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HYLB vs. BND
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between HYLB and BND is 0.30, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.0
Correlation: 0.3

Performance

HYLB vs. BND - Performance Comparison

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

10.00%20.00%30.00%40.00%NovemberDecember2025FebruaryMarchApril
42.62%
13.85%
HYLB
BND

Key characteristics

Sharpe Ratio

HYLB:

1.95

BND:

1.01

Sortino Ratio

HYLB:

2.83

BND:

1.47

Omega Ratio

HYLB:

1.35

BND:

1.17

Calmar Ratio

HYLB:

3.58

BND:

0.39

Martin Ratio

HYLB:

14.20

BND:

2.56

Ulcer Index

HYLB:

0.57%

BND:

2.05%

Daily Std Dev

HYLB:

4.19%

BND:

5.23%

Max Drawdown

HYLB:

-22.91%

BND:

-18.84%

Current Drawdown

HYLB:

-0.85%

BND:

-6.54%

Returns By Period

In the year-to-date period, HYLB achieves a 1.45% return, which is significantly lower than BND's 3.10% return.


HYLB

YTD

1.45%

1M

-0.85%

6M

1.43%

1Y

8.57%

5Y*

6.73%

10Y*

N/A

BND

YTD

3.10%

1M

0.33%

6M

-0.36%

1Y

5.97%

5Y*

-0.41%

10Y*

1.43%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


HYLB vs. BND - Expense Ratio Comparison

HYLB has a 0.15% expense ratio, which is higher than BND's 0.03% 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%.


HYLB
Xtrackers USD High Yield Corporate Bond ETF
Expense ratio chart for HYLB: current value is 0.15%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
HYLB: 0.15%
Expense ratio chart for BND: current value is 0.03%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
BND: 0.03%

Risk-Adjusted Performance

HYLB vs. BND — Risk-Adjusted Performance Rank

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

HYLB
The Risk-Adjusted Performance Rank of HYLB is 9494
Overall Rank
The Sharpe Ratio Rank of HYLB is 9393
Sharpe Ratio Rank
The Sortino Ratio Rank of HYLB is 9393
Sortino Ratio Rank
The Omega Ratio Rank of HYLB is 9292
Omega Ratio Rank
The Calmar Ratio Rank of HYLB is 9595
Calmar Ratio Rank
The Martin Ratio Rank of HYLB is 9595
Martin Ratio Rank

BND
The Risk-Adjusted Performance Rank of BND is 6767
Overall Rank
The Sharpe Ratio Rank of BND is 7777
Sharpe Ratio Rank
The Sortino Ratio Rank of BND is 7777
Sortino Ratio Rank
The Omega Ratio Rank of BND is 7474
Omega Ratio Rank
The Calmar Ratio Rank of BND is 4545
Calmar Ratio Rank
The Martin Ratio Rank of BND is 6363
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

HYLB vs. BND - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers USD High Yield Corporate Bond ETF (HYLB) and Vanguard Total Bond Market ETF (BND). 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.


Sharpe ratio
The chart of Sharpe ratio for HYLB, currently valued at 1.95, compared to the broader market-1.000.001.002.003.004.005.00
HYLB: 1.95
BND: 1.01
The chart of Sortino ratio for HYLB, currently valued at 2.83, compared to the broader market-2.000.002.004.006.008.0010.00
HYLB: 2.83
BND: 1.47
The chart of Omega ratio for HYLB, currently valued at 1.35, compared to the broader market0.501.001.502.002.503.00
HYLB: 1.35
BND: 1.17
The chart of Calmar ratio for HYLB, currently valued at 3.58, compared to the broader market0.005.0010.0015.00
HYLB: 3.58
BND: 0.39
The chart of Martin ratio for HYLB, currently valued at 14.20, compared to the broader market0.0020.0040.0060.0080.00100.00
HYLB: 14.20
BND: 2.56

The current HYLB Sharpe Ratio is 1.95, which is higher than the BND Sharpe Ratio of 1.01. The chart below compares the historical Sharpe Ratios of HYLB and BND, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
1.95
1.01
HYLB
BND

Dividends

HYLB vs. BND - Dividend Comparison

HYLB's dividend yield for the trailing twelve months is around 6.32%, more than BND's 3.68% yield.


TTM20242023202220212020201920182017201620152014
HYLB
Xtrackers USD High Yield Corporate Bond ETF
6.32%6.31%5.84%5.53%4.45%5.22%5.71%5.95%5.85%0.27%0.00%0.00%
BND
Vanguard Total Bond Market ETF
3.68%3.67%3.09%2.60%1.97%2.22%2.72%2.81%2.54%2.51%2.57%2.79%

Drawdowns

HYLB vs. BND - Drawdown Comparison

The maximum HYLB drawdown since its inception was -22.91%, which is greater than BND's maximum drawdown of -18.84%. Use the drawdown chart below to compare losses from any high point for HYLB and BND. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%NovemberDecember2025FebruaryMarchApril
-0.85%
-6.54%
HYLB
BND

Volatility

HYLB vs. BND - Volatility Comparison

Xtrackers USD High Yield Corporate Bond ETF (HYLB) has a higher volatility of 1.41% compared to Vanguard Total Bond Market ETF (BND) at 1.31%. This indicates that HYLB's price experiences larger fluctuations and is considered to be riskier than BND based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.80%1.00%1.20%1.40%1.60%1.80%NovemberDecember2025FebruaryMarchApril
1.41%
1.31%
HYLB
BND
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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