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HYGV vs. HYDW
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

HYGV vs. HYDW - Performance Comparison

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

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HYGV vs. HYDW - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
HYGV
FlexShares High Yield Value-Scored US Bond Index Fund
-0.23%7.92%8.02%12.11%-12.60%5.93%8.01%15.76%-4.15%
HYDW
Xtrackers Low Beta High Yield Bond ETF
-0.14%8.47%5.42%9.84%-7.86%2.77%5.51%11.44%-0.48%

Returns By Period

In the year-to-date period, HYGV achieves a -0.23% return, which is significantly lower than HYDW's -0.14% return.


HYGV

1D
0.29%
1M
-0.80%
YTD
-0.23%
6M
0.82%
1Y
6.88%
3Y*
7.94%
5Y*
3.43%
10Y*

HYDW

1D
0.21%
1M
-0.68%
YTD
-0.14%
6M
1.39%
1Y
6.16%
3Y*
6.37%
5Y*
3.49%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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HYGV vs. HYDW - Expense Ratio Comparison

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


Return for Risk

HYGV vs. HYDW — Risk / Return Rank

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

HYGV
HYGV Risk / Return Rank: 6464
Overall Rank
HYGV Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
HYGV Sortino Ratio Rank: 6060
Sortino Ratio Rank
HYGV Omega Ratio Rank: 7070
Omega Ratio Rank
HYGV Calmar Ratio Rank: 5959
Calmar Ratio Rank
HYGV Martin Ratio Rank: 7070
Martin Ratio Rank

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
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.

HYGV vs. HYDW - Risk-Adjusted Trends Comparison

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


HYGVHYDWDifference

Sharpe ratio

Return per unit of total volatility

1.12

1.44

-0.32

Sortino ratio

Return per unit of downside risk

1.59

2.17

-0.58

Omega ratio

Gain probability vs. loss probability

1.27

1.33

-0.07

Calmar ratio

Return relative to maximum drawdown

1.57

2.36

-0.78

Martin ratio

Return relative to average drawdown

7.57

11.48

-3.91

HYGV vs. HYDW - Sharpe Ratio Comparison

The current HYGV Sharpe Ratio is 1.12, which is comparable to the HYDW Sharpe Ratio of 1.44. The chart below compares the historical Sharpe Ratios of HYGV and HYDW, 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


HYGVHYDWDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.12

1.44

-0.32

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.45

0.55

-0.09

Sharpe Ratio (All Time)

Calculated using the full available price history

0.53

0.57

-0.04

Correlation

The correlation between HYGV and HYDW is 0.89, 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

HYGV vs. HYDW - Dividend Comparison

HYGV's dividend yield for the trailing twelve months is around 7.52%, more than HYDW's 5.63% yield.


TTM20252024202320222021202020192018
HYGV
FlexShares High Yield Value-Scored US Bond Index Fund
7.52%7.48%8.20%8.77%7.64%6.07%6.18%7.95%5.63%
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%

Drawdowns

HYGV vs. HYDW - Drawdown Comparison

The maximum HYGV drawdown since its inception was -23.47%, which is greater than HYDW's maximum drawdown of -17.75%. Use the drawdown chart below to compare losses from any high point for HYGV and HYDW.


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Drawdown Indicators


HYGVHYDWDifference

Max Drawdown

Largest peak-to-trough decline

-23.47%

-17.75%

-5.72%

Max Drawdown (1Y)

Largest decline over 1 year

-4.54%

-2.72%

-1.82%

Max Drawdown (5Y)

Largest decline over 5 years

-17.12%

-12.68%

-4.44%

Current Drawdown

Current decline from peak

-1.32%

-0.91%

-0.41%

Average Drawdown

Average peak-to-trough decline

-3.39%

-1.92%

-1.47%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.94%

0.56%

+0.38%

Volatility

HYGV vs. HYDW - Volatility Comparison

FlexShares High Yield Value-Scored US Bond Index Fund (HYGV) has a higher volatility of 2.32% compared to Xtrackers Low Beta High Yield Bond ETF (HYDW) at 1.73%. This indicates that HYGV's price experiences larger fluctuations and is considered to be riskier than HYDW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HYGVHYDWDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.32%

1.73%

+0.59%

Volatility (6M)

Calculated over the trailing 6-month period

2.99%

2.28%

+0.71%

Volatility (1Y)

Calculated over the trailing 1-year period

6.19%

4.31%

+1.88%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.57%

6.40%

+1.17%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.28%

7.05%

+2.23%