PortfoliosLab logoPortfoliosLab logo
SYBT.DE vs. IQQE.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SYBT.DE vs. IQQE.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 iShares MSCI EM UCITS ETF (Dist) (IQQE.DE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, SYBT.DE achieves a 0.91% return, which is significantly lower than IQQE.DE's 27.09% return. Over the past 10 years, SYBT.DE has underperformed IQQE.DE with an annualized return of 0.75%, while IQQE.DE has yielded a comparatively higher 9.82% annualized return.


SYBT.DE

1D
-0.19%
1M
0.53%
YTD
0.91%
6M
0.10%
1Y
1.73%
3Y*
0.03%
5Y*
0.43%
10Y*
0.75%

IQQE.DE

1D
-1.70%
1M
3.86%
YTD
27.09%
6M
27.76%
1Y
48.91%
3Y*
20.70%
5Y*
8.39%
10Y*
9.82%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
SYBT.DE
SPDR Bloomberg US Treasury Bond UCITS ETF
0.91%-5.48%6.46%0.26%-7.00%5.72%-1.94%10.87%5.29%-10.13%
IQQE.DE
iShares MSCI EM UCITS ETF (Dist)
27.09%19.76%13.75%5.63%-14.17%4.20%7.47%20.26%-11.31%19.90%

Correlation

The correlation between SYBT.DE and IQQE.DE is 0.01, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

0.01

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

-0.02

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

-0.07

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

-0.04

Correlation (All Time)
Calculated using the full available price history since Jun 9, 2011

-0.00

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

SYBT.DE vs. IQQE.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: 1313
Overall Rank
SYBT.DE Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
SYBT.DE Sortino Ratio Rank: 1212
Sortino Ratio Rank
SYBT.DE Omega Ratio Rank: 1212
Omega Ratio Rank
SYBT.DE Calmar Ratio Rank: 1313
Calmar Ratio Rank
SYBT.DE Martin Ratio Rank: 1313
Martin Ratio Rank

IQQE.DE
IQQE.DE Risk / Return Rank: 8484
Overall Rank
IQQE.DE Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
IQQE.DE Sortino Ratio Rank: 8484
Sortino Ratio Rank
IQQE.DE Omega Ratio Rank: 8484
Omega Ratio Rank
IQQE.DE Calmar Ratio Rank: 8585
Calmar Ratio Rank
IQQE.DE Martin Ratio Rank: 8383
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. IQQE.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 iShares MSCI EM UCITS ETF (Dist) (IQQE.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.


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

-2.53

Sortino ratioReturn per unit of downside risk

-3.30

Omega ratioGain probability vs. loss probability

1.05

1.50

-0.45

Calmar ratioReturn relative to maximum drawdown

0.34

4.59

-4.26

Martin ratioReturn relative to average drawdown

0.88

16.67

-15.79

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

The current SYBT.DE Sharpe Ratio is 0.25, which is lower than the IQQE.DE Sharpe Ratio of 2.78. The chart below compares the historical Sharpe Ratios of SYBT.DE and IQQE.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.


Loading charts...

Sharpe Ratios by Period


SYBT.DEIQQE.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.25

2.78

-2.53

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.05

0.49

-0.44

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.10

0.53

-0.44

Sharpe Ratio (All Time)

Calculated using the full available price history

0.35

0.27

+0.08

Drawdowns

SYBT.DE vs. IQQE.DE - Drawdown Comparison

The maximum SYBT.DE drawdown since its inception was -17.66%, smaller than the maximum IQQE.DE drawdown of -59.33%. Use the drawdown chart below to compare losses from any high point for SYBT.DE and IQQE.DE.


Loading charts...

Drawdown Indicators


SYBT.DEIQQE.DEDifference

Max Drawdown

Largest peak-to-trough decline

-17.66%

-59.33%

+41.67%

Max Drawdown (1Y)

Largest decline over 1 year

-4.22%

-10.78%

+6.56%

Max Drawdown (3Y)

Largest decline over 3 years

-11.03%

-19.41%

+8.38%

Max Drawdown (5Y)

Largest decline over 5 years

-13.06%

-24.02%

+10.96%

Max Drawdown (10Y)

Largest decline over 10 years

-17.66%

-31.66%

+14.00%

Current Drawdown

Current decline from peak

-13.25%

-2.60%

-10.65%

Average Drawdown

Average peak-to-trough decline

-8.61%

-12.99%

+4.38%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.62%

2.98%

-1.36%

Volatility

SYBT.DE vs. IQQE.DE - Volatility Comparison

The current volatility for SPDR Bloomberg US Treasury Bond UCITS ETF (SYBT.DE) is 1.34%, while iShares MSCI EM UCITS ETF (Dist) (IQQE.DE) has a volatility of 7.24%. This indicates that SYBT.DE experiences smaller price fluctuations and is considered to be less risky than IQQE.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


SYBT.DEIQQE.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.34%

7.24%

-5.90%

Volatility (6M)

Calculated over the trailing 6-month period

4.16%

15.03%

-10.87%

Volatility (1Y)

Calculated over the trailing 1-year period

5.77%

17.83%

-12.06%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.18%

16.78%

-8.60%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.74%

18.33%

-10.59%

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

SYBT.DE has a 0.15% expense ratio, which is lower than IQQE.DE's 0.18% 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

SYBT.DE vs. IQQE.DE - Dividend Comparison

SYBT.DE's dividend yield for the trailing twelve months is around 3.62%, more than IQQE.DE's 1.49% yield.


PositionTTM20252024202320222021202020192018201720162015
IQQE.DE
iShares MSCI EM UCITS ETF (Dist)
1.49%1.87%2.19%2.34%2.91%1.99%1.53%1.75%1.94%1.42%1.83%2.22%
SYBT.DE
SPDR Bloomberg US Treasury Bond UCITS ETF
3.62%3.70%2.94%2.22%1.31%0.92%1.98%3.24%1.58%1.66%1.29%1.25%

Frequently Asked Questions


SYBT.DE and IQQE.DE have a correlation of 0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

SYBT.DE is cheaper with a 0.15% expense ratio, compared with 0.18% for IQQE.DE.

SYBT.DE is categorized as Government Bonds, while IQQE.DE is Emerging Markets Equities. SYBT.DE tracks Bloomberg US Treasury, while IQQE.DE tracks MSCI Emerging Markets. They also come from different issuers: State Street and iShares. Their fees differ too: 0.15% for SYBT.DE and 0.18% for IQQE.DE.

Portfolio Optimizer

Find the right allocation for SYBT.DE and IQQE.DE

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer