PortfoliosLab logoPortfoliosLab logo
SYBW.DE vs. D5BE.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SYBW.DE vs. D5BE.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in State Street SPDR Bloomberg 1-3 Year U.S. Treasury Bond UCITS ETF (Dist) (SYBW.DE) and Xtrackers II US Treasuries 1-3 UCITS ETF (Dist) (D5BE.DE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

The year-to-date returns for both stocks are quite close, with SYBW.DE having a 3.77% return and D5BE.DE slightly lower at 3.73%. Both investments have delivered pretty close results over the past 10 years, with SYBW.DE having a 1.29% annualized return and D5BE.DE not far ahead at 1.33%.


SYBW.DE

1D
0.14%
1M
1.61%
6M
2.39%
YTD
3.77%
1Y
4.75%
3Y*
3.60%
5Y*
2.52%
10Y*
1.29%

D5BE.DE

1D
0.07%
1M
1.53%
6M
2.29%
YTD
3.73%
1Y
4.63%
3Y*
3.59%
5Y*
2.60%
10Y*
1.33%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SYBW.DE vs. D5BE.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SYBW.DE
State Street SPDR Bloomberg 1-3 Year U.S. Treasury Bond UCITS ETF (Dist)
3.77%-6.50%9.98%0.49%2.02%7.59%-6.16%5.97%6.10%-11.87%
D5BE.DE
Xtrackers II US Treasuries 1-3 UCITS ETF (Dist)
3.73%-6.60%10.00%0.62%2.33%7.69%-6.19%6.04%6.14%-11.86%

Correlation

The correlation between SYBW.DE and D5BE.DE is 0.99 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


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

0.99

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

0.99

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

1.00

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

0.99

Correlation (All Time)
Calculated using the full available price history since Aug 27, 2013

0.82

The correlation between SYBW.DE and D5BE.DE shifts across timeframes, from 0.82 (all time) to 1.00 (5 years), 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

SYBW.DE vs. D5BE.DE — Risk / Return Rank

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

SYBW.DE
SYBW.DE Risk / Return Rank: 3131
Overall Rank
SYBW.DE Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
SYBW.DE Sortino Ratio Rank: 3030
Sortino Ratio Rank
SYBW.DE Omega Ratio Rank: 2828
Omega Ratio Rank
SYBW.DE Calmar Ratio Rank: 3434
Calmar Ratio Rank
SYBW.DE Martin Ratio Rank: 3131
Martin Ratio Rank

D5BE.DE
D5BE.DE Risk / Return Rank: 3030
Overall Rank
D5BE.DE Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
D5BE.DE Sortino Ratio Rank: 2929
Sortino Ratio Rank
D5BE.DE Omega Ratio Rank: 2727
Omega Ratio Rank
D5BE.DE Calmar Ratio Rank: 3434
Calmar Ratio Rank
D5BE.DE Martin Ratio Rank: 3030
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.

SYBW.DE vs. D5BE.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for State Street SPDR Bloomberg 1-3 Year U.S. Treasury Bond UCITS ETF (Dist) (SYBW.DE) and Xtrackers II US Treasuries 1-3 UCITS ETF (Dist) (D5BE.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.


SYBW.DED5BE.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.01

Sortino ratioReturn per unit of downside risk

+0.04

Omega ratioGain probability vs. loss probability

1.15

1.15

0.00

Calmar ratioReturn relative to maximum drawdown

1.34

1.31

+0.03

Martin ratioReturn relative to average drawdown

3.36

3.26

+0.10

SYBW.DE vs. D5BE.DE - Sharpe Ratio Comparison

The current SYBW.DE Sharpe Ratio is 0.87, which is comparable to the D5BE.DE Sharpe Ratio of 0.86. The chart below compares the historical Sharpe Ratios of SYBW.DE and D5BE.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.


Loading charts...

Drawdowns

SYBW.DE vs. D5BE.DE - Drawdown Comparison

The maximum SYBW.DE drawdown since its inception was -28.24%, which is greater than D5BE.DE's maximum drawdown of -20.28%. Use the drawdown chart below to compare losses from any high point for SYBW.DE and D5BE.DE.


Loading charts...

Drawdown Indicators


SYBW.DED5BE.DEDifference

Max Drawdown

Largest peak-to-trough decline

-28.24%

-20.28%

-7.96%

Max Drawdown (1Y)

Largest decline over 1 year

-3.52%

-3.52%

0.00%

Max Drawdown (3Y)

Largest decline over 3 years

-10.87%

-10.97%

+0.10%

Max Drawdown (5Y)

Largest decline over 5 years

-12.61%

-12.50%

-0.11%

Max Drawdown (10Y)

Largest decline over 10 years

-20.37%

-20.28%

-0.09%

Current Drawdown

Current decline from peak

-5.13%

-5.26%

+0.13%

Average Drawdown

Average peak-to-trough decline

-9.74%

-5.10%

-4.64%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.40%

1.41%

-0.01%

Volatility

SYBW.DE vs. D5BE.DE - Volatility Comparison

State Street SPDR Bloomberg 1-3 Year U.S. Treasury Bond UCITS ETF (Dist) (SYBW.DE) and Xtrackers II US Treasuries 1-3 UCITS ETF (Dist) (D5BE.DE) have volatilities of 1.12% and 1.07%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


SYBW.DED5BE.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.12%

1.07%

+0.05%

Volatility (6M)

Calculated over the trailing 6-month period

3.89%

3.81%

+0.08%

Volatility (1Y)

Calculated over the trailing 1-year period

5.46%

5.42%

+0.04%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.16%

7.16%

0.00%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.47%

8.94%

+1.53%

SYBW.DE vs. D5BE.DE - Expense Ratio Comparison

SYBW.DE has a 0.05% expense ratio, which is lower than D5BE.DE's 0.06% 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

SYBW.DE vs. D5BE.DE - Dividend Comparison

SYBW.DE's dividend yield for the trailing twelve months is around 3.82%, more than D5BE.DE's 2.76% yield.


PositionTTM20252024202320222021202020192018201720162015
D5BE.DE
Xtrackers II US Treasuries 1-3 UCITS ETF (Dist)
2.76%2.89%2.24%1.84%1.00%2.74%2.66%1.16%0.93%0.78%0.00%0.00%
SYBW.DE
State Street SPDR Bloomberg 1-3 Year U.S. Treasury Bond UCITS ETF (Dist)
3.82%4.34%3.98%3.01%0.64%0.54%1.91%2.03%1.33%1.05%0.68%0.53%

Frequently Asked Questions


With a correlation of 0.99, SYBW.DE and D5BE.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, SYBW.DE is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SYBW.DE is cheaper with a 0.05% expense ratio, compared with 0.06% for D5BE.DE.

SYBW.DE tracks Bloomberg U.S. 1-3 Year Treasury Bond Index, while D5BE.DE tracks iBoxx USD Treasuries 1-3 Index. They also come from different issuers: State Street and Xtrackers. Their fees differ too: 0.05% for SYBW.DE and 0.06% for D5BE.DE.

Portfolio Optimizer

Find the right allocation for SYBW.DE and D5BE.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