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

Performance

SYBW.DE vs. VUDY.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 Vanguard U.S. Treasury 1-3 Year Bond UCITS ETF USD Distributing (VUDY.DE). The values are adjusted to include any dividend payments, if applicable.

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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*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


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

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

VUDY.DE

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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. 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.DEVUDY.DEDifference
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

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


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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.DEVUDY.DEDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-5.29%

-0.63%

-4.66%

Average Drawdown

Average peak-to-trough decline

-9.75%

-1.33%

-8.42%

Ulcer Index

Depth 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.DEVUDY.DEDifference

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.


PositionTTM20252024202320222021202020192018201720162015
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.

Portfolio Optimizer

Find the right allocation for SYBW.DE and VUDY.DE

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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