PortfoliosLab logoPortfoliosLab logo
BHYB vs. PSWD
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BHYB vs. PSWD - 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 Xtrackers Cybersecurity Select Equity ETF (PSWD). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

BHYB vs. PSWD - Yearly Performance Comparison


2026 (YTD)202520242023
BHYB
Xtrackers USD High Yield BB-B ex Financials ETF
-0.07%8.90%6.44%8.23%
PSWD
Xtrackers Cybersecurity Select Equity ETF
-9.13%1.69%9.46%28.58%

Returns By Period

In the year-to-date period, BHYB achieves a -0.07% return, which is significantly higher than PSWD's -9.13% return.


BHYB

1D
0.96%
1M
-1.05%
YTD
-0.07%
6M
1.38%
1Y
7.47%
3Y*
5Y*
10Y*

PSWD

1D
2.92%
1M
-0.66%
YTD
-9.13%
6M
-18.67%
1Y
-6.91%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


BHYB vs. PSWD - Expense Ratio Comparison

Both BHYB and PSWD have an expense ratio of 0.20%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Return for Risk

BHYB vs. PSWD — Risk / Return Rank

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

BHYB
BHYB Risk / Return Rank: 8383
Overall Rank
BHYB Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
BHYB Sortino Ratio Rank: 8383
Sortino Ratio Rank
BHYB Omega Ratio Rank: 8787
Omega Ratio Rank
BHYB Calmar Ratio Rank: 7676
Calmar Ratio Rank
BHYB Martin Ratio Rank: 8888
Martin Ratio Rank

PSWD
PSWD Risk / Return Rank: 66
Overall Rank
PSWD Sharpe Ratio Rank: 77
Sharpe Ratio Rank
PSWD Sortino Ratio Rank: 77
Sortino Ratio Rank
PSWD Omega Ratio Rank: 77
Omega Ratio Rank
PSWD Calmar Ratio Rank: 66
Calmar Ratio Rank
PSWD Martin Ratio Rank: 44
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. PSWD - 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 Xtrackers Cybersecurity Select Equity ETF (PSWD). 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.


BHYBPSWDDifference

Sharpe ratio

Return per unit of total volatility

1.46

-0.27

+1.73

Sortino ratio

Return per unit of downside risk

2.21

-0.21

+2.42

Omega ratio

Gain probability vs. loss probability

1.36

0.97

+0.38

Calmar ratio

Return relative to maximum drawdown

2.00

-0.37

+2.37

Martin ratio

Return relative to average drawdown

10.89

-0.93

+11.82

BHYB vs. PSWD - Sharpe Ratio Comparison

The current BHYB Sharpe Ratio is 1.46, which is higher than the PSWD Sharpe Ratio of -0.27. The chart below compares the historical Sharpe Ratios of BHYB and PSWD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


BHYBPSWDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.46

-0.27

+1.73

Sharpe Ratio (All Time)

Calculated using the full available price history

2.06

0.31

+1.75

Correlation

The correlation between BHYB and PSWD is 0.54, 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. PSWD - Dividend Comparison

BHYB's dividend yield for the trailing twelve months is around 6.53%, more than PSWD's 0.97% yield.


TTM202520242023
BHYB
Xtrackers USD High Yield BB-B ex Financials ETF
6.53%6.57%7.04%0.75%
PSWD
Xtrackers Cybersecurity Select Equity ETF
0.97%0.88%1.49%0.55%

Drawdowns

BHYB vs. PSWD - Drawdown Comparison

The maximum BHYB drawdown since its inception was -4.23%, smaller than the maximum PSWD drawdown of -22.86%. Use the drawdown chart below to compare losses from any high point for BHYB and PSWD.


Loading graphics...

Drawdown Indicators


BHYBPSWDDifference

Max Drawdown

Largest peak-to-trough decline

-4.23%

-22.86%

+18.63%

Max Drawdown (1Y)

Largest decline over 1 year

-3.74%

-22.86%

+19.12%

Current Drawdown

Current decline from peak

-1.19%

-20.21%

+19.02%

Average Drawdown

Average peak-to-trough decline

-0.40%

-6.20%

+5.80%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.69%

9.04%

-8.35%

Volatility

BHYB vs. PSWD - Volatility Comparison

The current volatility for Xtrackers USD High Yield BB-B ex Financials ETF (BHYB) is 1.84%, while Xtrackers Cybersecurity Select Equity ETF (PSWD) has a volatility of 7.87%. This indicates that BHYB experiences smaller price fluctuations and is considered to be less risky than PSWD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


BHYBPSWDDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.84%

7.87%

-6.03%

Volatility (6M)

Calculated over the trailing 6-month period

2.46%

17.26%

-14.80%

Volatility (1Y)

Calculated over the trailing 1-year period

5.13%

25.71%

-20.58%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.78%

22.59%

-17.81%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.78%

22.59%

-17.81%