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ESHY vs. SCYB
Performance
Return for Risk
Drawdowns
Volatility
Dividends

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.

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Returns By Period


ESHY

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

SCYB

1D
-0.29%
1M
0.36%
YTD
1.55%
6M
1.87%
1Y
6.99%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

ESHY vs. SCYB - Yearly Performance Comparison


ESHY vs. SCYB - Sectors Allocation Comparison


Sectors
ESHY
SCYB

Energy

100.0%
5.8%

Basic Materials

-

3.5%

Communication Services

-

8.9%

Consumer Cyclical

-

10.6%

Consumer Defensive

-

2.5%

Financial Services

-

4.9%

Healthcare

-

5.8%

Industrials

-

8.7%

Real Estate

-

4.2%

Technology

-

4.5%

Utilities

-

2.0%

Energy

ESHY
100.0%
SCYB
5.8%

Basic Materials

ESHY

-

SCYB
3.5%

Communication Services

ESHY

-

SCYB
8.9%

Consumer Cyclical

ESHY

-

SCYB
10.6%

Consumer Defensive

ESHY

-

SCYB
2.5%

Financial Services

ESHY

-

SCYB
4.9%

Healthcare

ESHY

-

SCYB
5.8%

Industrials

ESHY

-

SCYB
8.7%

Real Estate

ESHY

-

SCYB
4.2%

Technology

ESHY

-

SCYB
4.5%

Utilities

ESHY

-

SCYB
2.0%

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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

SCYB
SCYB Risk / Return Rank: 5959
Overall Rank
SCYB Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
SCYB Sortino Ratio Rank: 5858
Sortino Ratio Rank
SCYB Omega Ratio Rank: 5959
Omega Ratio Rank
SCYB Calmar Ratio Rank: 5757
Calmar Ratio Rank
SCYB Martin Ratio Rank: 6868
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. 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.


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

ESHY vs. SCYB - Sharpe Ratio Comparison


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Sharpe Ratios by Period


ESHYSCYBDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.88

Sharpe Ratio (All Time)

Calculated using the full available price history

1.68

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.


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Drawdown Indicators


ESHYSCYBDifference

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%

-0.33%

+0.33%

Average Drawdown

Average peak-to-trough decline

0.00%

-0.52%

+0.52%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.54%

Volatility

ESHY vs. SCYB - Volatility Comparison


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Volatility by Period


ESHYSCYBDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.07%

Volatility (6M)

Calculated over the trailing 6-month period

2.93%

Volatility (1Y)

Calculated over the trailing 1-year period

0.00%

3.76%

-3.76%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.00%

5.13%

-5.13%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.00%

5.13%

-5.13%

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 6.94%.


PositionTTM202520242023
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
6.94%6.99%7.06%3.36%

Frequently Asked Questions


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.

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

SCYB has the higher dividend yield at 6.94%, compared with 0.00% for ESHY.

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.

Portfolio Optimizer

Find the right allocation for ESHY and SCYB

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