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HYLB vs. BBHY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

HYLB vs. BBHY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Xtrackers USD High Yield Corporate Bond ETF (HYLB) and JPMorgan BetaBuilders USD High Yield Corporate Bond ETF (BBHY). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both investments are quite close, with HYLB having a 1.65% return and BBHY slightly higher at 1.73%.


HYLB

1D
0.11%
1M
0.35%
YTD
1.65%
6M
2.09%
1Y
6.78%
3Y*
8.79%
5Y*
4.06%
10Y*

BBHY

1D
0.15%
1M
0.49%
YTD
1.73%
6M
2.18%
1Y
7.10%
3Y*
8.76%
5Y*
4.12%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

HYLB vs. BBHY - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
HYLB
Xtrackers USD High Yield Corporate Bond ETF
1.65%8.74%8.14%12.03%-10.80%3.94%5.04%14.06%-1.80%6.00%
BBHY
JPMorgan BetaBuilders USD High Yield Corporate Bond ETF
1.73%8.51%7.81%11.98%-10.37%3.88%5.36%14.35%-2.50%6.57%

Correlation

The correlation between HYLB and BBHY is 0.97 - 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

0.97

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

0.97

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

0.98

Correlation (All Time)
Calculated using the full available price history since Dec 8, 2016

0.89

The correlation between HYLB and BBHY has been stable across timeframes, ranging from 0.89 to 0.98 - a consistent structural relationship.

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Return for Risk

HYLB vs. BBHY — Risk / Return Rank

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

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

BBHY
BBHY Risk / Return Rank: 6565
Overall Rank
BBHY Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
BBHY Sortino Ratio Rank: 6666
Sortino Ratio Rank
BBHY Omega Ratio Rank: 6565
Omega Ratio Rank
BBHY Calmar Ratio Rank: 6262
Calmar Ratio Rank
BBHY Martin Ratio Rank: 7373
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.

HYLB vs. BBHY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers USD High Yield Corporate Bond ETF (HYLB) and JPMorgan BetaBuilders USD High Yield Corporate Bond ETF (BBHY). 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.


HYLBBBHYDifference
Sharpe ratioReturn per unit of total volatility

-0.13

Sortino ratioReturn per unit of downside risk

-0.20

Omega ratioGain probability vs. loss probability

1.36

1.39

-0.02

Calmar ratioReturn relative to maximum drawdown

3.00

3.00

0.00

Martin ratioReturn relative to average drawdown

12.90

13.50

-0.60

HYLB vs. BBHY - Sharpe Ratio Comparison

The current HYLB Sharpe Ratio is 1.84, which is comparable to the BBHY Sharpe Ratio of 1.97. The chart below compares the historical Sharpe Ratios of HYLB and BBHY, 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


HYLBBBHYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.84

1.97

-0.13

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.55

0.57

-0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.58

0.64

-0.06

Drawdowns

HYLB vs. BBHY - Drawdown Comparison

The maximum HYLB drawdown since its inception was -22.91%, smaller than the maximum BBHY drawdown of -24.98%. Use the drawdown chart below to compare losses from any high point for HYLB and BBHY.


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Drawdown Indicators


HYLBBBHYDifference

Max Drawdown

Largest peak-to-trough decline

-22.91%

-24.98%

+2.07%

Max Drawdown (1Y)

Largest decline over 1 year

-2.27%

-2.37%

+0.10%

Max Drawdown (3Y)

Largest decline over 3 years

-4.51%

-5.00%

+0.49%

Max Drawdown (5Y)

Largest decline over 5 years

-15.54%

-15.32%

-0.22%

Current Drawdown

Current decline from peak

-0.09%

-0.14%

+0.05%

Average Drawdown

Average peak-to-trough decline

-2.43%

-2.37%

-0.06%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.53%

0.53%

0.00%

Volatility

HYLB vs. BBHY - Volatility Comparison

Xtrackers USD High Yield Corporate Bond ETF (HYLB) has a higher volatility of 1.19% compared to JPMorgan BetaBuilders USD High Yield Corporate Bond ETF (BBHY) at 1.13%. This indicates that HYLB's price experiences larger fluctuations and is considered to be riskier than BBHY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HYLBBBHYDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.19%

1.13%

+0.06%

Volatility (6M)

Calculated over the trailing 6-month period

2.92%

2.85%

+0.07%

Volatility (1Y)

Calculated over the trailing 1-year period

3.70%

3.62%

+0.08%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.47%

7.26%

+0.21%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.18%

7.53%

+0.65%

HYLB vs. BBHY - Expense Ratio Comparison

Both HYLB and BBHY have an expense ratio of 0.15%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

HYLB vs. BBHY - Dividend Comparison

HYLB's dividend yield for the trailing twelve months is around 6.48%, less than BBHY's 6.94% yield.


PositionTTM2025202420232022202120202019201820172016
BBHY
JPMorgan BetaBuilders USD High Yield Corporate Bond ETF
6.94%7.24%7.18%6.49%5.92%4.06%4.73%4.99%5.02%4.81%1.42%
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 0.97, HYLB and BBHY 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 BBHY (1.13%). In terms of maximum drawdown, HYLB dropped -22.91% vs BBHY's -24.98%.

On 5-year performance, BBHY leads with 4.12% vs 4.06% for HYLB. Both ETFs have the same 0.15% expense ratio. 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, BBHY has performed better with a 4.12% return vs 4.06%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

HYLB and BBHY have the same expense ratio: 0.15% per year.

BBHY has the higher dividend yield at 6.94%, compared with 6.48% for HYLB.

HYLB tracks Solactive USD High Yield Corporates Total Market Index, while BBHY tracks ICE BofA US High Yield Index. They also come from different issuers: DWS and JPMorgan.

BBHY currently has the higher Sharpe Ratio (1.97 vs 1.84), 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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