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HYLB vs. DBEU
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

HYLB vs. DBEU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Xtrackers USD High Yield Corporate Bond ETF (HYLB) and Xtrackers MSCI Europe Hedged Equity Fund (DBEU). 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 lower than DBEU's 7.52% return.


HYLB

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

DBEU

1D
-0.90%
1M
3.69%
YTD
7.52%
6M
9.62%
1Y
17.80%
3Y*
14.56%
5Y*
11.19%
10Y*
11.01%
*Multi-year figures are annualized to reflect compound growth (CAGR)

HYLB vs. DBEU - 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%
DBEU
Xtrackers MSCI Europe Hedged Equity Fund
7.52%22.18%9.17%17.43%-6.25%23.99%-1.42%27.32%-8.49%14.60%

Correlation

The correlation between HYLB and DBEU 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

0.52

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

0.57

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

0.59

The correlation between HYLB and DBEU has been stable across timeframes, ranging from 0.52 to 0.59 - a consistent structural relationship.

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Return for Risk

HYLB vs. DBEU — 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

DBEU
DBEU Risk / Return Rank: 3939
Overall Rank
DBEU Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
DBEU Sortino Ratio Rank: 3838
Sortino Ratio Rank
DBEU Omega Ratio Rank: 3939
Omega Ratio Rank
DBEU Calmar Ratio Rank: 3636
Calmar Ratio Rank
DBEU Martin Ratio Rank: 4444
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. DBEU - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers USD High Yield Corporate Bond ETF (HYLB) and Xtrackers MSCI Europe Hedged Equity Fund (DBEU). 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.


HYLBDBEUDifference
Sharpe ratioReturn per unit of total volatility

+0.43

Sortino ratioReturn per unit of downside risk

+0.78

Omega ratioGain probability vs. loss probability

1.36

1.25

+0.11

Calmar ratioReturn relative to maximum drawdown

3.00

1.82

+1.18

Martin ratioReturn relative to average drawdown

12.90

7.27

+5.63

HYLB vs. DBEU - Sharpe Ratio Comparison

The current HYLB Sharpe Ratio is 1.84, which is higher than the DBEU Sharpe Ratio of 1.41. The chart below compares the historical Sharpe Ratios of HYLB and DBEU, 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


HYLBDBEUDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.84

1.41

+0.43

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.55

0.79

-0.24

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.67

Sharpe Ratio (All Time)

Calculated using the full available price history

0.58

0.58

+0.01

Drawdowns

HYLB vs. DBEU - Drawdown Comparison

The maximum HYLB drawdown since its inception was -22.91%, smaller than the maximum DBEU drawdown of -34.50%. Use the drawdown chart below to compare losses from any high point for HYLB and DBEU.


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Drawdown Indicators


HYLBDBEUDifference

Max Drawdown

Largest peak-to-trough decline

-22.91%

-34.50%

+11.59%

Max Drawdown (1Y)

Largest decline over 1 year

-2.27%

-9.81%

+7.54%

Max Drawdown (3Y)

Largest decline over 3 years

-4.51%

-15.35%

+10.84%

Max Drawdown (5Y)

Largest decline over 5 years

-15.54%

-17.67%

+2.13%

Max Drawdown (10Y)

Largest decline over 10 years

-34.50%

Current Drawdown

Current decline from peak

-0.09%

-1.49%

+1.40%

Average Drawdown

Average peak-to-trough decline

-2.43%

-4.44%

+2.01%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.53%

2.45%

-1.92%

Volatility

HYLB vs. DBEU - Volatility Comparison

The current volatility for Xtrackers USD High Yield Corporate Bond ETF (HYLB) is 1.19%, while Xtrackers MSCI Europe Hedged Equity Fund (DBEU) has a volatility of 4.71%. This indicates that HYLB experiences smaller price fluctuations and is considered to be less risky than DBEU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HYLBDBEUDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.19%

4.71%

-3.52%

Volatility (6M)

Calculated over the trailing 6-month period

2.92%

10.50%

-7.58%

Volatility (1Y)

Calculated over the trailing 1-year period

3.70%

12.70%

-9.00%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.47%

14.32%

-6.85%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.18%

16.46%

-8.28%

HYLB vs. DBEU - Expense Ratio Comparison

HYLB has a 0.15% expense ratio, which is lower than DBEU's 0.45% expense ratio.


Dividends

HYLB vs. DBEU - Dividend Comparison

HYLB's dividend yield for the trailing twelve months is around 6.48%, more than DBEU's 4.23% yield.


PositionTTM20252024202320222021202020192018201720162015
DBEU
Xtrackers MSCI Europe Hedged Equity Fund
4.23%4.55%0.07%3.64%1.96%1.87%2.44%2.77%3.55%2.28%9.92%5.50%
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 DBEU 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.

DBEU has higher volatility (4.71%) compared to HYLB (1.19%). In terms of maximum drawdown, HYLB dropped -22.91% vs DBEU's -34.50%.

On 5-year performance, DBEU leads with 11.19% vs 4.06% for HYLB. On fees, HYLB is cheaper at 0.15% per year. On volatility, HYLB has been the lower-risk option at 1.19%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, DBEU has performed better with a 11.19% return vs 4.06%. 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 0.45% for DBEU.

HYLB has the higher dividend yield at 6.48%, compared with 4.23% for DBEU.

HYLB is categorized as High Yield Bonds, while DBEU is Europe Equities. HYLB tracks Solactive USD High Yield Corporates Total Market Index, while DBEU tracks MSCI Europe US Dollar Hedged Index. Their fees differ too: 0.15% for HYLB and 0.45% for DBEU.

HYLB currently has the higher Sharpe Ratio (1.84 vs 1.41), 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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