SYBB.DE vs. VGEA.DE
SYBB.DE (SPDR Bloomberg Euro Government Bond UCITS ETF Dist) and VGEA.DE (Vanguard EUR Eurozone Government Bond UCITS ETF Accumulating) are both European Government Bonds funds - SYBB.DE tracks the Bloomberg Euro Treasury Bond while VGEA.DE tracks the Bloomberg Euro Aggregate Treasury. Both are passively managed. Over the past 5 years, SYBB.DE returned -2.27%/yr vs -2.24%/yr for VGEA.DE. Their correlation of 0.90 suggests significant overlap in exposure. SYBB.DE charges 0.10%/yr vs 0.07%/yr for VGEA.DE.
Performance
SYBB.DE vs. VGEA.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 VGEA.DE's 0.11% 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%
VGEA.DE
- 1D
- 0.06%
- 1M
- 0.60%
- YTD
- 0.11%
- 6M
- 0.00%
- 1Y
- -0.05%
- 3Y*
- 2.38%
- 5Y*
- -2.24%
- 10Y*
- —
SYBB.DE vs. VGEA.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
SYBB.DE SPDR Bloomberg Euro Government Bond UCITS ETF Dist | 0.36% | 0.60% | 1.49% | 6.80% | -18.49% | -3.34% | 4.67% | 5.77% |
VGEA.DE Vanguard EUR Eurozone Government Bond UCITS ETF Accumulating | 0.11% | 0.67% | 1.54% | 6.93% | -18.30% | -3.32% | 4.81% | 5.94% |
Correlation
The correlation between SYBB.DE and VGEA.DE is 0.84, 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 | 0.84 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.94 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.97 |
Correlation (All Time) Calculated using the full available price history since Feb 20, 2019 | 0.90 |
The correlation between SYBB.DE and VGEA.DE shifts across timeframes, from 0.84 (1 year) to 0.97 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
SYBB.DE vs. VGEA.DE — Risk / Return Rank
SYBB.DE
VGEA.DE
SYBB.DE vs. VGEA.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 Vanguard EUR Eurozone Government Bond UCITS ETF Accumulating (VGEA.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 | VGEA.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.03 | ||
| Sortino ratioReturn per unit of downside risk | +0.04 | ||
| Omega ratioGain probability vs. loss probability | 1.01 | 1.00 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 0.02 | -0.01 | +0.04 |
| Martin ratioReturn relative to average drawdown | 0.06 | -0.04 | +0.09 |
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 | VGEA.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.02 | -0.01 | +0.03 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.35 | -0.35 | -0.01 |
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 | -0.10 | +0.50 |
Drawdowns
SYBB.DE vs. VGEA.DE - Drawdown Comparison
The maximum SYBB.DE drawdown since its inception was -22.70%, roughly equal to the maximum VGEA.DE drawdown of -22.34%. Use the drawdown chart below to compare losses from any high point for SYBB.DE and VGEA.DE.
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Drawdown Indicators
| SYBB.DE | VGEA.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -22.70% | -22.34% | -0.36% |
Max Drawdown (1Y)Largest decline over 1 year | -3.38% | -3.44% | +0.06% |
Max Drawdown (3Y)Largest decline over 3 years | -3.98% | -4.00% | +0.02% |
Max Drawdown (5Y)Largest decline over 5 years | -21.75% | -21.47% | -0.28% |
Max Drawdown (10Y)Largest decline over 10 years | -22.70% | — | — |
Current DrawdownCurrent decline from peak | -14.16% | -13.91% | -0.25% |
Average DrawdownAverage peak-to-trough decline | -6.07% | -10.30% | +4.23% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.33% | 1.33% | 0.00% |
Volatility
SYBB.DE vs. VGEA.DE - Volatility Comparison
SPDR Bloomberg Euro Government Bond UCITS ETF Dist (SYBB.DE) and Vanguard EUR Eurozone Government Bond UCITS ETF Accumulating (VGEA.DE) have volatilities of 1.63% and 1.67%, 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 | VGEA.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.63% | 1.67% | -0.04% |
Volatility (6M)Calculated over the trailing 6-month period | 3.99% | 3.62% | +0.37% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.74% | 4.33% | +0.41% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.39% | 6.39% | 0.00% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.44% | 5.86% | -0.42% |
SYBB.DE vs. VGEA.DE - Expense Ratio Comparison
SYBB.DE has a 0.10% expense ratio, which is higher than VGEA.DE's 0.07% 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. VGEA.DE - Dividend Comparison
SYBB.DE's dividend yield for the trailing twelve months is around 2.35%, while VGEA.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
VGEA.DE Vanguard EUR Eurozone Government Bond UCITS ETF Accumulating | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
SYBB.DE and VGEA.DE have a correlation of 0.84, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, VGEA.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
VGEA.DE is cheaper with a 0.07% expense ratio, compared with 0.10% for SYBB.DE.
SYBB.DE tracks Bloomberg Euro Treasury Bond, while VGEA.DE tracks Bloomberg Euro Aggregate Treasury. They also come from different issuers: State Street and Vanguard. Their fees differ too: 0.10% for SYBB.DE and 0.07% for VGEA.DE.
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