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

Correlation

The correlation between HYDW and HYGV is 0.68, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.0
Correlation: 0.7

Performance

HYDW vs. HYGV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Xtrackers Low Beta High Yield Bond ETF (HYDW) and FlexShares High Yield Value-Scored US Bond Index Fund (HYGV). The values are adjusted to include any dividend payments, if applicable.

28.00%30.00%32.00%34.00%36.00%38.00%NovemberDecember2025FebruaryMarchApril
31.34%
34.70%
HYDW
HYGV

Key characteristics

Sharpe Ratio

HYDW:

1.78

HYGV:

1.22

Sortino Ratio

HYDW:

2.69

HYGV:

1.71

Omega Ratio

HYDW:

1.38

HYGV:

1.27

Calmar Ratio

HYDW:

2.96

HYGV:

1.35

Martin Ratio

HYDW:

13.61

HYGV:

6.84

Ulcer Index

HYDW:

0.59%

HYGV:

1.10%

Daily Std Dev

HYDW:

4.51%

HYGV:

6.14%

Max Drawdown

HYDW:

-17.75%

HYGV:

-23.47%

Current Drawdown

HYDW:

0.00%

HYGV:

-1.76%

Returns By Period

In the year-to-date period, HYDW achieves a 2.36% return, which is significantly higher than HYGV's 0.20% return.


HYDW

YTD

2.36%

1M

0.21%

6M

2.44%

1Y

7.82%

5Y*

4.46%

10Y*

N/A

HYGV

YTD

0.20%

1M

-0.98%

6M

1.09%

1Y

7.11%

5Y*

6.72%

10Y*

N/A

*Annualized

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HYDW vs. HYGV - Expense Ratio Comparison

HYDW has a 0.20% expense ratio, which is lower than HYGV's 0.37% expense ratio.


Expense ratio chart for HYGV: current value is 0.37%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
HYGV: 0.37%
Expense ratio chart for HYDW: current value is 0.20%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
HYDW: 0.20%

Risk-Adjusted Performance

HYDW vs. HYGV — 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 9494
Overall Rank
The Sharpe Ratio Rank of HYDW is 9393
Sharpe Ratio Rank
The Sortino Ratio Rank of HYDW is 9494
Sortino Ratio Rank
The Omega Ratio Rank of HYDW is 9494
Omega Ratio Rank
The Calmar Ratio Rank of HYDW is 9595
Calmar Ratio Rank
The Martin Ratio Rank of HYDW is 9696
Martin Ratio Rank

HYGV
The Risk-Adjusted Performance Rank of HYGV is 8787
Overall Rank
The Sharpe Ratio Rank of HYGV is 8686
Sharpe Ratio Rank
The Sortino Ratio Rank of HYGV is 8585
Sortino Ratio Rank
The Omega Ratio Rank of HYGV is 8888
Omega Ratio Rank
The Calmar Ratio Rank of HYGV is 8888
Calmar Ratio Rank
The Martin Ratio Rank of HYGV is 8989
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. HYGV - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers Low Beta High Yield Bond ETF (HYDW) and FlexShares High Yield Value-Scored US Bond Index Fund (HYGV). 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.


The chart of Sharpe ratio for HYDW, currently valued at 1.78, compared to the broader market-1.000.001.002.003.004.00
HYDW: 1.78
HYGV: 1.22
The chart of Sortino ratio for HYDW, currently valued at 2.69, compared to the broader market-2.000.002.004.006.008.00
HYDW: 2.69
HYGV: 1.71
The chart of Omega ratio for HYDW, currently valued at 1.38, compared to the broader market0.501.001.502.00
HYDW: 1.38
HYGV: 1.27
The chart of Calmar ratio for HYDW, currently valued at 2.96, compared to the broader market0.002.004.006.008.0010.0012.00
HYDW: 2.96
HYGV: 1.35
The chart of Martin ratio for HYDW, currently valued at 13.61, compared to the broader market0.0020.0040.0060.00
HYDW: 13.61
HYGV: 6.84

The current HYDW Sharpe Ratio is 1.78, which is higher than the HYGV Sharpe Ratio of 1.22. The chart below compares the historical Sharpe Ratios of HYDW and HYGV, 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 Ratio0.501.001.502.002.503.00NovemberDecember2025FebruaryMarchApril
1.78
1.22
HYDW
HYGV

Dividends

HYDW vs. HYGV - Dividend Comparison

HYDW's dividend yield for the trailing twelve months is around 5.57%, less than HYGV's 8.01% yield.


TTM2024202320222021202020192018
HYDW
Xtrackers Low Beta High Yield Bond ETF
5.57%5.35%5.69%4.78%3.30%4.45%4.56%4.42%
HYGV
FlexShares High Yield Value-Scored US Bond Index Fund
8.01%8.20%8.77%7.64%6.07%6.18%7.95%5.63%

Drawdowns

HYDW vs. HYGV - Drawdown Comparison

The maximum HYDW drawdown since its inception was -17.75%, smaller than the maximum HYGV drawdown of -23.47%. Use the drawdown chart below to compare losses from any high point for HYDW and HYGV. For additional features, visit the drawdowns tool.


-6.00%-5.00%-4.00%-3.00%-2.00%-1.00%0.00%NovemberDecember2025FebruaryMarchApril0
-1.76%
HYDW
HYGV

Volatility

HYDW vs. HYGV - Volatility Comparison

The current volatility for Xtrackers Low Beta High Yield Bond ETF (HYDW) is 3.18%, while FlexShares High Yield Value-Scored US Bond Index Fund (HYGV) has a volatility of 4.84%. This indicates that HYDW experiences smaller price fluctuations and is considered to be less risky than HYGV 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%NovemberDecember2025FebruaryMarchApril
3.18%
4.84%
HYDW
HYGV