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HYLB vs. BSV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

HYLB vs. BSV - 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 Short-Term Bond Index Fund ETF Shares (BSV). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, HYLB achieves a 1.65% return, which is significantly higher than BSV's 0.37% return.


HYLB

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

BSV

1D
0.08%
1M
0.09%
YTD
0.37%
6M
0.68%
1Y
3.51%
3Y*
4.41%
5Y*
1.63%
10Y*
1.96%
*Multi-year figures are annualized to reflect compound growth (CAGR)

HYLB vs. BSV - 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%
BSV
Vanguard Short-Term Bond Index Fund ETF Shares
0.37%6.00%3.78%4.90%-5.49%-1.09%4.70%4.98%1.34%1.20%

Correlation

The correlation between HYLB and BSV is 0.58, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.58

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

0.55

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

0.47

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

0.28

Over the past year, HYLB and BSV have become more correlated (0.58) than their long-term average of 0.28, meaning their price movements have been converging.

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Return for Risk

HYLB vs. BSV — 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

BSV
BSV Risk / Return Rank: 6161
Overall Rank
BSV Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
BSV Sortino Ratio Rank: 7070
Sortino Ratio Rank
BSV Omega Ratio Rank: 6363
Omega Ratio Rank
BSV Calmar Ratio Rank: 5656
Calmar Ratio Rank
BSV Martin Ratio Rank: 5656
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. BSV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers USD High Yield Corporate Bond ETF (HYLB) and Vanguard Short-Term Bond Index Fund ETF Shares (BSV). 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.


HYLBBSVDifference
Sharpe ratioReturn per unit of total volatility

-0.12

Sortino ratioReturn per unit of downside risk

-0.35

Omega ratioGain probability vs. loss probability

1.36

1.37

-0.01

Calmar ratioReturn relative to maximum drawdown

3.00

2.74

+0.26

Martin ratioReturn relative to average drawdown

12.90

9.60

+3.31

HYLB vs. BSV - Sharpe Ratio Comparison

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


HYLBBSVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.84

1.97

-0.12

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.55

0.60

-0.06

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.83

Sharpe Ratio (All Time)

Calculated using the full available price history

0.58

0.85

-0.27

Drawdowns

HYLB vs. BSV - Drawdown Comparison

The maximum HYLB drawdown since its inception was -22.91%, which is greater than BSV's maximum drawdown of -8.54%. Use the drawdown chart below to compare losses from any high point for HYLB and BSV.


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Drawdown Indicators


HYLBBSVDifference

Max Drawdown

Largest peak-to-trough decline

-22.91%

-8.54%

-14.37%

Max Drawdown (1Y)

Largest decline over 1 year

-2.27%

-1.29%

-0.98%

Max Drawdown (3Y)

Largest decline over 3 years

-4.51%

-1.53%

-2.98%

Max Drawdown (5Y)

Largest decline over 5 years

-15.54%

-8.54%

-7.00%

Max Drawdown (10Y)

Largest decline over 10 years

-8.54%

Current Drawdown

Current decline from peak

-0.09%

-0.55%

+0.46%

Average Drawdown

Average peak-to-trough decline

-2.43%

-0.97%

-1.46%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.53%

0.37%

+0.16%

Volatility

HYLB vs. BSV - Volatility Comparison

Xtrackers USD High Yield Corporate Bond ETF (HYLB) has a higher volatility of 1.19% compared to Vanguard Short-Term Bond Index Fund ETF Shares (BSV) at 0.53%. This indicates that HYLB's price experiences larger fluctuations and is considered to be riskier than BSV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HYLBBSVDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.19%

0.53%

+0.66%

Volatility (6M)

Calculated over the trailing 6-month period

2.92%

1.26%

+1.66%

Volatility (1Y)

Calculated over the trailing 1-year period

3.70%

1.81%

+1.89%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.47%

2.72%

+4.75%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.18%

2.37%

+5.81%

HYLB vs. BSV - Expense Ratio Comparison

HYLB has a 0.15% expense ratio, which is higher than BSV'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%.


Dividends

HYLB vs. BSV - Dividend Comparison

HYLB's dividend yield for the trailing twelve months is around 6.48%, more than BSV's 3.99% yield.


PositionTTM20252024202320222021202020192018201720162015
BSV
Vanguard Short-Term Bond Index Fund ETF Shares
3.99%3.83%3.38%2.46%1.50%1.45%1.79%2.29%1.99%1.65%1.48%1.40%
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%0.00%

Frequently Asked Questions


HYLB and BSV have a correlation of 0.58, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

HYLB has higher volatility (1.19%) compared to BSV (0.53%). In terms of maximum drawdown, HYLB dropped -22.91% vs BSV's -8.54%.

On 5-year performance, HYLB leads with 4.06% vs 1.63% for BSV. On fees, BSV is cheaper at 0.03% per year. On volatility, BSV has been the lower-risk option at 0.53%. 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 1.63%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

BSV is cheaper with a 0.03% expense ratio, compared with 0.15% for HYLB.

HYLB has the higher dividend yield at 6.48%, compared with 3.99% for BSV.

HYLB is categorized as High Yield Bonds, while BSV is Short-Term Bond. HYLB tracks Solactive USD High Yield Corporates Total Market Index, while BSV tracks Bloomberg U.S. 1–5 Year Government/Credit Float Adjusted Index. They also come from different issuers: DWS and Vanguard. Their fees differ too: 0.15% for HYLB and 0.03% for BSV.

BSV 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.

Portfolio Optimizer

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