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

Performance

XGIU.DE vs. SYBY.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers Global Inflation-Linked Bond UCITS ETF 5C (XGIU.DE) and State Street SPDR Bloomberg U.S. TIPS UCITS ETF (Dist) (SYBY.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, XGIU.DE achieves a 3.10% return, which is significantly lower than SYBY.DE's 4.10% return. Over the past 10 years, XGIU.DE has underperformed SYBY.DE with an annualized return of 0.61%, while SYBY.DE has yielded a comparatively higher 1.99% annualized return.


XGIU.DE

1D
0.22%
1M
0.31%
6M
1.39%
YTD
3.10%
1Y
3.95%
3Y*
1.68%
5Y*
-1.87%
10Y*
0.61%

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

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


2026 (YTD)202520242023202220212020201920182017
XGIU.DE
Xtrackers Global Inflation-Linked Bond UCITS ETF 5C
3.10%-3.77%2.98%1.42%-17.03%11.58%2.48%9.94%0.63%-4.41%
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%

Correlation

The correlation between XGIU.DE and SYBY.DE is 0.38, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.38

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

0.68

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

0.68

Correlation (10Y)
Calculated over the trailing 10-year period

0.70

Correlation (All Time)
Calculated using the full available price history since Dec 2, 2015

0.70

Over the past year, the correlation between XGIU.DE and SYBY.DE has dropped to 0.38 - well below their long-term average of 0.70, suggesting their price drivers have been diverging.

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Return for Risk

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

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

XGIU.DE
XGIU.DE Risk / Return Rank: 2424
Overall Rank
XGIU.DE Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
XGIU.DE Sortino Ratio Rank: 1919
Sortino Ratio Rank
XGIU.DE Omega Ratio Rank: 2222
Omega Ratio Rank
XGIU.DE Calmar Ratio Rank: 2828
Calmar Ratio Rank
XGIU.DE Martin Ratio Rank: 2929
Martin Ratio Rank

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
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.

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

This table presents a comparison of risk-adjusted performance metrics for Xtrackers Global Inflation-Linked Bond UCITS ETF 5C (XGIU.DE) and State Street SPDR Bloomberg U.S. TIPS UCITS ETF (Dist) (SYBY.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.


XGIU.DESYBY.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.28

Sortino ratioReturn per unit of downside risk

-0.42

Omega ratioGain probability vs. loss probability

1.12

1.15

-0.03

Calmar ratioReturn relative to maximum drawdown

1.09

1.23

-0.14

Martin ratioReturn relative to average drawdown

3.04

3.34

-0.30

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

The current XGIU.DE Sharpe Ratio is 0.58, which is lower than the SYBY.DE Sharpe Ratio of 0.86. The chart below compares the historical Sharpe Ratios of XGIU.DE and SYBY.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

XGIU.DE vs. SYBY.DE - Drawdown Comparison

The maximum XGIU.DE drawdown since its inception was -22.30%, which is greater than SYBY.DE's maximum drawdown of -16.23%. Use the drawdown chart below to compare losses from any high point for XGIU.DE and SYBY.DE.


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Drawdown Indicators


XGIU.DESYBY.DEDifference

Max Drawdown

Largest peak-to-trough decline

-22.30%

-16.23%

-6.07%

Max Drawdown (1Y)

Largest decline over 1 year

-3.61%

-4.00%

+0.39%

Max Drawdown (3Y)

Largest decline over 3 years

-8.44%

-10.80%

+2.36%

Max Drawdown (5Y)

Largest decline over 5 years

-22.30%

-15.32%

-6.98%

Max Drawdown (10Y)

Largest decline over 10 years

-22.30%

-15.84%

-6.46%

Current Drawdown

Current decline from peak

-16.78%

-7.03%

-9.75%

Average Drawdown

Average peak-to-trough decline

-7.99%

-6.96%

-1.03%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.30%

1.48%

-0.18%

Volatility

XGIU.DE vs. SYBY.DE - Volatility Comparison

The current volatility for Xtrackers Global Inflation-Linked Bond UCITS ETF 5C (XGIU.DE) is 1.10%, while State Street SPDR Bloomberg U.S. TIPS UCITS ETF (Dist) (SYBY.DE) has a volatility of 1.33%. This indicates that XGIU.DE experiences smaller price fluctuations and is considered to be less risky than SYBY.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XGIU.DESYBY.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.10%

1.33%

-0.23%

Volatility (6M)

Calculated over the trailing 6-month period

5.10%

4.06%

+1.04%

Volatility (1Y)

Calculated over the trailing 1-year period

6.87%

5.88%

+0.99%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.74%

8.33%

+0.41%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.97%

8.00%

-0.03%

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

XGIU.DE has a 0.20% expense ratio, which is higher than SYBY.DE's 0.05% 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

XGIU.DE vs. SYBY.DE - Dividend Comparison

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


PositionTTM2025202420232022202120202019201820172016
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%
XGIU.DE
Xtrackers Global Inflation-Linked Bond UCITS ETF 5C
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


XGIU.DE and SYBY.DE have a correlation of 0.38, 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 0.20% for XGIU.DE.

XGIU.DE tracks Bloomberg Gbl Infl Linked TR USD, while SYBY.DE tracks Bloomberg U.S. Government Inflation-Linked Bond Index. They also come from different issuers: Xtrackers and State Street. Their fees differ too: 0.20% for XGIU.DE and 0.05% for SYBY.DE.

Portfolio Optimizer

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