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SYBG.DE vs. LYXD.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SYBG.DE vs. LYXD.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in SPDR Bloomberg UK Gilt UCITS ETF (SYBG.DE) and Amundi Euro Government Bond 7-10Y UCITS ETF Acc (LYXD.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SYBG.DE achieves a 1.73% return, which is significantly higher than LYXD.DE's 1.42% return. Over the past 10 years, SYBG.DE has underperformed LYXD.DE with an annualized return of -1.64%, while LYXD.DE has yielded a comparatively higher -0.02% annualized return.


SYBG.DE

1D
0.06%
1M
2.08%
YTD
1.73%
6M
2.20%
1Y
1.77%
3Y*
2.55%
5Y*
-4.68%
10Y*
-1.64%

LYXD.DE

1D
0.02%
1M
1.02%
YTD
1.42%
6M
1.57%
1Y
1.69%
3Y*
2.92%
5Y*
-1.82%
10Y*
-0.02%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SYBG.DE vs. LYXD.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SYBG.DE
SPDR Bloomberg UK Gilt UCITS ETF
1.73%0.15%0.07%5.36%-28.98%2.15%2.00%11.90%0.08%-1.95%
LYXD.DE
Amundi Euro Government Bond 7-10Y UCITS ETF Acc
1.42%1.72%1.17%8.47%-19.27%-2.85%4.18%6.46%1.20%0.97%

Correlation

The correlation between SYBG.DE and LYXD.DE is 0.69, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.69

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

0.74

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

0.73

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

0.55

Correlation (All Time)
Calculated using the full available price history since May 17, 2012

0.49

The correlation between SYBG.DE and LYXD.DE shifts across timeframes, from 0.49 (all time) to 0.74 (3 years), reflecting how their relationship changes across market environments.

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Return for Risk

SYBG.DE vs. LYXD.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SYBG.DE
SYBG.DE Risk / Return Rank: 1111
Overall Rank
SYBG.DE Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
SYBG.DE Sortino Ratio Rank: 1010
Sortino Ratio Rank
SYBG.DE Omega Ratio Rank: 1010
Omega Ratio Rank
SYBG.DE Calmar Ratio Rank: 1212
Calmar Ratio Rank
SYBG.DE Martin Ratio Rank: 1212
Martin Ratio Rank

LYXD.DE
LYXD.DE Risk / Return Rank: 1313
Overall Rank
LYXD.DE Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
LYXD.DE Sortino Ratio Rank: 1212
Sortino Ratio Rank
LYXD.DE Omega Ratio Rank: 1313
Omega Ratio Rank
LYXD.DE Calmar Ratio Rank: 1414
Calmar Ratio Rank
LYXD.DE Martin Ratio Rank: 1414
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.

SYBG.DE vs. LYXD.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR Bloomberg UK Gilt UCITS ETF (SYBG.DE) and Amundi Euro Government Bond 7-10Y UCITS ETF Acc (LYXD.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


SYBG.DELYXD.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.13

Sortino ratioReturn per unit of downside risk

-0.17

Omega ratioGain probability vs. loss probability

1.04

1.07

-0.02

Calmar ratioReturn relative to maximum drawdown

0.33

0.41

-0.08

Martin ratioReturn relative to average drawdown

0.77

1.07

-0.30

SYBG.DE vs. LYXD.DE - Sharpe Ratio Comparison

The current SYBG.DE Sharpe Ratio is 0.22, which is lower than the LYXD.DE Sharpe Ratio of 0.35. The chart below compares the historical Sharpe Ratios of SYBG.DE and LYXD.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.


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Drawdowns

SYBG.DE vs. LYXD.DE - Drawdown Comparison

The maximum SYBG.DE drawdown since its inception was -36.66%, which is greater than LYXD.DE's maximum drawdown of -22.48%. Use the drawdown chart below to compare losses from any high point for SYBG.DE and LYXD.DE.


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Drawdown Indicators


SYBG.DELYXD.DEDifference

Max Drawdown

Largest peak-to-trough decline

-36.66%

-22.48%

-14.18%

Max Drawdown (1Y)

Largest decline over 1 year

-5.42%

-4.13%

-1.29%

Max Drawdown (3Y)

Largest decline over 3 years

-8.78%

-4.31%

-4.47%

Max Drawdown (5Y)

Largest decline over 5 years

-36.25%

-22.19%

-14.06%

Max Drawdown (10Y)

Largest decline over 10 years

-36.66%

-22.48%

-14.18%

Current Drawdown

Current decline from peak

-26.43%

-11.53%

-14.90%

Average Drawdown

Average peak-to-trough decline

-13.42%

-5.61%

-7.81%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.08%

1.58%

+0.50%

Volatility

SYBG.DE vs. LYXD.DE - Volatility Comparison

SPDR Bloomberg UK Gilt UCITS ETF (SYBG.DE) has a higher volatility of 1.73% compared to Amundi Euro Government Bond 7-10Y UCITS ETF Acc (LYXD.DE) at 1.30%. This indicates that SYBG.DE's price experiences larger fluctuations and is considered to be riskier than LYXD.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SYBG.DELYXD.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.73%

1.30%

+0.43%

Volatility (6M)

Calculated over the trailing 6-month period

6.10%

4.11%

+1.99%

Volatility (1Y)

Calculated over the trailing 1-year period

8.13%

4.85%

+3.28%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.76%

7.14%

+4.62%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.84%

5.77%

+8.07%

SYBG.DE vs. LYXD.DE - Expense Ratio Comparison

SYBG.DE has a 0.15% expense ratio, which is lower than LYXD.DE's 0.17% 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

SYBG.DE vs. LYXD.DE - Dividend Comparison

SYBG.DE's dividend yield for the trailing twelve months is around 3.73%, while LYXD.DE has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
LYXD.DE
Amundi Euro Government Bond 7-10Y UCITS ETF Acc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SYBG.DE
SPDR Bloomberg UK Gilt UCITS ETF
3.73%3.64%2.65%1.69%1.22%0.82%1.11%1.14%1.27%1.60%1.77%1.89%

Frequently Asked Questions


SYBG.DE and LYXD.DE have a correlation of 0.69, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SYBG.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SYBG.DE is cheaper with a 0.15% expense ratio, compared with 0.17% for LYXD.DE.

SYBG.DE tracks Bloomberg UK Gilt, while LYXD.DE tracks Bloomberg Euro Treasury 50bn 7-10 Year Bond. They also come from different issuers: State Street and Amundi. Their fees differ too: 0.15% for SYBG.DE and 0.17% for LYXD.DE.

Portfolio Optimizer

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