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

Performance

VGTY.DE vs. SYBW.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Vanguard USD Treasury Bond UCITS ETF Distributing (VGTY.DE) and State Street SPDR Bloomberg 1-3 Year U.S. Treasury Bond UCITS ETF (Dist) (SYBW.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, VGTY.DE achieves a 2.69% return, which is significantly lower than SYBW.DE's 3.77% return.


VGTY.DE

1D
0.22%
1M
1.02%
6M
1.37%
YTD
2.69%
1Y
4.71%
3Y*
2.21%
5Y*
-0.06%
10Y*

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

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


2026 (YTD)202520242023202220212020201920182017
VGTY.DE
Vanguard USD Treasury Bond UCITS ETF Distributing
2.69%-5.53%6.49%0.32%-6.92%5.85%-1.94%9.66%4.95%-2.98%
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%5.97%6.10%-1.78%

Correlation

The correlation between VGTY.DE and SYBW.DE is 0.86, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.86

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

0.81

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

0.82

Correlation (All Time)
Calculated using the full available price history since Oct 26, 2017

0.81

The correlation between VGTY.DE and SYBW.DE has been stable across timeframes, ranging from 0.81 to 0.86 - a consistent structural relationship.

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Return for Risk

VGTY.DE vs. SYBW.DE — Risk / Return Rank

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

VGTY.DE
VGTY.DE Risk / Return Rank: 2929
Overall Rank
VGTY.DE Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
VGTY.DE Sortino Ratio Rank: 3030
Sortino Ratio Rank
VGTY.DE Omega Ratio Rank: 2929
Omega Ratio Rank
VGTY.DE Calmar Ratio Rank: 2929
Calmar Ratio Rank
VGTY.DE Martin Ratio Rank: 2828
Martin Ratio Rank

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
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.

VGTY.DE vs. SYBW.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard USD Treasury Bond UCITS ETF Distributing (VGTY.DE) and State Street SPDR Bloomberg 1-3 Year U.S. Treasury Bond UCITS ETF (Dist) (SYBW.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.


VGTY.DESYBW.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.02

Sortino ratioReturn per unit of downside risk

+0.03

Omega ratioGain probability vs. loss probability

1.16

1.15

+0.01

Calmar ratioReturn relative to maximum drawdown

1.18

1.34

-0.17

Martin ratioReturn relative to average drawdown

3.03

3.36

-0.34

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

The current VGTY.DE Sharpe Ratio is 0.90, which is comparable to the SYBW.DE Sharpe Ratio of 0.87. The chart below compares the historical Sharpe Ratios of VGTY.DE and SYBW.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

VGTY.DE vs. SYBW.DE - Drawdown Comparison

The maximum VGTY.DE drawdown since its inception was -17.51%, smaller than the maximum SYBW.DE drawdown of -28.24%. Use the drawdown chart below to compare losses from any high point for VGTY.DE and SYBW.DE.


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Drawdown Indicators


VGTY.DESYBW.DEDifference

Max Drawdown

Largest peak-to-trough decline

-17.51%

-28.24%

+10.73%

Max Drawdown (1Y)

Largest decline over 1 year

-3.98%

-3.52%

-0.46%

Max Drawdown (3Y)

Largest decline over 3 years

-11.05%

-10.87%

-0.18%

Max Drawdown (5Y)

Largest decline over 5 years

-12.99%

-12.61%

-0.38%

Max Drawdown (10Y)

Largest decline over 10 years

-20.37%

Current Drawdown

Current decline from peak

-11.55%

-5.13%

-6.42%

Average Drawdown

Average peak-to-trough decline

-9.07%

-9.74%

+0.67%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.55%

1.40%

+0.15%

Volatility

VGTY.DE vs. SYBW.DE - Volatility Comparison

Vanguard USD Treasury Bond UCITS ETF Distributing (VGTY.DE) has a higher volatility of 1.24% compared to State Street SPDR Bloomberg 1-3 Year U.S. Treasury Bond UCITS ETF (Dist) (SYBW.DE) at 1.12%. This indicates that VGTY.DE's price experiences larger fluctuations and is considered to be riskier than SYBW.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VGTY.DESYBW.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.24%

1.12%

+0.12%

Volatility (6M)

Calculated over the trailing 6-month period

3.71%

3.89%

-0.18%

Volatility (1Y)

Calculated over the trailing 1-year period

5.37%

5.46%

-0.09%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.98%

7.16%

+0.82%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.65%

10.47%

-2.82%

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

Both VGTY.DE and SYBW.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

VGTY.DE vs. SYBW.DE - Dividend Comparison

VGTY.DE's dividend yield for the trailing twelve months is around 4.12%, more than SYBW.DE's 3.82% 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%
VGTY.DE
Vanguard USD Treasury Bond UCITS ETF Distributing
4.12%4.49%3.94%3.47%2.14%1.17%1.67%2.35%2.28%0.30%0.00%0.00%

Frequently Asked Questions


VGTY.DE and SYBW.DE have a correlation of 0.86, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.05% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

VGTY.DE and SYBW.DE have the same expense ratio: 0.05% per year.

VGTY.DE tracks Bloomberg Global Aggregate US Treasury Float Adjusted Index, while SYBW.DE tracks Bloomberg U.S. 1-3 Year Treasury Bond Index. They also come from different issuers: Vanguard and State Street.

Portfolio Optimizer

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