PortfoliosLab logoPortfoliosLab logo
ANGL vs. HYLB
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ANGL vs. HYLB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VanEck Vectors Fallen Angel High Yield Bond ETF (ANGL) and Xtrackers USD High Yield Corporate Bond ETF (HYLB). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

The year-to-date returns for both stocks are quite close, with ANGL having a 1.55% return and HYLB slightly lower at 1.53%.


ANGL

1D
-0.21%
1M
0.49%
YTD
1.55%
6M
1.64%
1Y
8.16%
3Y*
8.46%
5Y*
3.44%
10Y*
6.27%

HYLB

1D
-0.18%
1M
0.38%
YTD
1.53%
6M
2.00%
1Y
6.87%
3Y*
8.72%
5Y*
4.04%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

ANGL vs. HYLB - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ANGL
VanEck Vectors Fallen Angel High Yield Bond ETF
1.55%9.04%6.06%12.52%-14.26%6.84%13.20%18.06%-5.84%9.71%
HYLB
Xtrackers USD High Yield Corporate Bond ETF
1.53%8.74%8.14%12.03%-10.80%3.94%5.04%14.06%-1.80%6.00%

Correlation

The correlation between ANGL and HYLB is 0.92, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.92

Correlation (3Y)
Calculated over the trailing 3-year period

0.94

Correlation (5Y)
Calculated over the trailing 5-year period

0.94

Correlation (All Time)
Calculated using the full available price history since Dec 8, 2016

0.87

The correlation between ANGL and HYLB has been stable across timeframes, ranging from 0.87 to 0.94 - a consistent structural relationship.

Compare stocks, funds, or ETFs

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


Return for Risk

ANGL vs. HYLB — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

ANGL
ANGL Risk / Return Rank: 5252
Overall Rank
ANGL Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
ANGL Sortino Ratio Rank: 5656
Sortino Ratio Rank
ANGL Omega Ratio Rank: 6060
Omega Ratio Rank
ANGL Calmar Ratio Rank: 4141
Calmar Ratio Rank
ANGL Martin Ratio Rank: 5050
Martin Ratio Rank

HYLB
HYLB Risk / Return Rank: 6060
Overall Rank
HYLB Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
HYLB Sortino Ratio Rank: 5959
Sortino Ratio Rank
HYLB Omega Ratio Rank: 5959
Omega Ratio Rank
HYLB Calmar Ratio Rank: 6060
Calmar Ratio Rank
HYLB Martin Ratio Rank: 7070
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.

ANGL vs. HYLB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VanEck Vectors Fallen Angel High Yield Bond ETF (ANGL) and Xtrackers USD High Yield Corporate Bond ETF (HYLB). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


ANGLHYLBDifference

Sharpe ratio

Return per unit of total volatility

1.90

1.86

+0.04

Sortino ratio

Return per unit of downside risk

2.73

2.83

-0.10

Omega ratio

Gain probability vs. loss probability

1.37

1.37

+0.01

Calmar ratio

Return relative to maximum drawdown

2.02

3.04

-1.01

Martin ratio

Return relative to average drawdown

8.49

13.06

-4.58

ANGL vs. HYLB - Sharpe Ratio Comparison

The current ANGL Sharpe Ratio is 1.90, which is comparable to the HYLB Sharpe Ratio of 1.86. The chart below compares the historical Sharpe Ratios of ANGL and HYLB, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


ANGLHYLBDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.90

1.86

+0.04

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.45

0.54

-0.09

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.68

Sharpe Ratio (All Time)

Calculated using the full available price history

0.74

0.58

+0.16

Drawdowns

ANGL vs. HYLB - Drawdown Comparison

The maximum ANGL drawdown since its inception was -29.31%, which is greater than HYLB's maximum drawdown of -22.91%. Use the drawdown chart below to compare losses from any high point for ANGL and HYLB.


Loading charts...

Drawdown Indicators


ANGLHYLBDifference

Max Drawdown

Largest peak-to-trough decline

-29.31%

-22.91%

-6.40%

Max Drawdown (1Y)

Largest decline over 1 year

-4.05%

-2.27%

-1.78%

Max Drawdown (3Y)

Largest decline over 3 years

-5.48%

-4.51%

-0.97%

Max Drawdown (5Y)

Largest decline over 5 years

-19.25%

-15.54%

-3.71%

Max Drawdown (10Y)

Largest decline over 10 years

-29.31%

Current Drawdown

Current decline from peak

-0.30%

-0.19%

-0.11%

Average Drawdown

Average peak-to-trough decline

-3.30%

-2.43%

-0.87%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.96%

0.53%

+0.43%

Volatility

ANGL vs. HYLB - Volatility Comparison

VanEck Vectors Fallen Angel High Yield Bond ETF (ANGL) has a higher volatility of 1.37% compared to Xtrackers USD High Yield Corporate Bond ETF (HYLB) at 1.20%. This indicates that ANGL's price experiences larger fluctuations and is considered to be riskier than HYLB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


ANGLHYLBDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.37%

1.20%

+0.17%

Volatility (6M)

Calculated over the trailing 6-month period

3.46%

2.93%

+0.53%

Volatility (1Y)

Calculated over the trailing 1-year period

4.31%

3.70%

+0.61%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.63%

7.47%

+0.16%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.28%

8.18%

+1.10%

ANGL vs. HYLB - Expense Ratio Comparison

ANGL has a 0.35% expense ratio, which is higher than HYLB's 0.15% expense ratio.


Dividends

ANGL vs. HYLB - Dividend Comparison

ANGL's dividend yield for the trailing twelve months is around 6.37%, less than HYLB's 6.49% yield.


PositionTTM20252024202320222021202020192018201720162015
ANGL
VanEck Vectors Fallen Angel High Yield Bond ETF
6.37%6.20%6.29%5.27%4.72%3.90%4.67%5.19%5.99%5.25%5.34%5.81%
HYLB
Xtrackers USD High Yield Corporate Bond ETF
6.49%6.29%6.31%5.84%5.53%4.45%5.22%5.71%5.95%5.85%0.27%0.00%

Frequently Asked Questions


With a correlation of 0.92, ANGL and HYLB move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

ANGL has higher volatility (1.37%) compared to HYLB (1.20%). In terms of maximum drawdown, ANGL dropped -29.31% vs HYLB's -22.91%.

On 5-year performance, HYLB leads with 4.04% vs 3.44% for ANGL. On fees, HYLB is cheaper at 0.15% per year. On volatility, HYLB has been the lower-risk option at 1.20%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, HYLB has performed better with a 4.04% return vs 3.44%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

HYLB is cheaper with a 0.15% expense ratio, compared with 0.35% for ANGL.

HYLB has the higher dividend yield at 6.49%, compared with 6.37% for ANGL.

ANGL tracks BofA Merrill Lynch US Fallen Angel High Yield Index, while HYLB tracks Solactive USD High Yield Corporates Total Market Index. They also come from different issuers: VanEck and DWS. Their fees differ too: 0.35% for ANGL and 0.15% for HYLB.

ANGL currently has the higher Sharpe Ratio (1.90 vs 1.86), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for ANGL and HYLB

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer