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SYBW.DE vs. DBXG.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SYBW.DE vs. DBXG.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 Eurozone Government Bond 25+ UCITS ETF (Acc) (DBXG.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, SYBW.DE achieves a 3.74% return, which is significantly higher than DBXG.DE's -0.84% return. Over the past 10 years, SYBW.DE has outperformed DBXG.DE with an annualized return of 1.34%, while DBXG.DE has yielded a comparatively lower -3.92% annualized return.


SYBW.DE

1D
0.14%
1M
1.58%
6M
2.78%
YTD
3.74%
1Y
4.90%
3Y*
3.66%
5Y*
2.51%
10Y*
1.34%

DBXG.DE

1D
-0.11%
1M
-2.23%
6M
-1.97%
YTD
-0.84%
1Y
-2.25%
3Y*
-2.25%
5Y*
-11.34%
10Y*
-3.92%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
SYBW.DE
State Street SPDR Bloomberg 1-3 Year U.S. Treasury Bond UCITS ETF (Dist)
3.74%-6.50%9.98%0.49%2.02%7.59%-6.16%5.97%6.10%-11.87%
DBXG.DE
Xtrackers II Eurozone Government Bond 25+ UCITS ETF (Acc)
-0.84%-9.41%-3.96%9.47%-40.42%-9.69%16.29%21.12%4.90%-2.36%

Correlation

The correlation between SYBW.DE and DBXG.DE is -0.19, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.19

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

-0.09

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

-0.02

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

0.02

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

0.03

The correlation between SYBW.DE and DBXG.DE shifts across timeframes, from -0.19 (1 year) to 0.03 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

SYBW.DE vs. DBXG.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: 2929
Overall Rank
SYBW.DE Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
SYBW.DE Sortino Ratio Rank: 2828
Sortino Ratio Rank
SYBW.DE Omega Ratio Rank: 2525
Omega Ratio Rank
SYBW.DE Calmar Ratio Rank: 3232
Calmar Ratio Rank
SYBW.DE Martin Ratio Rank: 2929
Martin Ratio Rank

DBXG.DE
DBXG.DE Risk / Return Rank: 77
Overall Rank
DBXG.DE Sharpe Ratio Rank: 77
Sharpe Ratio Rank
DBXG.DE Sortino Ratio Rank: 77
Sortino Ratio Rank
DBXG.DE Omega Ratio Rank: 77
Omega Ratio Rank
DBXG.DE Calmar Ratio Rank: 66
Calmar Ratio Rank
DBXG.DE Martin Ratio Rank: 66
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. DBXG.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 Eurozone Government Bond 25+ UCITS ETF (Acc) (DBXG.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.DEDBXG.DEDifference
Sharpe ratioReturn per unit of total volatility

+1.09

Sortino ratioReturn per unit of downside risk

+1.54

Omega ratioGain probability vs. loss probability

1.15

0.98

+0.18

Calmar ratioReturn relative to maximum drawdown

1.39

-0.33

+1.72

Martin ratioReturn relative to average drawdown

3.46

-0.64

+4.10

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

The current SYBW.DE Sharpe Ratio is 0.89, which is higher than the DBXG.DE Sharpe Ratio of -0.20. The chart below compares the historical Sharpe Ratios of SYBW.DE and DBXG.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

SYBW.DE vs. DBXG.DE - Drawdown Comparison

The maximum SYBW.DE drawdown since its inception was -28.24%, smaller than the maximum DBXG.DE drawdown of -53.51%. Use the drawdown chart below to compare losses from any high point for SYBW.DE and DBXG.DE.


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Drawdown Indicators


SYBW.DEDBXG.DEDifference

Max Drawdown

Largest peak-to-trough decline

-28.24%

-53.51%

+25.27%

Max Drawdown (1Y)

Largest decline over 1 year

-3.52%

-6.77%

+3.25%

Max Drawdown (3Y)

Largest decline over 3 years

-10.87%

-17.62%

+6.75%

Max Drawdown (5Y)

Largest decline over 5 years

-12.61%

-51.05%

+38.44%

Max Drawdown (10Y)

Largest decline over 10 years

-20.37%

-53.51%

+33.14%

Current Drawdown

Current decline from peak

-5.15%

-49.84%

+44.69%

Average Drawdown

Average peak-to-trough decline

-9.74%

-16.11%

+6.37%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.41%

3.53%

-2.12%

Volatility

SYBW.DE vs. DBXG.DE - Volatility Comparison

The current volatility for State Street SPDR Bloomberg 1-3 Year U.S. Treasury Bond UCITS ETF (Dist) (SYBW.DE) is 1.41%, while Xtrackers II Eurozone Government Bond 25+ UCITS ETF (Acc) (DBXG.DE) has a volatility of 2.98%. This indicates that SYBW.DE experiences smaller price fluctuations and is considered to be less risky than DBXG.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SYBW.DEDBXG.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.41%

2.98%

-1.57%

Volatility (6M)

Calculated over the trailing 6-month period

3.90%

8.36%

-4.46%

Volatility (1Y)

Calculated over the trailing 1-year period

5.54%

11.08%

-5.54%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.16%

17.72%

-10.56%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.47%

15.16%

-4.69%

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

SYBW.DE has a 0.05% expense ratio, which is lower than DBXG.DE's 0.15% 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. DBXG.DE - Dividend Comparison

SYBW.DE's dividend yield for the trailing twelve months is around 3.82%, while DBXG.DE has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
DBXG.DE
Xtrackers II Eurozone Government Bond 25+ UCITS ETF (Acc)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%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


SYBW.DE and DBXG.DE have a correlation of -0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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 0.15% for DBXG.DE.

SYBW.DE tracks Bloomberg U.S. 1-3 Year Treasury Bond Index, while DBXG.DE tracks iBoxx EUR Eurozone 25+ Index. They also come from different issuers: State Street and Xtrackers. Their fees differ too: 0.05% for SYBW.DE and 0.15% for DBXG.DE.

Portfolio Optimizer

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