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GFEA.DE vs. XUHE.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GFEA.DE vs. XUHE.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in VanEck Global Fallen Angel High Yield Bond UCITS ETF (GFEA.DE) and Xtrackers USD High Yield Corporate Bond UCITS ETF EUR Hedged (Acc) (XUHE.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, GFEA.DE achieves a 6.88% return, which is significantly higher than XUHE.DE's 1.03% return.


GFEA.DE

1D
0.21%
1M
0.94%
6M
6.78%
YTD
6.88%
1Y
8.93%
3Y*
7.74%
5Y*
3.70%
10Y*

XUHE.DE

1D
0.00%
1M
-0.18%
6M
0.79%
YTD
1.03%
1Y
4.32%
3Y*
6.21%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

GFEA.DE vs. XUHE.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021
GFEA.DE
VanEck Global Fallen Angel High Yield Bond UCITS ETF
6.88%-2.31%12.21%6.69%-7.67%2.73%
XUHE.DE
Xtrackers USD High Yield Corporate Bond UCITS ETF EUR Hedged (Acc)
1.03%7.00%5.04%10.87%-14.46%0.91%

Correlation

The correlation between GFEA.DE and XUHE.DE is 0.19, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.19

Correlation (3Y)
Calculated over the trailing 3-year period

0.28

Correlation (All Time)
Calculated using the full available price history since Oct 14, 2021

0.22

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Return for Risk

GFEA.DE vs. XUHE.DE — Risk / Return Rank

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

GFEA.DE
GFEA.DE Risk / Return Rank: 5959
Overall Rank
GFEA.DE Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
GFEA.DE Sortino Ratio Rank: 4646
Sortino Ratio Rank
GFEA.DE Omega Ratio Rank: 4343
Omega Ratio Rank
GFEA.DE Calmar Ratio Rank: 8484
Calmar Ratio Rank
GFEA.DE Martin Ratio Rank: 7777
Martin Ratio Rank

XUHE.DE
XUHE.DE Risk / Return Rank: 3737
Overall Rank
XUHE.DE Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
XUHE.DE Sortino Ratio Rank: 3434
Sortino Ratio Rank
XUHE.DE Omega Ratio Rank: 3636
Omega Ratio Rank
XUHE.DE Calmar Ratio Rank: 3333
Calmar Ratio Rank
XUHE.DE Martin Ratio Rank: 4848
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.

GFEA.DE vs. XUHE.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VanEck Global Fallen Angel High Yield Bond UCITS ETF (GFEA.DE) and Xtrackers USD High Yield Corporate Bond UCITS ETF EUR Hedged (Acc) (XUHE.DE). 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.


GFEA.DEXUHE.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.23

Sortino ratioReturn per unit of downside risk

+0.37

Omega ratioGain probability vs. loss probability

1.24

1.21

+0.03

Calmar ratioReturn relative to maximum drawdown

3.63

1.43

+2.20

Martin ratioReturn relative to average drawdown

11.55

6.70

+4.85

GFEA.DE vs. XUHE.DE - Sharpe Ratio Comparison

The current GFEA.DE Sharpe Ratio is 1.27, which is comparable to the XUHE.DE Sharpe Ratio of 1.04. The chart below compares the historical Sharpe Ratios of GFEA.DE and XUHE.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

GFEA.DE vs. XUHE.DE - Drawdown Comparison

The maximum GFEA.DE drawdown since its inception was -22.88%, which is greater than XUHE.DE's maximum drawdown of -17.56%. Use the drawdown chart below to compare losses from any high point for GFEA.DE and XUHE.DE.


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Drawdown Indicators


GFEA.DEXUHE.DEDifference

Max Drawdown

Largest peak-to-trough decline

-22.88%

-17.56%

-5.32%

Max Drawdown (1Y)

Largest decline over 1 year

-2.45%

-3.00%

+0.55%

Max Drawdown (3Y)

Largest decline over 3 years

-9.97%

-5.20%

-4.77%

Max Drawdown (5Y)

Largest decline over 5 years

-10.96%

Current Drawdown

Current decline from peak

-1.20%

-0.30%

-0.90%

Average Drawdown

Average peak-to-trough decline

-4.99%

-5.45%

+0.46%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.77%

0.64%

+0.13%

Volatility

GFEA.DE vs. XUHE.DE - Volatility Comparison

VanEck Global Fallen Angel High Yield Bond UCITS ETF (GFEA.DE) has a higher volatility of 3.15% compared to Xtrackers USD High Yield Corporate Bond UCITS ETF EUR Hedged (Acc) (XUHE.DE) at 1.05%. This indicates that GFEA.DE's price experiences larger fluctuations and is considered to be riskier than XUHE.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GFEA.DEXUHE.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.15%

1.05%

+2.10%

Volatility (6M)

Calculated over the trailing 6-month period

5.40%

3.48%

+1.92%

Volatility (1Y)

Calculated over the trailing 1-year period

7.01%

4.13%

+2.88%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.85%

7.41%

+0.44%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.56%

7.41%

+3.15%

GFEA.DE vs. XUHE.DE - Expense Ratio Comparison

GFEA.DE has a 0.40% expense ratio, which is higher than XUHE.DE's 0.25% expense ratio.


Dividends

GFEA.DE vs. XUHE.DE - Dividend Comparison

Neither GFEA.DE nor XUHE.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


GFEA.DE and XUHE.DE have a correlation of 0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XUHE.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XUHE.DE is cheaper with a 0.25% expense ratio, compared with 0.40% for GFEA.DE.

GFEA.DE tracks ICE Global Fallen Angel High Yield 10% Constrained, while XUHE.DE tracks Bloomberg US High Yield Very Liquid ex 144A Index (EUR Hedged). They also come from different issuers: VanEck and Xtrackers. Their fees differ too: 0.40% for GFEA.DE and 0.25% for XUHE.DE.

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