SYBV.DE vs. SPY5.DE
SYBV.DE (State Street SPDR Bloomberg 10+ Year Euro Government Bond UCITS ETF (Dist)) and SPY5.DE (SPDR S&P 500 UCITS ETF) are both exchange-traded funds - SYBV.DE is a European Government Bonds fund tracking the Bloomberg Euro 10+ Year Treasury Bond Index, while SPY5.DE is a S&P 500 fund tracking the S&P 500 Index. Both are passively managed. Over the past 10 years, SYBV.DE returned -1.97%/yr vs 14.69%/yr for SPY5.DE. At a correlation of -0.00, they often move in opposite directions. SYBV.DE charges 0.15%/yr vs 0.03%/yr for SPY5.DE.
Performance
SYBV.DE vs. SPY5.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, SYBV.DE achieves a 1.15% return, which is significantly lower than SPY5.DE's 12.25% return. Over the past 10 years, SYBV.DE has underperformed SPY5.DE with an annualized return of -1.97%, while SPY5.DE has yielded a comparatively higher 14.69% 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%
SPY5.DE
- 1D
- 0.23%
- 1M
- 0.64%
- 6M
- 13.05%
- YTD
- 12.25%
- 1Y
- 24.10%
- 3Y*
- 18.38%
- 5Y*
- 13.70%
- 10Y*
- 14.69%
SYBV.DE vs. SPY5.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
SPY5.DE SPDR S&P 500 UCITS ETF | 12.25% | 4.75% | 32.36% | 22.42% | -14.24% | 40.60% | 6.73% | 34.44% | -2.03% | 6.29% |
Correlation
The correlation between SYBV.DE and SPY5.DE is 0.23, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.23 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.12 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.07 |
Correlation (10Y) Calculated over the trailing 10-year period | -0.00 |
Correlation (All Time) Calculated using the full available price history since Feb 17, 2016 | -0.00 |
The correlation between SYBV.DE and SPY5.DE shifts across timeframes, from -0.00 (10 years) to 0.23 (1 year), reflecting how their relationship changes across market environments.
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
SYBV.DE vs. SPY5.DE — Risk / Return Rank
SYBV.DE
SPY5.DE
SYBV.DE vs. SPY5.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 SPDR S&P 500 UCITS ETF (SPY5.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.DE | SPY5.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.10 | ||
| Sortino ratioReturn per unit of downside risk | -2.83 | ||
| Omega ratioGain probability vs. loss probability | 0.99 | 1.37 | -0.38 |
| Calmar ratioReturn relative to maximum drawdown | -0.10 | 3.36 | -3.46 |
| Martin ratioReturn relative to average drawdown | -0.23 | 11.87 | -12.10 |
Loading charts...
Drawdowns
SYBV.DE vs. SPY5.DE - Drawdown Comparison
The maximum SYBV.DE drawdown since its inception was -40.94%, which is greater than SPY5.DE's maximum drawdown of -33.86%. Use the drawdown chart below to compare losses from any high point for SYBV.DE and SPY5.DE.
Loading charts...
Drawdown Indicators
| SYBV.DE | SPY5.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.94% | -33.86% | -7.08% |
Max Drawdown (1Y)Largest decline over 1 year | -5.56% | -7.15% | +1.59% |
Max Drawdown (3Y)Largest decline over 3 years | -10.05% | -23.34% | +13.29% |
Max Drawdown (5Y)Largest decline over 5 years | -39.22% | -23.34% | -15.88% |
Max Drawdown (10Y)Largest decline over 10 years | -40.94% | -33.86% | -7.08% |
Current DrawdownCurrent decline from peak | -32.96% | -0.62% | -32.34% |
Average DrawdownAverage peak-to-trough decline | -16.89% | -3.91% | -12.98% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.53% | 2.03% | +0.50% |
Volatility
SYBV.DE vs. SPY5.DE - Volatility Comparison
The current volatility for State Street SPDR Bloomberg 10+ Year Euro Government Bond UCITS ETF (Dist) (SYBV.DE) is 1.81%, while SPDR S&P 500 UCITS ETF (SPY5.DE) has a volatility of 3.64%. This indicates that SYBV.DE experiences smaller price fluctuations and is considered to be less risky than SPY5.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| SYBV.DE | SPY5.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.81% | 3.64% | -1.83% |
Volatility (6M)Calculated over the trailing 6-month period | 6.21% | 8.02% | -1.81% |
Volatility (1Y)Calculated over the trailing 1-year period | 7.93% | 11.88% | -3.95% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.29% | 15.23% | -2.94% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 10.42% | 16.07% | -5.65% |
SYBV.DE vs. SPY5.DE - Expense Ratio Comparison
SYBV.DE has a 0.15% expense ratio, which is higher than SPY5.DE's 0.03% 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
SYBV.DE vs. SPY5.DE - Dividend Comparison
SYBV.DE's dividend yield for the trailing twelve months is around 3.35%, more than SPY5.DE's 0.90% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SPY5.DE SPDR S&P 500 UCITS ETF | 0.90% | 0.99% | 1.03% | 1.22% | 1.42% | 0.95% | 1.37% | 1.43% | 0.80% | 1.21% | 1.57% | 1.69% |
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 SPY5.DE have a correlation of 0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SPY5.DE is cheaper at 0.03% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SPY5.DE is cheaper with a 0.03% expense ratio, compared with 0.15% for SYBV.DE.
SYBV.DE is categorized as European Government Bonds, while SPY5.DE is S&P 500. SYBV.DE tracks Bloomberg Euro 10+ Year Treasury Bond Index, while SPY5.DE tracks S&P 500 Index. Their fees differ too: 0.15% for SYBV.DE and 0.03% for SPY5.DE.
Find the right allocation for SYBV.DE and SPY5.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