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SYBB.DE vs. JE13.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SYBB.DE vs. JE13.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in SPDR Bloomberg Euro Government Bond UCITS ETF Dist (SYBB.DE) and JPMorgan BetaBuilders EUR Government Bond 1-3 UCITS ETF EUR (Acc) (JE13.DE). The values are adjusted to include any dividend payments, if applicable.

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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 JE13.DE's 0.06% 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%

JE13.DE

1D
0.05%
1M
0.04%
YTD
0.06%
6M
0.18%
1Y
0.97%
3Y*
2.63%
5Y*
0.62%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SYBB.DE vs. JE13.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
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%1.13%
JE13.DE
JPMorgan BetaBuilders EUR Government Bond 1-3 UCITS ETF EUR (Acc)
0.06%2.30%2.97%3.44%-4.96%-0.81%-0.05%0.23%-0.07%

Correlation

The correlation between SYBB.DE and JE13.DE is 0.69, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.69

Correlation (3Y)
Calculated over the trailing 3-year period

0.77

Correlation (5Y)
Calculated over the trailing 5-year period

0.81

Correlation (All Time)
Calculated using the full available price history since Feb 28, 2018

0.76

The correlation between SYBB.DE and JE13.DE shifts across timeframes, from 0.69 (1 year) to 0.81 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

SYBB.DE vs. JE13.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SYBB.DE
SYBB.DE Risk / Return Rank: 99
Overall Rank
SYBB.DE Sharpe Ratio Rank: 99
Sharpe Ratio Rank
SYBB.DE Sortino Ratio Rank: 88
Sortino Ratio Rank
SYBB.DE Omega Ratio Rank: 88
Omega Ratio Rank
SYBB.DE Calmar Ratio Rank: 99
Calmar Ratio Rank
SYBB.DE Martin Ratio Rank: 99
Martin Ratio Rank

JE13.DE
JE13.DE Risk / Return Rank: 1919
Overall Rank
JE13.DE Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
JE13.DE Sortino Ratio Rank: 1818
Sortino Ratio Rank
JE13.DE Omega Ratio Rank: 2020
Omega Ratio Rank
JE13.DE Calmar Ratio Rank: 1717
Calmar Ratio Rank
JE13.DE Martin Ratio Rank: 1919
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

SYBB.DE vs. JE13.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 JPMorgan BetaBuilders EUR Government Bond 1-3 UCITS ETF EUR (Acc) (JE13.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.DEJE13.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.59

Sortino ratioReturn per unit of downside risk

-0.84

Omega ratioGain probability vs. loss probability

1.01

1.12

-0.12

Calmar ratioReturn relative to maximum drawdown

0.02

0.62

-0.60

Martin ratioReturn relative to average drawdown

0.06

2.01

-1.96

SYBB.DE vs. JE13.DE - Sharpe Ratio Comparison

The current SYBB.DE Sharpe Ratio is 0.02, which is lower than the JE13.DE Sharpe Ratio of 0.61. The chart below compares the historical Sharpe Ratios of SYBB.DE and JE13.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


SYBB.DEJE13.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.02

0.61

-0.59

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.35

0.36

-0.71

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.06

Sharpe Ratio (All Time)

Calculated using the full available price history

0.40

0.23

+0.18

Drawdowns

SYBB.DE vs. JE13.DE - Drawdown Comparison

The maximum SYBB.DE drawdown since its inception was -22.70%, which is greater than JE13.DE's maximum drawdown of -6.90%. Use the drawdown chart below to compare losses from any high point for SYBB.DE and JE13.DE.


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Drawdown Indicators


SYBB.DEJE13.DEDifference

Max Drawdown

Largest peak-to-trough decline

-22.70%

-6.90%

-15.80%

Max Drawdown (1Y)

Largest decline over 1 year

-3.38%

-1.28%

-2.10%

Max Drawdown (3Y)

Largest decline over 3 years

-3.98%

-1.28%

-2.70%

Max Drawdown (5Y)

Largest decline over 5 years

-21.75%

-6.01%

-15.74%

Max Drawdown (10Y)

Largest decline over 10 years

-22.70%

Current Drawdown

Current decline from peak

-14.16%

-0.54%

-13.62%

Average Drawdown

Average peak-to-trough decline

-6.07%

-1.76%

-4.31%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.33%

0.40%

+0.93%

Volatility

SYBB.DE vs. JE13.DE - Volatility Comparison

SPDR Bloomberg Euro Government Bond UCITS ETF Dist (SYBB.DE) has a higher volatility of 1.63% compared to JPMorgan BetaBuilders EUR Government Bond 1-3 UCITS ETF EUR (Acc) (JE13.DE) at 0.46%. This indicates that SYBB.DE's price experiences larger fluctuations and is considered to be riskier than JE13.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.DEJE13.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.63%

0.46%

+1.17%

Volatility (6M)

Calculated over the trailing 6-month period

3.99%

1.21%

+2.78%

Volatility (1Y)

Calculated over the trailing 1-year period

4.74%

1.32%

+3.42%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.39%

1.71%

+4.68%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.44%

1.52%

+3.92%

SYBB.DE vs. JE13.DE - Expense Ratio Comparison

Both SYBB.DE and JE13.DE have an expense ratio of 0.10%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

SYBB.DE vs. JE13.DE - Dividend Comparison

SYBB.DE's dividend yield for the trailing twelve months is around 2.35%, while JE13.DE has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
JE13.DE
JPMorgan BetaBuilders EUR Government Bond 1-3 UCITS ETF EUR (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%
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 JE13.DE have a correlation of 0.69, 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 0.10% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

SYBB.DE and JE13.DE have the same expense ratio: 0.10% per year.

SYBB.DE tracks Bloomberg Euro Treasury Bond, while JE13.DE tracks JP Morgan EMU Government Bond 1-3. They also come from different issuers: State Street and JPMorgan.

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