SYBW.DE vs. SYB5.DE
SYBW.DE (State Street SPDR Bloomberg 1-3 Year U.S. Treasury Bond UCITS ETF (Dist)) and SYB5.DE (State Street SPDR Bloomberg 1-5 Year Gilt UCITS ETF (Dist)) are both Government Bonds funds from State Street - SYBW.DE tracks the Bloomberg U.S. 1-3 Year Treasury Bond Index while SYB5.DE tracks the Bloomberg Sterling 1-5 Year Aggregate Gilts Bond Index. Both are passively managed. Over the past 10 years, SYBW.DE returned 1.29%/yr vs 0.46%/yr for SYB5.DE. At a 0.26 correlation, their price movements are largely independent. SYBW.DE charges 0.05%/yr vs 0.15%/yr for SYB5.DE.
Performance
SYBW.DE vs. SYB5.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 SYB5.DE's 3.17% return. Over the past 10 years, SYBW.DE has outperformed SYB5.DE with an annualized return of 1.29%, while SYB5.DE has yielded a comparatively lower 0.46% 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%
SYB5.DE
- 1D
- -0.19%
- 1M
- 1.54%
- 6M
- 2.25%
- YTD
- 3.17%
- 1Y
- 4.31%
- 3Y*
- 4.69%
- 5Y*
- 1.04%
- 10Y*
- 0.46%
SYBW.DE vs. SYB5.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) | 3.77% | -6.50% | 9.98% | 0.49% | 2.02% | 7.59% | -6.16% | 5.97% | 6.10% | -11.87% |
SYB5.DE State Street SPDR Bloomberg 1-5 Year Gilt UCITS ETF (Dist) | 3.17% | 0.33% | 6.69% | 5.72% | -10.68% | 5.60% | -4.05% | 6.95% | -1.42% | -4.07% |
Correlation
The correlation between SYBW.DE and SYB5.DE is 0.02, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.02 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.16 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.16 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.20 |
Correlation (All Time) Calculated using the full available price history since Aug 27, 2013 | 0.26 |
Over the past year, the correlation between SYBW.DE and SYB5.DE has dropped to 0.02 - well below their long-term average of 0.26, suggesting their price drivers have been diverging.
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Return for Risk
SYBW.DE vs. SYB5.DE — Risk / Return Rank
SYBW.DE
SYB5.DE
SYBW.DE vs. SYB5.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 State Street SPDR Bloomberg 1-5 Year Gilt UCITS ETF (Dist) (SYB5.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 | SYB5.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.07 | ||
| Sortino ratioReturn per unit of downside risk | -0.05 | ||
| Omega ratioGain probability vs. loss probability | 1.15 | 1.17 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | 1.34 | 2.12 | -0.78 |
| Martin ratioReturn relative to average drawdown | 3.36 | 5.59 | -2.23 |
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Drawdowns
SYBW.DE vs. SYB5.DE - Drawdown Comparison
The maximum SYBW.DE drawdown since its inception was -28.24%, which is greater than SYB5.DE's maximum drawdown of -26.72%. Use the drawdown chart below to compare losses from any high point for SYBW.DE and SYB5.DE.
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Drawdown Indicators
| SYBW.DE | SYB5.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -28.24% | -26.72% | -1.52% |
Max Drawdown (1Y)Largest decline over 1 year | -3.52% | -2.02% | -1.50% |
Max Drawdown (3Y)Largest decline over 3 years | -10.87% | -4.43% | -6.44% |
Max Drawdown (5Y)Largest decline over 5 years | -12.61% | -15.56% | +2.95% |
Max Drawdown (10Y)Largest decline over 10 years | -20.37% | -16.19% | -4.18% |
Current DrawdownCurrent decline from peak | -5.13% | -10.23% | +5.10% |
Average DrawdownAverage peak-to-trough decline | -9.74% | -13.57% | +3.83% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.40% | 0.77% | +0.63% |
Volatility
SYBW.DE vs. SYB5.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 State Street SPDR Bloomberg 1-5 Year Gilt UCITS ETF (Dist) (SYB5.DE) has a volatility of 1.38%. This indicates that SYBW.DE experiences smaller price fluctuations and is considered to be less risky than SYB5.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 | SYB5.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.12% | 1.38% | -0.26% |
Volatility (6M)Calculated over the trailing 6-month period | 3.89% | 3.51% | +0.38% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.46% | 4.56% | +0.90% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.16% | 6.28% | +0.88% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 10.47% | 6.93% | +3.54% |
SYBW.DE vs. SYB5.DE - Expense Ratio Comparison
SYBW.DE has a 0.05% expense ratio, which is lower than SYB5.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. SYB5.DE - Dividend Comparison
SYBW.DE's dividend yield for the trailing twelve months is around 3.82%, more than SYB5.DE's 3.55% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SYB5.DE State Street SPDR Bloomberg 1-5 Year Gilt UCITS ETF (Dist) | 3.55% | 3.52% | 2.66% | 1.30% | 0.19% | 0.12% | 0.48% | 0.57% | 0.40% | 0.54% | 0.94% | 0.99% |
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 SYB5.DE have a correlation of 0.02, 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 SYB5.DE.
SYBW.DE tracks Bloomberg U.S. 1-3 Year Treasury Bond Index, while SYB5.DE tracks Bloomberg Sterling 1-5 Year Aggregate Gilts Bond Index. Their fees differ too: 0.05% for SYBW.DE and 0.15% for SYB5.DE.
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