SYBL.DE vs. ZPRV.DE
SYBL.DE (SPDR Bloomberg 15+ Year Gilt UCITS ETF) and ZPRV.DE (SPDR MSCI USA Small Cap Value Weighted UCITS ETF) are both exchange-traded funds - SYBL.DE is a European Government Bonds fund tracking the Bloomberg UK Gilt 15+, while ZPRV.DE is a Small Cap Value Equities fund tracking the MSCI USA Small Cap Value Weighted Index. Both are passively managed. Over the past 10 years, SYBL.DE returned -4.51%/yr vs 11.63%/yr for ZPRV.DE. At a 0.02 correlation, their price movements are largely independent. SYBL.DE charges 0.15%/yr vs 0.30%/yr for ZPRV.DE.
Performance
SYBL.DE vs. ZPRV.DE - Performance Comparison
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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 ZPRV.DE's 14.58% return. Over the past 10 years, SYBL.DE has underperformed ZPRV.DE with an annualized return of -4.51%, while ZPRV.DE has yielded a comparatively higher 11.63% 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%
ZPRV.DE
- 1D
- 0.77%
- 1M
- 1.69%
- YTD
- 14.58%
- 6M
- 14.04%
- 1Y
- 34.68%
- 3Y*
- 16.57%
- 5Y*
- 10.67%
- 10Y*
- 11.63%
SYBL.DE vs. ZPRV.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
ZPRV.DE SPDR MSCI USA Small Cap Value Weighted UCITS ETF | 14.58% | 2.99% | 14.07% | 19.11% | -5.31% | 48.07% | -1.85% | 27.41% | -11.78% | -3.75% |
Correlation
The correlation between SYBL.DE and ZPRV.DE is 0.33, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.33 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.27 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.13 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.02 |
Correlation (All Time) Calculated using the full available price history since Feb 23, 2015 | 0.02 |
Over the past year, SYBL.DE and ZPRV.DE have become more correlated (0.33) than their long-term average of 0.02, meaning their price movements have been converging.
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Return for Risk
SYBL.DE vs. ZPRV.DE — Risk / Return Rank
SYBL.DE
ZPRV.DE
SYBL.DE vs. ZPRV.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 SPDR MSCI USA Small Cap Value Weighted UCITS ETF (ZPRV.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.DE | ZPRV.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.36 | ||
| Sortino ratioReturn per unit of downside risk | -3.14 | ||
| Omega ratioGain probability vs. loss probability | 0.98 | 1.38 | -0.40 |
| Calmar ratioReturn relative to maximum drawdown | -0.24 | 5.84 | -6.08 |
| Martin ratioReturn relative to average drawdown | -0.57 | 17.49 | -18.06 |
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
| SYBL.DE | ZPRV.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.19 | 2.17 | -2.36 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.53 | 0.52 | -1.04 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.25 | 0.53 | -0.78 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.07 | 0.47 | -0.54 |
Drawdowns
SYBL.DE vs. ZPRV.DE - Drawdown Comparison
The maximum SYBL.DE drawdown since its inception was -57.50%, which is greater than ZPRV.DE's maximum drawdown of -46.04%. Use the drawdown chart below to compare losses from any high point for SYBL.DE and ZPRV.DE.
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Drawdown Indicators
| SYBL.DE | ZPRV.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -57.50% | -46.04% | -11.46% |
Max Drawdown (1Y)Largest decline over 1 year | -10.35% | -5.87% | -4.48% |
Max Drawdown (3Y)Largest decline over 3 years | -17.73% | -31.14% | +13.41% |
Max Drawdown (5Y)Largest decline over 5 years | -55.48% | -31.14% | -24.34% |
Max Drawdown (10Y)Largest decline over 10 years | -57.50% | -46.04% | -11.46% |
Current DrawdownCurrent decline from peak | -52.83% | 0.00% | -52.83% |
Average DrawdownAverage peak-to-trough decline | -20.87% | -8.34% | -12.53% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.39% | 1.96% | +2.43% |
Volatility
SYBL.DE vs. ZPRV.DE - Volatility Comparison
SPDR Bloomberg 15+ Year Gilt UCITS ETF (SYBL.DE) has a higher volatility of 5.80% compared to SPDR MSCI USA Small Cap Value Weighted UCITS ETF (ZPRV.DE) at 3.39%. This indicates that SYBL.DE's price experiences larger fluctuations and is considered to be riskier than ZPRV.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.DE | ZPRV.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.80% | 3.39% | +2.41% |
Volatility (6M)Calculated over the trailing 6-month period | 10.48% | 9.42% | +1.06% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.44% | 15.78% | -2.34% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.69% | 20.38% | +0.31% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.69% | 22.56% | -4.87% |
SYBL.DE vs. ZPRV.DE - Expense Ratio Comparison
SYBL.DE has a 0.15% expense ratio, which is lower than ZPRV.DE's 0.30% expense ratio.
Dividends
SYBL.DE vs. ZPRV.DE - Dividend Comparison
SYBL.DE's dividend yield for the trailing twelve months is around 5.11%, while ZPRV.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
ZPRV.DE SPDR MSCI USA Small Cap Value Weighted 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
SYBL.DE and ZPRV.DE have a correlation of 0.33, 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 0.30% for ZPRV.DE.
SYBL.DE is categorized as European Government Bonds, while ZPRV.DE is Small Cap Value Equities. SYBL.DE tracks Bloomberg UK Gilt 15+, while ZPRV.DE tracks MSCI USA Small Cap Value Weighted Index. Their fees differ too: 0.15% for SYBL.DE and 0.30% for ZPRV.DE.
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