DB1.DE vs. BHYIX
Compare and contrast key facts about Deutsche Börse AG (DB1.DE) and BlackRock High Yield Bond Portfolio Institutional Shares (BHYIX).
BHYIX is managed by Blackrock. It was launched on Nov 19, 1998.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DB1.DE or BHYIX.
Key characteristics
| DB1.DE | BHYIX | |
|---|---|---|
| YTD Return | 14.81% | 8.17% |
| 1Y Return | 28.44% | 14.69% |
| 3Y Return (Ann) | 14.55% | 3.42% |
| 5Y Return (Ann) | 11.10% | 4.72% |
| 10Y Return (Ann) | 16.89% | 4.53% |
| Sharpe Ratio | 1.81 | 3.97 |
| Sortino Ratio | 2.38 | 6.86 |
| Omega Ratio | 1.32 | 2.03 |
| Calmar Ratio | 3.67 | 4.39 |
| Martin Ratio | 10.96 | 33.08 |
| Ulcer Index | 2.55% | 0.44% |
| Daily Std Dev | 15.31% | 3.69% |
| Max Drawdown | -76.94% | -34.81% |
| Current Drawdown | -4.03% | -0.28% |
Correlation
The correlation between DB1.DE and BHYIX is 0.26, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
DB1.DE vs. BHYIX - Performance Comparison
In the year-to-date period, DB1.DE achieves a 14.81% return, which is significantly higher than BHYIX's 8.17% return. Over the past 10 years, DB1.DE has outperformed BHYIX with an annualized return of 16.89%, while BHYIX has yielded a comparatively lower 4.53% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
DB1.DE vs. BHYIX - Risk-Adjusted Performance 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.
Dividends
DB1.DE vs. BHYIX - Dividend Comparison
DB1.DE's dividend yield for the trailing twelve months is around 1.81%, less than BHYIX's 6.94% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DB1.DE Deutsche Börse AG | 1.81% | 1.93% | 1.98% | 2.04% | 2.08% | 1.93% | 2.33% | 2.43% | 2.94% | 2.58% | 3.55% | 3.49% |
BHYIX BlackRock High Yield Bond Portfolio Institutional Shares | 6.94% | 6.68% | 5.86% | 4.74% | 5.12% | 5.56% | 6.19% | 5.63% | 5.60% | 5.69% | 5.93% | 6.10% |
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 -34.81%. Use the drawdown chart below to compare losses from any high point for DB1.DE and BHYIX. For additional features, visit the drawdowns tool.
Volatility
DB1.DE vs. BHYIX - Volatility Comparison
Deutsche Börse AG (DB1.DE) has a higher volatility of 5.82% compared to BlackRock High Yield Bond Portfolio Institutional Shares (BHYIX) at 0.79%. 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.