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

Performance

SYBW.DE vs. DFOB.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 Amundi Euro Government Bond 25+Y UCITS ETF (Dist) (DFOB.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 3.77% return, which is significantly higher than DFOB.DE's -0.80% return.


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%

DFOB.DE

1D
0.44%
1M
-3.30%
6M
-2.18%
YTD
-0.80%
1Y
-2.63%
3Y*
-3.11%
5Y*
-11.67%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020
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%-5.01%
DFOB.DE
Amundi Euro Government Bond 25+Y UCITS ETF (Dist)
-0.80%-10.03%-3.74%9.37%-40.96%-10.62%3.53%

Correlation

The correlation between SYBW.DE and DFOB.DE is -0.17, 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

-0.17

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

-0.08

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

-0.01

Correlation (All Time)
Calculated using the full available price history since Sep 24, 2020

0.01

The correlation between SYBW.DE and DFOB.DE shifts across timeframes, from -0.17 (1 year) to 0.01 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

SYBW.DE vs. DFOB.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

DFOB.DE
DFOB.DE Risk / Return Rank: 77
Overall Rank
DFOB.DE Sharpe Ratio Rank: 88
Sharpe Ratio Rank
DFOB.DE Sortino Ratio Rank: 77
Sortino Ratio Rank
DFOB.DE Omega Ratio Rank: 77
Omega Ratio Rank
DFOB.DE Calmar Ratio Rank: 66
Calmar Ratio Rank
DFOB.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. DFOB.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 Amundi Euro Government Bond 25+Y UCITS ETF (Dist) (DFOB.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.DEDFOB.DEDifference
Sharpe ratioReturn per unit of total volatility

+1.12

Sortino ratioReturn per unit of downside risk

+1.57

Omega ratioGain probability vs. loss probability

1.15

0.97

+0.18

Calmar ratioReturn relative to maximum drawdown

1.34

-0.39

+1.74

Martin ratioReturn relative to average drawdown

3.36

-0.75

+4.12

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

The current SYBW.DE Sharpe Ratio is 0.87, which is higher than the DFOB.DE Sharpe Ratio of -0.24. The chart below compares the historical Sharpe Ratios of SYBW.DE and DFOB.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. DFOB.DE - Drawdown Comparison

The maximum SYBW.DE drawdown since its inception was -28.24%, smaller than the maximum DFOB.DE drawdown of -54.51%. Use the drawdown chart below to compare losses from any high point for SYBW.DE and DFOB.DE.


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Drawdown Indicators


SYBW.DEDFOB.DEDifference

Max Drawdown

Largest peak-to-trough decline

-28.24%

-54.51%

+26.27%

Max Drawdown (1Y)

Largest decline over 1 year

-3.52%

-6.66%

+3.14%

Max Drawdown (3Y)

Largest decline over 3 years

-10.87%

-18.08%

+7.21%

Max Drawdown (5Y)

Largest decline over 5 years

-12.61%

-51.78%

+39.17%

Max Drawdown (10Y)

Largest decline over 10 years

-20.37%

Current Drawdown

Current decline from peak

-5.13%

-51.10%

+45.97%

Average Drawdown

Average peak-to-trough decline

-9.74%

-36.49%

+26.75%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.40%

3.49%

-2.09%

Volatility

SYBW.DE vs. DFOB.DE - Volatility Comparison

The current volatility for State Street SPDR Bloomberg 1-3 Year U.S. Treasury Bond UCITS ETF (Dist) (SYBW.DE) is 1.12%, while Amundi Euro Government Bond 25+Y UCITS ETF (Dist) (DFOB.DE) has a volatility of 2.94%. This indicates that SYBW.DE experiences smaller price fluctuations and is considered to be less risky than DFOB.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.DEDFOB.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.12%

2.94%

-1.82%

Volatility (6M)

Calculated over the trailing 6-month period

3.89%

8.28%

-4.39%

Volatility (1Y)

Calculated over the trailing 1-year period

5.46%

10.89%

-5.43%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.16%

17.94%

-10.78%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.47%

17.09%

-6.62%

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

SYBW.DE has a 0.05% expense ratio, which is lower than DFOB.DE's 0.07% 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. DFOB.DE - Dividend Comparison

SYBW.DE's dividend yield for the trailing twelve months is around 3.82%, more than DFOB.DE's 3.41% yield.


PositionTTM20252024202320222021202020192018201720162015
DFOB.DE
Amundi Euro Government Bond 25+Y UCITS ETF (Dist)
3.41%3.39%1.55%2.16%2.43%1.51%0.58%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 DFOB.DE have a correlation of -0.17, 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 0.07% for DFOB.DE.

SYBW.DE tracks Bloomberg U.S. 1-3 Year Treasury Bond Index, while DFOB.DE tracks Bloomberg Euro Treasury 50bn 25+ Year Bond Index. They also come from different issuers: State Street and Amundi. Their fees differ too: 0.05% for SYBW.DE and 0.07% for DFOB.DE.

Portfolio Optimizer

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