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ESHY vs. HYS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

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.

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Returns By Period


ESHY

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

HYS

1D
-0.09%
1M
0.47%
YTD
1.33%
6M
1.83%
1Y
7.07%
3Y*
8.58%
5Y*
5.08%
10Y*
5.35%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ESHY vs. HYS - Yearly Performance Comparison


ESHY vs. HYS - Sectors Allocation Comparison


Sectors
ESHY
HYS

Energy

100.0%

-

Basic Materials

-

-

Communication Services

-

100.0%

Consumer Cyclical

-

-

Consumer Defensive

-

-

Financial Services

-

-

Healthcare

-

-

Industrials

-

-

Real Estate

-

-

Technology

-

-

Utilities

-

-

Energy

ESHY
100.0%
HYS

-

Basic Materials

ESHY

-

HYS

-

Communication Services

ESHY

-

HYS
100.0%

Consumer Cyclical

ESHY

-

HYS

-

Consumer Defensive

ESHY

-

HYS

-

Financial Services

ESHY

-

HYS

-

Healthcare

ESHY

-

HYS

-

Industrials

ESHY

-

HYS

-

Real Estate

ESHY

-

HYS

-

Technology

ESHY

-

HYS

-

Utilities

ESHY

-

HYS

-

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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

HYS
HYS Risk / Return Rank: 6868
Overall Rank
HYS Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
HYS Sortino Ratio Rank: 6868
Sortino Ratio Rank
HYS Omega Ratio Rank: 6363
Omega Ratio Rank
HYS Calmar Ratio Rank: 7474
Calmar Ratio Rank
HYS Martin Ratio Rank: 7878
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. 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.


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

ESHY vs. HYS - Sharpe Ratio Comparison


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Sharpe Ratios by Period


ESHYHYSDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.04

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.82

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.78

Sharpe Ratio (All Time)

Calculated using the full available price history

0.81

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.


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Drawdown Indicators


ESHYHYSDifference

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%

-0.14%

+0.14%

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

ESHY vs. HYS - Volatility Comparison


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Volatility by Period


ESHYHYSDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.23%

Volatility (6M)

Calculated over the trailing 6-month period

2.74%

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%

6.26%

-6.26%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.00%

6.84%

-6.84%

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 7.36%.


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%
HYS
PIMCO 0-5 Year High Yield Corporate Bond Index ETF
7.36%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


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 0.56% for HYS.

HYS has the higher dividend yield at 7.36%, compared with 0.00% for ESHY.

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.

Portfolio Optimizer

Find the right allocation for ESHY and HYS

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