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DB1.DE vs. BHYIX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DB1.DE vs. BHYIX - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Deutsche Börse AG (DB1.DE) and BlackRock High Yield Bond Portfolio Institutional Shares (BHYIX). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

DB1.DE is traded in EUR, while BHYIX is traded in USD. To make them comparable, the BHYIX values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, DB1.DE achieves a 14.26% return, which is significantly higher than BHYIX's 1.14% return. Over the past 10 years, DB1.DE has outperformed BHYIX with an annualized return of 15.62%, while BHYIX has yielded a comparatively lower 5.88% annualized return.


DB1.DE

1D
1.91%
1M
5.71%
YTD
14.26%
6M
12.80%
1Y
-0.35%
3Y*
15.40%
5Y*
14.51%
10Y*
15.62%

BHYIX

1D
0.41%
1M
-0.41%
YTD
1.14%
6M
2.78%
1Y
4.44%
3Y*
6.50%
5Y*
4.72%
10Y*
5.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DB1.DE vs. BHYIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DB1.DE
Deutsche Börse AG
14.26%2.03%21.82%18.03%11.90%7.98%1.28%36.60%10.78%29.96%
BHYIX
BlackRock High Yield Bond Portfolio Institutional Shares
1.14%-3.77%15.71%9.80%-5.74%13.43%-2.86%17.95%1.75%-5.07%

Correlation

The correlation between DB1.DE and BHYIX is 0.07, meaning there is essentially no relationship between their price movements. They neither move together nor in opposition — each responds to its own set of market drivers. This independence makes them strong candidates for combining in a diversified portfolio.


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Return for Risk

DB1.DE vs. BHYIX — Risk / Return Rank

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

DB1.DE
DB1.DE Risk / Return Rank: 2828
Overall Rank
DB1.DE Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
DB1.DE Sortino Ratio Rank: 2424
Sortino Ratio Rank
DB1.DE Omega Ratio Rank: 2525
Omega Ratio Rank
DB1.DE Calmar Ratio Rank: 3131
Calmar Ratio Rank
DB1.DE Martin Ratio Rank: 3232
Martin Ratio Rank

BHYIX
BHYIX Risk / Return Rank: 8787
Overall Rank
BHYIX Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
BHYIX Sortino Ratio Rank: 9090
Sortino Ratio Rank
BHYIX Omega Ratio Rank: 9191
Omega Ratio Rank
BHYIX Calmar Ratio Rank: 8080
Calmar Ratio Rank
BHYIX Martin Ratio Rank: 8686
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.

DB1.DE vs. BHYIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Deutsche Börse AG (DB1.DE) and BlackRock High Yield Bond Portfolio Institutional Shares (BHYIX). 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.


DB1.DEBHYIXDifference

Sharpe ratio

Return per unit of total volatility

-0.26

0.08

-0.33

Sortino ratio

Return per unit of downside risk

-0.19

0.16

-0.36

Omega ratio

Gain probability vs. loss probability

0.98

1.02

-0.05

Calmar ratio

Return relative to maximum drawdown

-0.25

0.07

-0.32

Martin ratio

Return relative to average drawdown

-0.42

0.18

-0.60

DB1.DE vs. BHYIX - Sharpe Ratio Comparison

The current DB1.DE Sharpe Ratio is -0.26, which is lower than the BHYIX Sharpe Ratio of 0.08. The chart below compares the historical Sharpe Ratios of DB1.DE and BHYIX, 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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Sharpe Ratios by Period


DB1.DEBHYIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.26

0.08

-0.33

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.73

0.59

+0.14

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.71

0.70

+0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.48

0.69

-0.21

Drawdowns

DB1.DE vs. BHYIX - Drawdown Comparison

The maximum DB1.DE drawdown since its inception was -76.94%, which is greater than BHYIX's maximum drawdown of -38.55%. Use the drawdown chart below to compare losses from any high point for DB1.DE and BHYIX.


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Drawdown Indicators


DB1.DEBHYIXDifference

Max Drawdown

Largest peak-to-trough decline

-76.94%

-34.82%

-42.12%

Max Drawdown (1Y)

Largest decline over 1 year

-29.61%

-2.41%

-27.20%

Max Drawdown (5Y)

Largest decline over 5 years

-29.61%

-15.45%

-14.16%

Max Drawdown (10Y)

Largest decline over 10 years

-36.97%

-23.23%

-13.74%

Current Drawdown

Current decline from peak

-11.51%

-1.30%

-10.21%

Average Drawdown

Average peak-to-trough decline

-22.10%

-2.77%

-19.33%

Ulcer Index

Depth and duration of drawdowns from previous peaks

18.01%

0.73%

+17.28%

Volatility

DB1.DE vs. BHYIX - Volatility Comparison

Deutsche Börse AG (DB1.DE) has a higher volatility of 6.32% compared to BlackRock High Yield Bond Portfolio Institutional Shares (BHYIX) at 1.97%. This indicates that DB1.DE's price experiences larger fluctuations and is considered to be riskier than BHYIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DB1.DEBHYIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.32%

1.97%

+4.35%

Volatility (6M)

Calculated over the trailing 6-month period

17.92%

4.57%

+13.35%

Volatility (1Y)

Calculated over the trailing 1-year period

24.59%

8.75%

+15.84%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.71%

7.99%

+11.72%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.85%

8.38%

+13.47%

Dividends

DB1.DE vs. BHYIX - Dividend Comparison

DB1.DE's dividend yield for the trailing twelve months is around 1.56%, less than BHYIX's 6.58% yield.


TTM20252024202320222021202020192018201720162015
DB1.DE
Deutsche Börse AG
1.56%1.79%1.71%1.93%1.98%2.04%2.08%1.93%2.33%2.43%2.94%2.58%
BHYIX
BlackRock High Yield Bond Portfolio Institutional Shares
6.58%7.05%7.46%6.15%4.91%4.73%5.12%5.70%6.33%5.82%5.96%6.33%