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

Correlation

The correlation between HYLB and BSV is -0.01. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


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 ETF (BSV). The values are adjusted to include any dividend payments, if applicable.

10.00%15.00%20.00%25.00%30.00%35.00%40.00%45.00%December2025FebruaryMarchAprilMay
43.01%
17.40%
HYLB
BSV

Key characteristics

Sharpe Ratio

HYLB:

1.48

BSV:

2.83

Sortino Ratio

HYLB:

2.17

BSV:

4.54

Omega Ratio

HYLB:

1.32

BSV:

1.57

Calmar Ratio

HYLB:

1.83

BSV:

2.89

Martin Ratio

HYLB:

9.64

BSV:

10.56

Ulcer Index

HYLB:

0.86%

BSV:

0.61%

Daily Std Dev

HYLB:

5.61%

BSV:

2.28%

Max Drawdown

HYLB:

-22.91%

BSV:

-8.62%

Current Drawdown

HYLB:

-0.58%

BSV:

-0.35%

Returns By Period

In the year-to-date period, HYLB achieves a 1.73% return, which is significantly lower than BSV's 2.54% return.


HYLB

YTD

1.73%

1M

3.72%

6M

1.83%

1Y

8.11%

5Y*

5.47%

10Y*

N/A

BSV

YTD

2.54%

1M

0.38%

6M

3.16%

1Y

6.39%

5Y*

1.13%

10Y*

1.77%

*Annualized

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HYLB vs. BSV - Expense Ratio Comparison

HYLB has a 0.15% expense ratio, which is higher than BSV's 0.04% 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%.


Risk-Adjusted Performance

HYLB vs. BSV — 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 9191
Overall Rank
The Sharpe Ratio Rank of HYLB is 9090
Sharpe Ratio Rank
The Sortino Ratio Rank of HYLB is 9191
Sortino Ratio Rank
The Omega Ratio Rank of HYLB is 9191
Omega Ratio Rank
The Calmar Ratio Rank of HYLB is 9292
Calmar Ratio Rank
The Martin Ratio Rank of HYLB is 9393
Martin Ratio Rank

BSV
The Risk-Adjusted Performance Rank of BSV is 9696
Overall Rank
The Sharpe Ratio Rank of BSV is 9797
Sharpe Ratio Rank
The Sortino Ratio Rank of BSV is 9898
Sortino Ratio Rank
The Omega Ratio Rank of BSV is 9797
Omega Ratio Rank
The Calmar Ratio Rank of BSV is 9595
Calmar Ratio Rank
The Martin Ratio Rank of BSV is 9494
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. BSV - 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 Short-Term Bond ETF (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.


The current HYLB Sharpe Ratio is 1.48, which is lower than the BSV Sharpe Ratio of 2.83. The chart below compares the historical Sharpe Ratios of HYLB and BSV, 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 Ratio1.001.502.002.503.00December2025FebruaryMarchAprilMay
1.48
2.83
HYLB
BSV

Dividends

HYLB vs. BSV - Dividend Comparison

HYLB's dividend yield for the trailing twelve months is around 6.35%, more than BSV's 3.55% yield.


TTM20242023202220212020201920182017201620152014
HYLB
Xtrackers USD High Yield Corporate Bond ETF
6.35%6.31%5.84%5.53%4.45%5.22%5.71%5.95%5.85%0.27%0.00%0.00%
BSV
Vanguard Short-Term Bond ETF
3.55%3.38%2.46%1.50%1.36%1.79%2.29%1.99%1.65%1.49%1.40%1.45%

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 -8.62%. Use the drawdown chart below to compare losses from any high point for HYLB and BSV. For additional features, visit the drawdowns tool.


-5.00%-4.00%-3.00%-2.00%-1.00%0.00%December2025FebruaryMarchAprilMay
-0.58%
-0.35%
HYLB
BSV

Volatility

HYLB vs. BSV - Volatility Comparison

Xtrackers USD High Yield Corporate Bond ETF (HYLB) has a higher volatility of 3.53% compared to Vanguard Short-Term Bond ETF (BSV) at 0.75%. 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.


0.00%1.00%2.00%3.00%4.00%December2025FebruaryMarchAprilMay
3.53%
0.75%
HYLB
BSV