SYBW.DE vs. SPY5.DE
SYBW.DE (State Street SPDR Bloomberg 1-3 Year U.S. Treasury Bond UCITS ETF (Dist)) and SPY5.DE (SPDR S&P 500 UCITS ETF) are both exchange-traded funds - SYBW.DE is a Government Bonds fund tracking the Bloomberg U.S. 1-3 Year Treasury Bond Index, while SPY5.DE is a S&P 500 fund tracking the S&P 500 Index. Both are passively managed. Over the past 10 years, SYBW.DE returned 1.33%/yr vs 14.69%/yr for SPY5.DE. At a 0.29 correlation, their price movements are largely independent. SYBW.DE charges 0.05%/yr vs 0.03%/yr for SPY5.DE.
Performance
SYBW.DE vs. SPY5.DE - Performance Comparison
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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 SPY5.DE's 12.25% return. Over the past 10 years, SYBW.DE has underperformed SPY5.DE with an annualized return of 1.33%, while SPY5.DE has yielded a comparatively higher 14.69% annualized 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%
SPY5.DE
- 1D
- 0.23%
- 1M
- 0.64%
- 6M
- 13.05%
- YTD
- 12.25%
- 1Y
- 24.10%
- 3Y*
- 18.38%
- 5Y*
- 13.70%
- 10Y*
- 14.69%
SYBW.DE vs. SPY5.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% | -6.16% | 5.97% | 6.10% | -11.87% |
SPY5.DE SPDR S&P 500 UCITS ETF | 12.25% | 4.75% | 32.36% | 22.42% | -14.24% | 40.60% | 6.73% | 34.44% | -2.03% | 6.29% |
Correlation
The correlation between SYBW.DE and SPY5.DE is 0.18, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.18 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.22 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.09 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.21 |
Correlation (All Time) Calculated using the full available price history since Aug 27, 2013 | 0.29 |
The correlation between SYBW.DE and SPY5.DE shifts across timeframes, from 0.09 (5 years) to 0.29 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
SYBW.DE vs. SPY5.DE — Risk / Return Rank
SYBW.DE
SPY5.DE
SYBW.DE vs. SPY5.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 SPDR S&P 500 UCITS ETF (SPY5.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 | SPY5.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.92 | ||
| Sortino ratioReturn per unit of downside risk | -1.13 | ||
| Omega ratioGain probability vs. loss probability | 1.19 | 1.37 | -0.18 |
| Calmar ratioReturn relative to maximum drawdown | 1.75 | 3.36 | -1.61 |
| Martin ratioReturn relative to average drawdown | 4.36 | 11.87 | -7.51 |
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Drawdowns
SYBW.DE vs. SPY5.DE - Drawdown Comparison
The maximum SYBW.DE drawdown since its inception was -28.24%, smaller than the maximum SPY5.DE drawdown of -33.86%. Use the drawdown chart below to compare losses from any high point for SYBW.DE and SPY5.DE.
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Drawdown Indicators
| SYBW.DE | SPY5.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -28.24% | -33.86% | +5.62% |
Max Drawdown (1Y)Largest decline over 1 year | -3.52% | -7.15% | +3.63% |
Max Drawdown (3Y)Largest decline over 3 years | -10.87% | -23.34% | +12.47% |
Max Drawdown (5Y)Largest decline over 5 years | -12.61% | -23.34% | +10.73% |
Max Drawdown (10Y)Largest decline over 10 years | -20.37% | -33.86% | +13.49% |
Current DrawdownCurrent decline from peak | -5.29% | -0.62% | -4.67% |
Average DrawdownAverage peak-to-trough decline | -9.75% | -3.91% | -5.84% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.41% | 2.03% | -0.62% |
Volatility
SYBW.DE vs. SPY5.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 SPDR S&P 500 UCITS ETF (SPY5.DE) has a volatility of 3.64%. This indicates that SYBW.DE experiences smaller price fluctuations and is considered to be less risky than SPY5.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 | SPY5.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.52% | 3.64% | -2.12% |
Volatility (6M)Calculated over the trailing 6-month period | 3.95% | 8.02% | -4.07% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.54% | 11.88% | -6.34% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.16% | 15.23% | -8.07% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 10.47% | 16.07% | -5.60% |
SYBW.DE vs. SPY5.DE - Expense Ratio Comparison
SYBW.DE has a 0.05% expense ratio, which is higher than SPY5.DE's 0.03% expense ratio. However, 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. SPY5.DE - Dividend Comparison
SYBW.DE's dividend yield for the trailing twelve months is around 3.83%, more than SPY5.DE's 0.90% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SPY5.DE SPDR S&P 500 UCITS ETF | 0.90% | 0.99% | 1.03% | 1.22% | 1.42% | 0.95% | 1.37% | 1.43% | 0.80% | 1.21% | 1.57% | 1.69% |
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
SYBW.DE and SPY5.DE have a correlation of 0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SPY5.DE is cheaper at 0.03% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SPY5.DE is cheaper with a 0.03% expense ratio, compared with 0.05% for SYBW.DE.
SYBW.DE is categorized as Government Bonds, while SPY5.DE is S&P 500. SYBW.DE tracks Bloomberg U.S. 1-3 Year Treasury Bond Index, while SPY5.DE tracks S&P 500 Index. Their fees differ too: 0.05% for SYBW.DE and 0.03% for SPY5.DE.
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