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SYBT.DE vs. ELFE.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SYBT.DE vs. ELFE.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in SPDR Bloomberg US Treasury Bond UCITS ETF (SYBT.DE) and Deka US Treasury 7-10 UCITS ETF (ELFE.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, SYBT.DE achieves a 3.92% return, which is significantly higher than ELFE.DE's 3.42% return.


SYBT.DE

1D
-0.13%
1M
2.88%
YTD
3.92%
6M
4.22%
1Y
6.21%
3Y*
1.85%
5Y*
0.61%
10Y*
0.46%

ELFE.DE

1D
0.06%
1M
3.00%
YTD
3.42%
6M
3.87%
1Y
5.68%
3Y*
1.83%
5Y*
0.17%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SYBT.DE vs. ELFE.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
SYBT.DE
SPDR Bloomberg US Treasury Bond UCITS ETF
3.92%-5.47%6.40%0.26%-7.00%5.72%-1.94%0.09%
ELFE.DE
Deka US Treasury 7-10 UCITS ETF
3.42%-3.68%5.37%0.04%-9.38%4.03%-0.67%-11.31%

Correlation

The correlation between SYBT.DE and ELFE.DE is 0.88, 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

0.88

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

0.92

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

0.93

Correlation (All Time)
Calculated using the full available price history since Aug 9, 2019

0.94

The correlation between SYBT.DE and ELFE.DE has been stable across timeframes, ranging from 0.88 to 0.94 - a consistent structural relationship.

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Return for Risk

SYBT.DE vs. ELFE.DE — Risk / Return Rank

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

SYBT.DE
SYBT.DE Risk / Return Rank: 3131
Overall Rank
SYBT.DE Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
SYBT.DE Sortino Ratio Rank: 3232
Sortino Ratio Rank
SYBT.DE Omega Ratio Rank: 2929
Omega Ratio Rank
SYBT.DE Calmar Ratio Rank: 3232
Calmar Ratio Rank
SYBT.DE Martin Ratio Rank: 3030
Martin Ratio Rank

ELFE.DE
ELFE.DE Risk / Return Rank: 2626
Overall Rank
ELFE.DE Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
ELFE.DE Sortino Ratio Rank: 2626
Sortino Ratio Rank
ELFE.DE Omega Ratio Rank: 2626
Omega Ratio Rank
ELFE.DE Calmar Ratio Rank: 2727
Calmar Ratio Rank
ELFE.DE Martin Ratio Rank: 2626
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.

SYBT.DE vs. ELFE.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR Bloomberg US Treasury Bond UCITS ETF (SYBT.DE) and Deka US Treasury 7-10 UCITS ETF (ELFE.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.


SYBT.DEELFE.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.12

Sortino ratioReturn per unit of downside risk

+0.23

Omega ratioGain probability vs. loss probability

1.19

1.17

+0.02

Calmar ratioReturn relative to maximum drawdown

1.47

1.25

+0.22

Martin ratioReturn relative to average drawdown

4.02

3.19

+0.83

SYBT.DE vs. ELFE.DE - Sharpe Ratio Comparison

The current SYBT.DE Sharpe Ratio is 1.05, which is comparable to the ELFE.DE Sharpe Ratio of 0.93. The chart below compares the historical Sharpe Ratios of SYBT.DE and ELFE.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

SYBT.DE vs. ELFE.DE - Drawdown Comparison

The maximum SYBT.DE drawdown since its inception was -32.76%, which is greater than ELFE.DE's maximum drawdown of -21.72%. Use the drawdown chart below to compare losses from any high point for SYBT.DE and ELFE.DE.


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Drawdown Indicators


SYBT.DEELFE.DEDifference

Max Drawdown

Largest peak-to-trough decline

-32.76%

-21.72%

-11.04%

Max Drawdown (1Y)

Largest decline over 1 year

-4.21%

-4.53%

+0.32%

Max Drawdown (3Y)

Largest decline over 3 years

-11.02%

-10.45%

-0.57%

Max Drawdown (5Y)

Largest decline over 5 years

-13.07%

-15.39%

+2.32%

Max Drawdown (10Y)

Largest decline over 10 years

-17.66%

Current Drawdown

Current decline from peak

-10.69%

-14.41%

+3.72%

Average Drawdown

Average peak-to-trough decline

-13.24%

-14.19%

+0.95%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.54%

1.78%

-0.24%

Volatility

SYBT.DE vs. ELFE.DE - Volatility Comparison

SPDR Bloomberg US Treasury Bond UCITS ETF (SYBT.DE) has a higher volatility of 1.76% compared to Deka US Treasury 7-10 UCITS ETF (ELFE.DE) at 1.41%. This indicates that SYBT.DE's price experiences larger fluctuations and is considered to be riskier than ELFE.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SYBT.DEELFE.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.76%

1.41%

+0.35%

Volatility (6M)

Calculated over the trailing 6-month period

4.38%

4.27%

+0.11%

Volatility (1Y)

Calculated over the trailing 1-year period

5.90%

6.10%

-0.20%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.07%

8.98%

-0.91%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.57%

9.23%

-1.66%

SYBT.DE vs. ELFE.DE - Expense Ratio Comparison

SYBT.DE has a 0.15% expense ratio, which is higher than ELFE.DE's 0.07% 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

SYBT.DE vs. ELFE.DE - Dividend Comparison

SYBT.DE's dividend yield for the trailing twelve months is around 3.51%, less than ELFE.DE's 4.24% yield.


PositionTTM20252024202320222021202020192018201720162015
ELFE.DE
Deka US Treasury 7-10 UCITS ETF
4.24%3.84%2.83%2.04%1.74%1.28%1.20%0.24%0.00%0.00%0.00%0.00%
SYBT.DE
SPDR Bloomberg US Treasury Bond UCITS ETF
3.51%3.70%2.92%2.21%1.31%0.92%1.98%2.11%1.58%1.66%1.29%1.25%

Frequently Asked Questions


SYBT.DE and ELFE.DE have a correlation of 0.88, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, ELFE.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.

ELFE.DE is cheaper with a 0.07% expense ratio, compared with 0.15% for SYBT.DE.

SYBT.DE tracks Bloomberg US Treasury, while ELFE.DE tracks Solactive US Treasury 7-10 Q Series USD. They also come from different issuers: State Street and Deka Investment GmbH. Their fees differ too: 0.15% for SYBT.DE and 0.07% for ELFE.DE.

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