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HYLB vs. USHY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

HYLB vs. USHY - Performance Comparison

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

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Returns By Period

The year-to-date returns for both stocks are quite close, with HYLB having a 1.79% return and USHY slightly lower at 1.78%.


HYLB

1D
-0.03%
1M
0.57%
YTD
1.79%
6M
2.03%
1Y
6.49%
3Y*
9.00%
5Y*
3.99%
10Y*

USHY

1D
-0.05%
1M
0.57%
YTD
1.78%
6M
2.04%
1Y
6.67%
3Y*
9.21%
5Y*
4.21%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

HYLB vs. USHY - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
HYLB
Xtrackers USD High Yield Corporate Bond ETF
1.79%8.74%8.14%12.03%-10.80%3.94%5.04%14.06%-1.80%-0.25%
USHY
iShares Broad USD High Yield Corporate Bond ETF
1.78%8.81%8.45%12.73%-11.18%5.02%6.17%14.24%-2.41%0.16%

Correlation

The correlation between HYLB and USHY is 0.97 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


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

0.97

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

0.98

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

0.98

Correlation (All Time)
Calculated using the full available price history since Oct 26, 2017

0.94

The correlation between HYLB and USHY has been stable across timeframes, ranging from 0.94 to 0.98 - a consistent structural relationship.

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Return for Risk

HYLB vs. USHY — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

HYLB
HYLB Risk / Return Rank: 5959
Overall Rank
HYLB Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
HYLB Sortino Ratio Rank: 5757
Sortino Ratio Rank
HYLB Omega Ratio Rank: 5757
Omega Ratio Rank
HYLB Calmar Ratio Rank: 5959
Calmar Ratio Rank
HYLB Martin Ratio Rank: 6868
Martin Ratio Rank

USHY
USHY Risk / Return Rank: 6060
Overall Rank
USHY Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
USHY Sortino Ratio Rank: 6060
Sortino Ratio Rank
USHY Omega Ratio Rank: 5959
Omega Ratio Rank
USHY Calmar Ratio Rank: 5757
Calmar Ratio Rank
USHY Martin Ratio Rank: 6969
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. USHY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers USD High Yield Corporate Bond ETF (HYLB) and iShares Broad USD High Yield Corporate Bond ETF (USHY). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


HYLBUSHYDifference
Sharpe ratioReturn per unit of total volatility

-0.09

Sortino ratioReturn per unit of downside risk

-0.12

Omega ratioGain probability vs. loss probability

1.34

1.35

-0.01

Calmar ratioReturn relative to maximum drawdown

2.87

2.76

+0.11

Martin ratioReturn relative to average drawdown

12.26

12.34

-0.08

HYLB vs. USHY - Sharpe Ratio Comparison

The current HYLB Sharpe Ratio is 1.73, which is comparable to the USHY Sharpe Ratio of 1.82. The chart below compares the historical Sharpe Ratios of HYLB and USHY, 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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Drawdowns

HYLB vs. USHY - Drawdown Comparison

The maximum HYLB drawdown since its inception was -22.91%, roughly equal to the maximum USHY drawdown of -22.44%. Use the drawdown chart below to compare losses from any high point for HYLB and USHY.


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Drawdown Indicators


HYLBUSHYDifference

Max Drawdown

Largest peak-to-trough decline

-22.91%

-22.44%

-0.47%

Max Drawdown (1Y)

Largest decline over 1 year

-2.27%

-2.43%

+0.16%

Max Drawdown (3Y)

Largest decline over 3 years

-4.51%

-4.66%

+0.15%

Max Drawdown (5Y)

Largest decline over 5 years

-15.54%

-15.56%

+0.02%

Current Drawdown

Current decline from peak

-0.11%

-0.11%

0.00%

Average Drawdown

Average peak-to-trough decline

-2.42%

-2.65%

+0.23%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.53%

0.54%

-0.01%

Volatility

HYLB vs. USHY - Volatility Comparison

Xtrackers USD High Yield Corporate Bond ETF (HYLB) has a higher volatility of 1.06% compared to iShares Broad USD High Yield Corporate Bond ETF (USHY) at 0.94%. This indicates that HYLB's price experiences larger fluctuations and is considered to be riskier than USHY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HYLBUSHYDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.06%

0.94%

+0.12%

Volatility (6M)

Calculated over the trailing 6-month period

3.02%

2.97%

+0.05%

Volatility (1Y)

Calculated over the trailing 1-year period

3.77%

3.68%

+0.09%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.48%

7.35%

+0.13%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.16%

8.23%

-0.07%

HYLB vs. USHY - Expense Ratio Comparison

Both HYLB and USHY have an expense ratio of 0.15%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

HYLB vs. USHY - Dividend Comparison

HYLB's dividend yield for the trailing twelve months is around 6.47%, less than USHY's 6.90% yield.


PositionTTM2025202420232022202120202019201820172016
HYLB
Xtrackers USD High Yield Corporate Bond ETF
6.47%6.29%6.31%5.84%5.53%4.45%5.22%5.71%5.95%5.85%0.27%
USHY
iShares Broad USD High Yield Corporate Bond ETF
6.90%6.79%6.89%6.63%6.08%5.07%5.30%5.92%6.30%0.73%0.00%

Frequently Asked Questions


With a correlation of 0.97, HYLB and USHY move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

HYLB has higher volatility (1.06%) compared to USHY (0.94%). In terms of maximum drawdown, HYLB dropped -22.91% vs USHY's -22.44%.

On 5-year performance, USHY leads with 4.21% vs 3.99% for HYLB. Both ETFs have the same 0.15% expense ratio. On volatility, USHY has been the lower-risk option at 0.94%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, USHY has performed better with a 4.21% return vs 3.99%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

HYLB and USHY have the same expense ratio: 0.15% per year.

USHY has the higher dividend yield at 6.90%, compared with 6.47% for HYLB.

HYLB tracks Solactive USD High Yield Corporates Total Market Index, while USHY tracks ICE BofA US High Yield Constrained Index. They also come from different issuers: DWS and iShares.

USHY currently has the higher Sharpe Ratio (1.82 vs 1.73), 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

Find the right allocation for HYLB and USHY

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