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SYBY.DE vs. IBC5.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SYBY.DE vs. IBC5.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in State Street SPDR Bloomberg U.S. TIPS UCITS ETF (Dist) (SYBY.DE) and iShares $ TIPS UCITS ETF EUR Hedged (Acc) (IBC5.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


SYBY.DE

1D
0.56%
1M
1.04%
6M
2.53%
YTD
4.10%
1Y
4.95%
3Y*
3.04%
5Y*
1.08%
10Y*
1.99%

IBC5.DE

1D
0.19%
1M
-0.74%
6M
-0.19%
YTD
-0.00%
1Y
1.13%
3Y*
1.66%
5Y*
-1.53%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SYBY.DE vs. IBC5.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
SYBY.DE
State Street SPDR Bloomberg U.S. TIPS UCITS ETF (Dist)
4.10%-5.00%7.62%-0.07%-7.04%14.66%1.22%11.32%7.65%
IBC5.DE
iShares $ TIPS UCITS ETF EUR Hedged (Acc)
-0.00%4.47%0.00%1.38%-14.33%4.96%9.71%5.53%-2.20%

Correlation

The correlation between SYBY.DE and IBC5.DE is 0.12, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.12

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

0.29

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

0.37

Correlation (All Time)
Calculated using the full available price history since Mar 5, 2018

0.38

Over the past year, the correlation between SYBY.DE and IBC5.DE has dropped to 0.12 - well below their long-term average of 0.38, suggesting their price drivers have been diverging.

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Return for Risk

SYBY.DE vs. IBC5.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SYBY.DE
SYBY.DE Risk / Return Rank: 3030
Overall Rank
SYBY.DE Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
SYBY.DE Sortino Ratio Rank: 3030
Sortino Ratio Rank
SYBY.DE Omega Ratio Rank: 2828
Omega Ratio Rank
SYBY.DE Calmar Ratio Rank: 3232
Calmar Ratio Rank
SYBY.DE Martin Ratio Rank: 3131
Martin Ratio Rank

IBC5.DE
IBC5.DE Risk / Return Rank: 1515
Overall Rank
IBC5.DE Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
IBC5.DE Sortino Ratio Rank: 1313
Sortino Ratio Rank
IBC5.DE Omega Ratio Rank: 1414
Omega Ratio Rank
IBC5.DE Calmar Ratio Rank: 1818
Calmar Ratio Rank
IBC5.DE Martin Ratio Rank: 1717
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.

SYBY.DE vs. IBC5.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for State Street SPDR Bloomberg U.S. TIPS UCITS ETF (Dist) (SYBY.DE) and iShares $ TIPS UCITS ETF EUR Hedged (Acc) (IBC5.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.


SYBY.DEIBC5.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.59

Sortino ratioReturn per unit of downside risk

+0.84

Omega ratioGain probability vs. loss probability

1.15

1.05

+0.10

Calmar ratioReturn relative to maximum drawdown

1.23

0.51

+0.72

Martin ratioReturn relative to average drawdown

3.34

1.10

+2.25

SYBY.DE vs. IBC5.DE - Sharpe Ratio Comparison

The current SYBY.DE Sharpe Ratio is 0.86, which is higher than the IBC5.DE Sharpe Ratio of 0.27. The chart below compares the historical Sharpe Ratios of SYBY.DE and IBC5.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

SYBY.DE vs. IBC5.DE - Drawdown Comparison

The maximum SYBY.DE drawdown since its inception was -16.23%, smaller than the maximum IBC5.DE drawdown of -18.53%. Use the drawdown chart below to compare losses from any high point for SYBY.DE and IBC5.DE.


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Drawdown Indicators


SYBY.DEIBC5.DEDifference

Max Drawdown

Largest peak-to-trough decline

-16.23%

-18.53%

+2.30%

Max Drawdown (1Y)

Largest decline over 1 year

-4.00%

-2.19%

-1.81%

Max Drawdown (3Y)

Largest decline over 3 years

-10.80%

-5.06%

-5.74%

Max Drawdown (5Y)

Largest decline over 5 years

-15.32%

-18.53%

+3.21%

Max Drawdown (10Y)

Largest decline over 10 years

-15.84%

Current Drawdown

Current decline from peak

-7.03%

-10.18%

+3.15%

Average Drawdown

Average peak-to-trough decline

-6.96%

-7.05%

+0.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.48%

1.03%

+0.45%

Volatility

SYBY.DE vs. IBC5.DE - Volatility Comparison

State Street SPDR Bloomberg U.S. TIPS UCITS ETF (Dist) (SYBY.DE) has a higher volatility of 1.33% compared to iShares $ TIPS UCITS ETF EUR Hedged (Acc) (IBC5.DE) at 0.96%. This indicates that SYBY.DE's price experiences larger fluctuations and is considered to be riskier than IBC5.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SYBY.DEIBC5.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.33%

0.96%

+0.37%

Volatility (6M)

Calculated over the trailing 6-month period

4.06%

3.07%

+0.99%

Volatility (1Y)

Calculated over the trailing 1-year period

5.88%

4.20%

+1.68%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.33%

6.25%

+2.08%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.00%

6.30%

+1.70%

SYBY.DE vs. IBC5.DE - Expense Ratio Comparison

SYBY.DE has a 0.05% expense ratio, which is lower than IBC5.DE's 0.12% 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

SYBY.DE vs. IBC5.DE - Dividend Comparison

SYBY.DE's dividend yield for the trailing twelve months is around 4.35%, while IBC5.DE has not paid dividends to shareholders.


PositionTTM2025202420232022202120202019201820172016
IBC5.DE
iShares $ TIPS UCITS ETF EUR Hedged (Acc)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SYBY.DE
State Street SPDR Bloomberg U.S. TIPS UCITS ETF (Dist)
4.35%3.65%3.92%4.33%7.80%3.17%0.81%1.79%2.79%1.92%1.28%

Frequently Asked Questions


SYBY.DE and IBC5.DE have a correlation of 0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SYBY.DE is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SYBY.DE is cheaper with a 0.05% expense ratio, compared with 0.12% for IBC5.DE.

SYBY.DE tracks Bloomberg U.S. Government Inflation-Linked Bond Index, while IBC5.DE tracks Bloomberg US Government Inflation-Linked Bond Index (EUR Hedged). They also come from different issuers: State Street and iShares. Their fees differ too: 0.05% for SYBY.DE and 0.12% for IBC5.DE.

Portfolio Optimizer

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