PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
Xtrackers Short Duration High Yield Bond ETF (SHYL...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISIN

US2330512839

CUSIP

233051283

Issuer

Deutsche Bank

Inception Date

Jan 10, 2018

Region

North America (U.S.)

Leveraged

1x

Index Tracked

Solactive USD High Yield Corporates Total Market 0-5 Year 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:
SHYL vs. AMC SHYL vs. SHYG SHYL vs. BND SHYL vs. IBHD SHYL vs. USD SHYL vs. AOM SHYL vs. AOA SHYL vs. VOO SHYL vs. TMF SHYL vs. SHY
Popular comparisons:
SHYL vs. AMC SHYL vs. SHYG SHYL vs. BND SHYL vs. IBHD SHYL vs. USD SHYL vs. AOM SHYL vs. AOA SHYL vs. VOO SHYL vs. TMF SHYL vs. SHY

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Xtrackers Short Duration 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
6.18%
11.19%
SHYL (Xtrackers Short Duration High Yield Bond ETF)
Benchmark (^GSPC)

Returns By Period

Xtrackers Short Duration High Yield Bond ETF had a return of 8.29% year-to-date (YTD) and 12.30% in the last 12 months.


SHYL

YTD

8.29%

1M

0.41%

6M

6.18%

1Y

12.30%

5Y (annualized)

4.84%

10Y (annualized)

N/A

^GSPC (Benchmark)

YTD

24.05%

1M

0.89%

6M

11.19%

1Y

30.12%

5Y (annualized)

13.82%

10Y (annualized)

11.14%

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-0.09%0.76%0.80%-0.83%1.25%0.51%2.11%1.29%1.93%-0.48%8.29%
20232.96%-1.09%1.48%0.27%-0.77%1.78%0.97%0.52%-0.76%-0.87%3.67%2.82%11.39%
2022-1.46%-0.35%-0.69%-2.48%0.89%-5.21%4.90%-2.57%-2.40%3.12%2.45%-1.10%-5.21%
20210.01%0.62%1.02%0.71%0.30%0.81%-0.09%0.31%0.21%0.01%-0.96%1.59%4.61%
2020-0.39%-0.84%-10.30%3.35%2.58%0.44%4.10%0.41%-0.60%0.34%3.31%2.00%3.65%
20194.09%1.00%0.67%0.75%-1.12%1.86%0.20%0.31%0.19%0.06%0.08%1.72%10.16%
20180.37%-0.40%0.02%0.48%0.24%0.20%1.06%0.55%0.53%-1.36%-0.50%-1.81%-0.66%

Expense Ratio

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


Expense ratio chart for SHYL: 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 SHYL is 96, placing it in the top 4% 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 SHYL is 9696
Combined Rank
The Sharpe Ratio Rank of SHYL is 9696
Sharpe Ratio Rank
The Sortino Ratio Rank of SHYL is 9797
Sortino Ratio Rank
The Omega Ratio Rank of SHYL is 9595
Omega Ratio Rank
The Calmar Ratio Rank of SHYL is 9797
Calmar Ratio Rank
The Martin Ratio Rank of SHYL is 9696
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 Short Duration High Yield Bond ETF (SHYL) 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 SHYL, currently valued at 3.39, compared to the broader market0.002.004.006.003.392.54
The chart of Sortino ratio for SHYL, currently valued at 5.42, compared to the broader market-2.000.002.004.006.008.0010.0012.005.423.40
The chart of Omega ratio for SHYL, currently valued at 1.69, compared to the broader market0.501.001.502.002.503.001.691.47
The chart of Calmar ratio for SHYL, currently valued at 6.92, compared to the broader market0.005.0010.0015.006.923.66
The chart of Martin ratio for SHYL, currently valued at 27.91, compared to the broader market0.0020.0040.0060.0080.00100.00120.0027.9116.28
SHYL
^GSPC

The current Xtrackers Short Duration High Yield Bond ETF Sharpe ratio is 3.39. 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 Short Duration 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 Ratio1.502.002.503.003.504.00JuneJulyAugustSeptemberOctoberNovember
3.39
2.54
SHYL (Xtrackers Short Duration High Yield Bond ETF)
Benchmark (^GSPC)

Dividends

Dividend History

Xtrackers Short Duration High Yield Bond ETF provided a 7.17% dividend yield over the last twelve months, with an annual payout of $3.24 per share. The fund has been increasing its distributions for 2 consecutive years.


5.00%5.50%6.00%6.50%$0.00$0.50$1.00$1.50$2.00$2.50$3.00201820192020202120222023
Dividends
Dividend Yield
PeriodTTM202320222021202020192018
Dividend$3.24$2.93$2.35$2.21$2.93$2.90$2.61

Dividend yield

7.17%6.60%5.52%4.66%6.16%5.93%5.54%

Monthly Dividends

The table displays the monthly dividend distributions for Xtrackers Short Duration 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$0.24$0.25$0.28$0.27$0.28$0.28$0.26$0.30$0.27$0.27$2.70
2023$0.00$0.21$0.18$0.24$0.24$0.26$0.25$0.25$0.26$0.24$0.27$0.55$2.93
2022$0.00$0.18$0.15$0.19$0.18$0.20$0.20$0.21$0.20$0.23$0.22$0.41$2.35
2021$0.00$0.23$0.22$0.19$0.19$0.19$0.18$0.17$0.17$0.16$0.17$0.34$2.21
2020$0.00$0.23$0.23$0.23$0.27$0.22$0.23$0.21$0.20$0.27$0.25$0.60$2.93
2019$0.00$0.24$0.24$0.26$0.25$0.25$0.25$0.24$0.24$0.23$0.23$0.48$2.90
2018$0.21$0.22$0.20$0.21$0.22$0.20$0.22$0.22$0.22$0.23$0.46$2.61

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
-0.31%
-1.41%
SHYL (Xtrackers Short Duration High Yield Bond ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Xtrackers Short Duration 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 Short Duration High Yield Bond ETF was 19.26%, occurring on Mar 23, 2020. Recovery took 162 trading sessions.

The current Xtrackers Short Duration High Yield Bond ETF drawdown is 0.31%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-19.26%Feb 21, 202022Mar 23, 2020162Nov 10, 2020184
-9.59%Dec 28, 2021116Jun 13, 2022271Jul 13, 2023387
-4.92%Oct 2, 201858Dec 24, 201824Jan 30, 201982
-2.74%Sep 15, 202325Oct 19, 202311Nov 3, 202336
-1.82%Jan 29, 201810Feb 9, 201842Apr 12, 201852

Volatility

Volatility Chart

The current Xtrackers Short Duration High Yield Bond ETF volatility is 0.83%, 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
0.83%
4.07%
SHYL (Xtrackers Short Duration High Yield Bond ETF)
Benchmark (^GSPC)