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SYBW.DE vs. PR1T.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SYBW.DE vs. PR1T.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 Prime US Treasury Bond 0-1 Y UCITS ETF DR USD (C) (PR1T.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 3.59% return, which is significantly lower than PR1T.DE's 4.54% return.


SYBW.DE

1D
0.05%
1M
1.76%
6M
3.44%
YTD
3.59%
1Y
6.16%
3Y*
2.70%
5Y*
2.56%
10Y*
1.33%

PR1T.DE

1D
0.00%
1M
1.75%
6M
4.40%
YTD
4.54%
1Y
6.80%
3Y*
2.92%
5Y*
4.02%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SYBW.DE vs. PR1T.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
SYBW.DE
State Street SPDR Bloomberg 1-3 Year U.S. Treasury Bond UCITS ETF (Dist)
3.59%-6.50%9.98%0.49%2.02%7.59%-6.85%
PR1T.DE
Amundi Prime US Treasury Bond 0-1 Y UCITS ETF DR USD (C)
4.54%-7.38%11.28%1.27%6.78%8.43%-6.80%

Correlation

The correlation between SYBW.DE and PR1T.DE is 0.98 - 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

0.98

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

0.95

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

0.96

Correlation (All Time)
Calculated using the full available price history since Jul 21, 2020

0.94

The correlation between SYBW.DE and PR1T.DE has been stable across timeframes, ranging from 0.94 to 0.98 - a consistent structural relationship.

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Return for Risk

SYBW.DE vs. PR1T.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: 3636
Overall Rank
SYBW.DE Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
SYBW.DE Sortino Ratio Rank: 3636
Sortino Ratio Rank
SYBW.DE Omega Ratio Rank: 3232
Omega Ratio Rank
SYBW.DE Calmar Ratio Rank: 4040
Calmar Ratio Rank
SYBW.DE Martin Ratio Rank: 3434
Martin Ratio Rank

PR1T.DE
PR1T.DE Risk / Return Rank: 3838
Overall Rank
PR1T.DE Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
PR1T.DE Sortino Ratio Rank: 3535
Sortino Ratio Rank
PR1T.DE Omega Ratio Rank: 3232
Omega Ratio Rank
PR1T.DE Calmar Ratio Rank: 4848
Calmar Ratio Rank
PR1T.DE Martin Ratio Rank: 3737
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. PR1T.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 Prime US Treasury Bond 0-1 Y UCITS ETF DR USD (C) (PR1T.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.DEPR1T.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.01

Sortino ratioReturn per unit of downside risk

+0.01

Omega ratioGain probability vs. loss probability

1.19

1.20

0.00

Calmar ratioReturn relative to maximum drawdown

1.75

2.01

-0.27

Martin ratioReturn relative to average drawdown

4.36

4.78

-0.42

SYBW.DE vs. PR1T.DE - Sharpe Ratio Comparison

The current SYBW.DE Sharpe Ratio is 1.11, which is comparable to the PR1T.DE Sharpe Ratio of 1.12. The chart below compares the historical Sharpe Ratios of SYBW.DE and PR1T.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. PR1T.DE - Drawdown Comparison

The maximum SYBW.DE drawdown since its inception was -28.24%, which is greater than PR1T.DE's maximum drawdown of -11.76%. Use the drawdown chart below to compare losses from any high point for SYBW.DE and PR1T.DE.


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Drawdown Indicators


SYBW.DEPR1T.DEDifference

Max Drawdown

Largest peak-to-trough decline

-28.24%

-11.76%

-16.48%

Max Drawdown (1Y)

Largest decline over 1 year

-3.52%

-3.39%

-0.13%

Max Drawdown (3Y)

Largest decline over 3 years

-10.87%

-11.71%

+0.84%

Max Drawdown (5Y)

Largest decline over 5 years

-12.61%

-11.76%

-0.85%

Max Drawdown (10Y)

Largest decline over 10 years

-20.37%

Current Drawdown

Current decline from peak

-5.29%

-5.55%

+0.26%

Average Drawdown

Average peak-to-trough decline

-9.75%

-5.20%

-4.55%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.41%

1.42%

-0.01%

Volatility

SYBW.DE vs. PR1T.DE - Volatility Comparison

The current volatility for State Street SPDR Bloomberg 1-3 Year U.S. Treasury Bond UCITS ETF (Dist) (SYBW.DE) is 1.52%, while Amundi Prime US Treasury Bond 0-1 Y UCITS ETF DR USD (C) (PR1T.DE) has a volatility of 1.65%. This indicates that SYBW.DE experiences smaller price fluctuations and is considered to be less risky than PR1T.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.DEPR1T.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.52%

1.65%

-0.13%

Volatility (6M)

Calculated over the trailing 6-month period

3.95%

4.27%

-0.32%

Volatility (1Y)

Calculated over the trailing 1-year period

5.54%

6.08%

-0.54%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.16%

7.44%

-0.28%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.47%

7.25%

+3.22%

SYBW.DE vs. PR1T.DE - Expense Ratio Comparison

Both SYBW.DE and PR1T.DE have an expense ratio of 0.05%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

SYBW.DE vs. PR1T.DE - Dividend Comparison

SYBW.DE's dividend yield for the trailing twelve months is around 3.83%, while PR1T.DE has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
PR1T.DE
Amundi Prime US Treasury Bond 0-1 Y UCITS ETF DR USD (C)
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)
3.83%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 0.98, SYBW.DE and PR1T.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.

Both ETFs have the same 0.05% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

SYBW.DE and PR1T.DE have the same expense ratio: 0.05% per year.

SYBW.DE tracks Bloomberg U.S. 1-3 Year Treasury Bond Index, while PR1T.DE tracks Solactive US Treasury 0-1 Year Bond Index. They also come from different issuers: State Street and Amundi.

Portfolio Optimizer

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