SYB5.DE vs. XJSE.DE
SYB5.DE (State Street SPDR Bloomberg 1-5 Year Gilt UCITS ETF (Dist)) and XJSE.DE (Xtrackers II Japan Government Bond UCITS ETF (Acc)) are both Government Bonds funds - SYB5.DE tracks the Bloomberg Sterling 1-5 Year Aggregate Gilts Bond Index while XJSE.DE tracks the FTSE Japanese Government Bond Index. Both are passively managed. Over the past 10 years, SYB5.DE returned 0.46%/yr vs -7.08%/yr for XJSE.DE. At a 0.24 correlation, their price movements are largely independent. Both charge a 0.15% expense ratio.
Performance
SYB5.DE vs. XJSE.DE - Performance Comparison
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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 XJSE.DE's -5.80% return. Over the past 10 years, SYB5.DE has outperformed XJSE.DE with an annualized return of 0.46%, while XJSE.DE has yielded a comparatively lower -7.08% 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%
XJSE.DE
- 1D
- 0.00%
- 1M
- -0.85%
- 6M
- -4.72%
- YTD
- -5.80%
- 1Y
- -13.84%
- 3Y*
- -11.74%
- 5Y*
- -11.57%
- 10Y*
- -7.08%
SYB5.DE vs. XJSE.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) | 3.17% | 0.33% | 6.69% | 5.72% | -10.68% | 5.60% | -4.05% | 6.95% | -1.42% | -4.07% |
XJSE.DE Xtrackers II Japan Government Bond UCITS ETF (Acc) | -5.80% | -17.53% | -8.95% | -9.72% | -14.55% | -3.16% | -4.65% | 5.55% | 7.74% | -8.68% |
Correlation
The correlation between SYB5.DE and XJSE.DE is 0.19, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.19 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.24 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.30 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.24 |
Correlation (All Time) Calculated using the full available price history since Dec 2, 2013 | 0.24 |
The correlation between SYB5.DE and XJSE.DE shifts across timeframes, from 0.19 (1 year) to 0.30 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
SYB5.DE vs. XJSE.DE — Risk / Return Rank
SYB5.DE
XJSE.DE
SYB5.DE vs. XJSE.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 Xtrackers II Japan Government Bond UCITS ETF (Acc) (XJSE.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 | XJSE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.43 | ||
| Sortino ratioReturn per unit of downside risk | +3.35 | ||
| Omega ratioGain probability vs. loss probability | 1.17 | 0.76 | +0.41 |
| Calmar ratioReturn relative to maximum drawdown | 2.12 | -0.86 | +2.98 |
| Martin ratioReturn relative to average drawdown | 5.59 | -1.35 | +6.94 |
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Drawdowns
SYB5.DE vs. XJSE.DE - Drawdown Comparison
The maximum SYB5.DE drawdown since its inception was -26.72%, smaller than the maximum XJSE.DE drawdown of -55.37%. Use the drawdown chart below to compare losses from any high point for SYB5.DE and XJSE.DE.
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Drawdown Indicators
| SYB5.DE | XJSE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -26.72% | -55.37% | +28.65% |
Max Drawdown (1Y)Largest decline over 1 year | -2.02% | -16.11% | +14.09% |
Max Drawdown (3Y)Largest decline over 3 years | -4.43% | -32.71% | +28.28% |
Max Drawdown (5Y)Largest decline over 5 years | -15.56% | -47.64% | +32.08% |
Max Drawdown (10Y)Largest decline over 10 years | -16.19% | -54.16% | +37.97% |
Current DrawdownCurrent decline from peak | -10.23% | -54.83% | +44.60% |
Average DrawdownAverage peak-to-trough decline | -13.57% | -20.34% | +6.77% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.77% | 10.25% | -9.48% |
Volatility
SYB5.DE vs. XJSE.DE - Volatility Comparison
The current volatility for State Street SPDR Bloomberg 1-5 Year Gilt UCITS ETF (Dist) (SYB5.DE) is 1.38%, while Xtrackers II Japan Government Bond UCITS ETF (Acc) (XJSE.DE) has a volatility of 2.80%. This indicates that SYB5.DE experiences smaller price fluctuations and is considered to be less risky than XJSE.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 | XJSE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.38% | 2.80% | -1.42% |
Volatility (6M)Calculated over the trailing 6-month period | 3.51% | 7.28% | -3.77% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.56% | 9.30% | -4.74% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.28% | 11.15% | -4.87% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6.93% | 9.88% | -2.95% |
SYB5.DE vs. XJSE.DE - Expense Ratio Comparison
Both SYB5.DE and XJSE.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. XJSE.DE - Dividend Comparison
SYB5.DE's dividend yield for the trailing twelve months is around 3.55%, while XJSE.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
XJSE.DE Xtrackers II Japan Government Bond 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% |
Frequently Asked Questions
SYB5.DE and XJSE.DE have a correlation of 0.19, 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 XJSE.DE have the same expense ratio: 0.15% per year.
SYB5.DE tracks Bloomberg Sterling 1-5 Year Aggregate Gilts Bond Index, while XJSE.DE tracks FTSE Japanese Government Bond Index. They also come from different issuers: State Street and Xtrackers.
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