SYB5.DE vs. ZPRV.DE
SYB5.DE (State Street SPDR Bloomberg 1-5 Year Gilt UCITS ETF (Dist)) and ZPRV.DE (SPDR MSCI USA Small Cap Value Weighted 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 ZPRV.DE is a Small Cap Value Equities fund tracking the MSCI USA Small Cap Value Weighted Index. Both are passively managed. Over the past 10 years, SYB5.DE returned 0.47%/yr vs 11.74%/yr for ZPRV.DE. At a 0.29 correlation, their price movements are largely independent. SYB5.DE charges 0.15%/yr vs 0.30%/yr for ZPRV.DE.
Performance
SYB5.DE vs. ZPRV.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 ZPRV.DE's 21.22% return. Over the past 10 years, SYB5.DE has underperformed ZPRV.DE with an annualized return of 0.47%, while ZPRV.DE has yielded a comparatively higher 11.74% 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%
ZPRV.DE
- 1D
- 1.12%
- 1M
- 2.80%
- 6M
- 14.96%
- YTD
- 21.22%
- 1Y
- 34.44%
- 3Y*
- 17.44%
- 5Y*
- 12.50%
- 10Y*
- 11.74%
SYB5.DE vs. ZPRV.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% |
ZPRV.DE SPDR MSCI USA Small Cap Value Weighted UCITS ETF | 21.22% | 2.99% | 14.07% | 19.11% | -5.40% | 48.22% | -1.86% | 27.40% | -11.77% | -3.75% |
Correlation
The correlation between SYB5.DE and ZPRV.DE is 0.41, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.41 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.34 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.25 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.25 |
Correlation (All Time) Calculated using the full available price history since Feb 18, 2015 | 0.29 |
The correlation between SYB5.DE and ZPRV.DE shifts across timeframes, from 0.25 (10 years) to 0.41 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
SYB5.DE vs. ZPRV.DE — Risk / Return Rank
SYB5.DE
ZPRV.DE
SYB5.DE vs. ZPRV.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 USA Small Cap Value Weighted UCITS ETF (ZPRV.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 | ZPRV.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.14 | ||
| Sortino ratioReturn per unit of downside risk | -1.49 | ||
| Omega ratioGain probability vs. loss probability | 1.20 | 1.40 | -0.20 |
| Calmar ratioReturn relative to maximum drawdown | 2.43 | 5.84 | -3.41 |
| Martin ratioReturn relative to average drawdown | 6.39 | 18.49 | -12.09 |
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Drawdowns
SYB5.DE vs. ZPRV.DE - Drawdown Comparison
The maximum SYB5.DE drawdown since its inception was -26.72%, smaller than the maximum ZPRV.DE drawdown of -46.04%. Use the drawdown chart below to compare losses from any high point for SYB5.DE and ZPRV.DE.
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Drawdown Indicators
| SYB5.DE | ZPRV.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -26.72% | -46.04% | +19.32% |
Max Drawdown (1Y)Largest decline over 1 year | -2.02% | -5.87% | +3.85% |
Max Drawdown (3Y)Largest decline over 3 years | -4.43% | -31.14% | +26.71% |
Max Drawdown (5Y)Largest decline over 5 years | -15.56% | -31.14% | +15.58% |
Max Drawdown (10Y)Largest decline over 10 years | -16.19% | -46.04% | +29.85% |
Current DrawdownCurrent decline from peak | -9.88% | -0.55% | -9.33% |
Average DrawdownAverage peak-to-trough decline | -13.58% | -9.05% | -4.53% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.77% | 1.86% | -1.09% |
Volatility
SYB5.DE vs. ZPRV.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 USA Small Cap Value Weighted UCITS ETF (ZPRV.DE) has a volatility of 3.81%. This indicates that SYB5.DE experiences smaller price fluctuations and is considered to be less risky than ZPRV.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 | ZPRV.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.36% | 3.81% | -2.45% |
Volatility (6M)Calculated over the trailing 6-month period | 3.50% | 9.63% | -6.13% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.56% | 15.45% | -10.89% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.29% | 20.34% | -14.05% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6.93% | 22.81% | -15.88% |
SYB5.DE vs. ZPRV.DE - Expense Ratio Comparison
SYB5.DE has a 0.15% expense ratio, which is lower than ZPRV.DE's 0.30% expense ratio.
Dividends
SYB5.DE vs. ZPRV.DE - Dividend Comparison
SYB5.DE's dividend yield for the trailing twelve months is around 3.54%, while ZPRV.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) | 3.54% | 3.52% | 2.66% | 1.30% | 0.19% | 0.12% | 0.48% | 0.57% | 0.40% | 0.54% | 0.94% | 0.99% |
ZPRV.DE SPDR MSCI USA Small Cap Value Weighted 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% |
Frequently Asked Questions
SYB5.DE and ZPRV.DE have a correlation of 0.41, 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 0.30% for ZPRV.DE.
SYB5.DE is categorized as Government Bonds, while ZPRV.DE is Small Cap Value Equities. SYB5.DE tracks Bloomberg Sterling 1-5 Year Aggregate Gilts Bond Index, while ZPRV.DE tracks MSCI USA Small Cap Value Weighted Index. Their fees differ too: 0.15% for SYB5.DE and 0.30% for ZPRV.DE.
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