SYBS.DE vs. VAGT.DE
SYBS.DE (SPDR Bloomberg Sterling Corporate Bond UCITS ETF) and VAGT.DE (Vanguard USD Treasury Bond UCITS ETF Accumulating) are both exchange-traded funds - SYBS.DE is a European Corporate Bonds fund tracking the Bloomberg Sterling Corporate Bond, while VAGT.DE is a Government Bonds fund tracking the Bloomberg Global Aggregate US Treasury Float Adjusted Index. Both are passively managed. Over the past 3 years, SYBS.DE returned 5.87%/yr vs 0.08%/yr for VAGT.DE. At a 0.35 correlation, their price movements are largely independent. SYBS.DE charges 0.20%/yr vs 0.05%/yr for VAGT.DE.
Performance
SYBS.DE vs. VAGT.DE - Performance Comparison
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Returns By Period
In the year-to-date period, SYBS.DE achieves a 0.57% return, which is significantly lower than VAGT.DE's 1.07% return.
SYBS.DE
- 1D
- 0.06%
- 1M
- 0.82%
- YTD
- 0.57%
- 6M
- 1.20%
- 1Y
- 1.73%
- 3Y*
- 5.87%
- 5Y*
- -0.97%
- 10Y*
- 0.83%
VAGT.DE
- 1D
- 0.09%
- 1M
- 0.85%
- YTD
- 1.07%
- 6M
- 0.31%
- 1Y
- 1.96%
- 3Y*
- 0.08%
- 5Y*
- —
- 10Y*
- —
SYBS.DE vs. VAGT.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
SYBS.DE SPDR Bloomberg Sterling Corporate Bond UCITS ETF | 0.57% | 1.99% | 6.23% | 10.14% |
VAGT.DE Vanguard USD Treasury Bond UCITS ETF Accumulating | 1.07% | -5.48% | 6.40% | -0.45% |
Correlation
The correlation between SYBS.DE and VAGT.DE is 0.12, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.12 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.33 |
Correlation (All Time) Calculated using the full available price history since Mar 10, 2023 | 0.35 |
Over the past year, the correlation between SYBS.DE and VAGT.DE has dropped to 0.12 - well below their long-term average of 0.35, suggesting their price drivers have been diverging.
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Return for Risk
SYBS.DE vs. VAGT.DE — Risk / Return Rank
SYBS.DE
VAGT.DE
SYBS.DE vs. VAGT.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR Bloomberg Sterling Corporate Bond UCITS ETF (SYBS.DE) and Vanguard USD Treasury Bond UCITS ETF Accumulating (VAGT.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.
| SYBS.DE | VAGT.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.02 | ||
| Sortino ratioReturn per unit of downside risk | -0.03 | ||
| Omega ratioGain probability vs. loss probability | 1.05 | 1.05 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 0.47 | 0.40 | +0.07 |
| Martin ratioReturn relative to average drawdown | 1.16 | 1.00 | +0.15 |
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
| SYBS.DE | VAGT.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.27 | 0.29 | -0.02 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.10 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.08 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.27 | 0.05 | +0.22 |
Drawdowns
SYBS.DE vs. VAGT.DE - Drawdown Comparison
The maximum SYBS.DE drawdown since its inception was -32.66%, which is greater than VAGT.DE's maximum drawdown of -11.03%. Use the drawdown chart below to compare losses from any high point for SYBS.DE and VAGT.DE.
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Drawdown Indicators
| SYBS.DE | VAGT.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.66% | -11.03% | -21.63% |
Max Drawdown (1Y)Largest decline over 1 year | -3.90% | -4.00% | +0.10% |
Max Drawdown (3Y)Largest decline over 3 years | -7.54% | -11.03% | +3.49% |
Max Drawdown (5Y)Largest decline over 5 years | -32.66% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -32.66% | — | — |
Current DrawdownCurrent decline from peak | -8.77% | -7.21% | -1.56% |
Average DrawdownAverage peak-to-trough decline | -8.53% | -5.04% | -3.49% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.60% | 1.61% | -0.01% |
Volatility
SYBS.DE vs. VAGT.DE - Volatility Comparison
SPDR Bloomberg Sterling Corporate Bond UCITS ETF (SYBS.DE) has a higher volatility of 2.82% compared to Vanguard USD Treasury Bond UCITS ETF Accumulating (VAGT.DE) at 0.86%. This indicates that SYBS.DE's price experiences larger fluctuations and is considered to be riskier than VAGT.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SYBS.DE | VAGT.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.82% | 0.86% | +1.96% |
Volatility (6M)Calculated over the trailing 6-month period | 5.51% | 3.76% | +1.75% |
Volatility (1Y)Calculated over the trailing 1-year period | 6.85% | 5.49% | +1.36% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 9.67% | 7.33% | +2.34% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 9.89% | 7.33% | +2.56% |
SYBS.DE vs. VAGT.DE - Expense Ratio Comparison
SYBS.DE has a 0.20% expense ratio, which is higher than VAGT.DE's 0.05% 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
SYBS.DE vs. VAGT.DE - Dividend Comparison
SYBS.DE's dividend yield for the trailing twelve months is around 4.60%, while VAGT.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SYBS.DE SPDR Bloomberg Sterling Corporate Bond UCITS ETF | 4.60% | 4.50% | 4.03% | 3.29% | 2.97% | 2.21% | 2.49% | 2.40% | 2.75% | 3.14% | 3.40% | 3.54% |
VAGT.DE Vanguard USD Treasury 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
SYBS.DE and VAGT.DE have a correlation of 0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, VAGT.DE is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.
VAGT.DE is cheaper with a 0.05% expense ratio, compared with 0.20% for SYBS.DE.
SYBS.DE is categorized as European Corporate Bonds, while VAGT.DE is Government Bonds. SYBS.DE tracks Bloomberg Sterling Corporate Bond, while VAGT.DE tracks Bloomberg Global Aggregate US Treasury Float Adjusted Index. They also come from different issuers: State Street and Vanguard. Their fees differ too: 0.20% for SYBS.DE and 0.05% for VAGT.DE.
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