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ISIN
IE00BG04LT92
Issuer
Xtrackers
Inception Date
Dec 13, 2021
Leveraged
1x (No leverage)
Index Tracked
Bloomberg US High Yield Very Liquid ex 144A Index (EUR Hedged)
Domicile
Ireland
Distribution Policy
Accumulating
Asset Class
Bond

Share Price Chart


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Performance

XUHE.DE Performance Chart

Xtrackers USD High Yield Corporate Bond UCITS ETF EUR Hedged (Acc) (XUHE.DE) is up 1.2% since the beginning of the year. XUHE.DE is currently trading at €17 per share.


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S&P 500 Index

Returns By Period

Xtrackers USD High Yield Corporate Bond UCITS ETF EUR Hedged (Acc) (XUHE.DE) has returned 1.21% so far this year and 3.98% over the past 12 months.


Xtrackers USD High Yield Corporate Bond UCITS ETF EUR Hedged (Acc)

1D
-0.12%
1M
0.30%
6M
1.21%
YTD
1.21%
1Y
3.98%
3Y*
6.61%
5Y*
10Y*

Benchmark (S&P 500 Index)

1D
-0.43%
1M
0.48%
6M
11.83%
YTD
12.30%
1Y
22.52%
3Y*
17.03%
5Y*
12.27%
10Y*
13.23%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XUHE.DE Monthly Returns History

Based on dividend-adjusted daily data since Oct 14, 2021, XUHE.DE's average daily return is +0.01%, while the average monthly return is +0.17%. At this rate, an investment would double in approximately 34.0 years.

Historically, 60% of months were positive and 40% were negative. The best month was Jul 2022 with a return of +5.6%, while the worst month was Jun 2022 at -9.1%. The longest winning streak lasted 6 consecutive months, and the longest losing streak was 4 months.

On a daily basis, XUHE.DE closed higher 46% of trading days. The best single day was May 27, 2022 with a return of +2.5%, while the worst single day was Jun 14, 2022 at -3.0%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20260.48%0.12%-1.87%1.90%0.30%-0.24%0.54%1.21%
20251.75%0.38%-1.33%0.26%1.28%1.65%0.25%0.93%0.62%-0.06%0.61%0.49%7.00%
2024-0.14%-0.20%1.02%-1.28%1.03%0.88%1.68%1.45%1.50%-1.09%1.36%-1.22%5.04%
20233.85%-1.96%1.70%0.44%-1.89%2.07%1.01%0.00%-1.43%-1.46%4.43%3.89%10.87%
2022-2.97%-1.46%-0.61%-4.48%1.49%-9.11%5.55%-2.12%-4.10%1.87%2.06%-0.82%-14.46%
2021-0.13%-1.57%2.65%0.91%

Benchmark Metrics

Xtrackers USD High Yield Corporate Bond UCITS ETF EUR Hedged (Acc) has an annualized alpha of 0.61%, beta of 0.07, and R2 of 0.02 versus S&P 500 Index. Calculated based on daily prices since October 14, 2021.

  • This ETF participated in 45.89% of S&P 500 Index downside but only 23.31% of its upside - more exposed to losses than it benefited from rallies.
  • Beta of 0.07 may look defensive, but with R2 of 0.02 this ETF is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this ETF's risk.
  • R2 of 0.02 means this ETF moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Alpha
0.61%
Beta
0.07
0.02
Upside Capture
23.31%
Downside Capture
45.89%

Expense Ratio

XUHE.DE has an expense ratio of 0.25%, which is considered low.


Return for Risk

Risk / Return Rank

XUHE.DE ranks 33 for risk / return — below 33% of ETFs on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.


XUHE.DE Risk / Return Rank: 3333
Overall Rank
XUHE.DE Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
XUHE.DE Sortino Ratio Rank: 3131
Sortino Ratio Rank
XUHE.DE Omega Ratio Rank: 3131
Omega Ratio Rank
XUHE.DE Calmar Ratio Rank: 3030
Calmar Ratio Rank
XUHE.DE Martin Ratio Rank: 4545
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Xtrackers USD High Yield Corporate Bond UCITS ETF EUR Hedged (Acc) (XUHE.DE) and compare them to S&P 500 Index.

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.


XUHE.DEBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-0.95

Sortino ratioReturn per unit of downside risk

-1.03

Omega ratioGain probability vs. loss probability

1.19

1.35

-0.16

Calmar ratioReturn relative to maximum drawdown

1.32

3.18

-1.86

Martin ratioReturn relative to average drawdown

6.17

11.76

-5.60

Dividends

Dividend History


Xtrackers USD High Yield Corporate Bond UCITS ETF EUR Hedged (Acc) doesn't pay dividends

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.


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Worst Drawdowns

The table below displays the maximum drawdowns of the Xtrackers USD High Yield Corporate Bond UCITS ETF EUR Hedged (Acc). 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 UCITS ETF EUR Hedged (Acc) was 17.56%, occurring on Sep 29, 2022. Recovery took 502 trading sessions.

The current Xtrackers USD High Yield Corporate Bond UCITS ETF EUR Hedged (Acc) drawdown is 0.12%.


Related event

Drawdown

Fall

Recovery

Underwater

Bear market2022
-17.56%Sep 2022
8mo 29d1y 11mo
2y 8moJan 2022 - Sep 2024
2025 selloff2025
-5.20%Apr 2025
1mo 11d1mo 4d
2mo 15dFeb 2025 - May 2025
2026 pullback2026
-3.00%Mar 2026
1mo 2d20d
1mo 22dFeb 2026 - Apr 2026
2021 pullback2021
-2.71%Nov 2021
19d1mo
1mo 19dNov 2021 - Dec 2021
2024 pullback2024
-1.72%Dec 2024
10d1mo 6d
1mo 16dDec 2024 - Jan 2025

Drawdown Indicators


XUHE.DEBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-17.56%

-51.62%

+34.06%

Max Drawdown (1Y)

Largest decline over 1 year

-3.00%

-7.57%

+4.57%

Max Drawdown (3Y)

Largest decline over 3 years

-5.20%

-23.99%

+18.79%

Max Drawdown (5Y)

Largest decline over 5 years

-23.99%

Max Drawdown (10Y)

Largest decline over 10 years

-33.42%

Current Drawdown

Current decline from peak

-0.12%

-0.43%

+0.31%

Average Drawdown

Average peak-to-trough decline

-5.49%

-9.08%

+3.59%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.64%

2.04%

-1.40%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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