SYB5.DE vs. SPYM.DE
SYB5.DE (State Street SPDR Bloomberg 1-5 Year Gilt UCITS ETF (Dist)) and SPYM.DE (SPDR MSCI Emerging Markets UCITS ETF) are both exchange-traded funds - SYB5.DE is a Government Bonds fund tracking the Bloomberg Sterling 1-5 Year Aggregate Gilts Bond Index, while SPYM.DE is a Emerging Markets Equities fund tracking the MSCI Emerging Markets. Both are passively managed. Over the past 10 years, SYB5.DE returned 0.47%/yr vs 8.80%/yr for SPYM.DE. At a 0.22 correlation, their price movements are largely independent. SYB5.DE charges 0.15%/yr vs 0.18%/yr for SPYM.DE.
Performance
SYB5.DE vs. SPYM.DE - Performance Comparison
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Returns By Period
In the year-to-date period, SYB5.DE achieves a 3.56% return, which is significantly lower than SPYM.DE's 23.48% return. Over the past 10 years, SYB5.DE has underperformed SPYM.DE with an annualized return of 0.47%, while SPYM.DE has yielded a comparatively higher 8.80% annualized return.
SYB5.DE
- 1D
- 0.86%
- 1M
- 1.86%
- 6M
- 2.51%
- YTD
- 3.56%
- 1Y
- 4.93%
- 3Y*
- 4.85%
- 5Y*
- 1.12%
- 10Y*
- 0.47%
SPYM.DE
- 1D
- -0.30%
- 1M
- -4.66%
- 6M
- 16.47%
- YTD
- 23.48%
- 1Y
- 39.56%
- 3Y*
- 19.85%
- 5Y*
- 7.83%
- 10Y*
- 8.80%
SYB5.DE vs. SPYM.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SYB5.DE State Street SPDR Bloomberg 1-5 Year Gilt UCITS ETF (Dist) | 3.56% | 0.33% | 6.69% | 5.72% | -10.68% | 5.60% | -4.05% | 6.95% | -1.42% | -4.07% |
SPYM.DE SPDR MSCI Emerging Markets UCITS ETF | 23.48% | 19.06% | 14.05% | 6.05% | -14.90% | 5.28% | 6.27% | 22.31% | -11.26% | 19.74% |
Correlation
The correlation between SYB5.DE and SPYM.DE is 0.37, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.37 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.29 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.23 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.19 |
Correlation (All Time) Calculated using the full available price history since May 18, 2012 | 0.22 |
The correlation between SYB5.DE and SPYM.DE shifts across timeframes, from 0.19 (10 years) to 0.37 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
SYB5.DE vs. SPYM.DE — Risk / Return Rank
SYB5.DE
SPYM.DE
SYB5.DE vs. SPYM.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 SPDR MSCI Emerging Markets UCITS ETF (SPYM.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.DE | SPYM.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.87 | ||
| Sortino ratioReturn per unit of downside risk | -1.04 | ||
| Omega ratioGain probability vs. loss probability | 1.20 | 1.35 | -0.15 |
| Calmar ratioReturn relative to maximum drawdown | 2.43 | 3.79 | -1.36 |
| Martin ratioReturn relative to average drawdown | 6.39 | 11.48 | -5.08 |
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Drawdowns
SYB5.DE vs. SPYM.DE - Drawdown Comparison
The maximum SYB5.DE drawdown since its inception was -26.72%, smaller than the maximum SPYM.DE drawdown of -44.83%. Use the drawdown chart below to compare losses from any high point for SYB5.DE and SPYM.DE.
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Drawdown Indicators
| SYB5.DE | SPYM.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -26.72% | -44.83% | +18.11% |
Max Drawdown (1Y)Largest decline over 1 year | -2.02% | -10.38% | +8.36% |
Max Drawdown (3Y)Largest decline over 3 years | -4.43% | -18.95% | +14.52% |
Max Drawdown (5Y)Largest decline over 5 years | -15.56% | -23.25% | +7.69% |
Max Drawdown (10Y)Largest decline over 10 years | -16.19% | -31.69% | +15.50% |
Current DrawdownCurrent decline from peak | -9.88% | -8.18% | -1.70% |
Average DrawdownAverage peak-to-trough decline | -13.58% | -17.58% | +4.00% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.77% | 3.44% | -2.67% |
Volatility
SYB5.DE vs. SPYM.DE - Volatility Comparison
The current volatility for State Street SPDR Bloomberg 1-5 Year Gilt UCITS ETF (Dist) (SYB5.DE) is 1.36%, while SPDR MSCI Emerging Markets UCITS ETF (SPYM.DE) has a volatility of 8.65%. This indicates that SYB5.DE experiences smaller price fluctuations and is considered to be less risky than SPYM.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.DE | SPYM.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.36% | 8.65% | -7.29% |
Volatility (6M)Calculated over the trailing 6-month period | 3.50% | 17.80% | -14.30% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.56% | 20.31% | -15.75% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.29% | 17.32% | -11.03% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6.93% | 18.53% | -11.60% |
SYB5.DE vs. SPYM.DE - Expense Ratio Comparison
SYB5.DE has a 0.15% expense ratio, which is lower than SPYM.DE's 0.18% 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
SYB5.DE vs. SPYM.DE - Dividend Comparison
SYB5.DE's dividend yield for the trailing twelve months is around 3.54%, while SPYM.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SPYM.DE SPDR MSCI Emerging Markets UCITS ETF | 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
SYB5.DE and SPYM.DE have a correlation of 0.37, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SYB5.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SYB5.DE is cheaper with a 0.15% expense ratio, compared with 0.18% for SPYM.DE.
SYB5.DE is categorized as Government Bonds, while SPYM.DE is Emerging Markets Equities. SYB5.DE tracks Bloomberg Sterling 1-5 Year Aggregate Gilts Bond Index, while SPYM.DE tracks MSCI Emerging Markets. Their fees differ too: 0.15% for SYB5.DE and 0.18% for SPYM.DE.
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