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HYGV vs. HYLB
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

HYGV vs. HYLB - 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 USD High Yield Corporate Bond ETF (HYLB). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, HYGV achieves a 1.56% return, which is significantly lower than HYLB's 1.65% return.


HYGV

1D
0.14%
1M
0.39%
YTD
1.56%
6M
1.85%
1Y
6.88%
3Y*
8.51%
5Y*
3.52%
10Y*

HYLB

1D
0.11%
1M
0.35%
YTD
1.65%
6M
2.09%
1Y
6.78%
3Y*
8.79%
5Y*
4.06%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

HYGV vs. HYLB - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
HYGV
FlexShares High Yield Value-Scored US Bond Index Fund
1.56%7.92%8.02%12.11%-12.60%5.93%8.01%15.76%-4.15%
HYLB
Xtrackers USD High Yield Corporate Bond ETF
1.65%8.74%8.14%12.03%-10.80%3.94%5.04%14.06%-2.39%

Correlation

The correlation between HYGV and HYLB is 0.96 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.96

Correlation (3Y)
Calculated over the trailing 3-year period

0.95

Correlation (5Y)
Calculated over the trailing 5-year period

0.96

Correlation (All Time)
Calculated using the full available price history since Jul 19, 2018

0.93

The correlation between HYGV and HYLB has been stable across timeframes, ranging from 0.93 to 0.96 - a consistent structural relationship.

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Return for Risk

HYGV vs. HYLB — Risk / Return Rank

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

HYGV
HYGV Risk / Return Rank: 5757
Overall Rank
HYGV Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
HYGV Sortino Ratio Rank: 6060
Sortino Ratio Rank
HYGV Omega Ratio Rank: 5757
Omega Ratio Rank
HYGV Calmar Ratio Rank: 5353
Calmar Ratio Rank
HYGV Martin Ratio Rank: 6363
Martin Ratio Rank

HYLB
HYLB Risk / Return Rank: 6262
Overall Rank
HYLB Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
HYLB Sortino Ratio Rank: 6060
Sortino Ratio Rank
HYLB Omega Ratio Rank: 6161
Omega Ratio Rank
HYLB Calmar Ratio Rank: 6262
Calmar Ratio Rank
HYLB Martin Ratio Rank: 7171
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. HYLB - 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 USD High Yield Corporate Bond ETF (HYLB). 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.


HYGVHYLBDifference
Sharpe ratioReturn per unit of total volatility

-0.05

Sortino ratioReturn per unit of downside risk

-0.03

Omega ratioGain probability vs. loss probability

1.35

1.36

-0.02

Calmar ratioReturn relative to maximum drawdown

2.57

3.00

-0.43

Martin ratioReturn relative to average drawdown

11.11

12.90

-1.79

HYGV vs. HYLB - Sharpe Ratio Comparison

The current HYGV Sharpe Ratio is 1.80, which is comparable to the HYLB Sharpe Ratio of 1.84. The chart below compares the historical Sharpe Ratios of HYGV and HYLB, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


HYGVHYLBDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.80

1.84

-0.05

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.47

0.55

-0.08

Sharpe Ratio (All Time)

Calculated using the full available price history

0.55

0.58

-0.03

Drawdowns

HYGV vs. HYLB - Drawdown Comparison

The maximum HYGV drawdown since its inception was -23.47%, roughly equal to the maximum HYLB drawdown of -22.91%. Use the drawdown chart below to compare losses from any high point for HYGV and HYLB.


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Drawdown Indicators


HYGVHYLBDifference

Max Drawdown

Largest peak-to-trough decline

-23.47%

-22.91%

-0.56%

Max Drawdown (1Y)

Largest decline over 1 year

-2.68%

-2.27%

-0.41%

Max Drawdown (3Y)

Largest decline over 3 years

-5.56%

-4.51%

-1.05%

Max Drawdown (5Y)

Largest decline over 5 years

-17.12%

-15.54%

-1.58%

Current Drawdown

Current decline from peak

-0.13%

-0.09%

-0.04%

Average Drawdown

Average peak-to-trough decline

-3.32%

-2.43%

-0.89%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.62%

0.53%

+0.09%

Volatility

HYGV vs. HYLB - Volatility Comparison

FlexShares High Yield Value-Scored US Bond Index Fund (HYGV) and Xtrackers USD High Yield Corporate Bond ETF (HYLB) have volatilities of 1.18% and 1.19%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HYGVHYLBDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.18%

1.19%

-0.01%

Volatility (6M)

Calculated over the trailing 6-month period

3.01%

2.92%

+0.09%

Volatility (1Y)

Calculated over the trailing 1-year period

3.85%

3.70%

+0.15%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.59%

7.47%

+0.12%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.20%

8.18%

+1.02%

HYGV vs. HYLB - Expense Ratio Comparison

HYGV has a 0.37% expense ratio, which is higher than HYLB's 0.15% expense ratio.


Dividends

HYGV vs. HYLB - Dividend Comparison

HYGV's dividend yield for the trailing twelve months is around 7.40%, more than HYLB's 6.48% yield.


PositionTTM2025202420232022202120202019201820172016
HYGV
FlexShares High Yield Value-Scored US Bond Index Fund
7.40%7.48%8.20%8.77%7.64%6.07%6.18%7.95%5.63%0.00%0.00%
HYLB
Xtrackers USD High Yield Corporate Bond ETF
6.48%6.29%6.31%5.84%5.53%4.45%5.22%5.71%5.95%5.85%0.27%

Frequently Asked Questions


With a correlation of 0.96, HYGV and HYLB move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

HYLB has higher volatility (1.19%) compared to HYGV (1.18%). In terms of maximum drawdown, HYGV dropped -23.47% vs HYLB's -22.91%.

On 5-year performance, HYLB leads with 4.06% vs 3.52% for HYGV. On fees, HYLB is cheaper at 0.15% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, HYLB has performed better with a 4.06% return vs 3.52%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

HYLB is cheaper with a 0.15% expense ratio, compared with 0.37% for HYGV.

HYGV has the higher dividend yield at 7.40%, compared with 6.48% for HYLB.

HYGV tracks Northern Trust High Yield Value-Scored US Corporate Bond Index, while HYLB tracks Solactive USD High Yield Corporates Total Market Index. They also come from different issuers: Northern Trust and DWS. Their fees differ too: 0.37% for HYGV and 0.15% for HYLB.

HYLB currently has the higher Sharpe Ratio (1.84 vs 1.80), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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