EASG vs. SHYL
Compare and contrast key facts about Xtrackers MSCI EAFE ESG Leaders Equity ETF (EASG) and Xtrackers Short Duration High Yield Bond ETF (SHYL).
EASG and SHYL are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. EASG is a passively managed fund by Deutsche Bank that tracks the performance of the MSCI EAFE ESG Leaders Index. It was launched on Sep 6, 2018. SHYL is a passively managed fund by Deutsche Bank that tracks the performance of the Solactive USD High Yield Corporates Total Market 0-5 Year Index. It was launched on Jan 10, 2018. Both EASG and SHYL are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
EASG vs. SHYL - Performance Comparison
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EASG vs. SHYL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
EASG Xtrackers MSCI EAFE ESG Leaders Equity ETF | -0.14% | 25.19% | 2.26% | 18.80% | -16.94% | 11.36% | 10.73% | 23.66% | -5.41% |
SHYL Xtrackers Short Duration High Yield Bond ETF | -0.22% | 7.78% | 8.52% | 11.39% | -5.21% | 4.60% | 3.64% | 10.16% | -2.44% |
Returns By Period
In the year-to-date period, EASG achieves a -0.14% return, which is significantly higher than SHYL's -0.22% return.
EASG
- 1D
- 3.13%
- 1M
- -8.30%
- YTD
- -0.14%
- 6M
- 4.10%
- 1Y
- 19.33%
- 3Y*
- 11.43%
- 5Y*
- 6.23%
- 10Y*
- —
SHYL
- 1D
- 0.84%
- 1M
- -0.49%
- YTD
- -0.22%
- 6M
- 1.08%
- 1Y
- 6.69%
- 3Y*
- 7.94%
- 5Y*
- 4.83%
- 10Y*
- —
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EASG vs. SHYL - Expense Ratio Comparison
EASG has a 0.14% expense ratio, which is lower than SHYL'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%.
Return for Risk
EASG vs. SHYL — Risk / Return Rank
EASG
SHYL
EASG vs. SHYL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI EAFE ESG Leaders Equity ETF (EASG) and Xtrackers Short Duration High Yield Bond ETF (SHYL). 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.
| EASG | SHYL | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.09 | 1.27 | -0.17 |
Sortino ratioReturn per unit of downside risk | 1.58 | 1.87 | -0.29 |
Omega ratioGain probability vs. loss probability | 1.21 | 1.33 | -0.11 |
Calmar ratioReturn relative to maximum drawdown | 1.55 | 1.76 | -0.21 |
Martin ratioReturn relative to average drawdown | 5.90 | 10.23 | -4.33 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| EASG | SHYL | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.09 | 1.27 | -0.17 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.38 | 0.83 | -0.45 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.46 | 0.70 | -0.24 |
Correlation
The correlation between EASG and SHYL is 0.66, 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
EASG vs. SHYL - Dividend Comparison
EASG's dividend yield for the trailing twelve months is around 4.19%, less than SHYL's 7.04% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
EASG Xtrackers MSCI EAFE ESG Leaders Equity ETF | 4.19% | 4.18% | 2.93% | 2.51% | 2.47% | 2.69% | 1.70% | 2.94% | 0.85% |
SHYL Xtrackers Short Duration High Yield Bond ETF | 7.04% | 7.02% | 7.26% | 6.60% | 5.52% | 4.65% | 6.16% | 5.93% | 5.54% |
Drawdowns
EASG vs. SHYL - Drawdown Comparison
The maximum EASG drawdown since its inception was -32.06%, which is greater than SHYL's maximum drawdown of -19.26%. Use the drawdown chart below to compare losses from any high point for EASG and SHYL.
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Drawdown Indicators
| EASG | SHYL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.06% | -19.26% | -12.80% |
Max Drawdown (1Y)Largest decline over 1 year | -11.74% | -3.80% | -7.94% |
Max Drawdown (5Y)Largest decline over 5 years | -31.42% | -9.60% | -21.82% |
Current DrawdownCurrent decline from peak | -8.46% | -0.72% | -7.74% |
Average DrawdownAverage peak-to-trough decline | -6.27% | -1.57% | -4.70% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.08% | 0.65% | +2.43% |
Volatility
EASG vs. SHYL - Volatility Comparison
Xtrackers MSCI EAFE ESG Leaders Equity ETF (EASG) has a higher volatility of 7.84% compared to Xtrackers Short Duration High Yield Bond ETF (SHYL) at 1.85%. This indicates that EASG's price experiences larger fluctuations and is considered to be riskier than SHYL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EASG | SHYL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.84% | 1.85% | +5.99% |
Volatility (6M)Calculated over the trailing 6-month period | 11.63% | 2.41% | +9.22% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.83% | 5.31% | +12.52% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.51% | 5.81% | +10.70% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.35% | 6.75% | +11.60% |