HYDW vs. USSG
Compare and contrast key facts about Xtrackers Low Beta High Yield Bond ETF (HYDW) and Xtrackers MSCI USA ESG Leaders Equity ETF (USSG).
HYDW and USSG are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. 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. USSG is a passively managed fund by Deutsche Bank that tracks the performance of the MSCI USA ESG Leaders. It was launched on Mar 7, 2019. Both HYDW and USSG are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
HYDW vs. USSG - Performance Comparison
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HYDW vs. USSG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
HYDW Xtrackers Low Beta High Yield Bond ETF | -0.08% | 8.47% | 5.42% | 9.84% | -7.86% | 2.77% | 5.51% | 6.56% |
USSG Xtrackers MSCI USA ESG Leaders Equity ETF | -5.08% | 18.97% | 23.45% | 29.17% | -20.33% | 31.83% | 18.71% | 19.24% |
Returns By Period
In the year-to-date period, HYDW achieves a -0.08% return, which is significantly higher than USSG's -5.08% return.
HYDW
- 1D
- 0.06%
- 1M
- -0.51%
- YTD
- -0.08%
- 6M
- 1.42%
- 1Y
- 5.90%
- 3Y*
- 6.42%
- 5Y*
- 3.50%
- 10Y*
- —
USSG
- 1D
- -0.03%
- 1M
- -3.82%
- YTD
- -5.08%
- 6M
- -2.18%
- 1Y
- 19.53%
- 3Y*
- 18.48%
- 5Y*
- 11.77%
- 10Y*
- —
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HYDW vs. USSG - Expense Ratio Comparison
HYDW has a 0.20% expense ratio, which is higher than USSG's 0.10% 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. USSG — Risk / Return Rank
HYDW
USSG
HYDW vs. USSG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers Low Beta High Yield Bond ETF (HYDW) and Xtrackers MSCI USA ESG Leaders Equity ETF (USSG). 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 | USSG | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.38 | 1.05 | +0.33 |
Sortino ratioReturn per unit of downside risk | 2.08 | 1.61 | +0.47 |
Omega ratioGain probability vs. loss probability | 1.32 | 1.23 | +0.09 |
Calmar ratioReturn relative to maximum drawdown | 2.29 | 1.81 | +0.48 |
Martin ratioReturn relative to average drawdown | 11.11 | 6.96 | +4.15 |
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 | USSG | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.38 | 1.05 | +0.33 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.55 | 0.67 | -0.12 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.57 | 0.74 | -0.17 |
Correlation
The correlation between HYDW and USSG is 0.67, 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.
Dividends
HYDW vs. USSG - Dividend Comparison
HYDW's dividend yield for the trailing twelve months is around 5.62%, more than USSG's 1.09% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
HYDW Xtrackers Low Beta High Yield Bond ETF | 5.62% | 5.75% | 5.35% | 5.69% | 4.78% | 3.30% | 4.45% | 4.56% | 4.42% |
USSG Xtrackers MSCI USA ESG Leaders Equity ETF | 1.09% | 1.02% | 1.13% | 1.60% | 1.52% | 1.13% | 1.42% | 1.21% | 0.00% |
Drawdowns
HYDW vs. USSG - Drawdown Comparison
The maximum HYDW drawdown since its inception was -17.75%, smaller than the maximum USSG drawdown of -34.10%. Use the drawdown chart below to compare losses from any high point for HYDW and USSG.
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Drawdown Indicators
| HYDW | USSG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -17.75% | -34.10% | +16.35% |
Max Drawdown (1Y)Largest decline over 1 year | -2.09% | -11.20% | +9.11% |
Max Drawdown (5Y)Largest decline over 5 years | -12.68% | -27.00% | +14.32% |
Current DrawdownCurrent decline from peak | -0.85% | -7.75% | +6.90% |
Average DrawdownAverage peak-to-trough decline | -1.92% | -5.70% | +3.78% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.56% | 2.94% | -2.38% |
Volatility
HYDW vs. USSG - Volatility Comparison
The current volatility for Xtrackers Low Beta High Yield Bond ETF (HYDW) is 1.73%, while Xtrackers MSCI USA ESG Leaders Equity ETF (USSG) has a volatility of 5.58%. This indicates that HYDW experiences smaller price fluctuations and is considered to be less risky than USSG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| HYDW | USSG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.73% | 5.58% | -3.85% |
Volatility (6M)Calculated over the trailing 6-month period | 2.28% | 10.22% | -7.94% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.31% | 18.67% | -14.36% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.39% | 17.53% | -11.14% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.05% | 20.29% | -13.24% |