SYBW.DE vs. E15G.DE
SYBW.DE (State Street SPDR Bloomberg 1-3 Year U.S. Treasury Bond UCITS ETF (Dist)) and E15G.DE (Amundi Euro Government Bond 15+Y UCITS ETF (Dist)) are both Government Bonds funds - SYBW.DE tracks the Bloomberg U.S. 1-3 Year Treasury Bond Index while E15G.DE tracks the Bloomberg Euro Treasury 50bn 15+ Year Bond Index. Both are passively managed. Over the past 5 years, SYBW.DE returned 2.52%/yr vs -8.79%/yr for E15G.DE. At a 0.01 correlation, their price movements are largely independent. SYBW.DE charges 0.05%/yr vs 0.15%/yr for E15G.DE.
Performance
SYBW.DE vs. E15G.DE - Performance Comparison
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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 E15G.DE's -1.02% 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%
E15G.DE
- 1D
- 0.30%
- 1M
- -2.83%
- 6M
- -2.08%
- YTD
- -1.02%
- 1Y
- -1.91%
- 3Y*
- -1.11%
- 5Y*
- -8.79%
- 10Y*
- —
SYBW.DE vs. E15G.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
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% |
E15G.DE Amundi Euro Government Bond 15+Y UCITS ETF (Dist) | -1.02% | -6.02% | -1.35% | 9.51% | -35.59% | -7.77% | 2.88% |
Correlation
The correlation between SYBW.DE and E15G.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 | -0.01 |
Correlation (All Time) Calculated using the full available price history since Sep 24, 2020 | 0.01 |
The correlation between SYBW.DE and E15G.DE shifts across timeframes, from -0.19 (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. E15G.DE — Risk / Return Rank
SYBW.DE
E15G.DE
SYBW.DE vs. E15G.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 15+Y UCITS ETF (Dist) (E15G.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.DE | E15G.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.08 | ||
| Sortino ratioReturn per unit of downside risk | +1.53 | ||
| Omega ratioGain probability vs. loss probability | 1.15 | 0.97 | +0.18 |
| Calmar ratioReturn relative to maximum drawdown | 1.34 | -0.31 | +1.65 |
| Martin ratioReturn relative to average drawdown | 3.36 | -0.63 | +3.99 |
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Drawdowns
SYBW.DE vs. E15G.DE - Drawdown Comparison
The maximum SYBW.DE drawdown since its inception was -28.24%, smaller than the maximum E15G.DE drawdown of -46.08%. Use the drawdown chart below to compare losses from any high point for SYBW.DE and E15G.DE.
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Drawdown Indicators
| SYBW.DE | E15G.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -28.24% | -46.08% | +17.84% |
Max Drawdown (1Y)Largest decline over 1 year | -3.52% | -6.17% | +2.65% |
Max Drawdown (3Y)Largest decline over 3 years | -10.87% | -12.77% | +1.90% |
Max Drawdown (5Y)Largest decline over 5 years | -12.61% | -44.05% | +31.44% |
Max Drawdown (10Y)Largest decline over 10 years | -20.37% | — | — |
Current DrawdownCurrent decline from peak | -5.13% | -40.88% | +35.75% |
Average DrawdownAverage peak-to-trough decline | -9.74% | -29.75% | +20.01% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.40% | 3.05% | -1.65% |
Volatility
SYBW.DE vs. E15G.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 15+Y UCITS ETF (Dist) (E15G.DE) has a volatility of 2.59%. This indicates that SYBW.DE experiences smaller price fluctuations and is considered to be less risky than E15G.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.DE | E15G.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.12% | 2.59% | -1.47% |
Volatility (6M)Calculated over the trailing 6-month period | 3.89% | 7.35% | -3.46% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.46% | 9.36% | -3.90% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.16% | 14.26% | -7.10% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 10.47% | 13.56% | -3.09% |
SYBW.DE vs. E15G.DE - Expense Ratio Comparison
SYBW.DE has a 0.05% expense ratio, which is lower than E15G.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. E15G.DE - Dividend Comparison
SYBW.DE's dividend yield for the trailing twelve months is around 3.82%, more than E15G.DE's 3.02% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
E15G.DE Amundi Euro Government Bond 15+Y UCITS ETF (Dist) | 3.02% | 2.99% | 2.47% | 2.13% | 2.81% | 1.91% | 0.73% | 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 E15G.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 E15G.DE.
SYBW.DE tracks Bloomberg U.S. 1-3 Year Treasury Bond Index, while E15G.DE tracks Bloomberg Euro Treasury 50bn 15+ Year Bond Index. They also come from different issuers: State Street and Amundi. Their fees differ too: 0.05% for SYBW.DE and 0.15% for E15G.DE.
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