SYBB.DE vs. D5BB.DE
SYBB.DE (SPDR Bloomberg Euro Government Bond UCITS ETF Dist) and D5BB.DE (Xtrackers II Germany Government Bond UCITS ETF) are both European Government Bonds funds - SYBB.DE tracks the Bloomberg Euro Treasury Bond while D5BB.DE tracks the iBoxx® EUR Germany. Both are passively managed. Over the past 10 years, SYBB.DE returned -0.33%/yr vs -1.28%/yr for D5BB.DE. A 0.75 correlation means they provide meaningful diversification when combined. SYBB.DE charges 0.10%/yr vs 0.15%/yr for D5BB.DE.
Performance
SYBB.DE vs. D5BB.DE - Performance Comparison
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Returns By Period
In the year-to-date period, SYBB.DE achieves a 0.36% return, which is significantly higher than D5BB.DE's -0.06% return. Over the past 10 years, SYBB.DE has outperformed D5BB.DE with an annualized return of -0.33%, while D5BB.DE has yielded a comparatively lower -1.28% annualized return.
SYBB.DE
- 1D
- 0.10%
- 1M
- -0.01%
- YTD
- 0.36%
- 6M
- 0.21%
- 1Y
- 0.47%
- 3Y*
- 2.42%
- 5Y*
- -2.27%
- 10Y*
- -0.33%
D5BB.DE
- 1D
- 0.09%
- 1M
- -0.02%
- YTD
- -0.06%
- 6M
- -0.23%
- 1Y
- -0.99%
- 3Y*
- 0.85%
- 5Y*
- -3.03%
- 10Y*
- -1.28%
SYBB.DE vs. D5BB.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SYBB.DE SPDR Bloomberg Euro Government Bond UCITS ETF Dist | 0.36% | 0.60% | 1.49% | 6.80% | -18.49% | -3.34% | 4.67% | 6.73% | 0.84% | -0.08% |
D5BB.DE Xtrackers II Germany Government Bond UCITS ETF | -0.06% | -1.48% | 0.17% | 5.19% | -17.79% | -2.56% | 2.70% | 2.83% | 2.38% | -1.64% |
Correlation
The correlation between SYBB.DE and D5BB.DE is 0.84, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.84 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.92 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.95 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.85 |
Correlation (All Time) Calculated using the full available price history since May 25, 2011 | 0.75 |
The correlation between SYBB.DE and D5BB.DE shifts across timeframes, from 0.75 (all time) to 0.95 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
SYBB.DE vs. D5BB.DE — Risk / Return Rank
SYBB.DE
D5BB.DE
SYBB.DE vs. D5BB.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR Bloomberg Euro Government Bond UCITS ETF Dist (SYBB.DE) and Xtrackers II Germany Government Bond UCITS ETF (D5BB.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.
| SYBB.DE | D5BB.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.39 | ||
| Sortino ratioReturn per unit of downside risk | +0.56 | ||
| Omega ratioGain probability vs. loss probability | 1.01 | 0.94 | +0.07 |
| Calmar ratioReturn relative to maximum drawdown | 0.02 | -0.48 | +0.50 |
| Martin ratioReturn relative to average drawdown | 0.06 | -1.00 | +1.06 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SYBB.DE | D5BB.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.02 | -0.37 | +0.39 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.35 | -0.49 | +0.14 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.06 | -0.24 | +0.18 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.40 | 0.17 | +0.23 |
Drawdowns
SYBB.DE vs. D5BB.DE - Drawdown Comparison
The maximum SYBB.DE drawdown since its inception was -22.70%, roughly equal to the maximum D5BB.DE drawdown of -23.86%. Use the drawdown chart below to compare losses from any high point for SYBB.DE and D5BB.DE.
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Drawdown Indicators
| SYBB.DE | D5BB.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -22.70% | -23.86% | +1.16% |
Max Drawdown (1Y)Largest decline over 1 year | -3.38% | -2.88% | -0.50% |
Max Drawdown (3Y)Largest decline over 3 years | -3.98% | -4.96% | +0.98% |
Max Drawdown (5Y)Largest decline over 5 years | -21.75% | -21.18% | -0.57% |
Max Drawdown (10Y)Largest decline over 10 years | -22.70% | -23.86% | +1.16% |
Current DrawdownCurrent decline from peak | -14.16% | -19.30% | +5.14% |
Average DrawdownAverage peak-to-trough decline | -6.07% | -6.98% | +0.91% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.33% | 1.39% | -0.06% |
Volatility
SYBB.DE vs. D5BB.DE - Volatility Comparison
SPDR Bloomberg Euro Government Bond UCITS ETF Dist (SYBB.DE) has a higher volatility of 1.63% compared to Xtrackers II Germany Government Bond UCITS ETF (D5BB.DE) at 1.45%. This indicates that SYBB.DE's price experiences larger fluctuations and is considered to be riskier than D5BB.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SYBB.DE | D5BB.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.63% | 1.45% | +0.18% |
Volatility (6M)Calculated over the trailing 6-month period | 3.99% | 2.97% | +1.02% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.74% | 3.70% | +1.04% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.39% | 6.10% | +0.29% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.44% | 5.26% | +0.18% |
SYBB.DE vs. D5BB.DE - Expense Ratio Comparison
SYBB.DE has a 0.10% expense ratio, which is lower than D5BB.DE's 0.15% 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
SYBB.DE vs. D5BB.DE - Dividend Comparison
SYBB.DE's dividend yield for the trailing twelve months is around 2.35%, more than D5BB.DE's 1.70% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
D5BB.DE Xtrackers II Germany Government Bond UCITS ETF | 1.70% | 1.58% | 1.36% | 1.13% | 1.79% | 1.15% | 0.00% | 0.00% | 0.00% | 0.56% | 0.00% | 0.77% |
SYBB.DE SPDR Bloomberg Euro Government Bond UCITS ETF Dist | 2.35% | 2.14% | 1.45% | 0.76% | 0.18% | 0.08% | 0.28% | 0.59% | 0.66% | 0.73% | 0.82% | 1.26% |
Frequently Asked Questions
SYBB.DE and D5BB.DE have a correlation of 0.84, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SYBB.DE is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SYBB.DE is cheaper with a 0.10% expense ratio, compared with 0.15% for D5BB.DE.
SYBB.DE tracks Bloomberg Euro Treasury Bond, while D5BB.DE tracks iBoxx® EUR Germany. They also come from different issuers: State Street and Xtrackers. Their fees differ too: 0.10% for SYBB.DE and 0.15% for D5BB.DE.
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