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

Performance

SYBT.DE vs. VUDP.F - 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 Vanguard U.S. Treasury 1-3 Year Bond UCITS ETF EUR Hedged Distributing (VUDP.F). 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 higher than VUDP.F's -1.75% 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%

VUDP.F

1D
0.10%
1M
-0.50%
YTD
-1.75%
6M
-1.80%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SYBT.DE vs. VUDP.F - Yearly Performance Comparison


Correlation

The correlation between SYBT.DE and VUDP.F is 0.03, 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 (All Time)
Calculated using the full available price history since Nov 7, 2025

0.03

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. VUDP.F — 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

VUDP.F
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. VUDP.F - 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 Vanguard U.S. Treasury 1-3 Year Bond UCITS ETF EUR Hedged Distributing (VUDP.F). 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.DEVUDP.FDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.05

Calmar ratioReturn relative to maximum drawdown

0.34

Martin ratioReturn relative to average drawdown

0.88

SYBT.DE vs. VUDP.F - Sharpe Ratio Comparison


Loading charts...

Sharpe Ratios by Period


SYBT.DEVUDP.FDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.25

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.05

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.10

Sharpe Ratio (All Time)

Calculated using the full available price history

0.35

-0.43

+0.78

Drawdowns

SYBT.DE vs. VUDP.F - Drawdown Comparison

The maximum SYBT.DE drawdown since its inception was -17.66%, which is greater than VUDP.F's maximum drawdown of -2.16%. Use the drawdown chart below to compare losses from any high point for SYBT.DE and VUDP.F.


Loading charts...

Drawdown Indicators


SYBT.DEVUDP.FDifference

Max Drawdown

Largest peak-to-trough decline

-17.66%

-2.16%

-15.50%

Max Drawdown (1Y)

Largest decline over 1 year

-4.22%

Max Drawdown (3Y)

Largest decline over 3 years

-11.03%

Max Drawdown (5Y)

Largest decline over 5 years

-13.06%

Max Drawdown (10Y)

Largest decline over 10 years

-17.66%

Current Drawdown

Current decline from peak

-13.25%

-1.97%

-11.28%

Average Drawdown

Average peak-to-trough decline

-8.61%

-0.82%

-7.79%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.62%

Volatility

SYBT.DE vs. VUDP.F - Volatility Comparison


Loading charts...

Volatility by Period


SYBT.DEVUDP.FDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.34%

Volatility (6M)

Calculated over the trailing 6-month period

4.16%

Volatility (1Y)

Calculated over the trailing 1-year period

5.77%

2.34%

+3.43%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.18%

2.34%

+5.84%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.74%

2.34%

+5.40%

SYBT.DE vs. VUDP.F - Expense Ratio Comparison

SYBT.DE has a 0.15% expense ratio, which is higher than VUDP.F's 0.10% 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. VUDP.F - Dividend Comparison

SYBT.DE's dividend yield for the trailing twelve months is around 3.62%, while VUDP.F has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
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%
VUDP.F
Vanguard U.S. Treasury 1-3 Year Bond UCITS ETF EUR Hedged Distributing
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


SYBT.DE and VUDP.F have a correlation of 0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, VUDP.F is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VUDP.F is cheaper with a 0.10% expense ratio, compared with 0.15% for SYBT.DE.

SYBT.DE tracks Bloomberg US Treasury, while VUDP.F tracks Bloomberg U.S. Treasury 1-3 Year Index Hedged in EUR. They also come from different issuers: State Street and Vanguard. Their fees differ too: 0.15% for SYBT.DE and 0.10% for VUDP.F.

Portfolio Optimizer

Find the right allocation for SYBT.DE and VUDP.F

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