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DBEF vs. HYLB
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DBEF vs. HYLB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Xtrackers MSCI EAFE Hedged Equity ETF (DBEF) and Xtrackers USD High Yield Corporate Bond ETF (HYLB). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, DBEF achieves a 10.25% return, which is significantly higher than HYLB's 1.53% return.


DBEF

1D
-0.47%
1M
4.76%
YTD
10.25%
6M
12.54%
1Y
24.51%
3Y*
17.72%
5Y*
13.11%
10Y*
12.12%

HYLB

1D
-0.18%
1M
0.38%
YTD
1.53%
6M
2.00%
1Y
6.87%
3Y*
8.72%
5Y*
4.04%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

DBEF vs. HYLB - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DBEF
Xtrackers MSCI EAFE Hedged Equity ETF
10.25%23.16%13.40%20.15%-5.13%19.60%2.03%24.94%-9.52%16.74%
HYLB
Xtrackers USD High Yield Corporate Bond ETF
1.53%8.74%8.14%12.03%-10.80%3.94%5.04%14.06%-1.80%6.00%

Correlation

The correlation between DBEF and HYLB is 0.61, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.61

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

0.58

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

0.60

Correlation (All Time)
Calculated using the full available price history since Dec 8, 2016

0.62

The correlation between DBEF and HYLB has been stable across timeframes, ranging from 0.58 to 0.62 - a consistent structural relationship.

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Return for Risk

DBEF vs. HYLB — Risk / Return Rank

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

DBEF
DBEF Risk / Return Rank: 5757
Overall Rank
DBEF Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
DBEF Sortino Ratio Rank: 5858
Sortino Ratio Rank
DBEF Omega Ratio Rank: 5959
Omega Ratio Rank
DBEF Calmar Ratio Rank: 5252
Calmar Ratio Rank
DBEF Martin Ratio Rank: 6060
Martin Ratio Rank

HYLB
HYLB Risk / Return Rank: 6060
Overall Rank
HYLB Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
HYLB Sortino Ratio Rank: 5959
Sortino Ratio Rank
HYLB Omega Ratio Rank: 5959
Omega Ratio Rank
HYLB Calmar Ratio Rank: 6060
Calmar Ratio Rank
HYLB Martin Ratio Rank: 7070
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.

DBEF vs. HYLB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI EAFE Hedged Equity ETF (DBEF) and Xtrackers USD High Yield Corporate Bond ETF (HYLB). 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.


DBEFHYLBDifference
Sharpe ratioReturn per unit of total volatility

+0.13

Sortino ratioReturn per unit of downside risk

-0.02

Omega ratioGain probability vs. loss probability

1.37

1.37

0.00

Calmar ratioReturn relative to maximum drawdown

2.62

3.04

-0.42

Martin ratioReturn relative to average drawdown

11.01

13.06

-2.06

DBEF vs. HYLB - Sharpe Ratio Comparison

The current DBEF Sharpe Ratio is 1.99, which is comparable to the HYLB Sharpe Ratio of 1.86. The chart below compares the historical Sharpe Ratios of DBEF and HYLB, 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


DBEFHYLBDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.99

1.86

+0.13

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.96

0.54

+0.42

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.77

Sharpe Ratio (All Time)

Calculated using the full available price history

0.55

0.58

-0.03

Drawdowns

DBEF vs. HYLB - Drawdown Comparison

The maximum DBEF drawdown since its inception was -32.46%, which is greater than HYLB's maximum drawdown of -22.91%. Use the drawdown chart below to compare losses from any high point for DBEF and HYLB.


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Drawdown Indicators


DBEFHYLBDifference

Max Drawdown

Largest peak-to-trough decline

-32.46%

-22.91%

-9.55%

Max Drawdown (1Y)

Largest decline over 1 year

-9.41%

-2.27%

-7.14%

Max Drawdown (3Y)

Largest decline over 3 years

-14.62%

-4.51%

-10.11%

Max Drawdown (5Y)

Largest decline over 5 years

-14.95%

-15.54%

+0.59%

Max Drawdown (10Y)

Largest decline over 10 years

-32.46%

Current Drawdown

Current decline from peak

-0.47%

-0.19%

-0.28%

Average Drawdown

Average peak-to-trough decline

-4.74%

-2.43%

-2.31%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.23%

0.53%

+1.70%

Volatility

DBEF vs. HYLB - Volatility Comparison

Xtrackers MSCI EAFE Hedged Equity ETF (DBEF) has a higher volatility of 3.99% compared to Xtrackers USD High Yield Corporate Bond ETF (HYLB) at 1.20%. This indicates that DBEF's price experiences larger fluctuations and is considered to be riskier than HYLB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DBEFHYLBDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.99%

1.20%

+2.79%

Volatility (6M)

Calculated over the trailing 6-month period

10.14%

2.93%

+7.21%

Volatility (1Y)

Calculated over the trailing 1-year period

12.37%

3.70%

+8.67%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.74%

7.47%

+6.27%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.79%

8.18%

+7.61%

DBEF vs. HYLB - Expense Ratio Comparison

DBEF has a 0.36% expense ratio, which is higher than HYLB's 0.15% expense ratio.


Dividends

DBEF vs. HYLB - Dividend Comparison

DBEF's dividend yield for the trailing twelve months is around 5.03%, less than HYLB's 6.49% yield.


PositionTTM20252024202320222021202020192018201720162015
DBEF
Xtrackers MSCI EAFE Hedged Equity ETF
5.03%5.55%1.29%4.46%15.85%2.28%2.41%3.03%3.22%2.98%2.55%3.70%
HYLB
Xtrackers USD High Yield Corporate Bond ETF
6.49%6.29%6.31%5.84%5.53%4.45%5.22%5.71%5.95%5.85%0.27%0.00%

Frequently Asked Questions


DBEF and HYLB have a correlation of 0.61, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

DBEF has higher volatility (3.99%) compared to HYLB (1.20%). In terms of maximum drawdown, DBEF dropped -32.46% vs HYLB's -22.91%.

On 5-year performance, DBEF leads with 13.11% vs 4.04% for HYLB. On fees, HYLB is cheaper at 0.15% per year. On volatility, HYLB has been the lower-risk option at 1.20%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, DBEF has performed better with a 13.11% return vs 4.04%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

HYLB is cheaper with a 0.15% expense ratio, compared with 0.36% for DBEF.

HYLB has the higher dividend yield at 6.49%, compared with 5.03% for DBEF.

DBEF is categorized as Hedge Fund, while HYLB is High Yield Bonds. DBEF tracks MSCI EAFE US Dollar Hedged Index, while HYLB tracks Solactive USD High Yield Corporates Total Market Index. Their fees differ too: 0.36% for DBEF and 0.15% for HYLB.

DBEF currently has the higher Sharpe Ratio (1.99 vs 1.86), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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