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Xtrackers USD High Yield Corporate Bond ETF (HYLB)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISIN

US2330514322

CUSIP

233051432

Issuer

DWS

Inception Date

Dec 7, 2016

Region

North America (U.S.)

Leveraged

1x

Index Tracked

Solactive USD High Yield Corporates Total Market Index

Home Page

etf.dws.com

Asset Class

Bond

Expense Ratio

HYLB has an expense ratio of 0.15%, which is considered low compared to other funds.


Expense ratio chart for HYLB: current value at 0.15% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.15%

Share Price Chart


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Compare to other instruments

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


Popular comparisons:
HYLB vs. PFFD HYLB vs. FTSL HYLB vs. SJNK HYLB vs. HYG HYLB vs. USHY HYLB vs. BND HYLB vs. JNK HYLB vs. BSV HYLB vs. VIG HYLB vs. SCHD
Popular comparisons:
HYLB vs. PFFD HYLB vs. FTSL HYLB vs. SJNK HYLB vs. HYG HYLB vs. USHY HYLB vs. BND HYLB vs. JNK HYLB vs. BSV HYLB vs. VIG HYLB vs. SCHD

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Xtrackers USD High Yield Corporate 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.


50.00%100.00%150.00%JulyAugustSeptemberOctoberNovemberDecember
40.43%
164.61%
HYLB (Xtrackers USD High Yield Corporate Bond ETF)
Benchmark (^GSPC)

Returns By Period

Xtrackers USD High Yield Corporate Bond ETF had a return of 8.03% year-to-date (YTD) and 7.91% in the last 12 months.


HYLB

YTD

8.03%

1M

-0.17%

6M

5.22%

1Y

7.91%

5Y*

3.39%

10Y*

N/A

^GSPC (Benchmark)

YTD

24.34%

1M

0.23%

6M

8.53%

1Y

24.95%

5Y*

13.01%

10Y*

11.06%

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20240.06%0.32%1.08%-1.24%1.56%0.61%2.33%1.59%1.75%-1.03%1.66%8.03%
20233.74%-1.84%2.23%0.09%-1.27%1.99%1.03%0.25%-1.50%-1.01%4.64%3.32%12.03%
2022-2.66%-0.77%-1.20%-4.28%1.94%-7.22%6.63%-4.20%-3.60%3.41%3.19%-1.75%-10.80%
2021-0.38%-0.07%1.04%0.73%0.02%1.22%0.30%0.58%-0.26%-0.27%-1.24%2.27%3.94%
2020-0.50%-1.49%-9.83%4.49%3.20%-0.23%5.25%0.03%-1.00%0.44%3.45%2.01%5.04%
20194.83%1.25%1.10%1.29%-1.79%3.02%0.18%0.76%0.27%0.14%0.38%1.96%14.07%
20180.22%-1.04%-0.15%0.46%-0.10%0.23%1.64%0.65%0.62%-1.91%-0.31%-2.06%-1.79%
20171.00%1.52%-0.35%0.99%0.91%0.07%1.13%0.05%0.49%0.25%-0.42%0.21%6.00%
20160.34%0.34%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

With an overall rank of 83, HYLB is among the top 17% of ETFs on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of HYLB is 8383
Overall Rank
The Sharpe Ratio Rank of HYLB is 8080
Sharpe Ratio Rank
The Sortino Ratio Rank of HYLB is 8181
Sortino Ratio Rank
The Omega Ratio Rank of HYLB is 7878
Omega Ratio Rank
The Calmar Ratio Rank of HYLB is 8989
Calmar Ratio Rank
The Martin Ratio Rank of HYLB 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 USD High Yield Corporate Bond ETF (HYLB) 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 HYLB, currently valued at 1.92, compared to the broader market0.002.004.001.922.10
The chart of Sortino ratio for HYLB, currently valued at 2.76, compared to the broader market-2.000.002.004.006.008.0010.002.762.80
The chart of Omega ratio for HYLB, currently valued at 1.35, compared to the broader market0.501.001.502.002.503.001.351.39
The chart of Calmar ratio for HYLB, currently valued at 3.66, compared to the broader market0.005.0010.0015.003.663.09
The chart of Martin ratio for HYLB, currently valued at 13.37, compared to the broader market0.0020.0040.0060.0080.00100.0013.3713.49
HYLB
^GSPC

The current Xtrackers USD High Yield Corporate Bond ETF Sharpe ratio is 1.92. 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 USD High Yield Corporate 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 Ratio1.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
1.92
2.10
HYLB (Xtrackers USD High Yield Corporate Bond ETF)
Benchmark (^GSPC)

Dividends

Dividend History

Xtrackers USD High Yield Corporate Bond ETF provided a 5.68% dividend yield over the last twelve months, with an annual payout of $2.06 per share. The fund has been increasing its distributions for 2 consecutive years.


0.00%1.00%2.00%3.00%4.00%5.00%6.00%$0.00$0.50$1.00$1.50$2.0020162017201820192020202120222023
Dividends
Dividend Yield
PeriodTTM20232022202120202019201820172016
Dividend$2.06$2.08$1.86$1.77$2.10$2.30$2.23$2.36$0.11

Dividend yield

5.68%5.85%5.53%4.45%5.23%5.71%5.95%5.84%0.27%

Monthly Dividends

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.18$0.17$0.20$0.18$0.19$0.18$0.19$0.19$0.19$0.19$0.19$2.06
2023$0.00$0.18$0.16$0.17$0.16$0.18$0.17$0.18$0.18$0.18$0.18$0.34$2.08
2022$0.00$0.16$0.14$0.15$0.16$0.14$0.18$0.14$0.18$0.15$0.15$0.31$1.86
2021$0.00$0.16$0.15$0.15$0.15$0.16$0.16$0.16$0.16$0.15$0.15$0.22$1.77
2020$0.00$0.20$0.20$0.17$0.16$0.18$0.20$0.16$0.14$0.18$0.18$0.33$2.10
2019$0.00$0.20$0.19$0.21$0.19$0.19$0.19$0.19$0.19$0.19$0.19$0.37$2.30
2018$0.00$0.17$0.17$0.18$0.17$0.21$0.18$0.18$0.19$0.19$0.19$0.41$2.23
2017$0.00$0.21$0.21$0.21$0.21$0.20$0.21$0.21$0.20$0.18$0.16$0.35$2.36
2016$0.11$0.11

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%JulyAugustSeptemberOctoberNovemberDecember
-1.17%
-2.62%
HYLB (Xtrackers USD High Yield Corporate Bond ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Xtrackers USD High Yield Corporate 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 USD High Yield Corporate Bond ETF was 22.91%, occurring on Mar 23, 2020. Recovery took 141 trading sessions.

The current Xtrackers USD High Yield Corporate Bond ETF drawdown is 1.17%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-22.91%Feb 18, 202025Mar 23, 2020141Oct 12, 2020166
-15.54%Dec 28, 2021189Sep 27, 2022314Dec 27, 2023503
-6.07%Oct 2, 201858Dec 24, 201825Jan 31, 201983
-2.87%Jan 8, 201824Feb 9, 2018114Jul 25, 2018138
-2.38%Mar 3, 20177Mar 14, 201728Apr 25, 201735

Volatility

Volatility Chart

The current Xtrackers USD High Yield Corporate Bond ETF volatility is 1.47%, 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%JulyAugustSeptemberOctoberNovemberDecember
1.47%
3.79%
HYLB (Xtrackers USD High Yield Corporate Bond ETF)
Benchmark (^GSPC)
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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