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BHYB vs. ANGL
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between BHYB and ANGL is 0.62, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Performance

BHYB vs. ANGL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Xtrackers USD High Yield BB-B ex Financials ETF (BHYB) and VanEck Vectors Fallen Angel High Yield Bond ETF (ANGL). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

BHYB:

1.39

ANGL:

0.96

Sortino Ratio

BHYB:

1.87

ANGL:

1.21

Omega Ratio

BHYB:

1.27

ANGL:

1.19

Calmar Ratio

BHYB:

1.61

ANGL:

1.03

Martin Ratio

BHYB:

8.51

ANGL:

4.96

Ulcer Index

BHYB:

0.80%

ANGL:

1.14%

Daily Std Dev

BHYB:

5.35%

ANGL:

6.68%

Max Drawdown

BHYB:

-4.23%

ANGL:

-35.07%

Current Drawdown

BHYB:

-0.66%

ANGL:

-0.93%

Returns By Period

In the year-to-date period, BHYB achieves a 2.12% return, which is significantly higher than ANGL's 1.33% return.


BHYB

YTD

2.12%

1M

0.41%

6M

1.71%

1Y

7.04%

3Y*

N/A

5Y*

N/A

10Y*

N/A

ANGL

YTD

1.33%

1M

0.78%

6M

0.67%

1Y

5.93%

3Y*

6.01%

5Y*

6.00%

10Y*

5.80%

*Annualized

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BHYB vs. ANGL - Expense Ratio Comparison

BHYB has a 0.20% expense ratio, which is lower than ANGL's 0.35% expense ratio.


Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

BHYB vs. ANGL — Risk-Adjusted Performance Rank

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

BHYB
The Risk-Adjusted Performance Rank of BHYB is 9090
Overall Rank
The Sharpe Ratio Rank of BHYB is 8989
Sharpe Ratio Rank
The Sortino Ratio Rank of BHYB is 8888
Sortino Ratio Rank
The Omega Ratio Rank of BHYB is 8989
Omega Ratio Rank
The Calmar Ratio Rank of BHYB is 9191
Calmar Ratio Rank
The Martin Ratio Rank of BHYB is 9292
Martin Ratio Rank

ANGL
The Risk-Adjusted Performance Rank of ANGL is 8181
Overall Rank
The Sharpe Ratio Rank of ANGL is 8080
Sharpe Ratio Rank
The Sortino Ratio Rank of ANGL is 7676
Sortino Ratio Rank
The Omega Ratio Rank of ANGL is 8080
Omega Ratio Rank
The Calmar Ratio Rank of ANGL is 8383
Calmar Ratio Rank
The Martin Ratio Rank of ANGL is 8585
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

BHYB vs. ANGL - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers USD High Yield BB-B ex Financials ETF (BHYB) and VanEck Vectors Fallen Angel High Yield Bond ETF (ANGL). 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.


The current BHYB Sharpe Ratio is 1.39, which is higher than the ANGL Sharpe Ratio of 0.96. The chart below compares the historical Sharpe Ratios of BHYB and ANGL, 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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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

BHYB vs. ANGL - Dividend Comparison

BHYB's dividend yield for the trailing twelve months is around 7.01%, more than ANGL's 6.39% yield.


TTM20242023202220212020201920182017201620152014
BHYB
Xtrackers USD High Yield BB-B ex Financials ETF
7.01%7.04%0.75%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
ANGL
VanEck Vectors Fallen Angel High Yield Bond ETF
6.39%6.29%5.27%4.72%3.90%4.67%5.19%5.99%5.25%5.79%5.81%6.80%

Drawdowns

BHYB vs. ANGL - Drawdown Comparison

The maximum BHYB drawdown since its inception was -4.23%, smaller than the maximum ANGL drawdown of -35.07%. Use the drawdown chart below to compare losses from any high point for BHYB and ANGL.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

BHYB vs. ANGL - Volatility Comparison

The current volatility for Xtrackers USD High Yield BB-B ex Financials ETF (BHYB) is 1.27%, while VanEck Vectors Fallen Angel High Yield Bond ETF (ANGL) has a volatility of 1.78%. This indicates that BHYB experiences smaller price fluctuations and is considered to be less risky than ANGL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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