ESHY vs. HYS

Last updated Jun 25, 2026

ESHY (Xtrackers J.P. Morgan ESG USD High Yield Corporate Bond ETF) and HYS (PIMCO 0-5 Year High Yield Corporate Bond Index ETF) are both High Yield Bonds funds - ESHY tracks the JPMorgan ESG DM Corporate High Yield USD Index while HYS tracks the ICE BofA US High Yield Constrained (0-5 Y). Both are passively managed. ESHY charges 0.20%/yr vs 0.56%/yr for HYS.

Performance

ESHY vs. HYS - 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 PIMCO 0-5 Year High Yield Corporate Bond Index ETF (HYS). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

ESHY

• 1D: 0.00%
• 1M: 0.00%
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

HYS

• 1D: -0.05%
• 1M: 0.57%
• YTD: 1.51%
• 6M: 1.53%
• 1Y: 6.33%
• 3Y*: 8.74%
• 5Y*: 5.00%
• 10Y*: 5.38%

*Multi-year figures are annualized to reflect compound growth (CAGR)

ESHY vs. HYS - Yearly Performance Comparison

	2026 (YTD)
ESHY Xtrackers J.P. Morgan ESG USD High Yield Corporate Bond ETF	0.00%
HYS PIMCO 0-5 Year High Yield Corporate Bond Index ETF	1.42%

Return for Risk

ESHY vs. HYS — 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.

HYS

HYS Risk / Return Rank: 70
HYS Sharpe Ratio Rank: 62
HYS Sortino Ratio Rank: 71
HYS Omega Ratio Rank: 65
HYS Calmar Ratio Rank: 74
HYS Martin Ratio Rank: 79

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. HYS - 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 PIMCO 0-5 Year High Yield Corporate Bond Index ETF (HYS). 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.

	ESHY	HYS	Difference
Sharpe ratio: Return per unit of total volatility	—	1.83	—
Sortino ratio: Return per unit of downside risk	—	2.85	—
Omega ratio: Gain probability vs. loss probability	—	1.35	—
Calmar ratio: Return relative to maximum drawdown	—	3.37	—
Martin ratio: Return relative to average drawdown	—	13.69	—

Drawdowns

ESHY vs. HYS - Drawdown Comparison

The maximum ESHY drawdown since its inception was 0.00%, smaller than the maximum HYS drawdown of -20.91%. Use the drawdown chart below to compare losses from any high point for ESHY and HYS.

Drawdown Indicators

	ESHY	HYS	Difference
Max Drawdown Largest peak-to-trough decline	0.00%	-20.91%	+20.91%
Max Drawdown (1Y) Largest decline over 1 year	—	-1.88%	—
Max Drawdown (3Y) Largest decline over 3 years	—	-4.98%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-10.61%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-20.91%	—
Current Drawdown Current decline from peak	0.00%	-0.19%	+0.19%
Average Drawdown Average peak-to-trough decline	0.00%	-1.53%	+1.53%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	0.46%	—

Volatility

Volatility by Period

	ESHY	HYS	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	0.79%	—
Volatility (6M) Calculated over the trailing 6-month period	—	2.75%	—
Volatility (1Y) Calculated over the trailing 1-year period	0.00%	3.47%	-3.47%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	0.00%	6.27%	-6.27%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	0.00%	6.83%	-6.83%

ESHY vs. HYS - Expense Ratio Comparison

ESHY has a 0.20% expense ratio, which is lower than HYS's 0.56% expense ratio.

Dividends

ESHY vs. HYS - Dividend Comparison

ESHY has not paid dividends to shareholders, while HYS's dividend yield for the trailing twelve months is around 7.35%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
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%
HYS PIMCO 0-5 Year High Yield Corporate Bond Index ETF	7.35%	7.20%	7.43%	6.44%	5.01%	3.74%	4.52%	4.98%	4.64%	5.01%	5.13%	5.22%

Frequently Asked Questions

Which ETF is better, ESHY or HYS?

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.

Which ETF is cheaper, ESHY or HYS?

ESHY is cheaper with a 0.20% expense ratio, compared with 0.56% for HYS.

Which ETF pays a higher dividend yield, ESHY or HYS?

HYS has the higher dividend yield at 7.35%, compared with 0.00% for ESHY.

What is the main difference between ESHY and HYS?

ESHY tracks JPMorgan ESG DM Corporate High Yield USD Index, while HYS tracks ICE BofA US High Yield Constrained (0-5 Y). They also come from different issuers: Deutsche Bank and PIMCO. Their fees differ too: 0.20% for ESHY and 0.56% for HYS.