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SYBL.DE vs. LYQ2.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SYBL.DE vs. LYQ2.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in SPDR Bloomberg 15+ Year Gilt UCITS ETF (SYBL.DE) and Amundi Euro Government Bond 1-3Y UCITS ETF Acc (LYQ2.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, SYBL.DE achieves a -3.01% return, which is significantly lower than LYQ2.DE's 0.02% return. Over the past 10 years, SYBL.DE has underperformed LYQ2.DE with an annualized return of -4.51%, while LYQ2.DE has yielded a comparatively higher 0.10% annualized return.


SYBL.DE

1D
0.30%
1M
0.76%
YTD
-3.01%
6M
-2.76%
1Y
-2.42%
3Y*
-1.08%
5Y*
-10.98%
10Y*
-4.51%

LYQ2.DE

1D
0.02%
1M
0.00%
YTD
0.02%
6M
0.14%
1Y
0.85%
3Y*
2.54%
5Y*
0.55%
10Y*
0.10%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SYBL.DE vs. LYQ2.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SYBL.DE
SPDR Bloomberg 15+ Year Gilt UCITS ETF
-3.01%-1.00%-6.77%3.36%-43.17%0.20%6.07%17.90%-1.01%-0.58%
LYQ2.DE
Amundi Euro Government Bond 1-3Y UCITS ETF Acc
0.02%2.14%2.96%3.27%-4.97%-0.84%-0.20%-0.12%-0.45%-0.63%

Correlation

The correlation between SYBL.DE and LYQ2.DE is 0.55, 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

0.55

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

0.59

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

0.58

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

0.47

Correlation (All Time)
Calculated using the full available price history since May 21, 2012

0.39

The correlation between SYBL.DE and LYQ2.DE shifts across timeframes, from 0.39 (all time) to 0.59 (3 years), reflecting how their relationship changes across market environments.

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Return for Risk

SYBL.DE vs. LYQ2.DE — Risk / Return Rank

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

SYBL.DE
SYBL.DE Risk / Return Rank: 77
Overall Rank
SYBL.DE Sharpe Ratio Rank: 77
Sharpe Ratio Rank
SYBL.DE Sortino Ratio Rank: 77
Sortino Ratio Rank
SYBL.DE Omega Ratio Rank: 77
Omega Ratio Rank
SYBL.DE Calmar Ratio Rank: 77
Calmar Ratio Rank
SYBL.DE Martin Ratio Rank: 66
Martin Ratio Rank

LYQ2.DE
LYQ2.DE Risk / Return Rank: 1818
Overall Rank
LYQ2.DE Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
LYQ2.DE Sortino Ratio Rank: 1717
Sortino Ratio Rank
LYQ2.DE Omega Ratio Rank: 1818
Omega Ratio Rank
LYQ2.DE Calmar Ratio Rank: 1616
Calmar Ratio Rank
LYQ2.DE Martin Ratio Rank: 1818
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.

SYBL.DE vs. LYQ2.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR Bloomberg 15+ Year Gilt UCITS ETF (SYBL.DE) and Amundi Euro Government Bond 1-3Y UCITS ETF Acc (LYQ2.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.


SYBL.DELYQ2.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.75

Sortino ratioReturn per unit of downside risk

-1.00

Omega ratioGain probability vs. loss probability

0.98

1.11

-0.13

Calmar ratioReturn relative to maximum drawdown

-0.24

0.58

-0.82

Martin ratioReturn relative to average drawdown

-0.57

1.82

-2.39

SYBL.DE vs. LYQ2.DE - Sharpe Ratio Comparison

The current SYBL.DE Sharpe Ratio is -0.19, which is lower than the LYQ2.DE Sharpe Ratio of 0.56. The chart below compares the historical Sharpe Ratios of SYBL.DE and LYQ2.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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Sharpe Ratios by Period


SYBL.DELYQ2.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.19

0.56

-0.75

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.53

0.33

-0.85

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.25

0.07

-0.33

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.07

0.88

-0.95

Drawdowns

SYBL.DE vs. LYQ2.DE - Drawdown Comparison

The maximum SYBL.DE drawdown since its inception was -57.50%, which is greater than LYQ2.DE's maximum drawdown of -7.75%. Use the drawdown chart below to compare losses from any high point for SYBL.DE and LYQ2.DE.


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Drawdown Indicators


SYBL.DELYQ2.DEDifference

Max Drawdown

Largest peak-to-trough decline

-57.50%

-7.75%

-49.75%

Max Drawdown (1Y)

Largest decline over 1 year

-10.35%

-1.22%

-9.13%

Max Drawdown (3Y)

Largest decline over 3 years

-17.73%

-1.22%

-16.51%

Max Drawdown (5Y)

Largest decline over 5 years

-55.48%

-6.02%

-49.46%

Max Drawdown (10Y)

Largest decline over 10 years

-57.50%

-7.75%

-49.75%

Current Drawdown

Current decline from peak

-52.83%

-0.55%

-52.28%

Average Drawdown

Average peak-to-trough decline

-20.87%

-1.30%

-19.57%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.39%

0.39%

+4.00%

Volatility

SYBL.DE vs. LYQ2.DE - Volatility Comparison

SPDR Bloomberg 15+ Year Gilt UCITS ETF (SYBL.DE) has a higher volatility of 5.80% compared to Amundi Euro Government Bond 1-3Y UCITS ETF Acc (LYQ2.DE) at 0.55%. This indicates that SYBL.DE's price experiences larger fluctuations and is considered to be riskier than LYQ2.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SYBL.DELYQ2.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.80%

0.55%

+5.25%

Volatility (6M)

Calculated over the trailing 6-month period

10.48%

1.14%

+9.34%

Volatility (1Y)

Calculated over the trailing 1-year period

13.44%

1.26%

+12.18%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.69%

1.65%

+19.04%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.69%

1.31%

+16.38%

SYBL.DE vs. LYQ2.DE - Expense Ratio Comparison

SYBL.DE has a 0.15% expense ratio, which is lower than LYQ2.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

SYBL.DE vs. LYQ2.DE - Dividend Comparison

SYBL.DE's dividend yield for the trailing twelve months is around 5.11%, while LYQ2.DE has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
LYQ2.DE
Amundi Euro Government Bond 1-3Y 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%
SYBL.DE
SPDR Bloomberg 15+ Year Gilt UCITS ETF
5.11%4.88%4.32%2.96%1.73%0.85%1.05%1.36%1.58%1.90%2.13%2.55%

Frequently Asked Questions


SYBL.DE and LYQ2.DE have a correlation of 0.55, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

SYBL.DE is cheaper with a 0.15% expense ratio, compared with 0.17% for LYQ2.DE.

SYBL.DE tracks Bloomberg UK Gilt 15+, while LYQ2.DE tracks Bloomberg Euro Treasury 50bn 1-3 Year Bond. They also come from different issuers: State Street and Amundi. Their fees differ too: 0.15% for SYBL.DE and 0.17% for LYQ2.DE.

Portfolio Optimizer

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