SYB5.DE vs. ZPRX.DE
SYB5.DE (State Street SPDR Bloomberg 1-5 Year Gilt UCITS ETF (Dist)) and ZPRX.DE (SPDR MSCI Europe 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 ZPRX.DE is a Europe Equities fund tracking the MSCI Europe Small Cap Value Weighted. Both are passively managed. Over the past 10 years, SYB5.DE returned 0.47%/yr vs 8.95%/yr for ZPRX.DE. At a 0.32 correlation, their price movements are largely independent. SYB5.DE charges 0.15%/yr vs 0.30%/yr for ZPRX.DE.
Performance
SYB5.DE vs. ZPRX.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 ZPRX.DE's 9.27% return. Over the past 10 years, SYB5.DE has underperformed ZPRX.DE with an annualized return of 0.47%, while ZPRX.DE has yielded a comparatively higher 8.95% 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%
ZPRX.DE
- 1D
- 0.85%
- 1M
- 0.64%
- 6M
- 5.54%
- YTD
- 9.27%
- 1Y
- 16.24%
- 3Y*
- 15.20%
- 5Y*
- 9.01%
- 10Y*
- 8.95%
SYB5.DE vs. ZPRX.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% |
ZPRX.DE SPDR MSCI Europe Small Cap Value Weighted UCITS ETF | 9.27% | 26.81% | 4.29% | 15.26% | -13.51% | 27.59% | -3.52% | 28.99% | -19.19% | 12.89% |
Correlation
The correlation between SYB5.DE and ZPRX.DE is 0.44, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.44 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.32 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.26 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.28 |
Correlation (All Time) Calculated using the full available price history since Feb 18, 2015 | 0.32 |
The correlation between SYB5.DE and ZPRX.DE shifts across timeframes, from 0.26 (5 years) to 0.44 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
SYB5.DE vs. ZPRX.DE — Risk / Return Rank
SYB5.DE
ZPRX.DE
SYB5.DE vs. ZPRX.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 Europe Small Cap Value Weighted UCITS ETF (ZPRX.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 | ZPRX.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.07 | ||
| Sortino ratioReturn per unit of downside risk | -0.16 | ||
| Omega ratioGain probability vs. loss probability | 1.20 | 1.21 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 2.43 | 1.39 | +1.04 |
| Martin ratioReturn relative to average drawdown | 6.39 | 5.03 | +1.36 |
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Drawdowns
SYB5.DE vs. ZPRX.DE - Drawdown Comparison
The maximum SYB5.DE drawdown since its inception was -26.72%, smaller than the maximum ZPRX.DE drawdown of -43.93%. Use the drawdown chart below to compare losses from any high point for SYB5.DE and ZPRX.DE.
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Drawdown Indicators
| SYB5.DE | ZPRX.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -26.72% | -43.93% | +17.21% |
Max Drawdown (1Y)Largest decline over 1 year | -2.02% | -11.63% | +9.61% |
Max Drawdown (3Y)Largest decline over 3 years | -4.43% | -15.95% | +11.52% |
Max Drawdown (5Y)Largest decline over 5 years | -15.56% | -27.52% | +11.96% |
Max Drawdown (10Y)Largest decline over 10 years | -16.19% | -43.93% | +27.74% |
Current DrawdownCurrent decline from peak | -9.88% | -0.18% | -9.70% |
Average DrawdownAverage peak-to-trough decline | -13.58% | -7.64% | -5.94% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.77% | 3.22% | -2.45% |
Volatility
SYB5.DE vs. ZPRX.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 Europe Small Cap Value Weighted UCITS ETF (ZPRX.DE) has a volatility of 3.69%. This indicates that SYB5.DE experiences smaller price fluctuations and is considered to be less risky than ZPRX.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 | ZPRX.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.36% | 3.69% | -2.33% |
Volatility (6M)Calculated over the trailing 6-month period | 3.50% | 11.73% | -8.23% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.56% | 14.15% | -9.59% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.29% | 16.70% | -10.41% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6.93% | 17.58% | -10.65% |
SYB5.DE vs. ZPRX.DE - Expense Ratio Comparison
SYB5.DE has a 0.15% expense ratio, which is lower than ZPRX.DE's 0.30% expense ratio.
Dividends
SYB5.DE vs. ZPRX.DE - Dividend Comparison
SYB5.DE's dividend yield for the trailing twelve months is around 3.54%, while ZPRX.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% |
ZPRX.DE SPDR MSCI Europe 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 ZPRX.DE have a correlation of 0.44, 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 ZPRX.DE.
SYB5.DE is categorized as Government Bonds, while ZPRX.DE is Europe Equities. SYB5.DE tracks Bloomberg Sterling 1-5 Year Aggregate Gilts Bond Index, while ZPRX.DE tracks MSCI Europe Small Cap Value Weighted. Their fees differ too: 0.15% for SYB5.DE and 0.30% for ZPRX.DE.
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