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SYBB.DE vs. PR1R.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SYBB.DE vs. PR1R.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 Amundi Prime Euro Govies UCITS ETF DR (D) (PR1R.DE). The values are adjusted to include any dividend payments, if applicable.

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SYBB.DE vs. PR1R.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
SYBB.DE
SPDR Bloomberg Euro Government Bond UCITS ETF Dist
-0.21%0.60%1.49%6.80%-18.49%-3.34%4.67%6.00%
PR1R.DE
Amundi Prime Euro Govies UCITS ETF DR (D)
-0.34%0.65%1.46%6.92%-18.25%-3.24%4.70%6.23%

Returns By Period

In the year-to-date period, SYBB.DE achieves a -0.21% return, which is significantly higher than PR1R.DE's -0.34% return.


SYBB.DE

1D
-0.04%
1M
-1.45%
YTD
-0.21%
6M
-0.21%
1Y
1.38%
3Y*
2.01%
5Y*
-2.61%
10Y*
-0.39%

PR1R.DE

1D
0.01%
1M
-1.48%
YTD
-0.34%
6M
-0.15%
1Y
1.38%
3Y*
1.99%
5Y*
-2.54%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SYBB.DE vs. PR1R.DE - Expense Ratio Comparison

SYBB.DE has a 0.10% expense ratio, which is higher than PR1R.DE's 0.05% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Return for Risk

SYBB.DE vs. PR1R.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: 1717
Overall Rank
SYBB.DE Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
SYBB.DE Sortino Ratio Rank: 1717
Sortino Ratio Rank
SYBB.DE Omega Ratio Rank: 1616
Omega Ratio Rank
SYBB.DE Calmar Ratio Rank: 1515
Calmar Ratio Rank
SYBB.DE Martin Ratio Rank: 1616
Martin Ratio Rank

PR1R.DE
PR1R.DE Risk / Return Rank: 1717
Overall Rank
PR1R.DE Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
PR1R.DE Sortino Ratio Rank: 1818
Sortino Ratio Rank
PR1R.DE Omega Ratio Rank: 1717
Omega Ratio Rank
PR1R.DE Calmar Ratio Rank: 1515
Calmar Ratio Rank
PR1R.DE Martin Ratio Rank: 1616
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. PR1R.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 Prime Euro Govies UCITS ETF DR (D) (PR1R.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.DEPR1R.DEDifference

Sharpe ratio

Return per unit of total volatility

0.31

0.35

-0.04

Sortino ratio

Return per unit of downside risk

0.47

0.51

-0.04

Omega ratio

Gain probability vs. loss probability

1.06

1.06

-0.01

Calmar ratio

Return relative to maximum drawdown

0.30

0.27

+0.03

Martin ratio

Return relative to average drawdown

1.01

0.93

+0.08

SYBB.DE vs. PR1R.DE - Sharpe Ratio Comparison

The current SYBB.DE Sharpe Ratio is 0.31, which is comparable to the PR1R.DE Sharpe Ratio of 0.35. The chart below compares the historical Sharpe Ratios of SYBB.DE and PR1R.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


SYBB.DEPR1R.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.31

0.35

-0.04

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.41

-0.40

-0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.07

Sharpe Ratio (All Time)

Calculated using the full available price history

0.40

-0.10

+0.50

Correlation

The correlation between SYBB.DE and PR1R.DE is 0.92, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

SYBB.DE vs. PR1R.DE - Dividend Comparison

SYBB.DE's dividend yield for the trailing twelve months is around 2.36%, less than PR1R.DE's 2.73% yield.


TTM20252024202320222021202020192018201720162015
SYBB.DE
SPDR Bloomberg Euro Government Bond UCITS ETF Dist
2.36%2.14%1.45%0.76%0.18%0.08%0.28%0.59%0.66%0.73%0.82%1.26%
PR1R.DE
Amundi Prime Euro Govies UCITS ETF DR (D)
2.73%2.72%2.08%1.90%1.87%1.55%1.66%1.05%0.00%0.00%0.00%0.00%

Drawdowns

SYBB.DE vs. PR1R.DE - Drawdown Comparison

The maximum SYBB.DE drawdown since its inception was -22.70%, roughly equal to the maximum PR1R.DE drawdown of -22.33%. Use the drawdown chart below to compare losses from any high point for SYBB.DE and PR1R.DE.


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Drawdown Indicators


SYBB.DEPR1R.DEDifference

Max Drawdown

Largest peak-to-trough decline

-22.70%

-22.33%

-0.37%

Max Drawdown (1Y)

Largest decline over 1 year

-3.38%

-3.38%

0.00%

Max Drawdown (5Y)

Largest decline over 5 years

-21.75%

-21.46%

-0.29%

Max Drawdown (10Y)

Largest decline over 10 years

-22.70%

Current Drawdown

Current decline from peak

-14.64%

-14.31%

-0.33%

Average Drawdown

Average peak-to-trough decline

-5.98%

-10.19%

+4.21%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.00%

0.99%

+0.01%

Volatility

SYBB.DE vs. PR1R.DE - Volatility Comparison

SPDR Bloomberg Euro Government Bond UCITS ETF Dist (SYBB.DE) and Amundi Prime Euro Govies UCITS ETF DR (D) (PR1R.DE) have volatilities of 1.89% and 1.96%, 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.DEPR1R.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.89%

1.96%

-0.07%

Volatility (6M)

Calculated over the trailing 6-month period

3.39%

2.67%

+0.72%

Volatility (1Y)

Calculated over the trailing 1-year period

4.40%

3.88%

+0.52%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.31%

6.25%

+0.06%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.39%

5.90%

-0.51%