SYBY.DE vs. SPY5.DE
SYBY.DE (State Street SPDR Bloomberg U.S. TIPS UCITS ETF (Dist)) and SPY5.DE (SPDR S&P 500 UCITS ETF) are both exchange-traded funds - SYBY.DE is a Inflation-Protected Bonds fund tracking the Bloomberg U.S. Government Inflation-Linked Bond Index, while SPY5.DE is a S&P 500 fund tracking the S&P 500 Index. Both are passively managed. Over the past 10 years, SYBY.DE returned 1.99%/yr vs 14.16%/yr for SPY5.DE. At a 0.21 correlation, their price movements are largely independent. SYBY.DE charges 0.05%/yr vs 0.03%/yr for SPY5.DE.
Performance
SYBY.DE vs. SPY5.DE - Performance Comparison
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Returns By Period
In the year-to-date period, SYBY.DE achieves a 4.10% return, which is significantly lower than SPY5.DE's 11.84% return. Over the past 10 years, SYBY.DE has underperformed SPY5.DE with an annualized return of 1.99%, while SPY5.DE has yielded a comparatively higher 14.16% annualized return.
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%
SPY5.DE
- 1D
- -1.19%
- 1M
- 0.81%
- 6M
- 9.56%
- YTD
- 11.84%
- 1Y
- 21.62%
- 3Y*
- 18.66%
- 5Y*
- 13.47%
- 10Y*
- 14.16%
SYBY.DE vs. SPY5.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% | 3.18% | -9.26% |
SPY5.DE SPDR S&P 500 UCITS ETF | 11.84% | 4.75% | 32.36% | 22.42% | -14.24% | 40.60% | 6.73% | 34.44% | -2.03% | 6.29% |
Correlation
The correlation between SYBY.DE and SPY5.DE is 0.14, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.14 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.21 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.12 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.20 |
Correlation (All Time) Calculated using the full available price history since Dec 2, 2015 | 0.21 |
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Return for Risk
SYBY.DE vs. SPY5.DE — Risk / Return Rank
SYBY.DE
SPY5.DE
SYBY.DE vs. SPY5.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 SPDR S&P 500 UCITS ETF (SPY5.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.DE | SPY5.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.01 | ||
| Sortino ratioReturn per unit of downside risk | -1.30 | ||
| Omega ratioGain probability vs. loss probability | 1.15 | 1.34 | -0.19 |
| Calmar ratioReturn relative to maximum drawdown | 1.23 | 3.01 | -1.78 |
| Martin ratioReturn relative to average drawdown | 3.34 | 10.65 | -7.31 |
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Drawdowns
SYBY.DE vs. SPY5.DE - Drawdown Comparison
The maximum SYBY.DE drawdown since its inception was -16.23%, smaller than the maximum SPY5.DE drawdown of -33.86%. Use the drawdown chart below to compare losses from any high point for SYBY.DE and SPY5.DE.
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Drawdown Indicators
| SYBY.DE | SPY5.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.23% | -33.86% | +17.63% |
Max Drawdown (1Y)Largest decline over 1 year | -4.00% | -7.15% | +3.15% |
Max Drawdown (3Y)Largest decline over 3 years | -10.80% | -23.34% | +12.54% |
Max Drawdown (5Y)Largest decline over 5 years | -15.32% | -23.34% | +8.02% |
Max Drawdown (10Y)Largest decline over 10 years | -15.84% | -33.86% | +18.02% |
Current DrawdownCurrent decline from peak | -7.03% | -1.31% | -5.72% |
Average DrawdownAverage peak-to-trough decline | -6.96% | -3.90% | -3.06% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.48% | 2.02% | -0.54% |
Volatility
SYBY.DE vs. SPY5.DE - Volatility Comparison
The current volatility for State Street SPDR Bloomberg U.S. TIPS UCITS ETF (Dist) (SYBY.DE) is 1.33%, while SPDR S&P 500 UCITS ETF (SPY5.DE) has a volatility of 2.99%. This indicates that SYBY.DE experiences smaller price fluctuations and is considered to be less risky than SPY5.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.DE | SPY5.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.33% | 2.99% | -1.66% |
Volatility (6M)Calculated over the trailing 6-month period | 4.06% | 7.82% | -3.76% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.88% | 11.75% | -5.87% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 8.33% | 15.23% | -6.90% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 8.00% | 16.07% | -8.07% |
SYBY.DE vs. SPY5.DE - Expense Ratio Comparison
SYBY.DE has a 0.05% expense ratio, which is higher than SPY5.DE's 0.03% expense ratio. However, 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. SPY5.DE - Dividend Comparison
SYBY.DE's dividend yield for the trailing twelve months is around 4.35%, more than SPY5.DE's 0.91% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SPY5.DE SPDR S&P 500 UCITS ETF | 0.91% | 0.99% | 1.03% | 1.22% | 1.42% | 0.95% | 1.37% | 1.43% | 0.80% | 1.21% | 1.57% | 1.69% |
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% | 0.00% |
Frequently Asked Questions
SYBY.DE and SPY5.DE have a correlation of 0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SPY5.DE is cheaper at 0.03% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SPY5.DE is cheaper with a 0.03% expense ratio, compared with 0.05% for SYBY.DE.
SYBY.DE is categorized as Inflation-Protected Bonds, while SPY5.DE is S&P 500. SYBY.DE tracks Bloomberg U.S. Government Inflation-Linked Bond Index, while SPY5.DE tracks S&P 500 Index. Their fees differ too: 0.05% for SYBY.DE and 0.03% for SPY5.DE.
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