SYBB.DE vs. SPY5.DE
SYBB.DE (SPDR Bloomberg Euro Government Bond UCITS ETF Dist) and SPY5.DE (SPDR S&P 500 UCITS ETF) are both exchange-traded funds - SYBB.DE is a European Government Bonds fund tracking the Bloomberg Euro Treasury Bond, while SPY5.DE is a S&P 500 fund tracking the S&P 500 Index. Both are passively managed. Over the past 10 years, SYBB.DE returned -0.33%/yr vs 15.13%/yr for SPY5.DE. At a 0.02 correlation, their price movements are largely independent. SYBB.DE charges 0.10%/yr vs 0.03%/yr for SPY5.DE.
Performance
SYBB.DE vs. SPY5.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 lower than SPY5.DE's 11.39% return. Over the past 10 years, SYBB.DE has underperformed SPY5.DE with an annualized return of -0.33%, while SPY5.DE has yielded a comparatively higher 15.13% 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%
SPY5.DE
- 1D
- -0.13%
- 1M
- 5.22%
- YTD
- 11.39%
- 6M
- 11.43%
- 1Y
- 25.61%
- 3Y*
- 18.89%
- 5Y*
- 14.76%
- 10Y*
- 15.13%
SYBB.DE vs. SPY5.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% |
SPY5.DE SPDR S&P 500 UCITS ETF | 11.39% | 4.75% | 32.36% | 22.42% | -14.24% | 40.60% | 6.73% | 34.93% | 0.25% | 6.69% |
Correlation
The correlation between SYBB.DE and SPY5.DE is 0.24, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.24 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.12 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.08 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.02 |
Correlation (All Time) Calculated using the full available price history since Mar 21, 2012 | 0.02 |
Over the past year, SYBB.DE and SPY5.DE have become more correlated (0.24) than their long-term average of 0.02, meaning their price movements have been converging.
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Return for Risk
SYBB.DE vs. SPY5.DE — Risk / Return Rank
SYBB.DE
SPY5.DE
SYBB.DE vs. SPY5.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 SPDR S&P 500 UCITS ETF (SPY5.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 | SPY5.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.20 | ||
| Sortino ratioReturn per unit of downside risk | -2.96 | ||
| Omega ratioGain probability vs. loss probability | 1.01 | 1.41 | -0.41 |
| Calmar ratioReturn relative to maximum drawdown | 0.02 | 3.57 | -3.54 |
| Martin ratioReturn relative to average drawdown | 0.06 | 12.77 | -12.71 |
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 | SPY5.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.02 | 2.22 | -2.20 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.35 | 0.96 | -1.31 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.06 | 0.93 | -1.00 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.40 | 0.97 | -0.57 |
Drawdowns
SYBB.DE vs. SPY5.DE - Drawdown Comparison
The maximum SYBB.DE drawdown since its inception was -22.70%, smaller than the maximum SPY5.DE drawdown of -33.86%. Use the drawdown chart below to compare losses from any high point for SYBB.DE and SPY5.DE.
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Drawdown Indicators
| SYBB.DE | SPY5.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -22.70% | -33.86% | +11.16% |
Max Drawdown (1Y)Largest decline over 1 year | -3.38% | -7.15% | +3.77% |
Max Drawdown (3Y)Largest decline over 3 years | -3.98% | -23.34% | +19.36% |
Max Drawdown (5Y)Largest decline over 5 years | -21.75% | -23.34% | +1.59% |
Max Drawdown (10Y)Largest decline over 10 years | -22.70% | -33.86% | +11.16% |
Current DrawdownCurrent decline from peak | -14.16% | -0.44% | -13.72% |
Average DrawdownAverage peak-to-trough decline | -6.07% | -3.95% | -2.12% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.33% | 2.00% | -0.67% |
Volatility
SYBB.DE vs. SPY5.DE - Volatility Comparison
The current volatility for SPDR Bloomberg Euro Government Bond UCITS ETF Dist (SYBB.DE) is 1.63%, while SPDR S&P 500 UCITS ETF (SPY5.DE) has a volatility of 2.66%. This indicates that SYBB.DE experiences smaller price fluctuations and is considered to be less risky than SPY5.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 | SPY5.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.63% | 2.66% | -1.03% |
Volatility (6M)Calculated over the trailing 6-month period | 3.99% | 7.54% | -3.55% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.74% | 11.51% | -6.77% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.39% | 15.18% | -8.79% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.44% | 16.07% | -10.63% |
SYBB.DE vs. SPY5.DE - Expense Ratio Comparison
SYBB.DE has a 0.10% expense ratio, which is higher than SPY5.DE's 0.03% 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%.
Dividends
SYBB.DE vs. SPY5.DE - Dividend Comparison
SYBB.DE's dividend yield for the trailing twelve months is around 2.35%, more than SPY5.DE's 0.89% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SPY5.DE SPDR S&P 500 UCITS ETF | 0.89% | 0.99% | 1.03% | 1.22% | 1.42% | 0.95% | 1.37% | 1.74% | 3.30% | 1.59% | 1.57% | 1.69% |
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 SPY5.DE have a correlation of 0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SPY5.DE is cheaper at 0.03% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SPY5.DE is cheaper with a 0.03% expense ratio, compared with 0.10% for SYBB.DE.
SYBB.DE is categorized as European Government Bonds, while SPY5.DE is S&P 500. SYBB.DE tracks Bloomberg Euro Treasury Bond, while SPY5.DE tracks S&P 500 Index. Their fees differ too: 0.10% for SYBB.DE and 0.03% for SPY5.DE.
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