PortfoliosLab logoPortfoliosLab logo
HIGH vs. XHYA.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

HIGH vs. XHYA.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Simplify Enhanced Income ETF (HIGH) and Xtrackers EUR High Yield Corporate Bond UCITS ETF (XHYA.DE). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

HIGH vs. XHYA.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022
HIGH
Simplify Enhanced Income ETF
-2.84%4.35%1.52%7.70%0.27%
XHYA.DE
Xtrackers EUR High Yield Corporate Bond UCITS ETF
-2.09%17.94%0.08%14.39%10.71%
Different Trading Currencies

HIGH is traded in USD, while XHYA.DE is traded in EUR. To make them comparable, the XHYA.DE values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, HIGH achieves a -2.84% return, which is significantly lower than XHYA.DE's -2.09% return.


HIGH

1D
0.05%
1M
-1.02%
YTD
-2.84%
6M
-4.75%
1Y
4.23%
3Y*
2.92%
5Y*
10Y*

XHYA.DE

1D
1.37%
1M
-1.53%
YTD
-2.09%
6M
-1.34%
1Y
10.83%
3Y*
8.30%
5Y*
2.19%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


HIGH vs. XHYA.DE - Expense Ratio Comparison

HIGH has a 0.51% expense ratio, which is higher than XHYA.DE's 0.20% expense ratio.


Return for Risk

HIGH vs. XHYA.DE — Risk / Return Rank

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

HIGH
HIGH Risk / Return Rank: 2020
Overall Rank
HIGH Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
HIGH Sortino Ratio Rank: 2121
Sortino Ratio Rank
HIGH Omega Ratio Rank: 2121
Omega Ratio Rank
HIGH Calmar Ratio Rank: 2323
Calmar Ratio Rank
HIGH Martin Ratio Rank: 1818
Martin Ratio Rank

XHYA.DE
XHYA.DE Risk / Return Rank: 3737
Overall Rank
XHYA.DE Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
XHYA.DE Sortino Ratio Rank: 3434
Sortino Ratio Rank
XHYA.DE Omega Ratio Rank: 3333
Omega Ratio Rank
XHYA.DE Calmar Ratio Rank: 4040
Calmar Ratio Rank
XHYA.DE Martin Ratio Rank: 4545
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.

HIGH vs. XHYA.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Simplify Enhanced Income ETF (HIGH) and Xtrackers EUR High Yield Corporate Bond UCITS ETF (XHYA.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.


HIGHXHYA.DEDifference

Sharpe ratio

Return per unit of total volatility

0.26

1.16

-0.90

Sortino ratio

Return per unit of downside risk

0.63

1.75

-1.12

Omega ratio

Gain probability vs. loss probability

1.08

1.22

-0.14

Calmar ratio

Return relative to maximum drawdown

0.52

1.38

-0.86

Martin ratio

Return relative to average drawdown

0.86

4.73

-3.87

HIGH vs. XHYA.DE - Sharpe Ratio Comparison

The current HIGH Sharpe Ratio is 0.26, which is lower than the XHYA.DE Sharpe Ratio of 1.16. The chart below compares the historical Sharpe Ratios of HIGH and XHYA.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


HIGHXHYA.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.26

1.16

-0.90

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.21

Sharpe Ratio (All Time)

Calculated using the full available price history

0.32

0.34

-0.02

Correlation

The correlation between HIGH and XHYA.DE is 0.11, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

HIGH vs. XHYA.DE - Dividend Comparison

HIGH's dividend yield for the trailing twelve months is around 8.15%, while XHYA.DE has not paid dividends to shareholders.


TTM2025202420232022
HIGH
Simplify Enhanced Income ETF
8.15%7.71%8.34%9.40%0.62%
XHYA.DE
Xtrackers EUR High Yield Corporate Bond UCITS ETF
0.00%0.00%0.00%0.00%0.00%

Drawdowns

HIGH vs. XHYA.DE - Drawdown Comparison

The maximum HIGH drawdown since its inception was -9.50%, smaller than the maximum XHYA.DE drawdown of -31.55%. Use the drawdown chart below to compare losses from any high point for HIGH and XHYA.DE.


Loading graphics...

Drawdown Indicators


HIGHXHYA.DEDifference

Max Drawdown

Largest peak-to-trough decline

-9.50%

-23.86%

+14.36%

Max Drawdown (1Y)

Largest decline over 1 year

-9.50%

-3.10%

-6.40%

Max Drawdown (5Y)

Largest decline over 5 years

-14.48%

Current Drawdown

Current decline from peak

-9.41%

-1.59%

-7.82%

Average Drawdown

Average peak-to-trough decline

-2.08%

-2.56%

+0.48%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.74%

0.71%

+5.03%

Volatility

HIGH vs. XHYA.DE - Volatility Comparison

The current volatility for Simplify Enhanced Income ETF (HIGH) is 0.57%, while Xtrackers EUR High Yield Corporate Bond UCITS ETF (XHYA.DE) has a volatility of 3.53%. This indicates that HIGH experiences smaller price fluctuations and is considered to be less risky than XHYA.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


HIGHXHYA.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.57%

3.53%

-2.96%

Volatility (6M)

Calculated over the trailing 6-month period

5.33%

5.75%

-0.42%

Volatility (1Y)

Calculated over the trailing 1-year period

16.32%

9.31%

+7.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

9.74%

10.48%

-0.74%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.74%

10.72%

-0.98%