ESHY vs. YLD

Last updated Apr 1, 2026

Compare and contrast key facts about Xtrackers J.P. Morgan ESG USD High Yield Corporate Bond ETF (ESHY) and Principal Active High Yield ETF (YLD).

ESHY and YLD are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. ESHY is a passively managed fund by Deutsche Bank that tracks the performance of the JPMorgan ESG DM Corporate High Yield USD Index. It was launched on Mar 3, 2015. YLD is an actively managed fund by Principal. It was launched on Jul 9, 2015.

Performance

ESHY vs. YLD - 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 Principal Active High Yield ETF (YLD). The values are adjusted to include any dividend payments, if applicable.

ESHY vs. YLD - Yearly Performance Comparison

	2026 (YTD)
ESHY Xtrackers J.P. Morgan ESG USD High Yield Corporate Bond ETF	0.00%
YLD Principal Active High Yield ETF	-0.31%

Returns By Period

ESHY

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

YLD

• 1D: 1.17%
• 1M: -0.31%
• YTD: 0.96%
• 6M: 1.18%
• 1Y: 6.99%
• 3Y*: 8.54%
• 5Y*: 4.95%
• 10Y*: 5.97%

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

ESHY vs. YLD - Expense Ratio Comparison

ESHY has a 0.20% expense ratio, which is lower than YLD's 0.39% expense ratio.

YLD

Principal Active High Yield ETF

ESHY

Xtrackers J.P. Morgan ESG USD High Yield Corporate Bond ETF

Return for Risk

ESHY vs. YLD — Risk / Return Rank

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

YLD

YLD Risk / Return Rank: 67
YLD Sharpe Ratio Rank: 63
YLD Sortino Ratio Rank: 64
YLD Omega Ratio Rank: 70
YLD Calmar Ratio Rank: 63
YLD Martin Ratio Rank: 78

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. YLD - 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 Principal Active High Yield ETF (YLD). 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.

Sharpe Ratios by Period

	ESHY	YLD	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	1.08	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.78	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.73	—
Sharpe Ratio (All Time) Calculated using the full available price history	—	0.63	—

Dividends

ESHY vs. YLD - Dividend Comparison

ESHY has not paid dividends to shareholders, while YLD's dividend yield for the trailing twelve months is around 7.30%.

	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%
YLD Principal Active High Yield ETF	7.30%	7.33%	7.12%	6.46%	6.51%	3.92%	4.40%	4.81%	5.42%	6.28%	4.47%	2.56%

Drawdowns

ESHY vs. YLD - Drawdown Comparison

The maximum ESHY drawdown since its inception was 0.00%, smaller than the maximum YLD drawdown of -28.34%. Use the drawdown chart below to compare losses from any high point for ESHY and YLD.

Drawdown Indicators

	ESHY	YLD	Difference
Max Drawdown Largest peak-to-trough decline	0.00%	-28.34%	+28.34%
Max Drawdown (1Y) Largest decline over 1 year	—	-4.42%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-13.89%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-28.34%	—
Current Drawdown Current decline from peak	0.00%	-0.77%	+0.77%
Average Drawdown Average peak-to-trough decline	0.00%	-2.74%	+2.74%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	0.84%	—

Volatility

Volatility by Period

	ESHY	YLD	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	2.39%	—
Volatility (6M) Calculated over the trailing 6-month period	—	3.40%	—
Volatility (1Y) Calculated over the trailing 1-year period	0.00%	6.50%	-6.50%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	0.00%	6.38%	-6.38%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	0.00%	8.26%	-8.26%