ESHY vs. SCYB

Last updated Jun 24, 2026

ESHY (Xtrackers J.P. Morgan ESG USD High Yield Corporate Bond ETF) and SCYB (Schwab High Yield Bond ETF) are both High Yield Bonds funds - ESHY tracks the JPMorgan ESG DM Corporate High Yield USD Index while SCYB tracks the ICE BofA US Cash Pay High Yield Constrained Index. Both are passively managed. ESHY charges 0.20%/yr vs 0.03%/yr for SCYB.

Performance

ESHY vs. SCYB - 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 Schwab High Yield Bond ETF (SCYB). 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*: —

SCYB

• 1D: -0.08%
• 1M: 0.42%
• YTD: 1.84%
• 6M: 1.96%
• 1Y: 6.36%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

ESHY vs. SCYB - Yearly Performance Comparison

	2026 (YTD)
ESHY Xtrackers J.P. Morgan ESG USD High Yield Corporate Bond ETF	0.00%
SCYB Schwab High Yield Bond ETF	1.32%

Return for Risk

ESHY vs. SCYB — 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.

SCYB

SCYB Risk / Return Rank: 56
SCYB Sharpe Ratio Rank: 51
SCYB Sortino Ratio Rank: 55
SCYB Omega Ratio Rank: 55
SCYB Calmar Ratio Rank: 55
SCYB Martin Ratio Rank: 66

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. SCYB - 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 Schwab High Yield Bond ETF (SCYB). 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	SCYB	Difference
Sharpe ratio: Return per unit of total volatility	—	1.69	—
Sortino ratio: Return per unit of downside risk	—	2.53	—
Omega ratio: Gain probability vs. loss probability	—	1.33	—
Calmar ratio: Return relative to maximum drawdown	—	2.62	—
Martin ratio: Return relative to average drawdown	—	11.63	—

Drawdowns

ESHY vs. SCYB - Drawdown Comparison

The maximum ESHY drawdown since its inception was 0.00%, smaller than the maximum SCYB drawdown of -4.92%. Use the drawdown chart below to compare losses from any high point for ESHY and SCYB.

Drawdown Indicators

	ESHY	SCYB	Difference
Max Drawdown Largest peak-to-trough decline	0.00%	-4.92%	+4.92%
Max Drawdown (1Y) Largest decline over 1 year	—	-2.44%	—
Current Drawdown Current decline from peak	0.00%	-0.23%	+0.23%
Average Drawdown Average peak-to-trough decline	0.00%	-0.51%	+0.51%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	0.55%	—

Volatility

Volatility by Period

	ESHY	SCYB	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	1.01%	—
Volatility (6M) Calculated over the trailing 6-month period	—	3.01%	—
Volatility (1Y) Calculated over the trailing 1-year period	0.00%	3.79%	-3.79%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	0.00%	5.11%	-5.11%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	0.00%	5.11%	-5.11%

ESHY vs. SCYB - Expense Ratio Comparison

ESHY has a 0.20% expense ratio, which is higher than SCYB's 0.03% 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. SCYB - Dividend Comparison

ESHY has not paid dividends to shareholders, while SCYB's dividend yield for the trailing twelve months is around 6.92%.

Position	TTM	2025	2024	2023
ESHY Xtrackers J.P. Morgan ESG USD High Yield Corporate Bond ETF	0.00%	0.00%	0.00%	0.00%
SCYB Schwab High Yield Bond ETF	6.92%	6.99%	7.06%	3.36%

Frequently Asked Questions

Which ETF is better, ESHY or SCYB?

On fees, SCYB is cheaper at 0.03% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, ESHY or SCYB?

SCYB is cheaper with a 0.03% expense ratio, compared with 0.20% for ESHY.

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

SCYB has the higher dividend yield at 6.92%, compared with 0.00% for ESHY.

What is the main difference between ESHY and SCYB?

ESHY tracks JPMorgan ESG DM Corporate High Yield USD Index, while SCYB tracks ICE BofA US Cash Pay High Yield Constrained Index. They also come from different issuers: Deutsche Bank and Charles Schwab. Their fees differ too: 0.20% for ESHY and 0.03% for SCYB.