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

Performance

SYBW.DE vs. TRDE.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 Invesco US Treasury Bond 7-10 Year UCITS ETF EUR Hedged Dist (TRDE.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 3.77% return, which is significantly higher than TRDE.DE's -1.43% 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%

TRDE.DE

1D
0.43%
1M
-0.30%
6M
-1.18%
YTD
-1.43%
1Y
1.75%
3Y*
0.80%
5Y*
-3.30%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)2025202420232022202120202019
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%3.84%
TRDE.DE
Invesco US Treasury Bond 7-10 Year UCITS ETF EUR Hedged Dist
-1.43%6.20%-2.34%1.23%-17.08%-3.96%8.23%4.48%

Correlation

The correlation between SYBW.DE and TRDE.DE is -0.25, 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

-0.25

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

-0.17

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

-0.11

Correlation (All Time)
Calculated using the full available price history since Mar 13, 2019

-0.06

The correlation between SYBW.DE and TRDE.DE shifts across timeframes, from -0.25 (1 year) to -0.06 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

SYBW.DE vs. TRDE.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

TRDE.DE
TRDE.DE Risk / Return Rank: 1616
Overall Rank
TRDE.DE Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
TRDE.DE Sortino Ratio Rank: 1616
Sortino Ratio Rank
TRDE.DE Omega Ratio Rank: 1515
Omega Ratio Rank
TRDE.DE Calmar Ratio Rank: 1616
Calmar Ratio Rank
TRDE.DE Martin Ratio Rank: 1616
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. TRDE.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 Invesco US Treasury Bond 7-10 Year UCITS ETF EUR Hedged Dist (TRDE.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.DETRDE.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.49

Sortino ratioReturn per unit of downside risk

+0.71

Omega ratioGain probability vs. loss probability

1.15

1.07

+0.08

Calmar ratioReturn relative to maximum drawdown

1.34

0.42

+0.92

Martin ratioReturn relative to average drawdown

3.36

1.00

+2.36

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

The current SYBW.DE Sharpe Ratio is 0.87, which is higher than the TRDE.DE Sharpe Ratio of 0.39. The chart below compares the historical Sharpe Ratios of SYBW.DE and TRDE.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. TRDE.DE - Drawdown Comparison

The maximum SYBW.DE drawdown since its inception was -28.24%, roughly equal to the maximum TRDE.DE drawdown of -27.68%. Use the drawdown chart below to compare losses from any high point for SYBW.DE and TRDE.DE.


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Drawdown Indicators


SYBW.DETRDE.DEDifference

Max Drawdown

Largest peak-to-trough decline

-28.24%

-27.68%

-0.56%

Max Drawdown (1Y)

Largest decline over 1 year

-3.52%

-4.14%

+0.62%

Max Drawdown (3Y)

Largest decline over 3 years

-10.87%

-7.48%

-3.39%

Max Drawdown (5Y)

Largest decline over 5 years

-12.61%

-24.70%

+12.09%

Max Drawdown (10Y)

Largest decline over 10 years

-20.37%

Current Drawdown

Current decline from peak

-5.13%

-19.80%

+14.67%

Average Drawdown

Average peak-to-trough decline

-9.74%

-13.77%

+4.03%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.40%

1.74%

-0.34%

Volatility

SYBW.DE vs. TRDE.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 Invesco US Treasury Bond 7-10 Year UCITS ETF EUR Hedged Dist (TRDE.DE) has a volatility of 1.35%. This indicates that SYBW.DE experiences smaller price fluctuations and is considered to be less risky than TRDE.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.DETRDE.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.12%

1.35%

-0.23%

Volatility (6M)

Calculated over the trailing 6-month period

3.89%

3.25%

+0.64%

Volatility (1Y)

Calculated over the trailing 1-year period

5.46%

4.50%

+0.96%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.16%

7.40%

-0.24%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.47%

6.86%

+3.61%

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

SYBW.DE has a 0.05% expense ratio, which is lower than TRDE.DE's 0.10% 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. TRDE.DE - Dividend Comparison

SYBW.DE's dividend yield for the trailing twelve months is around 3.82%, less than TRDE.DE's 4.32% yield.


PositionTTM20252024202320222021202020192018201720162015
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%
TRDE.DE
Invesco US Treasury Bond 7-10 Year UCITS ETF EUR Hedged Dist
4.32%4.15%4.39%3.47%2.43%1.62%1.75%1.66%0.00%0.00%0.00%0.00%

Frequently Asked Questions


SYBW.DE and TRDE.DE have a correlation of -0.25, 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 0.10% for TRDE.DE.

SYBW.DE tracks Bloomberg U.S. 1-3 Year Treasury Bond Index, while TRDE.DE tracks Bloomberg U.S. Treasury 7-10 Year Total Return Index. They also come from different issuers: State Street and Invesco. Their fees differ too: 0.05% for SYBW.DE and 0.10% for TRDE.DE.

Portfolio Optimizer

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