE vs. IBCL.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SYB5.DE vs. IBCL.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in State Street SPDR Bloomberg 1-5 Year Gilt UCITS ETF (Dist) (SYB5.DE) and iShares € Govt Bond 15-30yr UCITS ETF EUR (Dist) (IBCL.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, SYB5.DE achieves a 3.17% return, which is significantly higher than IBCL.DE's -1.15% return. Over the past 10 years, SYB5.DE has outperformed IBCL.DE with an annualized return of 0.46%, while IBCL.DE has yielded a comparatively lower -2.67% annualized return.


SYB5.DE

1D
-0.19%
1M
1.54%
6M
2.25%
YTD
3.17%
1Y
4.31%
3Y*
4.69%
5Y*
1.04%
10Y*
0.46%

IBCL.DE

1D
0.25%
1M
-2.80%
6M
-2.31%
YTD
-1.15%
1Y
-2.15%
3Y*
-0.84%
5Y*
-8.15%
10Y*
-2.67%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SYB5.DE vs. IBCL.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SYB5.DE
State Street SPDR Bloomberg 1-5 Year Gilt UCITS ETF (Dist)
3.17%0.33%6.69%5.72%-10.68%5.60%-4.05%6.95%-1.42%-4.07%
IBCL.DE
iShares € Govt Bond 15-30yr UCITS ETF EUR (Dist)
-1.15%-5.38%-0.90%9.73%-34.35%-6.57%11.60%15.55%3.25%-1.49%

Correlation

The correlation between SYB5.DE and IBCL.DE is 0.40, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.40

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

0.39

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

0.41

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

0.23

Correlation (All Time)
Calculated using the full available price history since May 18, 2012

0.19

Over the past year, SYB5.DE and IBCL.DE have become more correlated (0.40) than their long-term average of 0.19, meaning their price movements have been converging.

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Return for Risk

SYB5.DE vs. IBCL.DE — Risk / Return Rank

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

SYB5.DE
SYB5.DE Risk / Return Rank: 4040
Overall Rank
SYB5.DE Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
SYB5.DE Sortino Ratio Rank: 3232
Sortino Ratio Rank
SYB5.DE Omega Ratio Rank: 3232
Omega Ratio Rank
SYB5.DE Calmar Ratio Rank: 5656
Calmar Ratio Rank
SYB5.DE Martin Ratio Rank: 4545
Martin Ratio Rank

IBCL.DE
IBCL.DE Risk / Return Rank: 77
Overall Rank
IBCL.DE Sharpe Ratio Rank: 88
Sharpe Ratio Rank
IBCL.DE Sortino Ratio Rank: 77
Sortino Ratio Rank
IBCL.DE Omega Ratio Rank: 77
Omega Ratio Rank
IBCL.DE Calmar Ratio Rank: 77
Calmar Ratio Rank
IBCL.DE Martin Ratio Rank: 77
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.

SYB5.DE vs. IBCL.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for State Street SPDR Bloomberg 1-5 Year Gilt UCITS ETF (Dist) (SYB5.DE) and iShares € Govt Bond 15-30yr UCITS ETF EUR (Dist) (IBCL.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.


SYB5.DEIBCL.DEDifference
Sharpe ratioReturn per unit of total volatility

+1.18

Sortino ratioReturn per unit of downside risk

+1.62

Omega ratioGain probability vs. loss probability

1.17

0.97

+0.20

Calmar ratioReturn relative to maximum drawdown

2.12

-0.35

+2.47

Martin ratioReturn relative to average drawdown

5.59

-0.70

+6.29

SYB5.DE vs. IBCL.DE - Sharpe Ratio Comparison

The current SYB5.DE Sharpe Ratio is 0.95, which is higher than the IBCL.DE Sharpe Ratio of -0.23. The chart below compares the historical Sharpe Ratios of SYB5.DE and IBCL.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

SYB5.DE vs. IBCL.DE - Drawdown Comparison

The maximum SYB5.DE drawdown since its inception was -26.72%, smaller than the maximum IBCL.DE drawdown of -43.80%. Use the drawdown chart below to compare losses from any high point for SYB5.DE and IBCL.DE.


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Drawdown Indicators


SYB5.DEIBCL.DEDifference

Max Drawdown

Largest peak-to-trough decline

-26.72%

-43.80%

+17.08%

Max Drawdown (1Y)

Largest decline over 1 year

-2.02%

-6.13%

+4.11%

Max Drawdown (3Y)

Largest decline over 3 years

-4.43%

-11.97%

+7.54%

Max Drawdown (5Y)

Largest decline over 5 years

-15.56%

-42.19%

+26.63%

Max Drawdown (10Y)

Largest decline over 10 years

-16.19%

-43.80%

+27.61%

Current Drawdown

Current decline from peak

-10.23%

-38.14%

+27.91%

Average Drawdown

Average peak-to-trough decline

-13.57%

-12.56%

-1.01%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.77%

3.06%

-2.29%

Volatility

SYB5.DE vs. IBCL.DE - Volatility Comparison

The current volatility for State Street SPDR Bloomberg 1-5 Year Gilt UCITS ETF (Dist) (SYB5.DE) is 1.38%, while iShares € Govt Bond 15-30yr UCITS ETF EUR (Dist) (IBCL.DE) has a volatility of 2.55%. This indicates that SYB5.DE experiences smaller price fluctuations and is considered to be less risky than IBCL.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SYB5.DEIBCL.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.38%

2.55%

-1.17%

Volatility (6M)

Calculated over the trailing 6-month period

3.51%

7.30%

-3.79%

Volatility (1Y)

Calculated over the trailing 1-year period

4.56%

9.24%

-4.68%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.28%

13.68%

-7.40%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.93%

11.50%

-4.57%

SYB5.DE vs. IBCL.DE - Expense Ratio Comparison

Both SYB5.DE and IBCL.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

SYB5.DE vs. IBCL.DE - Dividend Comparison

SYB5.DE's dividend yield for the trailing twelve months is around 3.55%, less than IBCL.DE's 3.71% yield.


PositionTTM20252024202320222021202020192018201720162015
IBCL.DE
iShares € Govt Bond 15-30yr UCITS ETF EUR (Dist)
3.71%3.53%3.19%2.64%1.31%0.53%0.74%1.26%1.50%1.35%1.47%1.83%
SYB5.DE
State Street SPDR Bloomberg 1-5 Year Gilt UCITS ETF (Dist)
3.55%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


SYB5.DE and IBCL.DE have a correlation of 0.40, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

SYB5.DE and IBCL.DE have the same expense ratio: 0.15% per year.

SYB5.DE tracks Bloomberg Sterling 1-5 Year Aggregate Gilts Bond Index, while IBCL.DE tracks Bloomberg Euro Government Bond 15-30 Year Index. They also come from different issuers: State Street and iShares.

Portfolio Optimizer

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