XT01.DE vs. SYB5.DE
XT01.DE (Xtrackers US Treasuries Ultrashort Bond UCITS ETF 1C) and SYB5.DE (State Street SPDR Bloomberg 1-5 Year Gilt UCITS ETF (Dist)) are both Government Bonds funds - XT01.DE tracks the FTSE US Treasury Short Duration Index while SYB5.DE tracks the Bloomberg Sterling 1-5 Year Aggregate Gilts Bond Index. Both are passively managed. Over the past 5 years, XT01.DE returned 4.09%/yr vs 1.12%/yr for SYB5.DE. At a 0.10 correlation, their price movements are largely independent. XT01.DE charges 0.06%/yr vs 0.15%/yr for SYB5.DE.
Performance
XT01.DE vs. SYB5.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XT01.DE achieves a 4.64% return, which is significantly higher than SYB5.DE's 3.56% return.
XT01.DE
- 1D
- 0.00%
- 1M
- 1.69%
- 6M
- 3.59%
- YTD
- 4.64%
- 1Y
- 5.32%
- 3Y*
- 4.02%
- 5Y*
- 4.09%
- 10Y*
- —
SYB5.DE
- 1D
- 0.86%
- 1M
- 1.86%
- 6M
- 2.51%
- YTD
- 3.56%
- 1Y
- 4.93%
- 3Y*
- 4.85%
- 5Y*
- 1.12%
- 10Y*
- 0.47%
XT01.DE vs. SYB5.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
XT01.DE Xtrackers US Treasuries Ultrashort Bond UCITS ETF 1C | 4.64% | -7.30% | 11.24% | 1.44% | 7.11% | 8.43% | -3.74% |
SYB5.DE State Street SPDR Bloomberg 1-5 Year Gilt UCITS ETF (Dist) | 3.56% | 0.33% | 6.69% | 5.72% | -10.68% | 5.60% | 0.40% |
Correlation
The correlation between XT01.DE and SYB5.DE is -0.00, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.00 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.09 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.08 |
Correlation (All Time) Calculated using the full available price history since Sep 10, 2020 | 0.10 |
The correlation between XT01.DE and SYB5.DE shifts across timeframes, from -0.00 (1 year) to 0.10 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
XT01.DE vs. SYB5.DE — Risk / Return Rank
XT01.DE
SYB5.DE
XT01.DE vs. SYB5.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers US Treasuries Ultrashort Bond UCITS ETF 1C (XT01.DE) and State Street SPDR Bloomberg 1-5 Year Gilt UCITS ETF (Dist) (SYB5.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.
| XT01.DE | SYB5.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.18 | ||
| Sortino ratioReturn per unit of downside risk | -0.23 | ||
| Omega ratioGain probability vs. loss probability | 1.16 | 1.20 | -0.04 |
| Calmar ratioReturn relative to maximum drawdown | 1.57 | 2.43 | -0.85 |
| Martin ratioReturn relative to average drawdown | 3.74 | 6.39 | -2.65 |
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Drawdowns
XT01.DE vs. SYB5.DE - Drawdown Comparison
The maximum XT01.DE drawdown since its inception was -11.68%, smaller than the maximum SYB5.DE drawdown of -26.72%. Use the drawdown chart below to compare losses from any high point for XT01.DE and SYB5.DE.
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Drawdown Indicators
| XT01.DE | SYB5.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -11.68% | -26.72% | +15.04% |
Max Drawdown (1Y)Largest decline over 1 year | -3.40% | -2.02% | -1.38% |
Max Drawdown (3Y)Largest decline over 3 years | -11.68% | -4.43% | -7.25% |
Max Drawdown (5Y)Largest decline over 5 years | -11.68% | -15.56% | +3.88% |
Max Drawdown (10Y)Largest decline over 10 years | — | -16.19% | — |
Current DrawdownCurrent decline from peak | -5.35% | -9.88% | +4.53% |
Average DrawdownAverage peak-to-trough decline | -4.91% | -13.58% | +8.67% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.43% | 0.77% | +0.66% |
Volatility
XT01.DE vs. SYB5.DE - Volatility Comparison
Xtrackers US Treasuries Ultrashort Bond UCITS ETF 1C (XT01.DE) has a higher volatility of 1.58% compared to State Street SPDR Bloomberg 1-5 Year Gilt UCITS ETF (Dist) (SYB5.DE) at 1.36%. This indicates that XT01.DE's price experiences larger fluctuations and is considered to be riskier than SYB5.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XT01.DE | SYB5.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.58% | 1.36% | +0.22% |
Volatility (6M)Calculated over the trailing 6-month period | 4.22% | 3.50% | +0.72% |
Volatility (1Y)Calculated over the trailing 1-year period | 6.04% | 4.56% | +1.48% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.44% | 6.29% | +1.15% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.28% | 6.93% | +0.35% |
XT01.DE vs. SYB5.DE - Expense Ratio Comparison
XT01.DE has a 0.06% expense ratio, which is lower than SYB5.DE's 0.15% 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
XT01.DE vs. SYB5.DE - Dividend Comparison
XT01.DE has not paid dividends to shareholders, while SYB5.DE's dividend yield for the trailing twelve months is around 3.54%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SYB5.DE State Street SPDR Bloomberg 1-5 Year Gilt UCITS ETF (Dist) | 3.54% | 3.52% | 2.66% | 1.30% | 0.19% | 0.12% | 0.48% | 0.57% | 0.40% | 0.54% | 0.94% | 0.99% |
XT01.DE Xtrackers US Treasuries Ultrashort Bond UCITS ETF 1C | 0.00% | 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
XT01.DE and SYB5.DE have a correlation of -0.00, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XT01.DE is cheaper at 0.06% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XT01.DE is cheaper with a 0.06% expense ratio, compared with 0.15% for SYB5.DE.
XT01.DE tracks FTSE US Treasury Short Duration Index, while SYB5.DE tracks Bloomberg Sterling 1-5 Year Aggregate Gilts Bond Index. They also come from different issuers: Xtrackers and State Street. Their fees differ too: 0.06% for XT01.DE and 0.15% for SYB5.DE.
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