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ESHY vs. HYLB
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ESHY vs. HYLB - 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 USD High Yield Corporate Bond ETF (HYLB). 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*

HYLB

1D
-0.18%
1M
0.38%
YTD
1.53%
6M
2.00%
1Y
6.87%
3Y*
8.72%
5Y*
4.04%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

ESHY vs. HYLB - Yearly Performance Comparison


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Return for Risk

ESHY vs. HYLB — Risk / Return Rank

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

ESHY

HYLB
HYLB Risk / Return Rank: 6060
Overall Rank
HYLB Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
HYLB Sortino Ratio Rank: 5959
Sortino Ratio Rank
HYLB Omega Ratio Rank: 5959
Omega Ratio Rank
HYLB Calmar Ratio Rank: 6060
Calmar Ratio Rank
HYLB Martin Ratio Rank: 7070
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. HYLB - 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 USD High Yield Corporate Bond ETF (HYLB). 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. HYLB - Sharpe Ratio Comparison


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Sharpe Ratios by Period


ESHYHYLBDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.86

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.54

Sharpe Ratio (All Time)

Calculated using the full available price history

0.58

Drawdowns

ESHY vs. HYLB - Drawdown Comparison

The maximum ESHY drawdown since its inception was 0.00%, smaller than the maximum HYLB drawdown of -22.91%. Use the drawdown chart below to compare losses from any high point for ESHY and HYLB.


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Drawdown Indicators


ESHYHYLBDifference

Max Drawdown

Largest peak-to-trough decline

0.00%

-22.91%

+22.91%

Max Drawdown (1Y)

Largest decline over 1 year

-2.27%

Max Drawdown (3Y)

Largest decline over 3 years

-4.51%

Max Drawdown (5Y)

Largest decline over 5 years

-15.54%

Current Drawdown

Current decline from peak

0.00%

-0.19%

+0.19%

Average Drawdown

Average peak-to-trough decline

0.00%

-2.43%

+2.43%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.53%

Volatility

ESHY vs. HYLB - Volatility Comparison


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Volatility by Period


ESHYHYLBDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.20%

Volatility (6M)

Calculated over the trailing 6-month period

2.93%

Volatility (1Y)

Calculated over the trailing 1-year period

0.00%

3.70%

-3.70%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.00%

7.47%

-7.47%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.00%

8.18%

-8.18%

ESHY vs. HYLB - Expense Ratio Comparison

ESHY has a 0.20% expense ratio, which is higher than HYLB's 0.15% 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. HYLB - Dividend Comparison

ESHY has not paid dividends to shareholders, while HYLB's dividend yield for the trailing twelve months is around 6.49%.


PositionTTM2025202420232022202120202019201820172016
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%
HYLB
Xtrackers USD High Yield Corporate Bond ETF
6.49%6.29%6.31%5.84%5.53%4.45%5.22%5.71%5.95%5.85%0.27%

Frequently Asked Questions


On fees, HYLB is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

HYLB is cheaper with a 0.15% expense ratio, compared with 0.20% for ESHY.

HYLB has the higher dividend yield at 6.49%, compared with 0.00% for ESHY.

ESHY tracks JPMorgan ESG DM Corporate High Yield USD Index, while HYLB tracks Solactive USD High Yield Corporates Total Market Index. They also come from different issuers: Deutsche Bank and DWS. Their fees differ too: 0.20% for ESHY and 0.15% for HYLB.

Portfolio Optimizer

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