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ESHY vs. FLRT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ESHY vs. FLRT - 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 Pacific Global Senior Loan ETF (FLRT). 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*

FLRT

1D
-0.15%
1M
0.90%
YTD
1.83%
6M
2.55%
1Y
6.08%
3Y*
8.90%
5Y*
5.98%
10Y*
5.00%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ESHY vs. FLRT - Yearly Performance Comparison


ESHY vs. FLRT - Sectors Allocation Comparison


Sectors
ESHY
FLRT

Energy

100.0%

-

Basic Materials

-

-

Communication Services

-

0.8%

Consumer Cyclical

-

-

Consumer Defensive

-

-

Financial Services

-

99.2%

Healthcare

-

-

Industrials

-

-

Real Estate

-

-

Technology

-

-

Utilities

-

-

Energy

ESHY
100.0%
FLRT

-

Basic Materials

ESHY

-

FLRT

-

Communication Services

ESHY

-

FLRT
0.8%

Consumer Cyclical

ESHY

-

FLRT

-

Consumer Defensive

ESHY

-

FLRT

-

Financial Services

ESHY

-

FLRT
99.2%

Healthcare

ESHY

-

FLRT

-

Industrials

ESHY

-

FLRT

-

Real Estate

ESHY

-

FLRT

-

Technology

ESHY

-

FLRT

-

Utilities

ESHY

-

FLRT

-

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Return for Risk

ESHY vs. FLRT — Risk / Return Rank

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

ESHY

FLRT
FLRT Risk / Return Rank: 8585
Overall Rank
FLRT Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
FLRT Sortino Ratio Rank: 9797
Sortino Ratio Rank
FLRT Omega Ratio Rank: 9797
Omega Ratio Rank
FLRT Calmar Ratio Rank: 6868
Calmar Ratio Rank
FLRT Martin Ratio Rank: 6868
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. FLRT - 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 Pacific Global Senior Loan ETF (FLRT). 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. FLRT - Sharpe Ratio Comparison


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Sharpe Ratios by Period


ESHYFLRTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.89

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

2.61

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.81

Sharpe Ratio (All Time)

Calculated using the full available price history

0.75

Drawdowns

ESHY vs. FLRT - Drawdown Comparison

The maximum ESHY drawdown since its inception was 0.00%, smaller than the maximum FLRT drawdown of -20.96%. Use the drawdown chart below to compare losses from any high point for ESHY and FLRT.


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Drawdown Indicators


ESHYFLRTDifference

Max Drawdown

Largest peak-to-trough decline

0.00%

-20.96%

+20.96%

Max Drawdown (1Y)

Largest decline over 1 year

-1.78%

Max Drawdown (3Y)

Largest decline over 3 years

-2.87%

Max Drawdown (5Y)

Largest decline over 5 years

-7.60%

Max Drawdown (10Y)

Largest decline over 10 years

-20.96%

Current Drawdown

Current decline from peak

0.00%

-0.15%

+0.15%

Average Drawdown

Average peak-to-trough decline

0.00%

-1.41%

+1.41%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.48%

Volatility

ESHY vs. FLRT - Volatility Comparison


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Volatility by Period


ESHYFLRTDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.40%

Volatility (6M)

Calculated over the trailing 6-month period

1.19%

Volatility (1Y)

Calculated over the trailing 1-year period

0.00%

1.57%

-1.57%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.00%

2.30%

-2.30%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.00%

6.17%

-6.17%

ESHY vs. FLRT - Expense Ratio Comparison

ESHY has a 0.20% expense ratio, which is lower than FLRT's 0.69% expense ratio.


Dividends

ESHY vs. FLRT - Dividend Comparison

ESHY has not paid dividends to shareholders, while FLRT's dividend yield for the trailing twelve months is around 6.81%.


PositionTTM20252024202320222021202020192018201720162015
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%
FLRT
Pacific Global Senior Loan ETF
6.81%6.93%7.93%8.40%5.81%3.16%3.52%4.30%3.95%3.20%3.38%3.21%

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 0.69% for FLRT.

FLRT has the higher dividend yield at 6.81%, compared with 0.00% for ESHY.

They also come from different issuers: Deutsche Bank and Pacific Life. Their fees differ too: 0.20% for ESHY and 0.69% for FLRT.

Portfolio Optimizer

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