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HYLB vs. SCHI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

HYLB vs. SCHI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Xtrackers USD High Yield Corporate Bond ETF (HYLB) and Schwab 5-10 Year Corporate Bond ETF (SCHI). 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 SCHI'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*

SCHI

1D
0.18%
1M
0.28%
YTD
0.37%
6M
0.46%
1Y
5.80%
3Y*
6.17%
5Y*
1.29%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

HYLB vs. SCHI - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
HYLB
Xtrackers USD High Yield Corporate Bond ETF
1.65%8.74%8.14%12.03%-10.80%3.94%5.04%2.90%
SCHI
Schwab 5-10 Year Corporate Bond ETF
0.37%9.47%3.32%8.97%-14.06%-1.85%9.74%1.00%

Correlation

The correlation between HYLB and SCHI is 0.72, 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

0.72

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

0.70

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

0.62

Correlation (All Time)
Calculated using the full available price history since Oct 11, 2019

0.56

The correlation between HYLB and SCHI shifts across timeframes, from 0.56 (all time) to 0.72 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

HYLB vs. SCHI — 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

SCHI
SCHI Risk / Return Rank: 4141
Overall Rank
SCHI Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
SCHI Sortino Ratio Rank: 4242
Sortino Ratio Rank
SCHI Omega Ratio Rank: 3939
Omega Ratio Rank
SCHI Calmar Ratio Rank: 4040
Calmar Ratio Rank
SCHI Martin Ratio Rank: 4242
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. SCHI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers USD High Yield Corporate Bond ETF (HYLB) and Schwab 5-10 Year Corporate Bond ETF (SCHI). 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.


HYLBSCHIDifference
Sharpe ratioReturn per unit of total volatility

+0.43

Sortino ratioReturn per unit of downside risk

+0.71

Omega ratioGain probability vs. loss probability

1.36

1.25

+0.11

Calmar ratioReturn relative to maximum drawdown

3.00

1.94

+1.06

Martin ratioReturn relative to average drawdown

12.90

6.54

+6.36

HYLB vs. SCHI - Sharpe Ratio Comparison

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


HYLBSCHIDifference

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

0.20

+0.35

Sharpe Ratio (All Time)

Calculated using the full available price history

0.58

0.30

+0.28

Drawdowns

HYLB vs. SCHI - Drawdown Comparison

The maximum HYLB drawdown since its inception was -22.91%, which is greater than SCHI's maximum drawdown of -20.67%. Use the drawdown chart below to compare losses from any high point for HYLB and SCHI.


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Drawdown Indicators


HYLBSCHIDifference

Max Drawdown

Largest peak-to-trough decline

-22.91%

-20.67%

-2.24%

Max Drawdown (1Y)

Largest decline over 1 year

-2.27%

-3.01%

+0.74%

Max Drawdown (3Y)

Largest decline over 3 years

-4.51%

-6.14%

+1.63%

Max Drawdown (5Y)

Largest decline over 5 years

-15.54%

-20.67%

+5.13%

Current Drawdown

Current decline from peak

-0.09%

-1.19%

+1.10%

Average Drawdown

Average peak-to-trough decline

-2.43%

-5.71%

+3.28%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.53%

0.89%

-0.36%

Volatility

HYLB vs. SCHI - Volatility Comparison

The current volatility for Xtrackers USD High Yield Corporate Bond ETF (HYLB) is 1.19%, while Schwab 5-10 Year Corporate Bond ETF (SCHI) has a volatility of 1.32%. This indicates that HYLB experiences smaller price fluctuations and is considered to be less risky than SCHI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HYLBSCHIDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.19%

1.32%

-0.13%

Volatility (6M)

Calculated over the trailing 6-month period

2.92%

3.09%

-0.17%

Volatility (1Y)

Calculated over the trailing 1-year period

3.70%

4.16%

-0.46%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.47%

6.66%

+0.81%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.18%

7.40%

+0.78%

HYLB vs. SCHI - Expense Ratio Comparison

HYLB has a 0.15% expense ratio, which is higher than SCHI's 0.05% 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. SCHI - Dividend Comparison

HYLB's dividend yield for the trailing twelve months is around 6.48%, more than SCHI's 5.04% yield.


PositionTTM2025202420232022202120202019201820172016
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%
SCHI
Schwab 5-10 Year Corporate Bond ETF
5.04%4.99%5.11%4.27%3.10%1.93%2.31%0.53%0.00%0.00%0.00%

Frequently Asked Questions


HYLB and SCHI have a correlation of 0.72, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SCHI has higher volatility (1.32%) compared to HYLB (1.19%). In terms of maximum drawdown, HYLB dropped -22.91% vs SCHI's -20.67%.

On 5-year performance, HYLB leads with 4.06% vs 1.29% for SCHI. On fees, SCHI is cheaper at 0.05% 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, HYLB has performed better with a 4.06% return vs 1.29%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

SCHI is cheaper with a 0.05% expense ratio, compared with 0.15% for HYLB.

HYLB has the higher dividend yield at 6.48%, compared with 5.04% for SCHI.

HYLB is categorized as High Yield Bonds, while SCHI is Corporate Bonds. HYLB tracks Solactive USD High Yield Corporates Total Market Index, while SCHI tracks Bloomberg US Aggregate Credit - Corporate (5-10 Y). They also come from different issuers: DWS and Charles Schwab. Their fees differ too: 0.15% for HYLB and 0.05% for SCHI.

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.

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