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Xtrackers Short Duration High Yield Bond ETF (SHYL...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINUS2330512839
CUSIP233051283
IssuerDeutsche Bank
Inception DateJan 10, 2018
RegionNorth America (U.S.)
CategoryHigh Yield Bonds
Index TrackedSolactive USD High Yield Corporates Total Market 0-5 Year Index
Asset ClassBond

Expense Ratio

SHYL has a high expense ratio of 0.20%, indicating higher-than-average management fees.


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%

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.


Xtrackers Short Duration High Yield Bond ETF

Popular comparisons: SHYL vs. AMC, SHYL vs. SHYG, SHYL vs. BND, SHYL vs. IBHD, SHYL vs. AOM, SHYL vs. AOA, SHYL vs. USD, SHYL vs. SHY, SHYL vs. VOO, SHYL vs. TMF

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.


20.00%40.00%60.00%80.00%100.00%December2024FebruaryMarchAprilMay
27.11%
90.04%
SHYL (Xtrackers Short Duration High Yield Bond ETF)
Benchmark (^GSPC)

S&P 500

Returns By Period

Xtrackers Short Duration High Yield Bond ETF had a return of 1.47% year-to-date (YTD) and 9.48% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date1.47%9.49%
1 month0.71%1.20%
6 months6.11%18.29%
1 year9.48%26.44%
5 years (annualized)3.80%12.64%
10 years (annualized)N/A10.67%

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%-0.82%1.47%
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%-5.22%
20210.01%0.61%1.02%0.71%0.30%0.81%-0.09%0.31%0.21%0.01%-0.96%1.59%4.60%
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%3.64%
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%0.47%0.24%0.20%1.06%0.55%0.53%-1.36%-0.49%-1.81%-0.66%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current risk-adjusted rank of SHYL 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 SHYL is 8383
SHYL (Xtrackers Short Duration High Yield Bond ETF)
The Sharpe Ratio Rank of SHYL is 7777Sharpe Ratio Rank
The Sortino Ratio Rank of SHYL is 8080Sortino Ratio Rank
The Omega Ratio Rank of SHYL is 7878Omega Ratio Rank
The Calmar Ratio Rank of SHYL is 9292Calmar Ratio Rank
The Martin Ratio Rank of SHYL is 8989Martin 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.


SHYL
Sharpe ratio
The chart of Sharpe ratio for SHYL, currently valued at 1.95, compared to the broader market0.002.004.001.95
Sortino ratio
The chart of Sortino ratio for SHYL, currently valued at 2.97, compared to the broader market-2.000.002.004.006.008.0010.002.97
Omega ratio
The chart of Omega ratio for SHYL, currently valued at 1.36, compared to the broader market0.501.001.502.002.501.36
Calmar ratio
The chart of Calmar ratio for SHYL, currently valued at 2.98, compared to the broader market0.002.004.006.008.0010.0012.0014.002.98
Martin ratio
The chart of Martin ratio for SHYL, currently valued at 12.74, compared to the broader market0.0020.0040.0060.0080.0012.74
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.27, compared to the broader market0.002.004.002.27
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.22, compared to the broader market-2.000.002.004.006.008.0010.003.22
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.39, compared to the broader market0.501.001.502.002.501.39
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.83, compared to the broader market0.002.004.006.008.0010.0012.0014.001.83
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 8.69, compared to the broader market0.0020.0040.0060.0080.008.69

Sharpe Ratio

The current Xtrackers Short Duration High Yield Bond ETF Sharpe ratio is 1.95. This value is calculated based on the past 12 months 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 Ratio1.001.502.002.503.00December2024FebruaryMarchAprilMay
1.95
2.27
SHYL (Xtrackers Short Duration High Yield Bond ETF)
Benchmark (^GSPC)

Dividends

Dividend History

Xtrackers Short Duration High Yield Bond ETF granted a 7.05% dividend yield in the last twelve months. The annual payout for that period amounted to $3.10 per share.


PeriodTTM202320222021202020192018
Dividend$3.10$2.93$2.35$2.21$2.93$2.90$2.61

Dividend yield

7.05%6.60%5.52%4.65%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$1.04
2023$0.00$0.21$0.18$0.24$0.24$0.26$0.25$0.25$0.26$0.24$0.26$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$0.22$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.


-8.00%-6.00%-4.00%-2.00%0.00%December2024FebruaryMarchAprilMay
-0.45%
-0.60%
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 0.45%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-19.26%Feb 21, 202022Mar 23, 2020162Nov 10, 2020184
-9.6%Dec 28, 2021116Jun 13, 2022271Jul 13, 2023387
-4.91%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 1.19%, 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%December2024FebruaryMarchAprilMay
1.19%
3.93%
SHYL (Xtrackers Short Duration High Yield Bond ETF)
Benchmark (^GSPC)