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BNDW vs. XUHY.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BNDW vs. XUHY.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Total World Bond ETF (BNDW) and Xtrackers USD High Yield Corporate Bond UCITS ETF 1D (XUHY.DE). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

BNDW is traded in USD, while XUHY.DE is traded in EUR. To make them comparable, the XUHY.DE values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, BNDW achieves a 0.76% return, which is significantly lower than XUHY.DE's 1.48% return.


BNDW

1D
0.03%
1M
0.68%
YTD
0.76%
6M
1.04%
1Y
3.18%
3Y*
4.25%
5Y*
0.18%
10Y*

XUHY.DE

1D
-0.47%
1M
0.15%
YTD
1.48%
6M
2.00%
1Y
7.28%
3Y*
8.59%
5Y*
3.72%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

BNDW vs. XUHY.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
BNDW
Vanguard Total World Bond ETF
0.76%5.02%2.42%7.18%-12.88%-2.10%6.22%8.37%1.27%
XUHY.DE
Xtrackers USD High Yield Corporate Bond UCITS ETF 1D
1.48%9.79%6.26%12.89%-11.60%3.57%6.19%16.20%-4.38%

Correlation

The correlation between BNDW and XUHY.DE is 0.38, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.38

Correlation (3Y)
Calculated over the trailing 3-year period

0.39

Correlation (5Y)
Calculated over the trailing 5-year period

0.36

Correlation (All Time)
Calculated using the full available price history since Sep 6, 2018

0.26

The correlation between BNDW and XUHY.DE shifts across timeframes, from 0.26 (all time) to 0.39 (3 years), reflecting how their relationship changes across market environments.

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Return for Risk

BNDW vs. XUHY.DE — Risk / Return Rank

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

BNDW
BNDW Risk / Return Rank: 2828
Overall Rank
BNDW Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
BNDW Sortino Ratio Rank: 2828
Sortino Ratio Rank
BNDW Omega Ratio Rank: 2727
Omega Ratio Rank
BNDW Calmar Ratio Rank: 2828
Calmar Ratio Rank
BNDW Martin Ratio Rank: 2626
Martin Ratio Rank

XUHY.DE
XUHY.DE Risk / Return Rank: 4343
Overall Rank
XUHY.DE Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
XUHY.DE Sortino Ratio Rank: 3838
Sortino Ratio Rank
XUHY.DE Omega Ratio Rank: 3737
Omega Ratio Rank
XUHY.DE Calmar Ratio Rank: 5454
Calmar Ratio Rank
XUHY.DE Martin Ratio Rank: 4949
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.

BNDW vs. XUHY.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Total World Bond ETF (BNDW) and Xtrackers USD High Yield Corporate Bond UCITS ETF 1D (XUHY.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


BNDWXUHY.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.34

Sortino ratioReturn per unit of downside risk

-0.53

Omega ratioGain probability vs. loss probability

1.17

1.23

-0.06

Calmar ratioReturn relative to maximum drawdown

1.18

2.52

-1.33

Martin ratioReturn relative to average drawdown

3.24

10.71

-7.47

BNDW vs. XUHY.DE - Sharpe Ratio Comparison

The current BNDW Sharpe Ratio is 0.95, which is comparable to the XUHY.DE Sharpe Ratio of 1.29. The chart below compares the historical Sharpe Ratios of BNDW and XUHY.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

BNDW vs. XUHY.DE - Drawdown Comparison

The maximum BNDW drawdown since its inception was -17.22%, smaller than the maximum XUHY.DE drawdown of -27.71%. Use the drawdown chart below to compare losses from any high point for BNDW and XUHY.DE.


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Drawdown Indicators


BNDWXUHY.DEDifference

Max Drawdown

Largest peak-to-trough decline

-17.22%

-27.71%

+10.49%

Max Drawdown (1Y)

Largest decline over 1 year

-2.70%

-2.88%

+0.18%

Max Drawdown (3Y)

Largest decline over 3 years

-4.27%

-7.18%

+2.91%

Max Drawdown (5Y)

Largest decline over 5 years

-16.93%

-16.48%

-0.45%

Current Drawdown

Current decline from peak

-1.20%

-0.47%

-0.73%

Average Drawdown

Average peak-to-trough decline

-4.96%

-6.91%

+1.95%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.99%

0.68%

+0.31%

Volatility

BNDW vs. XUHY.DE - Volatility Comparison

The current volatility for Vanguard Total World Bond ETF (BNDW) is 1.29%, while Xtrackers USD High Yield Corporate Bond UCITS ETF 1D (XUHY.DE) has a volatility of 1.54%. This indicates that BNDW experiences smaller price fluctuations and is considered to be less risky than XUHY.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BNDWXUHY.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.29%

1.54%

-0.25%

Volatility (6M)

Calculated over the trailing 6-month period

2.69%

4.08%

-1.39%

Volatility (1Y)

Calculated over the trailing 1-year period

3.37%

5.60%

-2.23%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.21%

8.18%

-2.97%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.90%

12.48%

-7.58%

BNDW vs. XUHY.DE - Expense Ratio Comparison

BNDW has a 0.05% expense ratio, which is lower than XUHY.DE's 0.20% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

BNDW vs. XUHY.DE - Dividend Comparison

BNDW's dividend yield for the trailing twelve months is around 4.20%, less than XUHY.DE's 6.60% yield.


PositionTTM20252024202320222021202020192018
BNDW
Vanguard Total World Bond ETF
4.20%4.12%3.90%3.73%2.02%2.58%1.56%3.05%1.66%
XUHY.DE
Xtrackers USD High Yield Corporate Bond UCITS ETF 1D
6.60%6.60%7.39%6.02%6.13%9.09%5.94%4.80%0.00%

Frequently Asked Questions


BNDW and XUHY.DE have a correlation of 0.38, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, BNDW is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.

BNDW is cheaper with a 0.05% expense ratio, compared with 0.20% for XUHY.DE.

BNDW is categorized as Global Bonds, while XUHY.DE is High Yield Bonds. BNDW tracks Bloomberg Global Aggregate Float Adjusted Composite Index, while XUHY.DE tracks Bloomberg US Corporate High Yield TR USD. They also come from different issuers: Vanguard and Xtrackers. Their fees differ too: 0.05% for BNDW and 0.20% for XUHY.DE.

Portfolio Optimizer

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