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HYDW vs. DJP
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between HYDW and DJP is 0.23, 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.


-0.50.00.51.00.2

Performance

HYDW vs. DJP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Xtrackers Low Beta High Yield Bond ETF (HYDW) and iPath Bloomberg Commodity Index Total Return ETN (DJP). The values are adjusted to include any dividend payments, if applicable.

0.00%5.00%10.00%AugustSeptemberOctoberNovemberDecember2025
2.98%
11.98%
HYDW
DJP

Key characteristics

Sharpe Ratio

HYDW:

1.88

DJP:

0.87

Sortino Ratio

HYDW:

2.75

DJP:

1.33

Omega Ratio

HYDW:

1.35

DJP:

1.15

Calmar Ratio

HYDW:

3.62

DJP:

0.20

Martin Ratio

HYDW:

11.61

DJP:

1.92

Ulcer Index

HYDW:

0.59%

DJP:

6.26%

Daily Std Dev

HYDW:

3.63%

DJP:

13.81%

Max Drawdown

HYDW:

-17.75%

DJP:

-78.35%

Current Drawdown

HYDW:

-0.01%

DJP:

-53.73%

Returns By Period

In the year-to-date period, HYDW achieves a 1.06% return, which is significantly lower than DJP's 5.45% return.


HYDW

YTD

1.06%

1M

0.93%

6M

2.77%

1Y

6.38%

5Y*

3.25%

10Y*

N/A

DJP

YTD

5.45%

1M

6.58%

6M

11.39%

1Y

10.44%

5Y*

9.68%

10Y*

1.77%

*Annualized

Compare stocks, funds, or ETFs

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


HYDW vs. DJP - Expense Ratio Comparison

HYDW has a 0.20% expense ratio, which is lower than DJP's 0.70% expense ratio.


DJP
iPath Bloomberg Commodity Index Total Return ETN
Expense ratio chart for DJP: current value at 0.70% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.70%
Expense ratio chart for HYDW: current value at 0.20% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.20%

Risk-Adjusted Performance

HYDW vs. DJP — Risk-Adjusted Performance Rank

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

HYDW
The Risk-Adjusted Performance Rank of HYDW is 7979
Overall Rank
The Sharpe Ratio Rank of HYDW is 7575
Sharpe Ratio Rank
The Sortino Ratio Rank of HYDW is 7878
Sortino Ratio Rank
The Omega Ratio Rank of HYDW is 7676
Omega Ratio Rank
The Calmar Ratio Rank of HYDW is 8787
Calmar Ratio Rank
The Martin Ratio Rank of HYDW is 8080
Martin Ratio Rank

DJP
The Risk-Adjusted Performance Rank of DJP is 2828
Overall Rank
The Sharpe Ratio Rank of DJP is 3535
Sharpe Ratio Rank
The Sortino Ratio Rank of DJP is 3535
Sortino Ratio Rank
The Omega Ratio Rank of DJP is 3333
Omega Ratio Rank
The Calmar Ratio Rank of DJP is 1414
Calmar Ratio Rank
The Martin Ratio Rank of DJP is 2323
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

HYDW vs. DJP - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers Low Beta High Yield Bond ETF (HYDW) and iPath Bloomberg Commodity Index Total Return ETN (DJP). 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.


Sharpe ratio
The chart of Sharpe ratio for HYDW, currently valued at 1.88, compared to the broader market0.002.004.001.880.87
The chart of Sortino ratio for HYDW, currently valued at 2.75, compared to the broader market0.005.0010.002.751.33
The chart of Omega ratio for HYDW, currently valued at 1.35, compared to the broader market0.501.001.502.002.503.001.351.15
The chart of Calmar ratio for HYDW, currently valued at 3.62, compared to the broader market0.005.0010.0015.0020.003.620.42
The chart of Martin ratio for HYDW, currently valued at 11.61, compared to the broader market0.0020.0040.0060.0080.00100.0011.611.92
HYDW
DJP

The current HYDW Sharpe Ratio is 1.88, which is higher than the DJP Sharpe Ratio of 0.87. The chart below compares the historical Sharpe Ratios of HYDW and DJP, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00AugustSeptemberOctoberNovemberDecember2025
1.88
0.87
HYDW
DJP

Dividends

HYDW vs. DJP - Dividend Comparison

HYDW's dividend yield for the trailing twelve months is around 5.30%, while DJP has not paid dividends to shareholders.


TTM2024202320222021202020192018
HYDW
Xtrackers Low Beta High Yield Bond ETF
5.30%5.35%5.69%4.78%3.30%4.46%4.56%4.42%
DJP
iPath Bloomberg Commodity Index Total Return ETN
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

HYDW vs. DJP - Drawdown Comparison

The maximum HYDW drawdown since its inception was -17.75%, smaller than the maximum DJP drawdown of -78.35%. Use the drawdown chart below to compare losses from any high point for HYDW and DJP. For additional features, visit the drawdowns tool.


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-0.01%
-17.86%
HYDW
DJP

Volatility

HYDW vs. DJP - Volatility Comparison

The current volatility for Xtrackers Low Beta High Yield Bond ETF (HYDW) is 0.95%, while iPath Bloomberg Commodity Index Total Return ETN (DJP) has a volatility of 4.24%. This indicates that HYDW experiences smaller price fluctuations and is considered to be less risky than DJP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.00%2.00%3.00%4.00%5.00%AugustSeptemberOctoberNovemberDecember2025
0.95%
4.24%
HYDW
DJP
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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