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ESHY vs. BKHY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between ESHY and BKHY is 0.55, 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.


Performance

ESHY vs. BKHY - 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 BNY Mellon High Yield Beta ETF (BKHY). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Returns By Period


ESHY

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

BKHY

YTD

2.68%

1M

2.76%

6M

2.86%

1Y

8.94%

5Y*

5.86%

10Y*

N/A

*Annualized

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ESHY vs. BKHY - Expense Ratio Comparison

ESHY has a 0.20% expense ratio, which is lower than BKHY's 0.22% 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%.


Risk-Adjusted Performance

ESHY vs. BKHY — Risk-Adjusted Performance Rank

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

ESHY
The Risk-Adjusted Performance Rank of ESHY is 8080
Overall Rank
The Sharpe Ratio Rank of ESHY is 7979
Sharpe Ratio Rank
The Sortino Ratio Rank of ESHY is 8181
Sortino Ratio Rank
The Omega Ratio Rank of ESHY is 8181
Omega Ratio Rank
The Calmar Ratio Rank of ESHY is 7474
Calmar Ratio Rank
The Martin Ratio Rank of ESHY is 8787
Martin Ratio Rank

BKHY
The Risk-Adjusted Performance Rank of BKHY is 9292
Overall Rank
The Sharpe Ratio Rank of BKHY is 9191
Sharpe Ratio Rank
The Sortino Ratio Rank of BKHY is 9191
Sortino Ratio Rank
The Omega Ratio Rank of BKHY is 9393
Omega Ratio Rank
The Calmar Ratio Rank of BKHY is 9292
Calmar Ratio Rank
The Martin Ratio Rank of BKHY is 9393
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

ESHY vs. BKHY - Risk-Adjusted Performance 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 BNY Mellon High Yield Beta ETF (BKHY). 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.



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Dividends

ESHY vs. BKHY - Dividend Comparison

ESHY has not paid dividends to shareholders, while BKHY's dividend yield for the trailing twelve months is around 7.52%.


TTM2024202320222021202020192018201720162015
ESHY
Xtrackers J.P. Morgan ESG USD High Yield Corporate Bond ETF
0.00%0.98%7.07%6.39%5.31%5.88%5.85%7.55%5.68%5.31%5.25%
BKHY
BNY Mellon High Yield Beta ETF
7.52%7.34%8.67%6.59%5.00%4.65%0.00%0.00%0.00%0.00%0.00%

Drawdowns

ESHY vs. BKHY - Drawdown Comparison


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Volatility

ESHY vs. BKHY - Volatility Comparison


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