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ESHY vs. EASG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ESHY vs. EASG - 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 MSCI EAFE ESG Leaders Equity ETF (EASG). 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*

EASG

1D
-0.48%
1M
4.33%
YTD
8.44%
6M
10.51%
1Y
19.62%
3Y*
13.77%
5Y*
6.85%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

ESHY vs. EASG - Yearly Performance Comparison


ESHY vs. EASG - Sectors Allocation Comparison


Sectors
ESHY
EASG

Energy

100.0%
3.4%

Basic Materials

-

6.0%

Communication Services

-

5.6%

Consumer Cyclical

-

6.8%

Consumer Defensive

-

6.6%

Financial Services

-

23.5%

Healthcare

-

10.3%

Industrials

-

18.5%

Real Estate

-

2.0%

Technology

-

12.8%

Utilities

-

4.7%

Energy

ESHY
100.0%
EASG
3.4%

Basic Materials

ESHY

-

EASG
6.0%

Communication Services

ESHY

-

EASG
5.6%

Consumer Cyclical

ESHY

-

EASG
6.8%

Consumer Defensive

ESHY

-

EASG
6.6%

Financial Services

ESHY

-

EASG
23.5%

Healthcare

ESHY

-

EASG
10.3%

Industrials

ESHY

-

EASG
18.5%

Real Estate

ESHY

-

EASG
2.0%

Technology

ESHY

-

EASG
12.8%

Utilities

ESHY

-

EASG
4.7%

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Return for Risk

ESHY vs. EASG — Risk / Return Rank

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

ESHY

EASG
EASG Risk / Return Rank: 3535
Overall Rank
EASG Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
EASG Sortino Ratio Rank: 3535
Sortino Ratio Rank
EASG Omega Ratio Rank: 3434
Omega Ratio Rank
EASG Calmar Ratio Rank: 3333
Calmar Ratio Rank
EASG Martin Ratio Rank: 3939
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. EASG - 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 MSCI EAFE ESG Leaders Equity ETF (EASG). 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. EASG - Sharpe Ratio Comparison


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Sharpe Ratios by Period


ESHYEASGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.27

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.41

Sharpe Ratio (All Time)

Calculated using the full available price history

0.51

Drawdowns

ESHY vs. EASG - Drawdown Comparison

The maximum ESHY drawdown since its inception was 0.00%, smaller than the maximum EASG drawdown of -32.06%. Use the drawdown chart below to compare losses from any high point for ESHY and EASG.


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Drawdown Indicators


ESHYEASGDifference

Max Drawdown

Largest peak-to-trough decline

0.00%

-32.06%

+32.06%

Max Drawdown (1Y)

Largest decline over 1 year

-11.74%

Max Drawdown (3Y)

Largest decline over 3 years

-16.14%

Max Drawdown (5Y)

Largest decline over 5 years

-31.42%

Current Drawdown

Current decline from peak

0.00%

-0.60%

+0.60%

Average Drawdown

Average peak-to-trough decline

0.00%

-6.19%

+6.19%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.17%

Volatility

ESHY vs. EASG - Volatility Comparison


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Volatility by Period


ESHYEASGDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.83%

Volatility (6M)

Calculated over the trailing 6-month period

12.54%

Volatility (1Y)

Calculated over the trailing 1-year period

0.00%

15.55%

-15.55%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.00%

16.64%

-16.64%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.00%

18.35%

-18.35%

ESHY vs. EASG - Expense Ratio Comparison

ESHY has a 0.20% expense ratio, which is higher than EASG's 0.14% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

ESHY vs. EASG - Dividend Comparison

ESHY has not paid dividends to shareholders, while EASG's dividend yield for the trailing twelve months is around 3.86%.


PositionTTM20252024202320222021202020192018
EASG
Xtrackers MSCI EAFE ESG Leaders Equity ETF
3.86%4.18%2.93%2.51%2.47%2.69%1.70%2.94%0.85%
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%

Frequently Asked Questions


On fees, EASG is cheaper at 0.14% per year. The better choice depends on whether you care most about return, fees, risk, or income.

EASG is cheaper with a 0.14% expense ratio, compared with 0.20% for ESHY.

EASG has the higher dividend yield at 3.86%, compared with 0.00% for ESHY.

ESHY is categorized as High Yield Bonds, while EASG is Foreign Large Cap Equities. ESHY tracks JPMorgan ESG DM Corporate High Yield USD Index, while EASG tracks MSCI EAFE ESG Leaders Index. Their fees differ too: 0.20% for ESHY and 0.14% for EASG.

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