PortfoliosLab logoPortfoliosLab logo
SYBW.DE vs. IS05.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SYBW.DE vs. IS05.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 iShares € Govt Bond 20yr Target Duration UCITS ETF EUR (Dist) (IS05.DE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, SYBW.DE achieves a 3.77% return, which is significantly higher than IS05.DE's -1.07% return. Over the past 10 years, SYBW.DE has outperformed IS05.DE with an annualized return of 1.29%, while IS05.DE has yielded a comparatively lower -4.37% annualized 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%

IS05.DE

1D
0.32%
1M
-3.19%
6M
-2.29%
YTD
-1.07%
1Y
-4.44%
3Y*
-3.91%
5Y*
-10.86%
10Y*
-4.37%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SYBW.DE vs. IS05.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%
IS05.DE
iShares € Govt Bond 20yr Target Duration UCITS ETF EUR (Dist)
-1.07%-10.87%-5.27%8.12%-36.40%-8.01%10.93%19.50%0.75%-1.71%

Correlation

The correlation between SYBW.DE and IS05.DE is -0.15, 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

-0.15

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

-0.06

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

0.00

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

0.02

Correlation (All Time)
Calculated using the full available price history since Jan 23, 2015

0.03

The correlation between SYBW.DE and IS05.DE shifts across timeframes, from -0.15 (1 year) to 0.03 (all time), 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. IS05.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

IS05.DE
IS05.DE Risk / Return Rank: 55
Overall Rank
IS05.DE Sharpe Ratio Rank: 66
Sharpe Ratio Rank
IS05.DE Sortino Ratio Rank: 55
Sortino Ratio Rank
IS05.DE Omega Ratio Rank: 55
Omega Ratio Rank
IS05.DE Calmar Ratio Rank: 44
Calmar Ratio Rank
IS05.DE Martin Ratio Rank: 44
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. IS05.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 iShares € Govt Bond 20yr Target Duration UCITS ETF EUR (Dist) (IS05.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.DEIS05.DEDifference
Sharpe ratioReturn per unit of total volatility

+1.31

Sortino ratioReturn per unit of downside risk

+1.84

Omega ratioGain probability vs. loss probability

1.15

0.94

+0.21

Calmar ratioReturn relative to maximum drawdown

1.34

-0.64

+1.99

Martin ratioReturn relative to average drawdown

3.36

-1.13

+4.50

SYBW.DE vs. IS05.DE - Sharpe Ratio Comparison

The current SYBW.DE Sharpe Ratio is 0.87, which is higher than the IS05.DE Sharpe Ratio of -0.43. The chart below compares the historical Sharpe Ratios of SYBW.DE and IS05.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. IS05.DE - Drawdown Comparison

The maximum SYBW.DE drawdown since its inception was -28.24%, smaller than the maximum IS05.DE drawdown of -49.20%. Use the drawdown chart below to compare losses from any high point for SYBW.DE and IS05.DE.


Loading charts...

Drawdown Indicators


SYBW.DEIS05.DEDifference

Max Drawdown

Largest peak-to-trough decline

-28.24%

-49.20%

+20.96%

Max Drawdown (1Y)

Largest decline over 1 year

-3.52%

-6.87%

+3.35%

Max Drawdown (3Y)

Largest decline over 3 years

-10.87%

-18.96%

+8.09%

Max Drawdown (5Y)

Largest decline over 5 years

-12.61%

-46.31%

+33.70%

Max Drawdown (10Y)

Largest decline over 10 years

-20.37%

-49.20%

+28.83%

Current Drawdown

Current decline from peak

-5.13%

-48.34%

+43.21%

Average Drawdown

Average peak-to-trough decline

-9.74%

-21.84%

+12.10%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.40%

3.91%

-2.51%

Volatility

SYBW.DE vs. IS05.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 iShares € Govt Bond 20yr Target Duration UCITS ETF EUR (Dist) (IS05.DE) has a volatility of 3.05%. This indicates that SYBW.DE experiences smaller price fluctuations and is considered to be less risky than IS05.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


SYBW.DEIS05.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.12%

3.05%

-1.93%

Volatility (6M)

Calculated over the trailing 6-month period

3.89%

7.58%

-3.69%

Volatility (1Y)

Calculated over the trailing 1-year period

5.46%

10.25%

-4.79%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.16%

15.59%

-8.43%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.47%

15.45%

-4.98%

SYBW.DE vs. IS05.DE - Expense Ratio Comparison

SYBW.DE has a 0.05% expense ratio, which is lower than IS05.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. IS05.DE - Dividend Comparison

SYBW.DE's dividend yield for the trailing twelve months is around 3.82%, more than IS05.DE's 3.63% yield.


PositionTTM20252024202320222021202020192018201720162015
IS05.DE
iShares € Govt Bond 20yr Target Duration UCITS ETF EUR (Dist)
3.63%3.45%2.94%2.10%0.91%0.22%0.29%0.75%1.14%1.04%1.00%1.03%
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 IS05.DE have a correlation of -0.15, 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 IS05.DE.

SYBW.DE tracks Bloomberg U.S. 1-3 Year Treasury Bond Index, while IS05.DE tracks Markit iBoxx EUR Eurozone 20yr Target Duration Index. They also come from different issuers: State Street and iShares. Their fees differ too: 0.05% for SYBW.DE and 0.15% for IS05.DE.

Portfolio Optimizer

Find the right allocation for SYBW.DE and IS05.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