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ASHR vs. HYLB
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ASHR vs. HYLB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Xtrackers Harvest CSI 300 China A-Shares Fund (ASHR) and Xtrackers USD High Yield Corporate Bond ETF (HYLB). The values are adjusted to include any dividend payments, if applicable.

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ASHR vs. HYLB - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ASHR
Xtrackers Harvest CSI 300 China A-Shares Fund
-0.64%27.02%11.95%-12.52%-27.52%-1.57%36.29%36.50%-28.45%33.47%
HYLB
Xtrackers USD High Yield Corporate Bond ETF
-0.81%8.74%8.14%12.03%-10.80%3.94%5.04%14.06%-1.80%6.00%

Returns By Period

In the year-to-date period, ASHR achieves a -0.64% return, which is significantly higher than HYLB's -0.81% return.


ASHR

1D
1.33%
1M
-4.25%
YTD
-0.64%
6M
1.30%
1Y
25.74%
3Y*
5.52%
5Y*
-2.00%
10Y*
4.13%

HYLB

1D
0.39%
1M
-1.60%
YTD
-0.81%
6M
0.56%
1Y
6.56%
3Y*
7.87%
5Y*
3.77%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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ASHR vs. HYLB - Expense Ratio Comparison

ASHR has a 0.65% expense ratio, which is higher than HYLB's 0.15% expense ratio.


Return for Risk

ASHR vs. HYLB — Risk / Return Rank

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

ASHR
ASHR Risk / Return Rank: 8080
Overall Rank
ASHR Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
ASHR Sortino Ratio Rank: 7777
Sortino Ratio Rank
ASHR Omega Ratio Rank: 7676
Omega Ratio Rank
ASHR Calmar Ratio Rank: 8282
Calmar Ratio Rank
ASHR Martin Ratio Rank: 8686
Martin Ratio Rank

HYLB
HYLB Risk / Return Rank: 7575
Overall Rank
HYLB Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
HYLB Sortino Ratio Rank: 7474
Sortino Ratio Rank
HYLB Omega Ratio Rank: 7878
Omega Ratio Rank
HYLB Calmar Ratio Rank: 7171
Calmar Ratio Rank
HYLB Martin Ratio Rank: 8383
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.

ASHR vs. HYLB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers Harvest CSI 300 China A-Shares Fund (ASHR) 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.


ASHRHYLBDifference

Sharpe ratio

Return per unit of total volatility

1.39

1.21

+0.18

Sortino ratio

Return per unit of downside risk

1.90

1.80

+0.10

Omega ratio

Gain probability vs. loss probability

1.27

1.29

-0.01

Calmar ratio

Return relative to maximum drawdown

2.16

1.73

+0.43

Martin ratio

Return relative to average drawdown

9.57

9.04

+0.53

ASHR vs. HYLB - Sharpe Ratio Comparison

The current ASHR Sharpe Ratio is 1.39, which is comparable to the HYLB Sharpe Ratio of 1.21. The chart below compares the historical Sharpe Ratios of ASHR and HYLB, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


ASHRHYLBDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.39

1.21

+0.18

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.08

0.51

-0.59

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.17

Sharpe Ratio (All Time)

Calculated using the full available price history

0.20

0.56

-0.36

Correlation

The correlation between ASHR and HYLB is 0.34, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

ASHR vs. HYLB - Dividend Comparison

ASHR's dividend yield for the trailing twelve months is around 2.32%, less than HYLB's 6.42% yield.


TTM20252024202320222021202020192018201720162015
ASHR
Xtrackers Harvest CSI 300 China A-Shares Fund
2.32%2.31%1.13%2.48%1.13%0.88%0.81%0.98%1.32%0.84%0.73%30.13%
HYLB
Xtrackers USD High Yield Corporate Bond ETF
5.92%6.29%6.31%5.84%5.53%4.45%5.22%5.71%5.95%5.85%0.27%0.00%

Drawdowns

ASHR vs. HYLB - Drawdown Comparison

The maximum ASHR drawdown since its inception was -51.30%, which is greater than HYLB's maximum drawdown of -22.91%. Use the drawdown chart below to compare losses from any high point for ASHR and HYLB.


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Drawdown Indicators


ASHRHYLBDifference

Max Drawdown

Largest peak-to-trough decline

-51.30%

-22.91%

-28.39%

Max Drawdown (1Y)

Largest decline over 1 year

-11.41%

-3.88%

-7.53%

Max Drawdown (5Y)

Largest decline over 5 years

-46.44%

-15.54%

-30.90%

Max Drawdown (10Y)

Largest decline over 10 years

-51.30%

Current Drawdown

Current decline from peak

-23.87%

-1.84%

-22.03%

Average Drawdown

Average peak-to-trough decline

-29.34%

-2.47%

-26.87%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.67%

0.74%

+1.93%

Volatility

ASHR vs. HYLB - Volatility Comparison

Xtrackers Harvest CSI 300 China A-Shares Fund (ASHR) has a higher volatility of 5.81% compared to Xtrackers USD High Yield Corporate Bond ETF (HYLB) at 2.04%. This indicates that ASHR'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.


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Volatility by Period


ASHRHYLBDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.81%

2.04%

+3.77%

Volatility (6M)

Calculated over the trailing 6-month period

11.30%

2.71%

+8.59%

Volatility (1Y)

Calculated over the trailing 1-year period

18.63%

5.43%

+13.20%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.85%

7.44%

+16.41%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.13%

8.23%

+15.90%