SYBB.DE vs. DE5A.DE
SYBB.DE (SPDR Bloomberg Euro Government Bond UCITS ETF Dist) and DE5A.DE (Amundi Government Bond Highest Rated Euro Investment Grade UCITS ETF EUR) are both European Government Bonds funds - SYBB.DE tracks the Bloomberg Euro Treasury Bond while DE5A.DE tracks the FTSE Highest-Rated Eurozone Government Bond. Both are passively managed. Over the past 10 years, SYBB.DE returned -0.33%/yr vs -1.18%/yr for DE5A.DE. Their correlation of 0.84 suggests significant overlap in exposure. SYBB.DE charges 0.10%/yr vs 0.14%/yr for DE5A.DE.
Performance
SYBB.DE vs. DE5A.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 DE5A.DE's 0.27% return. Over the past 10 years, SYBB.DE has outperformed DE5A.DE with an annualized return of -0.33%, while DE5A.DE has yielded a comparatively lower -1.18% annualized return.
SYBB.DE
- 1D
- 0.10%
- 1M
- 0.58%
- YTD
- 0.36%
- 6M
- 0.74%
- 1Y
- 0.07%
- 3Y*
- 2.42%
- 5Y*
- -2.27%
- 10Y*
- -0.33%
DE5A.DE
- 1D
- 0.08%
- 1M
- 0.50%
- YTD
- 0.27%
- 6M
- 0.04%
- 1Y
- -0.83%
- 3Y*
- 1.24%
- 5Y*
- -3.17%
- 10Y*
- -1.18%
SYBB.DE vs. DE5A.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% |
DE5A.DE Amundi Government Bond Highest Rated Euro Investment Grade UCITS ETF EUR | 0.27% | -0.65% | -0.40% | 5.80% | -19.06% | -3.67% | 3.70% | 4.28% | 1.66% | -0.73% |
Correlation
The correlation between SYBB.DE and DE5A.DE is 0.85, 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 | 0.85 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.94 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.96 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.90 |
Correlation (All Time) Calculated using the full available price history since May 25, 2011 | 0.84 |
The correlation between SYBB.DE and DE5A.DE shifts across timeframes, from 0.84 (all time) to 0.96 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
SYBB.DE vs. DE5A.DE — Risk / Return Rank
SYBB.DE
DE5A.DE
SYBB.DE vs. DE5A.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 Amundi Government Bond Highest Rated Euro Investment Grade UCITS ETF EUR (DE5A.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 | DE5A.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.21 | ||
| Sortino ratioReturn per unit of downside risk | +0.31 | ||
| Omega ratioGain probability vs. loss probability | 1.01 | 0.97 | +0.04 |
| Calmar ratioReturn relative to maximum drawdown | 0.02 | -0.26 | +0.29 |
| Martin ratioReturn relative to average drawdown | 0.06 | -0.58 | +0.64 |
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 | DE5A.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.02 | -0.20 | +0.21 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.35 | -0.49 | +0.13 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.06 | -0.22 | +0.16 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.40 | 0.22 | +0.18 |
Drawdowns
SYBB.DE vs. DE5A.DE - Drawdown Comparison
The maximum SYBB.DE drawdown since its inception was -22.70%, smaller than the maximum DE5A.DE drawdown of -24.92%. Use the drawdown chart below to compare losses from any high point for SYBB.DE and DE5A.DE.
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Drawdown Indicators
| SYBB.DE | DE5A.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -22.70% | -24.92% | +2.22% |
Max Drawdown (1Y)Largest decline over 1 year | -3.38% | -3.13% | -0.25% |
Max Drawdown (3Y)Largest decline over 3 years | -3.98% | -4.45% | +0.47% |
Max Drawdown (5Y)Largest decline over 5 years | -21.75% | -22.78% | +1.03% |
Max Drawdown (10Y)Largest decline over 10 years | -22.70% | -24.92% | +2.22% |
Current DrawdownCurrent decline from peak | -14.16% | -19.43% | +5.27% |
Average DrawdownAverage peak-to-trough decline | -6.07% | -7.30% | +1.23% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.33% | 1.42% | -0.09% |
Volatility
SYBB.DE vs. DE5A.DE - Volatility Comparison
SPDR Bloomberg Euro Government Bond UCITS ETF Dist (SYBB.DE) and Amundi Government Bond Highest Rated Euro Investment Grade UCITS ETF EUR (DE5A.DE) have volatilities of 1.63% and 1.71%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SYBB.DE | DE5A.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.63% | 1.71% | -0.08% |
Volatility (6M)Calculated over the trailing 6-month period | 3.99% | 3.44% | +0.55% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.74% | 4.19% | +0.55% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.39% | 6.45% | -0.06% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.44% | 5.37% | +0.07% |
SYBB.DE vs. DE5A.DE - Expense Ratio Comparison
SYBB.DE has a 0.10% expense ratio, which is lower than DE5A.DE's 0.14% 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. DE5A.DE - Dividend Comparison
SYBB.DE's dividend yield for the trailing twelve months is around 2.35%, while DE5A.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DE5A.DE Amundi Government Bond Highest Rated Euro Investment Grade UCITS ETF EUR | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
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 DE5A.DE have a correlation of 0.85, 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 0.14% for DE5A.DE.
SYBB.DE tracks Bloomberg Euro Treasury Bond, while DE5A.DE tracks FTSE Highest-Rated Eurozone Government Bond. They also come from different issuers: State Street and Amundi. Their fees differ too: 0.10% for SYBB.DE and 0.14% for DE5A.DE.
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