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ESHY vs. ASHS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ESHY vs. ASHS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Xtrackers J.P. Morgan ESG USD High Yield Corporate Bond ETF (ESHY) and Xtrackers Harvest CSI 500 China A-Shares Small Cap ETF (ASHS). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


ESHY

1D
0.00%
1M
0.00%
YTD
6M
1Y
3Y*
5Y*
10Y*

ASHS

1D
-0.17%
1M
-0.19%
YTD
15.10%
6M
23.90%
1Y
57.65%
3Y*
13.41%
5Y*
3.97%
10Y*
3.27%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ESHY vs. ASHS - Yearly Performance Comparison


ESHY vs. ASHS - Sectors Allocation Comparison


Sectors
ESHY
ASHS

Energy

100.0%
3.2%

Basic Materials

-

19.4%

Communication Services

-

3.2%

Consumer Cyclical

-

5.8%

Consumer Defensive

-

2.6%

Financial Services

-

6.3%

Healthcare

-

7.2%

Industrials

-

19.7%

Real Estate

-

0.7%

Technology

-

29.8%

Utilities

-

2.2%

Energy

ESHY
100.0%
ASHS
3.2%

Basic Materials

ESHY

-

ASHS
19.4%

Communication Services

ESHY

-

ASHS
3.2%

Consumer Cyclical

ESHY

-

ASHS
5.8%

Consumer Defensive

ESHY

-

ASHS
2.6%

Financial Services

ESHY

-

ASHS
6.3%

Healthcare

ESHY

-

ASHS
7.2%

Industrials

ESHY

-

ASHS
19.7%

Real Estate

ESHY

-

ASHS
0.7%

Technology

ESHY

-

ASHS
29.8%

Utilities

ESHY

-

ASHS
2.2%

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Return for Risk

ESHY vs. ASHS — Risk / Return Rank

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

ESHY

ASHS
ASHS Risk / Return Rank: 7474
Overall Rank
ASHS Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
ASHS Sortino Ratio Rank: 7171
Sortino Ratio Rank
ASHS Omega Ratio Rank: 7070
Omega Ratio Rank
ASHS Calmar Ratio Rank: 8080
Calmar Ratio Rank
ASHS Martin Ratio Rank: 7373
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.

ESHY vs. ASHS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers J.P. Morgan ESG USD High Yield Corporate Bond ETF (ESHY) and Xtrackers Harvest CSI 500 China A-Shares Small Cap ETF (ASHS). 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

ESHY vs. ASHS - Sharpe Ratio Comparison


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Sharpe Ratios by Period


ESHYASHSDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.57

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.15

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.13

Sharpe Ratio (All Time)

Calculated using the full available price history

0.19

Drawdowns

ESHY vs. ASHS - Drawdown Comparison

The maximum ESHY drawdown since its inception was 0.00%, smaller than the maximum ASHS drawdown of -69.90%. Use the drawdown chart below to compare losses from any high point for ESHY and ASHS.


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Drawdown Indicators


ESHYASHSDifference

Max Drawdown

Largest peak-to-trough decline

0.00%

-69.90%

+69.90%

Max Drawdown (1Y)

Largest decline over 1 year

-14.03%

Max Drawdown (3Y)

Largest decline over 3 years

-34.13%

Max Drawdown (5Y)

Largest decline over 5 years

-47.81%

Max Drawdown (10Y)

Largest decline over 10 years

-47.81%

Current Drawdown

Current decline from peak

0.00%

-33.57%

+33.57%

Average Drawdown

Average peak-to-trough decline

0.00%

-48.57%

+48.57%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.21%

Volatility

ESHY vs. ASHS - Volatility Comparison


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Volatility by Period


ESHYASHSDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.33%

Volatility (6M)

Calculated over the trailing 6-month period

17.00%

Volatility (1Y)

Calculated over the trailing 1-year period

0.00%

22.59%

-22.59%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.00%

26.46%

-26.46%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.00%

25.57%

-25.57%

ESHY vs. ASHS - Expense Ratio Comparison

ESHY has a 0.20% expense ratio, which is lower than ASHS's 0.65% expense ratio.


Dividends

ESHY vs. ASHS - Dividend Comparison

Neither ESHY nor ASHS has paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
ASHS
Xtrackers Harvest CSI 500 China A-Shares Small Cap ETF
0.00%0.00%0.69%0.65%1.90%0.76%0.43%0.57%0.00%0.00%0.00%8.34%
ESHY
Xtrackers J.P. Morgan ESG USD High Yield Corporate Bond ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


On fees, ESHY is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

ESHY is cheaper with a 0.20% expense ratio, compared with 0.65% for ASHS.

ESHY and ASHS have nearly identical dividend yields, around 0.00%.

ESHY is categorized as High Yield Bonds, while ASHS is China Equities. ESHY tracks JPMorgan ESG DM Corporate High Yield USD Index, while ASHS tracks CSI 500 Index. Their fees differ too: 0.20% for ESHY and 0.65% for ASHS.

Portfolio Optimizer

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