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AYE2.DE vs. XDWF.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

AYE2.DE vs. XDWF.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares EUR High Yield Corporate Bond ESG UCITS ETF EUR Acc (AYE2.DE) and Xtrackers MSCI World Financials UCITS ETF 1C (XDWF.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, AYE2.DE achieves a 0.71% return, which is significantly lower than XDWF.DE's 1.15% return.


AYE2.DE

1D
-0.10%
1M
0.88%
YTD
0.71%
6M
1.00%
1Y
3.78%
3Y*
6.88%
5Y*
2.45%
10Y*

XDWF.DE

1D
2.02%
1M
2.66%
YTD
1.15%
6M
4.89%
1Y
12.52%
3Y*
20.89%
5Y*
12.85%
10Y*
11.89%
*Multi-year figures are annualized to reflect compound growth (CAGR)

AYE2.DE vs. XDWF.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021
AYE2.DE
iShares EUR High Yield Corporate Bond ESG UCITS ETF EUR Acc
0.71%5.88%6.36%10.77%-10.72%0.80%
XDWF.DE
Xtrackers MSCI World Financials UCITS ETF 1C
1.15%15.35%34.08%12.42%-4.87%16.93%

Correlation

The correlation between AYE2.DE and XDWF.DE is 0.59, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.59

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

0.53

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

0.55

Correlation (All Time)
Calculated using the full available price history since Apr 6, 2021

0.54

The correlation between AYE2.DE and XDWF.DE has been stable across timeframes, ranging from 0.53 to 0.59 - a consistent structural relationship.

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Return for Risk

AYE2.DE vs. XDWF.DE — Risk / Return Rank

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

AYE2.DE
AYE2.DE Risk / Return Rank: 3030
Overall Rank
AYE2.DE Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
AYE2.DE Sortino Ratio Rank: 3131
Sortino Ratio Rank
AYE2.DE Omega Ratio Rank: 3131
Omega Ratio Rank
AYE2.DE Calmar Ratio Rank: 2626
Calmar Ratio Rank
AYE2.DE Martin Ratio Rank: 3434
Martin Ratio Rank

XDWF.DE
XDWF.DE Risk / Return Rank: 2727
Overall Rank
XDWF.DE Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
XDWF.DE Sortino Ratio Rank: 2626
Sortino Ratio Rank
XDWF.DE Omega Ratio Rank: 2525
Omega Ratio Rank
XDWF.DE Calmar Ratio Rank: 2727
Calmar Ratio Rank
XDWF.DE Martin Ratio Rank: 2929
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.

AYE2.DE vs. XDWF.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares EUR High Yield Corporate Bond ESG UCITS ETF EUR Acc (AYE2.DE) and Xtrackers MSCI World Financials UCITS ETF 1C (XDWF.DE). 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.


AYE2.DEXDWF.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.12

Sortino ratioReturn per unit of downside risk

+0.25

Omega ratioGain probability vs. loss probability

1.21

1.16

+0.04

Calmar ratioReturn relative to maximum drawdown

1.21

1.29

-0.08

Martin ratioReturn relative to average drawdown

5.15

3.98

+1.17

AYE2.DE vs. XDWF.DE - Sharpe Ratio Comparison

The current AYE2.DE Sharpe Ratio is 1.05, which is comparable to the XDWF.DE Sharpe Ratio of 0.93. The chart below compares the historical Sharpe Ratios of AYE2.DE and XDWF.DE, 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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Sharpe Ratios by Period


AYE2.DEXDWF.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.05

0.93

+0.12

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.45

0.78

-0.33

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.64

Sharpe Ratio (All Time)

Calculated using the full available price history

0.45

0.63

-0.18

Drawdowns

AYE2.DE vs. XDWF.DE - Drawdown Comparison

The maximum AYE2.DE drawdown since its inception was -16.48%, smaller than the maximum XDWF.DE drawdown of -42.06%. Use the drawdown chart below to compare losses from any high point for AYE2.DE and XDWF.DE.


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Drawdown Indicators


AYE2.DEXDWF.DEDifference

Max Drawdown

Largest peak-to-trough decline

-16.48%

-42.06%

+25.58%

Max Drawdown (1Y)

Largest decline over 1 year

-3.10%

-9.65%

+6.55%

Max Drawdown (3Y)

Largest decline over 3 years

-3.69%

-19.74%

+16.05%

Max Drawdown (5Y)

Largest decline over 5 years

-16.48%

-19.74%

+3.26%

Max Drawdown (10Y)

Largest decline over 10 years

-42.06%

Current Drawdown

Current decline from peak

-0.33%

-0.84%

+0.51%

Average Drawdown

Average peak-to-trough decline

-3.96%

-6.06%

+2.10%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.73%

3.14%

-2.41%

Volatility

AYE2.DE vs. XDWF.DE - Volatility Comparison

The current volatility for iShares EUR High Yield Corporate Bond ESG UCITS ETF EUR Acc (AYE2.DE) is 0.98%, while Xtrackers MSCI World Financials UCITS ETF 1C (XDWF.DE) has a volatility of 3.37%. This indicates that AYE2.DE experiences smaller price fluctuations and is considered to be less risky than XDWF.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AYE2.DEXDWF.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.98%

3.37%

-2.39%

Volatility (6M)

Calculated over the trailing 6-month period

3.09%

10.03%

-6.94%

Volatility (1Y)

Calculated over the trailing 1-year period

3.58%

13.39%

-9.81%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.34%

16.25%

-10.91%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.26%

18.61%

-13.35%

AYE2.DE vs. XDWF.DE - Expense Ratio Comparison

Both AYE2.DE and XDWF.DE have an expense ratio of 0.25%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

AYE2.DE vs. XDWF.DE - Dividend Comparison

Neither AYE2.DE nor XDWF.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


AYE2.DE and XDWF.DE have a correlation of 0.59, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.25% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

AYE2.DE and XDWF.DE have the same expense ratio: 0.25% per year.

AYE2.DE is categorized as European High Yield Bonds, while XDWF.DE is Financials Equities. AYE2.DE tracks Bloomberg MSCI Euro Corporate High Yield Sustainable BB+ SRI Bond, while XDWF.DE tracks MSCI World Financials. They also come from different issuers: iShares and Xtrackers.

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