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SYBV.DE vs. IBCA.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SYBV.DE vs. IBCA.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in State Street SPDR Bloomberg 10+ Year Euro Government Bond UCITS ETF (Dist) (SYBV.DE) and iShares Euro Government Bond 1-3yr UCITS ETF (Dist) (IBCA.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, SYBV.DE achieves a 1.15% return, which is significantly higher than IBCA.DE's 0.56% return. Over the past 10 years, SYBV.DE has underperformed IBCA.DE with an annualized return of -1.97%, while IBCA.DE has yielded a comparatively higher 0.39% annualized return.


SYBV.DE

1D
-0.26%
1M
1.06%
6M
1.99%
YTD
1.15%
1Y
-0.58%
3Y*
1.11%
5Y*
-6.34%
10Y*
-1.97%

IBCA.DE

1D
-0.06%
1M
0.46%
6M
0.58%
YTD
0.56%
1Y
1.25%
3Y*
2.98%
5Y*
0.90%
10Y*
0.39%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SYBV.DE vs. IBCA.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SYBV.DE
State Street SPDR Bloomberg 10+ Year Euro Government Bond UCITS ETF (Dist)
1.15%-3.55%-0.53%9.88%-32.00%-6.75%10.69%15.42%2.38%-0.74%
IBCA.DE
iShares Euro Government Bond 1-3yr UCITS ETF (Dist)
0.56%2.32%3.06%3.49%-4.26%-0.84%-0.15%0.14%-0.27%0.02%

Correlation

The correlation between SYBV.DE and IBCA.DE is 0.64, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.64

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

0.70

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

0.74

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

0.65

Correlation (All Time)
Calculated using the full available price history since Feb 17, 2016

0.64

The correlation between SYBV.DE and IBCA.DE shifts across timeframes, from 0.64 (all time) to 0.74 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

SYBV.DE vs. IBCA.DE — Risk / Return Rank

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

SYBV.DE
SYBV.DE Risk / Return Rank: 88
Overall Rank
SYBV.DE Sharpe Ratio Rank: 88
Sharpe Ratio Rank
SYBV.DE Sortino Ratio Rank: 77
Sortino Ratio Rank
SYBV.DE Omega Ratio Rank: 77
Omega Ratio Rank
SYBV.DE Calmar Ratio Rank: 88
Calmar Ratio Rank
SYBV.DE Martin Ratio Rank: 88
Martin Ratio Rank

IBCA.DE
IBCA.DE Risk / Return Rank: 2828
Overall Rank
IBCA.DE Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
IBCA.DE Sortino Ratio Rank: 2727
Sortino Ratio Rank
IBCA.DE Omega Ratio Rank: 3232
Omega Ratio Rank
IBCA.DE Calmar Ratio Rank: 2525
Calmar Ratio Rank
IBCA.DE Martin Ratio Rank: 2828
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.

SYBV.DE vs. IBCA.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for State Street SPDR Bloomberg 10+ Year Euro Government Bond UCITS ETF (Dist) (SYBV.DE) and iShares Euro Government Bond 1-3yr UCITS ETF (Dist) (IBCA.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.


SYBV.DEIBCA.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.98

Sortino ratioReturn per unit of downside risk

-1.38

Omega ratioGain probability vs. loss probability

0.99

1.19

-0.20

Calmar ratioReturn relative to maximum drawdown

-0.10

1.09

-1.20

Martin ratioReturn relative to average drawdown

-0.23

3.41

-3.64

SYBV.DE vs. IBCA.DE - Sharpe Ratio Comparison

The current SYBV.DE Sharpe Ratio is -0.07, which is lower than the IBCA.DE Sharpe Ratio of 0.90. The chart below compares the historical Sharpe Ratios of SYBV.DE and IBCA.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

SYBV.DE vs. IBCA.DE - Drawdown Comparison

The maximum SYBV.DE drawdown since its inception was -40.94%, which is greater than IBCA.DE's maximum drawdown of -8.31%. Use the drawdown chart below to compare losses from any high point for SYBV.DE and IBCA.DE.


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Drawdown Indicators


SYBV.DEIBCA.DEDifference

Max Drawdown

Largest peak-to-trough decline

-40.94%

-8.31%

-32.63%

Max Drawdown (1Y)

Largest decline over 1 year

-5.56%

-1.14%

-4.42%

Max Drawdown (3Y)

Largest decline over 3 years

-10.05%

-1.14%

-8.91%

Max Drawdown (5Y)

Largest decline over 5 years

-39.22%

-5.21%

-34.01%

Max Drawdown (10Y)

Largest decline over 10 years

-40.94%

-8.31%

-32.63%

Current Drawdown

Current decline from peak

-32.96%

-0.06%

-32.90%

Average Drawdown

Average peak-to-trough decline

-16.89%

-0.84%

-16.05%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.53%

0.37%

+2.16%

Volatility

SYBV.DE vs. IBCA.DE - Volatility Comparison

State Street SPDR Bloomberg 10+ Year Euro Government Bond UCITS ETF (Dist) (SYBV.DE) has a higher volatility of 1.81% compared to iShares Euro Government Bond 1-3yr UCITS ETF (Dist) (IBCA.DE) at 0.25%. This indicates that SYBV.DE's price experiences larger fluctuations and is considered to be riskier than IBCA.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SYBV.DEIBCA.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.81%

0.25%

+1.56%

Volatility (6M)

Calculated over the trailing 6-month period

6.21%

1.30%

+4.91%

Volatility (1Y)

Calculated over the trailing 1-year period

7.93%

1.38%

+6.55%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.29%

1.56%

+10.73%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.42%

3.81%

+6.61%

SYBV.DE vs. IBCA.DE - Expense Ratio Comparison

Both SYBV.DE and IBCA.DE have an expense ratio of 0.15%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

SYBV.DE vs. IBCA.DE - Dividend Comparison

SYBV.DE's dividend yield for the trailing twelve months is around 3.35%, more than IBCA.DE's 2.17% yield.


PositionTTM20252024202320222021202020192018201720162015
IBCA.DE
iShares Euro Government Bond 1-3yr UCITS ETF (Dist)
2.17%2.45%2.47%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.04%0.29%
SYBV.DE
State Street SPDR Bloomberg 10+ Year Euro Government Bond UCITS ETF (Dist)
3.35%3.31%2.82%2.01%0.89%0.51%0.76%1.23%1.34%1.47%0.59%0.00%

Frequently Asked Questions


SYBV.DE and IBCA.DE have a correlation of 0.64, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.15% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

SYBV.DE and IBCA.DE have the same expense ratio: 0.15% per year.

SYBV.DE tracks Bloomberg Euro 10+ Year Treasury Bond Index, while IBCA.DE tracks Bloomberg Euro Government Bond 1-3. They also come from different issuers: State Street and iShares.

Portfolio Optimizer

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