SYBT.DE vs. PGTQX
SYBT.DE (SPDR Bloomberg US Treasury Bond UCITS ETF) and PGTQX (PGIM Global Total Return Fund - Class R6) are both funds - SYBT.DE is a Government Bonds fund tracking the Bloomberg US Treasury, while PGTQX is a Global Bonds fund managed by PGIM. Over the past 10 years, SYBT.DE returned 0.75%/yr vs 1.56%/yr for PGTQX. A 0.65 correlation means they provide meaningful diversification when combined. SYBT.DE charges 0.15%/yr vs 0.54%/yr for PGTQX.
Performance
SYBT.DE vs. PGTQX - Performance Comparison
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Different Trading Currencies
SYBT.DE is traded in EUR, while PGTQX is traded in USD. To make them comparable, the PGTQX values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, SYBT.DE achieves a 0.91% return, which is significantly lower than PGTQX's 1.35% return. Over the past 10 years, SYBT.DE has underperformed PGTQX with an annualized return of 0.75%, while PGTQX has yielded a comparatively higher 1.56% 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%
PGTQX
- 1D
- 0.06%
- 1M
- 0.58%
- YTD
- 1.35%
- 6M
- 0.98%
- 1Y
- 2.16%
- 3Y*
- 3.02%
- 5Y*
- -0.69%
- 10Y*
- 1.56%
SYBT.DE vs. PGTQX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
PGTQX PGIM Global Total Return Fund - Class R6 | 1.35% | -2.05% | 6.93% | 5.21% | -17.52% | 1.08% | 1.00% | 17.82% | 3.03% | -0.37% |
Correlation
The correlation between SYBT.DE and PGTQX is 0.50, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.50 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.65 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.67 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.65 |
Correlation (All Time) Calculated using the full available price history since Feb 6, 2012 | 0.65 |
The correlation between SYBT.DE and PGTQX shifts across timeframes, from 0.50 (1 year) to 0.67 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
SYBT.DE vs. PGTQX — Risk / Return Rank
SYBT.DE
PGTQX
SYBT.DE vs. PGTQX - 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 PGIM Global Total Return Fund - Class R6 (PGTQX). 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.DE | PGTQX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.19 | ||
| Sortino ratioReturn per unit of downside risk | -0.24 | ||
| Omega ratioGain probability vs. loss probability | 1.05 | 1.08 | -0.03 |
| Calmar ratioReturn relative to maximum drawdown | 0.34 | 0.70 | -0.37 |
| Martin ratioReturn relative to average drawdown | 0.88 | 1.62 | -0.74 |
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
| SYBT.DE | PGTQX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.25 | 0.44 | -0.19 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.05 | -0.11 | +0.17 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.10 | 0.07 | +0.02 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.35 | 0.16 | +0.18 |
Drawdowns
SYBT.DE vs. PGTQX - Drawdown Comparison
The maximum SYBT.DE drawdown since its inception was -17.66%, smaller than the maximum PGTQX drawdown of -37.25%. Use the drawdown chart below to compare losses from any high point for SYBT.DE and PGTQX.
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Drawdown Indicators
| SYBT.DE | PGTQX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -17.66% | -37.25% | +19.59% |
Max Drawdown (1Y)Largest decline over 1 year | -4.22% | -2.77% | -1.45% |
Max Drawdown (3Y)Largest decline over 3 years | -11.03% | -7.31% | -3.72% |
Max Drawdown (5Y)Largest decline over 5 years | -13.06% | -19.34% | +6.28% |
Max Drawdown (10Y)Largest decline over 10 years | -17.66% | -37.25% | +19.59% |
Current DrawdownCurrent decline from peak | -13.25% | -25.98% | +12.73% |
Average DrawdownAverage peak-to-trough decline | -8.61% | -18.43% | +9.82% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.62% | 1.22% | +0.40% |
Volatility
SYBT.DE vs. PGTQX - Volatility Comparison
SPDR Bloomberg US Treasury Bond UCITS ETF (SYBT.DE) has a higher volatility of 1.34% compared to PGIM Global Total Return Fund - Class R6 (PGTQX) at 1.17%. This indicates that SYBT.DE's price experiences larger fluctuations and is considered to be riskier than PGTQX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SYBT.DE | PGTQX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.34% | 1.17% | +0.17% |
Volatility (6M)Calculated over the trailing 6-month period | 4.16% | 3.48% | +0.68% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.77% | 4.47% | +1.30% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 8.18% | 6.11% | +2.07% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.74% | 21.40% | -13.66% |
SYBT.DE vs. PGTQX - Expense Ratio Comparison
SYBT.DE has a 0.15% expense ratio, which is lower than PGTQX's 0.54% expense ratio.
Dividends
SYBT.DE vs. PGTQX - Dividend Comparison
SYBT.DE's dividend yield for the trailing twelve months is around 3.62%, less than PGTQX's 4.02% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PGTQX PGIM Global Total Return Fund - Class R6 | 4.02% | 4.00% | 4.47% | 2.96% | 3.53% | 3.36% | 3.94% | 8.65% | 3.63% | 3.41% | 4.02% | 3.85% |
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 PGTQX have a correlation of 0.50, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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