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ASHR vs. HYLB
Performance
Return for Risk
Drawdowns
Volatility
Dividends

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 ETF (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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Returns By Period

In the year-to-date period, ASHR achieves a 9.16% return, which is significantly higher than HYLB's 1.70% return.


ASHR

1D
-0.55%
1M
1.44%
YTD
9.16%
6M
9.26%
1Y
34.40%
3Y*
12.55%
5Y*
-0.97%
10Y*
5.90%

HYLB

1D
0.03%
1M
0.49%
YTD
1.70%
6M
1.67%
1Y
5.85%
3Y*
8.97%
5Y*
3.92%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

ASHR vs. HYLB - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ASHR
Xtrackers Harvest CSI 300 China A-Shares ETF
9.16%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
1.70%8.74%8.14%12.03%-10.80%3.94%5.04%14.06%-1.80%6.00%

Correlation

The correlation between ASHR and HYLB is 0.35, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.35

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

0.23

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

0.26

Correlation (All Time)
Calculated using the full available price history since Dec 7, 2016

0.34

The correlation between ASHR and HYLB shifts across timeframes, from 0.23 (3 years) to 0.35 (1 year), reflecting how their relationship changes across market environments.

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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: 7272
Overall Rank
ASHR Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
ASHR Sortino Ratio Rank: 6666
Sortino Ratio Rank
ASHR Omega Ratio Rank: 6464
Omega Ratio Rank
ASHR Calmar Ratio Rank: 8787
Calmar Ratio Rank
ASHR Martin Ratio Rank: 7676
Martin Ratio Rank

HYLB
HYLB Risk / Return Rank: 5757
Overall Rank
HYLB Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
HYLB Sortino Ratio Rank: 5555
Sortino Ratio Rank
HYLB Omega Ratio Rank: 5454
Omega Ratio Rank
HYLB Calmar Ratio Rank: 5858
Calmar Ratio Rank
HYLB Martin Ratio Rank: 6868
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 ETF (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.

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.


ASHRHYLBDifference
Sharpe ratioReturn per unit of total volatility

+0.37

Sortino ratioReturn per unit of downside risk

+0.31

Omega ratioGain probability vs. loss probability

1.34

1.31

+0.04

Calmar ratioReturn relative to maximum drawdown

4.49

2.59

+1.90

Martin ratioReturn relative to average drawdown

12.97

11.05

+1.92

ASHR vs. HYLB - Sharpe Ratio Comparison

The current ASHR Sharpe Ratio is 1.94, which is comparable to the HYLB Sharpe Ratio of 1.57. The chart below compares the historical Sharpe Ratios of ASHR 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.


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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

-7.69%

-2.27%

-5.42%

Max Drawdown (3Y)

Largest decline over 3 years

-33.12%

-4.51%

-28.61%

Max Drawdown (5Y)

Largest decline over 5 years

-44.59%

-15.54%

-29.05%

Max Drawdown (10Y)

Largest decline over 10 years

-51.30%

Current Drawdown

Current decline from peak

-16.36%

-0.19%

-16.17%

Average Drawdown

Average peak-to-trough decline

-29.12%

-2.42%

-26.70%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.66%

0.53%

+2.13%

Volatility

ASHR vs. HYLB - Volatility Comparison

Xtrackers Harvest CSI 300 China A-Shares ETF (ASHR) has a higher volatility of 7.34% compared to Xtrackers USD High Yield Corporate Bond ETF (HYLB) at 1.06%. 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

7.34%

1.06%

+6.28%

Volatility (6M)

Calculated over the trailing 6-month period

12.96%

3.02%

+9.94%

Volatility (1Y)

Calculated over the trailing 1-year period

17.89%

3.76%

+14.13%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.01%

7.48%

+16.53%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.09%

8.16%

+15.93%

ASHR vs. HYLB - Expense Ratio Comparison

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


Dividends

ASHR vs. HYLB - Dividend Comparison

ASHR's dividend yield for the trailing twelve months is around 2.11%, less than HYLB's 6.48% yield.


PositionTTM20252024202320222021202020192018201720162015
ASHR
Xtrackers Harvest CSI 300 China A-Shares ETF
2.11%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
6.48%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


ASHR and HYLB have a correlation of 0.35, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ASHR has higher volatility (7.34%) compared to HYLB (1.06%). In terms of maximum drawdown, ASHR dropped -51.30% vs HYLB's -22.91%.

On 5-year performance, HYLB leads with 3.92% vs -0.97% for ASHR. On fees, HYLB is cheaper at 0.15% per year. On volatility, HYLB has been the lower-risk option at 1.06%. 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 3.92% return vs -0.97%. 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 0.65% for ASHR.

HYLB has the higher dividend yield at 6.48%, compared with 2.11% for ASHR.

ASHR is categorized as China Equities, while HYLB is High Yield Bonds. ASHR tracks CSI 300 Index, while HYLB tracks Solactive USD High Yield Corporates Total Market Index. Their fees differ too: 0.65% for ASHR and 0.15% for HYLB.

ASHR currently has the higher Sharpe Ratio (1.94 vs 1.57), 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

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