XUTD.DE vs. SYB5.DE
XUTD.DE (Xtrackers II US Treasuries UCITS ETF 1D) and SYB5.DE (State Street SPDR Bloomberg 1-5 Year Gilt UCITS ETF (Dist)) are both Government Bonds funds - XUTD.DE tracks the iBoxx USD Treasuries Index while SYB5.DE tracks the Bloomberg Sterling 1-5 Year Aggregate Gilts Bond Index. Both are passively managed. Over the past 10 years, XUTD.DE returned 0.37%/yr vs 0.46%/yr for SYB5.DE. At a 0.23 correlation, their price movements are largely independent. XUTD.DE charges 0.06%/yr vs 0.15%/yr for SYB5.DE.
Performance
XUTD.DE vs. SYB5.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XUTD.DE achieves a 2.75% return, which is significantly lower than SYB5.DE's 3.17% return. Over the past 10 years, XUTD.DE has underperformed SYB5.DE with an annualized return of 0.37%, while SYB5.DE has yielded a comparatively higher 0.46% annualized return.
XUTD.DE
- 1D
- 0.28%
- 1M
- 0.99%
- 6M
- 1.39%
- YTD
- 2.75%
- 1Y
- 4.89%
- 3Y*
- 2.24%
- 5Y*
- -0.10%
- 10Y*
- 0.37%
SYB5.DE
- 1D
- -0.19%
- 1M
- 1.54%
- 6M
- 2.25%
- YTD
- 3.17%
- 1Y
- 4.31%
- 3Y*
- 4.69%
- 5Y*
- 1.04%
- 10Y*
- 0.46%
XUTD.DE vs. SYB5.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
XUTD.DE Xtrackers II US Treasuries UCITS ETF 1D | 2.75% | -5.36% | 6.37% | 0.41% | -7.34% | 5.70% | -1.66% | 9.77% | 4.36% | -9.23% |
SYB5.DE State Street SPDR Bloomberg 1-5 Year Gilt UCITS ETF (Dist) | 3.17% | 0.33% | 6.69% | 5.72% | -10.68% | 5.60% | -4.05% | 6.95% | -1.42% | -4.07% |
Correlation
The correlation between XUTD.DE and SYB5.DE is 0.13, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.13 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.31 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.30 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.24 |
Correlation (All Time) Calculated using the full available price history since Jan 27, 2016 | 0.23 |
The correlation between XUTD.DE and SYB5.DE shifts across timeframes, from 0.13 (1 year) to 0.31 (3 years), reflecting how their relationship changes across market environments.
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Return for Risk
XUTD.DE vs. SYB5.DE — Risk / Return Rank
XUTD.DE
SYB5.DE
XUTD.DE vs. SYB5.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers II US Treasuries UCITS ETF 1D (XUTD.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.
| XUTD.DE | SYB5.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.04 | ||
| Sortino ratioReturn per unit of downside risk | -0.01 | ||
| Omega ratioGain probability vs. loss probability | 1.17 | 1.17 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 1.24 | 2.12 | -0.88 |
| Martin ratioReturn relative to average drawdown | 3.18 | 5.59 | -2.41 |
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Drawdowns
XUTD.DE vs. SYB5.DE - Drawdown Comparison
The maximum XUTD.DE drawdown since its inception was -18.01%, smaller than the maximum SYB5.DE drawdown of -26.72%. Use the drawdown chart below to compare losses from any high point for XUTD.DE and SYB5.DE.
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Drawdown Indicators
| XUTD.DE | SYB5.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -18.01% | -26.72% | +8.71% |
Max Drawdown (1Y)Largest decline over 1 year | -3.92% | -2.02% | -1.90% |
Max Drawdown (3Y)Largest decline over 3 years | -11.06% | -4.43% | -6.63% |
Max Drawdown (5Y)Largest decline over 5 years | -13.06% | -15.56% | +2.50% |
Max Drawdown (10Y)Largest decline over 10 years | -18.01% | -16.19% | -1.82% |
Current DrawdownCurrent decline from peak | -11.96% | -10.23% | -1.73% |
Average DrawdownAverage peak-to-trough decline | -9.38% | -13.57% | +4.19% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.53% | 0.77% | +0.76% |
Volatility
XUTD.DE vs. SYB5.DE - Volatility Comparison
The current volatility for Xtrackers II US Treasuries UCITS ETF 1D (XUTD.DE) is 1.26%, while State Street SPDR Bloomberg 1-5 Year Gilt UCITS ETF (Dist) (SYB5.DE) has a volatility of 1.38%. This indicates that XUTD.DE experiences smaller price fluctuations and is considered to be less risky 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
| XUTD.DE | SYB5.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.26% | 1.38% | -0.12% |
Volatility (6M)Calculated over the trailing 6-month period | 3.83% | 3.51% | +0.32% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.49% | 4.56% | +0.93% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 8.12% | 6.28% | +1.84% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.80% | 6.93% | +0.87% |
XUTD.DE vs. SYB5.DE - Expense Ratio Comparison
XUTD.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
XUTD.DE vs. SYB5.DE - Dividend Comparison
XUTD.DE's dividend yield for the trailing twelve months is around 3.41%, less than SYB5.DE's 3.55% yield.
| 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) | 3.55% | 3.52% | 2.66% | 1.30% | 0.19% | 0.12% | 0.48% | 0.57% | 0.40% | 0.54% | 0.94% | 0.99% |
XUTD.DE Xtrackers II US Treasuries UCITS ETF 1D | 3.41% | 3.43% | 3.53% | 2.45% | 1.97% | 3.26% | 1.18% | 1.46% | 1.26% | 1.50% | 1.97% | 0.00% |
Frequently Asked Questions
XUTD.DE and SYB5.DE have a correlation of 0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XUTD.DE is cheaper at 0.06% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XUTD.DE is cheaper with a 0.06% expense ratio, compared with 0.15% for SYB5.DE.
XUTD.DE tracks iBoxx USD Treasuries 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 XUTD.DE and 0.15% for SYB5.DE.
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