SYBB.DE vs. PRAR.DE

Last updated Apr 3, 2026

Compare and contrast key facts about SPDR Bloomberg Euro Government Bond UCITS ETF Dist (SYBB.DE) and Amundi Prime Euro Govies UCITS ETF (PRAR.DE).

SYBB.DE and PRAR.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. SYBB.DE is a passively managed fund by State Street that tracks the performance of the Bloomberg Euro Treasury Bond. It was launched on May 23, 2011. PRAR.DE is a passively managed fund by Amundi that tracks the performance of the Solactive Eurozone Government Bond. It was launched on Jan 15, 2020. Both SYBB.DE and PRAR.DE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

Performance

SYBB.DE vs. PRAR.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 (PRAR.DE). The values are adjusted to include any dividend payments, if applicable.

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

	2026 (YTD)	2025	2024	2023	2022	2021	2020
SYBB.DE SPDR Bloomberg Euro Government Bond UCITS ETF Dist	-0.21%	0.60%	1.49%	6.80%	-18.49%	-3.34%	4.09%
PRAR.DE Amundi Prime Euro Govies UCITS ETF	-0.44%	0.65%	1.42%	6.88%	-18.24%	-3.08%	4.14%

Returns By Period

In the year-to-date period, SYBB.DE achieves a -0.21% return, which is significantly higher than PRAR.DE's -0.44% 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%

PRAR.DE

• 1D: 0.05%
• 1M: -1.49%
• YTD: -0.44%
• 6M: -0.28%
• 1Y: 1.26%
• 3Y*: 1.96%
• 5Y*: -2.56%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

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

SYBB.DE has a 0.10% expense ratio, which is higher than PRAR.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%.

SYBB.DE

SPDR Bloomberg Euro Government Bond UCITS ETF Dist

PRAR.DE

Amundi Prime Euro Govies UCITS ETF

Return for Risk

SYBB.DE vs. PRAR.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: 17
SYBB.DE Sharpe Ratio Rank: 20
SYBB.DE Sortino Ratio Rank: 17
SYBB.DE Omega Ratio Rank: 16
SYBB.DE Calmar Ratio Rank: 15
SYBB.DE Martin Ratio Rank: 16

PRAR.DE

PRAR.DE Risk / Return Rank: 17
PRAR.DE Sharpe Ratio Rank: 20
PRAR.DE Sortino Ratio Rank: 17
PRAR.DE Omega Ratio Rank: 16
PRAR.DE Calmar Ratio Rank: 15
PRAR.DE Martin Ratio Rank: 16

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. PRAR.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 (PRAR.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	PRAR.DE	Difference
Sharpe ratio Return per unit of total volatility	0.31	0.32	-0.01
Sortino ratio Return per unit of downside risk	0.47	0.47	0.00
Omega ratio Gain probability vs. loss probability	1.06	1.06	0.00
Calmar ratio Return relative to maximum drawdown	0.30	0.25	+0.05
Martin ratio Return relative to average drawdown	1.01	0.87	+0.14
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

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

The current SYBB.DE Sharpe Ratio is 0.31, which is comparable to the PRAR.DE Sharpe Ratio of 0.32. The chart below compares the historical Sharpe Ratios of SYBB.DE and PRAR.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.

Sharpe Ratios by Period

	SYBB.DE	PRAR.DE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.31	0.32	-0.01
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.41	-0.41	0.00
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	-0.30	+0.70

Correlation

The correlation between SYBB.DE and PRAR.DE is 0.90, 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. PRAR.DE - Dividend Comparison

SYBB.DE's dividend yield for the trailing twelve months is around 2.36%, while PRAR.DE has not paid dividends to shareholders.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
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%
PRAR.DE Amundi Prime Euro Govies 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%

Drawdowns

SYBB.DE vs. PRAR.DE - Drawdown Comparison

The maximum SYBB.DE drawdown since its inception was -22.70%, roughly equal to the maximum PRAR.DE drawdown of -22.34%. Use the drawdown chart below to compare losses from any high point for SYBB.DE and PRAR.DE.

Drawdown Indicators

	SYBB.DE	PRAR.DE	Difference
Max Drawdown Largest peak-to-trough decline	-22.70%	-22.34%	-0.36%
Max Drawdown (1Y) Largest decline over 1 year	-3.38%	-3.48%	+0.10%
Max Drawdown (5Y) Largest decline over 5 years	-21.75%	-21.49%	-0.26%
Max Drawdown (10Y) Largest decline over 10 years	-22.70%	—	—
Current Drawdown Current decline from peak	-14.64%	-14.39%	-0.25%
Average Drawdown Average peak-to-trough decline	-5.98%	-11.52%	+5.54%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.00%	0.99%	+0.01%

Volatility

SYBB.DE vs. PRAR.DE - Volatility Comparison

SPDR Bloomberg Euro Government Bond UCITS ETF Dist (SYBB.DE) and Amundi Prime Euro Govies UCITS ETF (PRAR.DE) have volatilities of 1.89% and 1.95%, 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.

Volatility by Period

	SYBB.DE	PRAR.DE	Difference
Volatility (1M) Calculated over the trailing 1-month period	1.89%	1.95%	-0.06%
Volatility (6M) Calculated over the trailing 6-month period	3.39%	2.72%	+0.67%
Volatility (1Y) Calculated over the trailing 1-year period	4.40%	3.90%	+0.50%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	6.31%	6.13%	+0.18%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	5.39%	5.78%	-0.39%