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SYBV.DE vs. IS0P.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SYBV.DE vs. IS0P.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 Spain Government Bond UCITS ETF Dist (IS0P.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 -0.61% return, which is significantly lower than IS0P.DE's -0.28% return. Over the past 10 years, SYBV.DE has underperformed IS0P.DE with an annualized return of -2.02%, while IS0P.DE has yielded a comparatively higher 0.26% annualized return.


SYBV.DE

1D
-0.22%
1M
-1.70%
6M
-1.42%
YTD
-0.61%
1Y
-0.39%
3Y*
0.74%
5Y*
-7.02%
10Y*
-2.02%

IS0P.DE

1D
-0.01%
1M
-0.70%
6M
-0.53%
YTD
-0.28%
1Y
1.28%
3Y*
3.21%
5Y*
-1.97%
10Y*
0.26%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SYBV.DE vs. IS0P.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SYBV.DE
State Street SPDR Bloomberg 10+ Year Euro Government Bond UCITS ETF (Dist)
-0.61%-3.55%-0.53%9.88%-32.00%-6.75%10.69%15.42%2.38%-0.74%
IS0P.DE
iShares Spain Government Bond UCITS ETF Dist
-0.28%1.84%2.83%6.58%-17.73%-3.10%3.98%8.51%2.38%0.56%

Correlation

The correlation between SYBV.DE and IS0P.DE is 0.91, 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

0.91

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

0.94

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

0.96

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

0.90

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

0.89

The correlation between SYBV.DE and IS0P.DE has been stable across timeframes, ranging from 0.89 to 0.96 - a consistent structural relationship.

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Return for Risk

SYBV.DE vs. IS0P.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: 99
Sharpe Ratio Rank
SYBV.DE Sortino Ratio Rank: 88
Sortino Ratio Rank
SYBV.DE Omega Ratio Rank: 88
Omega Ratio Rank
SYBV.DE Calmar Ratio Rank: 99
Calmar Ratio Rank
SYBV.DE Martin Ratio Rank: 88
Martin Ratio Rank

IS0P.DE
IS0P.DE Risk / Return Rank: 1313
Overall Rank
IS0P.DE Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
IS0P.DE Sortino Ratio Rank: 1212
Sortino Ratio Rank
IS0P.DE Omega Ratio Rank: 1212
Omega Ratio Rank
IS0P.DE Calmar Ratio Rank: 1414
Calmar Ratio Rank
IS0P.DE Martin Ratio Rank: 1414
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. IS0P.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 Spain Government Bond UCITS ETF Dist (IS0P.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.DEIS0P.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.34

Sortino ratioReturn per unit of downside risk

-0.45

Omega ratioGain probability vs. loss probability

1.00

1.05

-0.06

Calmar ratioReturn relative to maximum drawdown

-0.07

0.37

-0.44

Martin ratioReturn relative to average drawdown

-0.15

0.95

-1.10

SYBV.DE vs. IS0P.DE - Sharpe Ratio Comparison

The current SYBV.DE Sharpe Ratio is -0.05, which is lower than the IS0P.DE Sharpe Ratio of 0.29. The chart below compares the historical Sharpe Ratios of SYBV.DE and IS0P.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. IS0P.DE - Drawdown Comparison

The maximum SYBV.DE drawdown since its inception was -40.94%, which is greater than IS0P.DE's maximum drawdown of -21.93%. Use the drawdown chart below to compare losses from any high point for SYBV.DE and IS0P.DE.


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Drawdown Indicators


SYBV.DEIS0P.DEDifference

Max Drawdown

Largest peak-to-trough decline

-40.94%

-21.93%

-19.01%

Max Drawdown (1Y)

Largest decline over 1 year

-5.56%

-3.42%

-2.14%

Max Drawdown (3Y)

Largest decline over 3 years

-10.05%

-3.98%

-6.07%

Max Drawdown (5Y)

Largest decline over 5 years

-39.22%

-20.84%

-18.38%

Max Drawdown (10Y)

Largest decline over 10 years

-40.94%

-21.93%

-19.01%

Current Drawdown

Current decline from peak

-34.12%

-11.78%

-22.34%

Average Drawdown

Average peak-to-trough decline

-16.94%

-5.99%

-10.95%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.61%

1.34%

+1.27%

Volatility

SYBV.DE vs. IS0P.DE - Volatility Comparison

State Street SPDR Bloomberg 10+ Year Euro Government Bond UCITS ETF (Dist) (SYBV.DE) has a higher volatility of 2.13% compared to iShares Spain Government Bond UCITS ETF Dist (IS0P.DE) at 1.16%. This indicates that SYBV.DE's price experiences larger fluctuations and is considered to be riskier than IS0P.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.DEIS0P.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.13%

1.16%

+0.97%

Volatility (6M)

Calculated over the trailing 6-month period

6.35%

3.71%

+2.64%

Volatility (1Y)

Calculated over the trailing 1-year period

8.01%

4.41%

+3.60%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.30%

6.24%

+6.06%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.42%

5.49%

+4.93%

SYBV.DE vs. IS0P.DE - Expense Ratio Comparison

SYBV.DE has a 0.15% expense ratio, which is lower than IS0P.DE's 0.20% 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

SYBV.DE vs. IS0P.DE - Dividend Comparison

SYBV.DE's dividend yield for the trailing twelve months is around 3.41%, more than IS0P.DE's 2.51% yield.


PositionTTM20252024202320222021202020192018201720162015
IS0P.DE
iShares Spain Government Bond UCITS ETF Dist
2.51%2.38%1.96%1.22%0.63%0.46%0.45%0.75%1.08%1.29%1.38%1.67%
SYBV.DE
State Street SPDR Bloomberg 10+ Year Euro Government Bond UCITS ETF (Dist)
3.41%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


With a correlation of 0.91, SYBV.DE and IS0P.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

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

SYBV.DE is cheaper with a 0.15% expense ratio, compared with 0.20% for IS0P.DE.

SYBV.DE tracks Bloomberg Euro 10+ Year Treasury Bond Index, while IS0P.DE tracks Bloomberg Spain Treasury Bond. They also come from different issuers: State Street and iShares. Their fees differ too: 0.15% for SYBV.DE and 0.20% for IS0P.DE.

Portfolio Optimizer

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