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

Performance

SYBV.DE vs. SPYI.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 SPDR MSCI ACWI IMI UCITS ETF (SPYI.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 lower than SPYI.DE's 14.63% return. Over the past 10 years, SYBV.DE has underperformed SPYI.DE with an annualized return of -1.97%, while SPYI.DE has yielded a comparatively higher 12.19% 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%

SPYI.DE

1D
0.53%
1M
1.06%
6M
14.29%
YTD
14.63%
1Y
27.25%
3Y*
17.34%
5Y*
11.49%
10Y*
12.19%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SYBV.DE vs. SPYI.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%
SPYI.DE
SPDR MSCI ACWI IMI UCITS ETF
14.63%9.07%22.98%17.54%-12.93%27.77%5.37%29.81%-6.73%8.25%

Correlation

The correlation between SYBV.DE and SPYI.DE is 0.35, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.35

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

0.19

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

0.10

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

0.02

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

0.01

Over the past year, SYBV.DE and SPYI.DE have become more correlated (0.35) than their long-term average of 0.01, meaning their price movements have been converging.

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Return for Risk

SYBV.DE vs. SPYI.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

SPYI.DE
SPYI.DE Risk / Return Rank: 8787
Overall Rank
SPYI.DE Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
SPYI.DE Sortino Ratio Rank: 8686
Sortino Ratio Rank
SPYI.DE Omega Ratio Rank: 8686
Omega Ratio Rank
SPYI.DE Calmar Ratio Rank: 8888
Calmar Ratio Rank
SPYI.DE Martin Ratio Rank: 9090
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. SPYI.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 MSCI ACWI IMI UCITS ETF (SPYI.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.DESPYI.DEDifference
Sharpe ratioReturn per unit of total volatility

-2.38

Sortino ratioReturn per unit of downside risk

-3.25

Omega ratioGain probability vs. loss probability

0.99

1.43

-0.43

Calmar ratioReturn relative to maximum drawdown

-0.10

4.21

-4.31

Martin ratioReturn relative to average drawdown

-0.23

16.67

-16.90

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

The current SYBV.DE Sharpe Ratio is -0.07, which is lower than the SPYI.DE Sharpe Ratio of 2.31. The chart below compares the historical Sharpe Ratios of SYBV.DE and SPYI.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. SPYI.DE - Drawdown Comparison

The maximum SYBV.DE drawdown since its inception was -40.94%, roughly equal to the maximum SPYI.DE drawdown of -41.58%. Use the drawdown chart below to compare losses from any high point for SYBV.DE and SPYI.DE.


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Drawdown Indicators


SYBV.DESPYI.DEDifference

Max Drawdown

Largest peak-to-trough decline

-40.94%

-41.58%

+0.64%

Max Drawdown (1Y)

Largest decline over 1 year

-5.56%

-6.45%

+0.89%

Max Drawdown (3Y)

Largest decline over 3 years

-10.05%

-21.64%

+11.59%

Max Drawdown (5Y)

Largest decline over 5 years

-39.22%

-21.64%

-17.58%

Max Drawdown (10Y)

Largest decline over 10 years

-40.94%

-34.49%

-6.45%

Current Drawdown

Current decline from peak

-32.96%

-0.17%

-32.79%

Average Drawdown

Average peak-to-trough decline

-16.89%

-8.40%

-8.49%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.53%

1.63%

+0.90%

Volatility

SYBV.DE vs. SPYI.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 MSCI ACWI IMI UCITS ETF (SPYI.DE) has a volatility of 3.60%. This indicates that SYBV.DE experiences smaller price fluctuations and is considered to be less risky than SPYI.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.DESPYI.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.81%

3.60%

-1.79%

Volatility (6M)

Calculated over the trailing 6-month period

6.21%

8.62%

-2.41%

Volatility (1Y)

Calculated over the trailing 1-year period

7.93%

11.80%

-3.87%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.29%

13.98%

-1.69%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.42%

15.92%

-5.50%

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

SYBV.DE has a 0.15% expense ratio, which is lower than SPYI.DE's 0.17% 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. SPYI.DE - Dividend Comparison

SYBV.DE's dividend yield for the trailing twelve months is around 3.35%, while SPYI.DE has not paid dividends to shareholders.


PositionTTM2025202420232022202120202019201820172016
SPYI.DE
SPDR MSCI ACWI IMI UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
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%

Frequently Asked Questions


SYBV.DE and SPYI.DE have a correlation of 0.35, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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 0.17% for SPYI.DE.

SYBV.DE is categorized as European Government Bonds, while SPYI.DE is Global Equities. SYBV.DE tracks Bloomberg Euro 10+ Year Treasury Bond Index, while SPYI.DE tracks MSCI All Country World Investable Market (ACWI IMI). Their fees differ too: 0.15% for SYBV.DE and 0.17% for SPYI.DE.

Portfolio Optimizer

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