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ESHY vs. BRHY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ESHY vs. BRHY - 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 iShares High Yield Active ETF (BRHY). 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*

BRHY

1D
-0.05%
1M
0.40%
YTD
1.74%
6M
1.92%
1Y
7.21%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

ESHY vs. BRHY - Yearly Performance Comparison


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Return for Risk

ESHY vs. BRHY — Risk / Return Rank

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

ESHY

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


BRHY
BRHY Risk / Return Rank: 7474
Overall Rank
BRHY Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
BRHY Sortino Ratio Rank: 8383
Sortino Ratio Rank
BRHY Omega Ratio Rank: 8282
Omega Ratio Rank
BRHY Calmar Ratio Rank: 5858
Calmar Ratio Rank
BRHY Martin Ratio Rank: 7171
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. BRHY - 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 iShares High Yield Active ETF (BRHY). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


ESHYBRHYDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.44

Calmar ratioReturn relative to maximum drawdown

2.62

Martin ratioReturn relative to average drawdown

12.01

ESHY vs. BRHY - Sharpe Ratio Comparison


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Drawdowns

ESHY vs. BRHY - Drawdown Comparison

The maximum ESHY drawdown since its inception was 0.00%, smaller than the maximum BRHY drawdown of -4.42%. Use the drawdown chart below to compare losses from any high point for ESHY and BRHY.


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Drawdown Indicators


ESHYBRHYDifference

Max Drawdown

Largest peak-to-trough decline

0.00%

-4.42%

+4.42%

Max Drawdown (1Y)

Largest decline over 1 year

-2.76%

Current Drawdown

Current decline from peak

0.00%

-0.35%

+0.35%

Average Drawdown

Average peak-to-trough decline

0.00%

-0.39%

+0.39%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.60%

Volatility

ESHY vs. BRHY - Volatility Comparison


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Volatility by Period


ESHYBRHYDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.09%

Volatility (6M)

Calculated over the trailing 6-month period

2.53%

Volatility (1Y)

Calculated over the trailing 1-year period

0.00%

3.24%

-3.24%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.00%

4.01%

-4.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.00%

4.01%

-4.01%

ESHY vs. BRHY - Expense Ratio Comparison

ESHY has a 0.20% expense ratio, which is lower than BRHY's 0.45% expense ratio.


Dividends

ESHY vs. BRHY - Dividend Comparison

ESHY has not paid dividends to shareholders, while BRHY's dividend yield for the trailing twelve months is around 7.84%.


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 0.45% for BRHY.

BRHY has the higher dividend yield at 7.84%, compared with 0.00% for ESHY.

They also come from different issuers: Deutsche Bank and iShares. Their fees differ too: 0.20% for ESHY and 0.45% for BRHY.

Portfolio Optimizer

Find the right allocation for ESHY and BRHY

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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