PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
Xtrackers Low Beta High Yield Bond ETF (HYDW)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISIN

US2330512672

CUSIP

233051267

Issuer

Deutsche Bank

Inception Date

Jan 11, 2018

Region

North America (U.S.)

Leveraged

1x

Index Tracked

Solactive USD High Yield Corporates Total Market Low Beta Index

Asset Class

Bond

Share Price Chart


Loading data...

Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Popular comparisons:
HYDW vs. DJP HYDW vs. BKHY HYDW vs. HYBB HYDW vs. IBHD HYDW vs. EIFAX HYDW vs. VWEAX HYDW vs. HYLB HYDW vs. HYGV HYDW vs. SPY HYDW vs. SPHY
Popular comparisons:
HYDW vs. DJP HYDW vs. BKHY HYDW vs. HYBB HYDW vs. IBHD HYDW vs. EIFAX HYDW vs. VWEAX HYDW vs. HYLB HYDW vs. HYGV HYDW vs. SPY HYDW vs. SPHY

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Xtrackers Low Beta High Yield Bond ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
4.16%
11.50%
HYDW (Xtrackers Low Beta High Yield Bond ETF)
Benchmark (^GSPC)

Returns By Period

Xtrackers Low Beta High Yield Bond ETF had a return of 5.62% year-to-date (YTD) and 9.24% in the last 12 months.


HYDW

YTD

5.62%

1M

0.09%

6M

4.16%

1Y

9.24%

5Y (annualized)

3.21%

10Y (annualized)

N/A

^GSPC (Benchmark)

YTD

24.05%

1M

1.08%

6M

11.50%

1Y

30.38%

5Y (annualized)

13.77%

10Y (annualized)

11.13%

Monthly Returns

The table below presents the monthly returns of HYDW, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20240.04%-0.10%0.99%-1.00%1.45%0.77%1.82%1.28%1.01%-1.17%5.62%
20232.99%-2.15%3.40%-0.07%-1.13%0.93%0.65%-0.06%-1.52%-0.16%4.17%2.59%9.84%
2022-2.27%-0.74%-1.18%-3.52%2.52%-5.42%5.89%-4.40%-2.98%2.87%3.26%-1.51%-7.86%
2021-0.47%-0.22%0.58%0.46%0.19%0.99%0.38%0.47%-0.27%-0.18%-0.82%1.65%2.77%
20200.03%-0.61%-7.87%5.39%2.51%-0.42%4.67%-0.34%-1.21%0.52%1.98%1.37%5.51%
20193.70%0.95%1.07%0.62%-0.78%2.35%0.22%1.15%0.39%0.21%0.26%0.80%11.44%
2018-0.34%-0.86%-0.03%0.12%-0.17%0.40%0.74%0.40%0.39%-1.02%0.41%-1.10%-1.07%

Expense Ratio

HYDW has an expense ratio of 0.20%, which is considered low compared to other funds.


Expense ratio chart for HYDW: current value at 0.20% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.20%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current risk-adjusted rank of HYDW is 83, placing it in the top 17% of ETFs on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.


The Risk-Adjusted Performance Rank of HYDW is 8383
Combined Rank
The Sharpe Ratio Rank of HYDW is 7777
Sharpe Ratio Rank
The Sortino Ratio Rank of HYDW is 8585
Sortino Ratio Rank
The Omega Ratio Rank of HYDW is 8080
Omega Ratio Rank
The Calmar Ratio Rank of HYDW is 8787
Calmar Ratio Rank
The Martin Ratio Rank of HYDW is 8484
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Xtrackers Low Beta High Yield Bond ETF (HYDW) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


Sharpe ratio
The chart of Sharpe ratio for HYDW, currently valued at 2.38, compared to the broader market0.002.004.002.382.46
The chart of Sortino ratio for HYDW, currently valued at 3.68, compared to the broader market-2.000.002.004.006.008.0010.0012.003.683.31
The chart of Omega ratio for HYDW, currently valued at 1.47, compared to the broader market0.501.001.502.002.503.001.471.46
The chart of Calmar ratio for HYDW, currently valued at 4.05, compared to the broader market0.005.0010.0015.004.053.55
The chart of Martin ratio for HYDW, currently valued at 16.88, compared to the broader market0.0020.0040.0060.0080.00100.0016.8815.76
HYDW
^GSPC

The current Xtrackers Low Beta High Yield Bond ETF Sharpe ratio is 2.38. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Xtrackers Low Beta High Yield Bond ETF with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.

Rolling 12-month Sharpe Ratio1.502.002.503.003.50JuneJulyAugustSeptemberOctoberNovember
2.38
2.46
HYDW (Xtrackers Low Beta High Yield Bond ETF)
Benchmark (^GSPC)

Dividends

Dividend History

Xtrackers Low Beta High Yield Bond ETF provided a 5.64% dividend yield over the last twelve months, with an annual payout of $2.63 per share. The fund has been increasing its distributions for 2 consecutive years.


3.50%4.00%4.50%5.00%5.50%$0.00$0.50$1.00$1.50$2.00$2.50201820192020202120222023
Dividends
Dividend Yield
PeriodTTM202320222021202020192018
Dividend$2.63$2.62$2.13$1.67$2.27$2.30$2.10

Dividend yield

5.64%5.69%4.78%3.30%4.46%4.56%4.42%

Monthly Dividends

The table displays the monthly dividend distributions for Xtrackers Low Beta High Yield Bond ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.20$0.18$0.21$0.20$0.21$0.21$0.21$0.21$0.21$0.19$2.04
2023$0.00$0.18$0.17$0.20$0.20$0.21$0.25$0.21$0.23$0.19$0.20$0.59$2.62
2022$0.00$0.15$0.12$0.17$0.16$0.21$0.16$0.17$0.15$0.18$0.20$0.47$2.13
2021$0.00$0.15$0.17$0.14$0.14$0.15$0.12$0.13$0.14$0.13$0.14$0.25$1.67
2020$0.00$0.19$0.19$0.18$0.19$0.20$0.19$0.17$0.17$0.19$0.18$0.43$2.27
2019$0.00$0.19$0.19$0.19$0.19$0.19$0.20$0.20$0.20$0.19$0.19$0.38$2.30
2018$0.15$0.15$0.17$0.17$0.17$0.17$0.18$0.19$0.18$0.18$0.38$2.10

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-0.73%
-1.40%
HYDW (Xtrackers Low Beta High Yield Bond ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Xtrackers Low Beta High Yield Bond ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Xtrackers Low Beta High Yield Bond ETF was 17.75%, occurring on Mar 23, 2020. Recovery took 81 trading sessions.

The current Xtrackers Low Beta High Yield Bond ETF drawdown is 0.73%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-17.75%Feb 18, 202025Mar 23, 202081Jul 17, 2020106
-12.68%Dec 28, 2021189Sep 27, 2022305Dec 13, 2023494
-3.32%Oct 19, 201845Dec 24, 201810Jan 9, 201955
-2.52%Aug 7, 202033Sep 23, 202013Oct 12, 202046
-2.11%Feb 16, 202123Mar 18, 202151Jun 1, 202174

Volatility

Volatility Chart

The current Xtrackers Low Beta High Yield Bond ETF volatility is 0.99%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


1.00%2.00%3.00%4.00%5.00%6.00%JuneJulyAugustSeptemberOctoberNovember
0.99%
4.07%
HYDW (Xtrackers Low Beta High Yield Bond ETF)
Benchmark (^GSPC)