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BHYB vs. VCIT
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BHYB vs. VCIT - 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 Vanguard Intermediate-Term Corporate Bond ETF (VCIT). The values are adjusted to include any dividend payments, if applicable.

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BHYB vs. VCIT - Yearly Performance Comparison


2026 (YTD)202520242023
BHYB
Xtrackers USD High Yield BB-B ex Financials ETF
-0.07%8.90%6.44%8.23%
VCIT
Vanguard Intermediate-Term Corporate Bond ETF
-0.45%9.34%3.20%10.01%

Returns By Period

In the year-to-date period, BHYB achieves a -0.07% return, which is significantly higher than VCIT's -0.45% return.


BHYB

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

VCIT

1D
0.55%
1M
-1.98%
YTD
-0.45%
6M
0.69%
1Y
6.08%
3Y*
5.56%
5Y*
1.42%
10Y*
3.06%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BHYB vs. VCIT - Expense Ratio Comparison

BHYB has a 0.20% expense ratio, which is higher than VCIT's 0.04% 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

BHYB vs. VCIT — 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

VCIT
VCIT Risk / Return Rank: 7474
Overall Rank
VCIT Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
VCIT Sortino Ratio Rank: 7373
Sortino Ratio Rank
VCIT Omega Ratio Rank: 6767
Omega Ratio Rank
VCIT Calmar Ratio Rank: 8080
Calmar Ratio Rank
VCIT Martin Ratio Rank: 7575
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. VCIT - 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 Vanguard Intermediate-Term Corporate Bond ETF (VCIT). 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.


BHYBVCITDifference

Sharpe ratio

Return per unit of total volatility

1.46

1.26

+0.21

Sortino ratio

Return per unit of downside risk

2.21

1.76

+0.46

Omega ratio

Gain probability vs. loss probability

1.36

1.24

+0.12

Calmar ratio

Return relative to maximum drawdown

2.00

2.07

-0.07

Martin ratio

Return relative to average drawdown

10.89

7.31

+3.58

BHYB vs. VCIT - Sharpe Ratio Comparison

The current BHYB Sharpe Ratio is 1.46, which is comparable to the VCIT Sharpe Ratio of 1.26. The chart below compares the historical Sharpe Ratios of BHYB and VCIT, 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


BHYBVCITDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.46

1.26

+0.21

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.22

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.49

Sharpe Ratio (All Time)

Calculated using the full available price history

2.06

0.75

+1.31

Correlation

The correlation between BHYB and VCIT is 0.67, 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. VCIT - Dividend Comparison

BHYB's dividend yield for the trailing twelve months is around 6.53%, more than VCIT's 4.72% yield.


TTM20252024202320222021202020192018201720162015
BHYB
Xtrackers USD High Yield BB-B ex Financials ETF
6.53%6.57%7.04%0.75%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VCIT
Vanguard Intermediate-Term Corporate Bond ETF
4.72%4.62%4.43%3.72%3.03%2.87%2.78%3.37%3.61%3.21%3.29%3.34%

Drawdowns

BHYB vs. VCIT - Drawdown Comparison

The maximum BHYB drawdown since its inception was -4.23%, smaller than the maximum VCIT drawdown of -20.56%. Use the drawdown chart below to compare losses from any high point for BHYB and VCIT.


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Drawdown Indicators


BHYBVCITDifference

Max Drawdown

Largest peak-to-trough decline

-4.23%

-20.56%

+16.33%

Max Drawdown (1Y)

Largest decline over 1 year

-3.74%

-2.99%

-0.75%

Max Drawdown (5Y)

Largest decline over 5 years

-20.56%

Max Drawdown (10Y)

Largest decline over 10 years

-20.56%

Current Drawdown

Current decline from peak

-1.19%

-1.98%

+0.79%

Average Drawdown

Average peak-to-trough decline

-0.40%

-3.18%

+2.78%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.69%

0.85%

-0.16%

Volatility

BHYB vs. VCIT - Volatility Comparison

The current volatility for Xtrackers USD High Yield BB-B ex Financials ETF (BHYB) is 1.84%, while Vanguard Intermediate-Term Corporate Bond ETF (VCIT) has a volatility of 2.07%. This indicates that BHYB experiences smaller price fluctuations and is considered to be less risky than VCIT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BHYBVCITDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.84%

2.07%

-0.23%

Volatility (6M)

Calculated over the trailing 6-month period

2.46%

2.84%

-0.38%

Volatility (1Y)

Calculated over the trailing 1-year period

5.13%

4.85%

+0.28%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.78%

6.60%

-1.82%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.78%

6.27%

-1.49%