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ESHY vs. IBHG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ESHY vs. IBHG - 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 iShares iBonds 2027 Term High Yield and Income ETF (IBHG). 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*

IBHG

1D
-0.09%
1M
0.21%
YTD
0.96%
6M
1.46%
1Y
4.61%
3Y*
7.37%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

ESHY vs. IBHG - Yearly Performance Comparison


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Return for Risk

ESHY vs. IBHG — Risk / Return Rank

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

ESHY

IBHG
IBHG Risk / Return Rank: 7979
Overall Rank
IBHG Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
IBHG Sortino Ratio Rank: 7676
Sortino Ratio Rank
IBHG Omega Ratio Rank: 7070
Omega Ratio Rank
IBHG Calmar Ratio Rank: 9292
Calmar Ratio Rank
IBHG Martin Ratio Rank: 9292
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. IBHG - 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 iShares iBonds 2027 Term High Yield and Income ETF (IBHG). 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. IBHG - Sharpe Ratio Comparison


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Sharpe Ratios by Period


ESHYIBHGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.20

Sharpe Ratio (All Time)

Calculated using the full available price history

0.56

Drawdowns

ESHY vs. IBHG - Drawdown Comparison

The maximum ESHY drawdown since its inception was 0.00%, smaller than the maximum IBHG drawdown of -13.85%. Use the drawdown chart below to compare losses from any high point for ESHY and IBHG.


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Drawdown Indicators


ESHYIBHGDifference

Max Drawdown

Largest peak-to-trough decline

0.00%

-13.85%

+13.85%

Max Drawdown (1Y)

Largest decline over 1 year

-0.73%

Max Drawdown (3Y)

Largest decline over 3 years

-3.39%

Current Drawdown

Current decline from peak

0.00%

-0.22%

+0.22%

Average Drawdown

Average peak-to-trough decline

0.00%

-2.67%

+2.67%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.20%

Volatility

ESHY vs. IBHG - Volatility Comparison


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Volatility by Period


ESHYIBHGDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.58%

Volatility (6M)

Calculated over the trailing 6-month period

1.53%

Volatility (1Y)

Calculated over the trailing 1-year period

0.00%

2.11%

-2.11%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.00%

6.37%

-6.37%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.00%

6.37%

-6.37%

ESHY vs. IBHG - Expense Ratio Comparison

ESHY has a 0.20% expense ratio, which is lower than IBHG's 0.35% expense ratio.


Dividends

ESHY vs. IBHG - Dividend Comparison

ESHY has not paid dividends to shareholders, while IBHG's dividend yield for the trailing twelve months is around 6.08%.


PositionTTM20252024202320222021
ESHY
Xtrackers J.P. Morgan ESG USD High Yield Corporate Bond ETF
0.00%0.00%0.00%0.00%0.00%0.00%
IBHG
iShares iBonds 2027 Term High Yield and Income ETF
6.08%6.33%7.02%6.66%5.62%2.13%

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 0.35% for IBHG.

IBHG has the higher dividend yield at 6.08%, compared with 0.00% for ESHY.

ESHY tracks JPMorgan ESG DM Corporate High Yield USD Index, while IBHG tracks Bloomberg 2027 Term High Yield and Income Index - Benchmark TR Gross. They also come from different issuers: Deutsche Bank and iShares. Their fees differ too: 0.20% for ESHY and 0.35% for IBHG.

Portfolio Optimizer

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