AYE2.DE vs. XHYA.DE
Compare and contrast key facts about iShares EUR High Yield Corporate Bond ESG UCITS ETF EUR Acc (AYE2.DE) and Xtrackers EUR High Yield Corporate Bond UCITS ETF (XHYA.DE).
AYE2.DE and XHYA.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. AYE2.DE is a passively managed fund by iShares that tracks the performance of the Bloomberg MSCI Euro Corporate High Yield Sustainable BB+ SRI Bond. It was launched on Nov 12, 2019. XHYA.DE is a passively managed fund by Xtrackers that tracks the performance of the iBoxx® EUR Liquid High Yield. It was launched on Mar 15, 2017. Both AYE2.DE and XHYA.DE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
AYE2.DE vs. XHYA.DE - Performance Comparison
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AYE2.DE vs. XHYA.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
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*
- —
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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
AYE2.DE
XHYA.DE
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.DE | XHYA.DE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.10 | 0.64 | +0.46 |
Sortino ratioReturn per unit of downside risk | 1.58 | 0.94 | +0.64 |
Omega ratioGain probability vs. loss probability | 1.22 | 1.13 | +0.10 |
Calmar ratioReturn relative to maximum drawdown | 1.54 | 1.21 | +0.34 |
Martin ratioReturn relative to average drawdown | 7.19 | 5.16 | +2.02 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| AYE2.DE | XHYA.DE | Difference | |
|---|---|---|---|
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.
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.DE | XHYA.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -1.90% | -1.99% | +0.09% |
Average DrawdownAverage peak-to-trough decline | -4.07% | -2.56% | -1.51% |
Ulcer IndexDepth 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.DE | XHYA.DE | Difference | |
|---|---|---|---|
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% |