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

Performance

AYE2.DE vs. XHYA.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 EUR High Yield Corporate Bond UCITS ETF (XHYA.DE). The values are adjusted to include any dividend payments, if applicable.

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


2026 (YTD)20252024202320222021
AYE2.DE
iShares EUR High Yield Corporate Bond ESG UCITS ETF EUR Acc
-1.14%5.88%6.36%10.77%-10.72%0.80%
XHYA.DE
Xtrackers EUR High Yield Corporate Bond UCITS ETF
-1.20%4.47%6.15%10.88%-8.84%1.80%

Returns By Period

In the year-to-date period, AYE2.DE achieves a -1.14% return, which is significantly higher than XHYA.DE's -1.20% return.


AYE2.DE

1D
-0.03%
1M
-1.04%
YTD
-1.14%
6M
-0.29%
1Y
4.18%
3Y*
6.49%
5Y*
10Y*

XHYA.DE

1D
-0.41%
1M
-0.68%
YTD
-1.20%
6M
-0.70%
1Y
2.85%
3Y*
5.80%
5Y*
2.43%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

AYE2.DE has a 0.25% expense ratio, which is higher than XHYA.DE's 0.20% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Return for Risk

AYE2.DE vs. XHYA.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: 5757
Overall Rank
AYE2.DE Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
AYE2.DE Sortino Ratio Rank: 5858
Sortino Ratio Rank
AYE2.DE Omega Ratio Rank: 5757
Omega Ratio Rank
AYE2.DE Calmar Ratio Rank: 5050
Calmar Ratio Rank
AYE2.DE Martin Ratio Rank: 6161
Martin Ratio Rank

XHYA.DE
XHYA.DE Risk / Return Rank: 3434
Overall Rank
XHYA.DE Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
XHYA.DE Sortino Ratio Rank: 2929
Sortino Ratio Rank
XHYA.DE Omega Ratio Rank: 2929
Omega Ratio Rank
XHYA.DE Calmar Ratio Rank: 3737
Calmar Ratio Rank
XHYA.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.

AYE2.DE vs. XHYA.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 EUR High Yield Corporate Bond UCITS ETF (XHYA.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.DEXHYA.DEDifference

Sharpe ratio

Return per unit of total volatility

1.10

0.64

+0.46

Sortino ratio

Return per unit of downside risk

1.58

0.94

+0.64

Omega ratio

Gain probability vs. loss probability

1.22

1.13

+0.10

Calmar ratio

Return relative to maximum drawdown

1.54

1.21

+0.34

Martin ratio

Return relative to average drawdown

7.19

5.16

+2.02

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

The current AYE2.DE Sharpe Ratio is 1.10, which is higher than the XHYA.DE Sharpe Ratio of 0.64. The chart below compares the historical Sharpe Ratios of AYE2.DE and XHYA.DE, 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


AYE2.DEXHYA.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.10

0.64

+0.46

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.44

Sharpe Ratio (All Time)

Calculated using the full available price history

0.39

0.41

-0.01

Correlation

The correlation between AYE2.DE and XHYA.DE is 0.83, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

AYE2.DE vs. XHYA.DE - Dividend Comparison

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


Tickers have no history of dividend payments

Drawdowns

AYE2.DE vs. XHYA.DE - Drawdown Comparison

The maximum AYE2.DE drawdown since its inception was -16.48%, smaller than the maximum XHYA.DE drawdown of -23.86%. Use the drawdown chart below to compare losses from any high point for AYE2.DE and XHYA.DE.


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Drawdown Indicators


AYE2.DEXHYA.DEDifference

Max Drawdown

Largest peak-to-trough decline

-16.48%

-23.86%

+7.38%

Max Drawdown (1Y)

Largest decline over 1 year

-3.10%

-2.89%

-0.21%

Max Drawdown (5Y)

Largest decline over 5 years

-14.48%

Current Drawdown

Current decline from peak

-1.90%

-1.99%

+0.09%

Average Drawdown

Average peak-to-trough decline

-4.07%

-2.56%

-1.51%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.67%

0.67%

0.00%

Volatility

AYE2.DE vs. XHYA.DE - Volatility Comparison

iShares EUR High Yield Corporate Bond ESG UCITS ETF EUR Acc (AYE2.DE) and Xtrackers EUR High Yield Corporate Bond UCITS ETF (XHYA.DE) have volatilities of 2.09% and 2.05%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AYE2.DEXHYA.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.09%

2.05%

+0.04%

Volatility (6M)

Calculated over the trailing 6-month period

2.63%

3.07%

-0.44%

Volatility (1Y)

Calculated over the trailing 1-year period

3.79%

4.46%

-0.67%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.27%

5.41%

-0.14%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.27%

6.70%

-1.43%