PortfoliosLab logoPortfoliosLab logo
SYBB.DE vs. XY4P.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SYBB.DE vs. XY4P.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 Xtrackers iBoxx Sovereigns Eurozone Yield Plus UCITS ETF (XY4P.DE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, SYBB.DE achieves a 0.36% return, which is significantly higher than XY4P.DE's -0.03% return. Over the past 10 years, SYBB.DE has underperformed XY4P.DE with an annualized return of -0.33%, while XY4P.DE has yielded a comparatively higher 0.56% 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%

XY4P.DE

1D
0.06%
1M
0.56%
YTD
-0.03%
6M
-0.02%
1Y
0.27%
3Y*
3.35%
5Y*
-1.34%
10Y*
0.56%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SYBB.DE vs. XY4P.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
XY4P.DE
Xtrackers iBoxx Sovereigns Eurozone Yield Plus UCITS ETF
-0.03%1.69%3.52%8.01%-17.35%-2.95%5.93%9.55%-0.61%0.53%

Correlation

The correlation between SYBB.DE and XY4P.DE is 0.86, 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

0.86

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

0.93

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

0.95

Correlation (10Y)
Calculated over the trailing 10-year period

0.88

Correlation (All Time)
Calculated using the full available price history since May 25, 2011

0.82

The correlation between SYBB.DE and XY4P.DE shifts across timeframes, from 0.82 (all time) to 0.95 (5 years), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

SYBB.DE vs. XY4P.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

XY4P.DE
XY4P.DE Risk / Return Rank: 1010
Overall Rank
XY4P.DE Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
XY4P.DE Sortino Ratio Rank: 99
Sortino Ratio Rank
XY4P.DE Omega Ratio Rank: 99
Omega Ratio Rank
XY4P.DE Calmar Ratio Rank: 1010
Calmar Ratio Rank
XY4P.DE Martin Ratio Rank: 1010
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. XY4P.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 Xtrackers iBoxx Sovereigns Eurozone Yield Plus UCITS ETF (XY4P.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.DEXY4P.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.04

Sortino ratioReturn per unit of downside risk

-0.06

Omega ratioGain probability vs. loss probability

1.01

1.01

-0.01

Calmar ratioReturn relative to maximum drawdown

0.02

0.07

-0.05

Martin ratioReturn relative to average drawdown

0.06

0.19

-0.14

SYBB.DE vs. XY4P.DE - Sharpe Ratio Comparison

The current SYBB.DE Sharpe Ratio is 0.02, which is lower than the XY4P.DE Sharpe Ratio of 0.06. The chart below compares the historical Sharpe Ratios of SYBB.DE and XY4P.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.


Loading charts...

Sharpe Ratios by Period


SYBB.DEXY4P.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.02

0.06

-0.04

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.35

-0.20

-0.15

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.06

0.09

-0.15

Sharpe Ratio (All Time)

Calculated using the full available price history

0.40

0.40

+0.01

Drawdowns

SYBB.DE vs. XY4P.DE - Drawdown Comparison

The maximum SYBB.DE drawdown since its inception was -22.70%, which is greater than XY4P.DE's maximum drawdown of -20.52%. Use the drawdown chart below to compare losses from any high point for SYBB.DE and XY4P.DE.


Loading charts...

Drawdown Indicators


SYBB.DEXY4P.DEDifference

Max Drawdown

Largest peak-to-trough decline

-22.70%

-20.52%

-2.18%

Max Drawdown (1Y)

Largest decline over 1 year

-3.38%

-3.95%

+0.57%

Max Drawdown (3Y)

Largest decline over 3 years

-3.98%

-4.07%

+0.09%

Max Drawdown (5Y)

Largest decline over 5 years

-21.75%

-20.11%

-1.64%

Max Drawdown (10Y)

Largest decline over 10 years

-22.70%

-20.52%

-2.18%

Current Drawdown

Current decline from peak

-14.16%

-9.19%

-4.97%

Average Drawdown

Average peak-to-trough decline

-6.07%

-5.49%

-0.58%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.33%

1.43%

-0.10%

Volatility

SYBB.DE vs. XY4P.DE - Volatility Comparison

The current volatility for SPDR Bloomberg Euro Government Bond UCITS ETF Dist (SYBB.DE) is 1.63%, while Xtrackers iBoxx Sovereigns Eurozone Yield Plus UCITS ETF (XY4P.DE) has a volatility of 1.77%. This indicates that SYBB.DE experiences smaller price fluctuations and is considered to be less risky than XY4P.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


SYBB.DEXY4P.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.63%

1.77%

-0.14%

Volatility (6M)

Calculated over the trailing 6-month period

3.99%

3.88%

+0.11%

Volatility (1Y)

Calculated over the trailing 1-year period

4.74%

4.57%

+0.17%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.39%

6.49%

-0.10%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.44%

6.49%

-1.05%

SYBB.DE vs. XY4P.DE - Expense Ratio Comparison

SYBB.DE has a 0.10% expense ratio, which is lower than XY4P.DE's 0.15% expense ratio. Despite the difference, 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. XY4P.DE - Dividend Comparison

SYBB.DE's dividend yield for the trailing twelve months is around 2.35%, while XY4P.DE has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
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%
XY4P.DE
Xtrackers iBoxx Sovereigns Eurozone Yield Plus 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%

Frequently Asked Questions


SYBB.DE and XY4P.DE have a correlation of 0.86, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SYBB.DE is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SYBB.DE is cheaper with a 0.10% expense ratio, compared with 0.15% for XY4P.DE.

SYBB.DE tracks Bloomberg Euro Treasury Bond, while XY4P.DE tracks iBoxx® EUR Sovereigns Eurozone Yield Plus. They also come from different issuers: State Street and Xtrackers. Their fees differ too: 0.10% for SYBB.DE and 0.15% for XY4P.DE.

Portfolio Optimizer

Find the right allocation for SYBB.DE and XY4P.DE

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer