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

Performance

SYBW.DE vs. SPYW.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 SPDR S&P Euro Dividend Aristocrats UCITS ETF (Dist) (SPYW.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 SPYW.DE's 9.29% return. Over the past 10 years, SYBW.DE has underperformed SPYW.DE with an annualized return of 1.33%, while SPYW.DE has yielded a comparatively higher 7.74% 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%

SPYW.DE

1D
0.54%
1M
3.80%
6M
8.97%
YTD
9.29%
1Y
12.97%
3Y*
14.82%
5Y*
8.95%
10Y*
7.74%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
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%
SPYW.DE
SPDR S&P Euro Dividend Aristocrats UCITS ETF (Dist)
9.29%20.21%8.31%17.92%-11.22%14.38%-11.88%23.33%-8.56%11.23%

Correlation

The correlation between SYBW.DE and SPYW.DE is -0.16, 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

-0.16

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

-0.22

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

-0.28

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

-0.14

Correlation (All Time)
Calculated using the full available price history since Aug 27, 2013

-0.05

The correlation between SYBW.DE and SPYW.DE shifts across timeframes, from -0.28 (5 years) to -0.05 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

SYBW.DE vs. SPYW.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

SPYW.DE
SPYW.DE Risk / Return Rank: 3939
Overall Rank
SPYW.DE Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
SPYW.DE Sortino Ratio Rank: 3838
Sortino Ratio Rank
SPYW.DE Omega Ratio Rank: 4141
Omega Ratio Rank
SPYW.DE Calmar Ratio Rank: 3737
Calmar Ratio Rank
SPYW.DE Martin Ratio Rank: 4040
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. SPYW.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 Euro Dividend Aristocrats UCITS ETF (Dist) (SPYW.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.DESPYW.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.11

Sortino ratioReturn per unit of downside risk

-0.06

Omega ratioGain probability vs. loss probability

1.19

1.23

-0.04

Calmar ratioReturn relative to maximum drawdown

1.75

1.62

+0.13

Martin ratioReturn relative to average drawdown

4.36

5.40

-1.04

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

The current SYBW.DE Sharpe Ratio is 1.11, which is comparable to the SPYW.DE Sharpe Ratio of 1.22. The chart below compares the historical Sharpe Ratios of SYBW.DE and SPYW.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. SPYW.DE - Drawdown Comparison

The maximum SYBW.DE drawdown since its inception was -28.24%, smaller than the maximum SPYW.DE drawdown of -38.67%. Use the drawdown chart below to compare losses from any high point for SYBW.DE and SPYW.DE.


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Drawdown Indicators


SYBW.DESPYW.DEDifference

Max Drawdown

Largest peak-to-trough decline

-28.24%

-38.67%

+10.43%

Max Drawdown (1Y)

Largest decline over 1 year

-3.52%

-7.99%

+4.47%

Max Drawdown (3Y)

Largest decline over 3 years

-10.87%

-11.64%

+0.77%

Max Drawdown (5Y)

Largest decline over 5 years

-12.61%

-23.99%

+11.38%

Max Drawdown (10Y)

Largest decline over 10 years

-20.37%

-38.67%

+18.30%

Current Drawdown

Current decline from peak

-5.29%

0.00%

-5.29%

Average Drawdown

Average peak-to-trough decline

-9.75%

-5.58%

-4.17%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.41%

2.40%

-0.99%

Volatility

SYBW.DE vs. SPYW.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 Euro Dividend Aristocrats UCITS ETF (Dist) (SPYW.DE) has a volatility of 2.20%. This indicates that SYBW.DE experiences smaller price fluctuations and is considered to be less risky than SPYW.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.DESPYW.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.52%

2.20%

-0.68%

Volatility (6M)

Calculated over the trailing 6-month period

3.95%

8.91%

-4.96%

Volatility (1Y)

Calculated over the trailing 1-year period

5.54%

10.61%

-5.07%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.16%

13.27%

-6.11%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.47%

14.62%

-4.15%

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

SYBW.DE has a 0.05% expense ratio, which is lower than SPYW.DE's 0.30% expense ratio.


Dividends

SYBW.DE vs. SPYW.DE - Dividend Comparison

SYBW.DE's dividend yield for the trailing twelve months is around 3.83%, more than SPYW.DE's 3.47% yield.


PositionTTM20252024202320222021202020192018201720162015
SPYW.DE
SPDR S&P Euro Dividend Aristocrats UCITS ETF (Dist)
3.47%4.07%3.67%3.31%3.62%2.78%3.05%3.10%3.74%3.15%2.97%2.99%
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 SPYW.DE have a correlation of -0.16, 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 0.30% for SPYW.DE.

SYBW.DE is categorized as Government Bonds, while SPYW.DE is Europe Equities. SYBW.DE tracks Bloomberg U.S. 1-3 Year Treasury Bond Index, while SPYW.DE tracks S&P Euro High Yield Dividend Aristocrats. Their fees differ too: 0.05% for SYBW.DE and 0.30% for SPYW.DE.

Portfolio Optimizer

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