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HYDW vs. USHY
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

HYDW vs. USHY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Xtrackers Low Beta High Yield Bond ETF (HYDW) and iShares Broad USD High Yield Corporate Bond ETF (USHY). The values are adjusted to include any dividend payments, if applicable.

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HYDW vs. USHY - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
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%
USHY
iShares Broad USD High Yield Corporate Bond ETF
-0.05%8.81%8.45%12.73%-11.18%5.02%6.17%14.24%-2.98%

Returns By Period

In the year-to-date period, HYDW achieves a -0.14% return, which is significantly lower than USHY's -0.05% return.


HYDW

1D
0.21%
1M
-0.68%
YTD
-0.14%
6M
1.39%
1Y
6.16%
3Y*
6.37%
5Y*
3.49%
10Y*

USHY

1D
0.33%
1M
-0.67%
YTD
-0.05%
6M
0.98%
1Y
7.26%
3Y*
8.45%
5Y*
4.21%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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HYDW vs. USHY - Expense Ratio Comparison

HYDW has a 0.20% expense ratio, which is higher than USHY's 0.15% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Return for Risk

HYDW vs. USHY — Risk / Return Rank

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

HYDW
HYDW Risk / Return Rank: 8181
Overall Rank
HYDW Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
HYDW Sortino Ratio Rank: 8080
Sortino Ratio Rank
HYDW Omega Ratio Rank: 8282
Omega Ratio Rank
HYDW Calmar Ratio Rank: 7979
Calmar Ratio Rank
HYDW Martin Ratio Rank: 8888
Martin Ratio Rank

USHY
USHY Risk / Return Rank: 7676
Overall Rank
USHY Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
USHY Sortino Ratio Rank: 7474
Sortino Ratio Rank
USHY Omega Ratio Rank: 7979
Omega Ratio Rank
USHY Calmar Ratio Rank: 7171
Calmar Ratio Rank
USHY Martin Ratio Rank: 8383
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.

HYDW vs. USHY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers Low Beta High Yield Bond ETF (HYDW) and iShares Broad USD High Yield Corporate Bond ETF (USHY). 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.


HYDWUSHYDifference

Sharpe ratio

Return per unit of total volatility

1.44

1.32

+0.11

Sortino ratio

Return per unit of downside risk

2.17

1.94

+0.23

Omega ratio

Gain probability vs. loss probability

1.33

1.31

+0.02

Calmar ratio

Return relative to maximum drawdown

2.36

1.91

+0.45

Martin ratio

Return relative to average drawdown

11.48

9.64

+1.84

HYDW vs. USHY - Sharpe Ratio Comparison

The current HYDW Sharpe Ratio is 1.44, which is comparable to the USHY Sharpe Ratio of 1.32. The chart below compares the historical Sharpe Ratios of HYDW and USHY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


HYDWUSHYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.44

1.32

+0.11

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.55

0.58

-0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.57

0.56

+0.01

Correlation

The correlation between HYDW and USHY is 0.88, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

HYDW vs. USHY - Dividend Comparison

HYDW's dividend yield for the trailing twelve months is around 5.63%, less than USHY's 6.95% yield.


TTM202520242023202220212020201920182017
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%
USHY
iShares Broad USD High Yield Corporate Bond ETF
6.95%6.79%6.89%6.63%6.08%5.07%5.30%5.92%6.30%0.73%

Drawdowns

HYDW vs. USHY - Drawdown Comparison

The maximum HYDW drawdown since its inception was -17.75%, smaller than the maximum USHY drawdown of -22.44%. Use the drawdown chart below to compare losses from any high point for HYDW and USHY.


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Drawdown Indicators


HYDWUSHYDifference

Max Drawdown

Largest peak-to-trough decline

-17.75%

-22.44%

+4.69%

Max Drawdown (1Y)

Largest decline over 1 year

-2.72%

-3.92%

+1.20%

Max Drawdown (5Y)

Largest decline over 5 years

-12.68%

-15.56%

+2.88%

Current Drawdown

Current decline from peak

-0.91%

-1.03%

+0.12%

Average Drawdown

Average peak-to-trough decline

-1.92%

-2.71%

+0.79%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.56%

0.77%

-0.21%

Volatility

HYDW vs. USHY - Volatility Comparison

The current volatility for Xtrackers Low Beta High Yield Bond ETF (HYDW) is 1.73%, while iShares Broad USD High Yield Corporate Bond ETF (USHY) has a volatility of 2.21%. This indicates that HYDW experiences smaller price fluctuations and is considered to be less risky than USHY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HYDWUSHYDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.73%

2.21%

-0.48%

Volatility (6M)

Calculated over the trailing 6-month period

2.28%

2.84%

-0.56%

Volatility (1Y)

Calculated over the trailing 1-year period

4.31%

5.52%

-1.21%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.40%

7.33%

-0.93%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.05%

8.32%

-1.27%