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BHYB vs. BOND
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BHYB vs. BOND - 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 PIMCO Active Bond ETF (BOND). The values are adjusted to include any dividend payments, if applicable.

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BHYB vs. BOND - Yearly Performance Comparison


2026 (YTD)202520242023
BHYB
Xtrackers USD High Yield BB-B ex Financials ETF
-0.01%8.90%6.44%8.23%
BOND
PIMCO Active Bond ETF
0.10%8.39%2.77%8.72%

Returns By Period

In the year-to-date period, BHYB achieves a -0.01% return, which is significantly lower than BOND's 0.10% return.


BHYB

1D
0.07%
1M
-0.91%
YTD
-0.01%
6M
1.30%
1Y
7.28%
3Y*
5Y*
10Y*

BOND

1D
0.12%
1M
-1.53%
YTD
0.10%
6M
1.30%
1Y
4.87%
3Y*
4.80%
5Y*
0.64%
10Y*
2.26%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BHYB vs. BOND - Expense Ratio Comparison

BHYB has a 0.20% expense ratio, which is lower than BOND's 0.54% expense ratio.


Return for Risk

BHYB vs. BOND — Risk / Return Rank

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

BHYB
BHYB Risk / Return Rank: 7979
Overall Rank
BHYB Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
BHYB Sortino Ratio Rank: 8080
Sortino Ratio Rank
BHYB Omega Ratio Rank: 8585
Omega Ratio Rank
BHYB Calmar Ratio Rank: 7171
Calmar Ratio Rank
BHYB Martin Ratio Rank: 8686
Martin Ratio Rank

BOND
BOND Risk / Return Rank: 5353
Overall Rank
BOND Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
BOND Sortino Ratio Rank: 5353
Sortino Ratio Rank
BOND Omega Ratio Rank: 4747
Omega Ratio Rank
BOND Calmar Ratio Rank: 6060
Calmar Ratio Rank
BOND Martin Ratio Rank: 4747
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.

BHYB vs. BOND - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers USD High Yield BB-B ex Financials ETF (BHYB) and PIMCO Active Bond ETF (BOND). 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.


BHYBBONDDifference

Sharpe ratio

Return per unit of total volatility

1.43

1.04

+0.39

Sortino ratio

Return per unit of downside risk

2.16

1.45

+0.71

Omega ratio

Gain probability vs. loss probability

1.35

1.19

+0.16

Calmar ratio

Return relative to maximum drawdown

2.02

1.58

+0.44

Martin ratio

Return relative to average drawdown

10.89

4.61

+6.28

BHYB vs. BOND - Sharpe Ratio Comparison

The current BHYB Sharpe Ratio is 1.43, which is higher than the BOND Sharpe Ratio of 1.04. The chart below compares the historical Sharpe Ratios of BHYB and BOND, 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


BHYBBONDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.43

1.04

+0.39

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.11

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.45

Sharpe Ratio (All Time)

Calculated using the full available price history

2.07

0.63

+1.43

Correlation

The correlation between BHYB and BOND is 0.57, 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.


Dividends

BHYB vs. BOND - Dividend Comparison

BHYB's dividend yield for the trailing twelve months is around 6.54%, more than BOND's 5.18% yield.


TTM20252024202320222021202020192018201720162015
BHYB
Xtrackers USD High Yield BB-B ex Financials ETF
6.54%6.57%7.04%0.75%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
BOND
PIMCO Active Bond ETF
5.18%5.11%5.02%4.06%3.44%2.58%2.66%3.38%3.18%2.87%2.85%4.14%

Drawdowns

BHYB vs. BOND - Drawdown Comparison

The maximum BHYB drawdown since its inception was -4.23%, smaller than the maximum BOND drawdown of -19.71%. Use the drawdown chart below to compare losses from any high point for BHYB and BOND.


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Drawdown Indicators


BHYBBONDDifference

Max Drawdown

Largest peak-to-trough decline

-4.23%

-19.71%

+15.48%

Max Drawdown (1Y)

Largest decline over 1 year

-3.74%

-3.29%

-0.45%

Max Drawdown (5Y)

Largest decline over 5 years

-19.71%

Max Drawdown (10Y)

Largest decline over 10 years

-19.71%

Current Drawdown

Current decline from peak

-1.12%

-1.94%

+0.82%

Average Drawdown

Average peak-to-trough decline

-0.40%

-3.53%

+3.13%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.69%

1.13%

-0.44%

Volatility

BHYB vs. BOND - Volatility Comparison

Xtrackers USD High Yield BB-B ex Financials ETF (BHYB) and PIMCO Active Bond ETF (BOND) have volatilities of 1.85% and 1.83%, 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


BHYBBONDDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.85%

1.83%

+0.02%

Volatility (6M)

Calculated over the trailing 6-month period

2.46%

2.70%

-0.24%

Volatility (1Y)

Calculated over the trailing 1-year period

5.13%

4.72%

+0.41%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.77%

5.73%

-0.96%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.77%

5.07%

-0.30%