SYBW.DE vs. VUDY.DE
SYBW.DE (State Street SPDR Bloomberg 1-3 Year U.S. Treasury Bond UCITS ETF (Dist)) and VUDY.DE (Vanguard U.S. Treasury 1-3 Year Bond UCITS ETF USD Distributing) are both Government Bonds funds - SYBW.DE tracks the Bloomberg U.S. 1-3 Year Treasury Bond Index while VUDY.DE tracks the Bloomberg US Treasury 1-3 Year Index. Both are passively managed. With a 0.99 correlation, they move nearly in lockstep. Both charge a 0.05% expense ratio.
Performance
SYBW.DE vs. VUDY.DE - Performance Comparison
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Returns By Period
The year-to-date returns for both stocks are quite close, with SYBW.DE having a 3.59% return and VUDY.DE slightly lower at 3.51%.
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%
VUDY.DE
- 1D
- 0.03%
- 1M
- 1.72%
- 6M
- 3.39%
- YTD
- 3.51%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
SYBW.DE vs. VUDY.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
SYBW.DE State Street SPDR Bloomberg 1-3 Year U.S. Treasury Bond UCITS ETF (Dist) | 3.59% | -1.63% |
VUDY.DE Vanguard U.S. Treasury 1-3 Year Bond UCITS ETF USD Distributing | 3.51% | -1.28% |
Correlation
The correlation between SYBW.DE and VUDY.DE is 0.99 - 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 (All Time) Calculated using the full available price history since Nov 6, 2025 | 0.99 |
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Return for Risk
SYBW.DE vs. VUDY.DE — Risk / Return Rank
SYBW.DE
VUDY.DE
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
SYBW.DE vs. VUDY.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 Vanguard U.S. Treasury 1-3 Year Bond UCITS ETF USD Distributing (VUDY.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 | VUDY.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.19 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 1.75 | — | — |
| Martin ratioReturn relative to average drawdown | 4.36 | — | — |
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Drawdowns
SYBW.DE vs. VUDY.DE - Drawdown Comparison
The maximum SYBW.DE drawdown since its inception was -28.24%, which is greater than VUDY.DE's maximum drawdown of -3.56%. Use the drawdown chart below to compare losses from any high point for SYBW.DE and VUDY.DE.
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Drawdown Indicators
| SYBW.DE | VUDY.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -28.24% | -3.56% | -24.68% |
Max Drawdown (1Y)Largest decline over 1 year | -3.52% | — | — |
Max Drawdown (3Y)Largest decline over 3 years | -10.87% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -12.61% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -20.37% | — | — |
Current DrawdownCurrent decline from peak | -5.29% | -0.63% | -4.66% |
Average DrawdownAverage peak-to-trough decline | -9.75% | -1.33% | -8.42% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.41% | — | — |
Volatility
SYBW.DE vs. VUDY.DE - Volatility Comparison
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Volatility by Period
| SYBW.DE | VUDY.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.52% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 3.95% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 5.54% | 5.20% | +0.34% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.16% | 5.20% | +1.96% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 10.47% | 5.20% | +5.27% |
SYBW.DE vs. VUDY.DE - Expense Ratio Comparison
Both SYBW.DE and VUDY.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. VUDY.DE - Dividend Comparison
SYBW.DE's dividend yield for the trailing twelve months is around 3.83%, more than VUDY.DE's 2.18% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
VUDY.DE Vanguard U.S. Treasury 1-3 Year Bond UCITS ETF USD Distributing | 2.18% | 0.44% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
With a correlation of 0.99, SYBW.DE and VUDY.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 VUDY.DE have the same expense ratio: 0.05% per year.
SYBW.DE tracks Bloomberg U.S. 1-3 Year Treasury Bond Index, while VUDY.DE tracks Bloomberg US Treasury 1-3 Year Index. They also come from different issuers: State Street and Vanguard.
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