HYDW vs. EIFAX
Compare and contrast key facts about Xtrackers Low Beta High Yield Bond ETF (HYDW) and Eaton Vance Floating-Rate Advantage Fund (EIFAX).
HYDW is a passively managed fund by Deutsche Bank that tracks the performance of the Solactive USD High Yield Corporates Total Market Low Beta Index. It was launched on Jan 11, 2018. EIFAX is managed by Eaton Vance. It was launched on Mar 16, 2008.
Performance
HYDW vs. EIFAX - Performance Comparison
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HYDW vs. EIFAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
HYDW Xtrackers Low Beta High Yield Bond ETF | -0.14% | 8.47% | 5.42% | 9.84% | -7.86% | 2.77% | 5.51% | 11.44% | -1.08% |
EIFAX Eaton Vance Floating-Rate Advantage Fund | -1.88% | 4.54% | 8.91% | 11.86% | -2.98% | 5.41% | 1.90% | 9.02% | 0.10% |
Returns By Period
In the year-to-date period, HYDW achieves a -0.14% return, which is significantly higher than EIFAX's -1.88% return.
HYDW
- 1D
- 0.21%
- 1M
- -0.68%
- YTD
- -0.14%
- 6M
- 1.39%
- 1Y
- 6.16%
- 3Y*
- 6.37%
- 5Y*
- 3.49%
- 10Y*
- —
EIFAX
- 1D
- 0.11%
- 1M
- -0.32%
- YTD
- -1.88%
- 6M
- -1.19%
- 1Y
- 2.70%
- 3Y*
- 6.43%
- 5Y*
- 4.64%
- 10Y*
- 5.15%
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HYDW vs. EIFAX - Expense Ratio Comparison
HYDW has a 0.20% expense ratio, which is lower than EIFAX's 0.47% expense ratio.
Return for Risk
HYDW vs. EIFAX — Risk / Return Rank
HYDW
EIFAX
HYDW vs. EIFAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers Low Beta High Yield Bond ETF (HYDW) and Eaton Vance Floating-Rate Advantage Fund (EIFAX). 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.
| HYDW | EIFAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.44 | 0.82 | +0.61 |
Sortino ratioReturn per unit of downside risk | 2.17 | 1.20 | +0.97 |
Omega ratioGain probability vs. loss probability | 1.33 | 1.25 | +0.08 |
Calmar ratioReturn relative to maximum drawdown | 2.36 | 1.22 | +1.13 |
Martin ratioReturn relative to average drawdown | 11.48 | 3.93 | +7.54 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| HYDW | EIFAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.44 | 0.82 | +0.61 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.55 | 1.50 | -0.96 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 1.16 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.57 | 1.17 | -0.60 |
Correlation
The correlation between HYDW and EIFAX is 0.25, 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
HYDW vs. EIFAX - Dividend Comparison
HYDW's dividend yield for the trailing twelve months is around 5.63%, less than EIFAX's 7.40% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HYDW Xtrackers Low Beta High Yield Bond ETF | 5.63% | 5.75% | 5.35% | 5.69% | 4.78% | 3.30% | 4.45% | 4.56% | 4.42% | 0.00% | 0.00% | 0.00% |
EIFAX Eaton Vance Floating-Rate Advantage Fund | 7.40% | 8.09% | 8.91% | 7.02% | 5.92% | 4.03% | 4.51% | 5.58% | 5.10% | 4.46% | 5.02% | 5.29% |
Drawdowns
HYDW vs. EIFAX - Drawdown Comparison
The maximum HYDW drawdown since its inception was -17.75%, smaller than the maximum EIFAX drawdown of -40.28%. Use the drawdown chart below to compare losses from any high point for HYDW and EIFAX.
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Drawdown Indicators
| HYDW | EIFAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -17.75% | -40.28% | +22.53% |
Max Drawdown (1Y)Largest decline over 1 year | -2.72% | -2.45% | -0.27% |
Max Drawdown (5Y)Largest decline over 5 years | -12.68% | -7.63% | -5.05% |
Max Drawdown (10Y)Largest decline over 10 years | — | -24.22% | — |
Current DrawdownCurrent decline from peak | -0.91% | -2.18% | +1.27% |
Average DrawdownAverage peak-to-trough decline | -1.92% | -2.28% | +0.36% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.56% | 0.79% | -0.23% |
Volatility
HYDW vs. EIFAX - Volatility Comparison
Xtrackers Low Beta High Yield Bond ETF (HYDW) has a higher volatility of 1.73% compared to Eaton Vance Floating-Rate Advantage Fund (EIFAX) at 0.85%. This indicates that HYDW's price experiences larger fluctuations and is considered to be riskier than EIFAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| HYDW | EIFAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.73% | 0.85% | +0.88% |
Volatility (6M)Calculated over the trailing 6-month period | 2.28% | 1.83% | +0.45% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.31% | 3.31% | +1.00% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.40% | 3.10% | +3.30% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.05% | 4.45% | +2.60% |