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

Correlation

The correlation between HYLB and FTSL is 0.46, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.5

Performance

HYLB vs. FTSL - Performance Comparison

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

37.00%38.00%39.00%40.00%41.00%42.00%43.00%SeptemberOctoberNovemberDecember2025February
43.03%
41.30%
HYLB
FTSL

Key characteristics

Sharpe Ratio

HYLB:

2.45

FTSL:

3.66

Sortino Ratio

HYLB:

3.59

FTSL:

5.17

Omega Ratio

HYLB:

1.47

FTSL:

1.97

Calmar Ratio

HYLB:

4.40

FTSL:

6.77

Martin Ratio

HYLB:

16.93

FTSL:

44.42

Ulcer Index

HYLB:

0.59%

FTSL:

0.17%

Daily Std Dev

HYLB:

4.09%

FTSL:

2.01%

Max Drawdown

HYLB:

-22.91%

FTSL:

-22.67%

Current Drawdown

HYLB:

-0.14%

FTSL:

-0.69%

Returns By Period

In the year-to-date period, HYLB achieves a 1.74% return, which is significantly higher than FTSL's -0.01% return.


HYLB

YTD

1.74%

1M

0.43%

6M

3.38%

1Y

9.66%

5Y*

3.75%

10Y*

N/A

FTSL

YTD

-0.01%

1M

-0.54%

6M

3.31%

1Y

6.96%

5Y*

4.77%

10Y*

4.07%

*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. FTSL - Expense Ratio Comparison

HYLB has a 0.15% expense ratio, which is lower than FTSL's 0.86% expense ratio.


FTSL
First Trust Senior Loan Fund
Expense ratio chart for FTSL: current value at 0.86% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.86%
Expense ratio chart for HYLB: current value at 0.15% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.15%

Risk-Adjusted Performance

HYLB vs. FTSL — 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 9393
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 9393
Calmar Ratio Rank
The Martin Ratio Rank of HYLB is 9393
Martin Ratio Rank

FTSL
The Risk-Adjusted Performance Rank of FTSL is 9898
Overall Rank
The Sharpe Ratio Rank of FTSL is 9898
Sharpe Ratio Rank
The Sortino Ratio Rank of FTSL is 9898
Sortino Ratio Rank
The Omega Ratio Rank of FTSL is 9898
Omega Ratio Rank
The Calmar Ratio Rank of FTSL is 9797
Calmar Ratio Rank
The Martin Ratio Rank of FTSL is 9898
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. FTSL - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers USD High Yield Corporate Bond ETF (HYLB) and First Trust Senior Loan Fund (FTSL). 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 2.45, compared to the broader market0.002.004.002.453.66
The chart of Sortino ratio for HYLB, currently valued at 3.59, compared to the broader market0.005.0010.003.595.17
The chart of Omega ratio for HYLB, currently valued at 1.47, compared to the broader market0.501.001.502.002.503.001.471.97
The chart of Calmar ratio for HYLB, currently valued at 4.40, compared to the broader market0.005.0010.0015.0020.004.406.77
The chart of Martin ratio for HYLB, currently valued at 16.93, compared to the broader market0.0020.0040.0060.0080.00100.0016.9344.42
HYLB
FTSL

The current HYLB Sharpe Ratio is 2.45, which is lower than the FTSL Sharpe Ratio of 3.66. The chart below compares the historical Sharpe Ratios of HYLB and FTSL, 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 Ratio1.502.002.503.003.504.004.505.00SeptemberOctoberNovemberDecember2025February
2.45
3.66
HYLB
FTSL

Dividends

HYLB vs. FTSL - Dividend Comparison

HYLB's dividend yield for the trailing twelve months is around 6.28%, less than FTSL's 6.87% yield.


TTM20242023202220212020201920182017201620152014
HYLB
Xtrackers USD High Yield Corporate Bond ETF
6.28%6.31%5.85%5.53%4.45%5.23%5.71%5.95%5.84%0.27%0.00%0.00%
FTSL
First Trust Senior Loan Fund
6.87%7.56%7.59%4.77%3.18%3.48%4.45%4.29%3.64%3.70%3.95%3.75%

Drawdowns

HYLB vs. FTSL - Drawdown Comparison

The maximum HYLB drawdown since its inception was -22.91%, roughly equal to the maximum FTSL drawdown of -22.67%. Use the drawdown chart below to compare losses from any high point for HYLB and FTSL. For additional features, visit the drawdowns tool.


-1.50%-1.00%-0.50%0.00%SeptemberOctoberNovemberDecember2025February
-0.14%
-0.69%
HYLB
FTSL

Volatility

HYLB vs. FTSL - Volatility Comparison

Xtrackers USD High Yield Corporate Bond ETF (HYLB) has a higher volatility of 0.83% compared to First Trust Senior Loan Fund (FTSL) at 0.71%. This indicates that HYLB's price experiences larger fluctuations and is considered to be riskier than FTSL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.50%1.00%1.50%2.00%SeptemberOctoberNovemberDecember2025February
0.83%
0.71%
HYLB
FTSL
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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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