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HYLB vs. XUHY.L
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between HYLB and XUHY.L is 0.41, 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.


-0.50.00.51.0
Correlation: 0.4

Performance

HYLB vs. XUHY.L - 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 USD High Yield Corporate Bond UCITS ETF 1D (XUHY.L). The values are adjusted to include any dividend payments, if applicable.

32.00%34.00%36.00%38.00%NovemberDecember2025FebruaryMarchApril
36.49%
37.36%
HYLB
XUHY.L

Key characteristics

Sharpe Ratio

HYLB:

1.64

XUHY.L:

1.48

Sortino Ratio

HYLB:

2.41

XUHY.L:

2.07

Omega Ratio

HYLB:

1.35

XUHY.L:

1.30

Calmar Ratio

HYLB:

2.06

XUHY.L:

1.80

Martin Ratio

HYLB:

10.90

XUHY.L:

9.39

Ulcer Index

HYLB:

0.85%

XUHY.L:

0.92%

Daily Std Dev

HYLB:

5.67%

XUHY.L:

5.82%

Max Drawdown

HYLB:

-22.91%

XUHY.L:

-22.78%

Current Drawdown

HYLB:

-0.69%

XUHY.L:

-0.92%

Returns By Period

In the year-to-date period, HYLB achieves a 1.62% return, which is significantly higher than XUHY.L's 1.22% return.


HYLB

YTD

1.62%

1M

0.34%

6M

2.43%

1Y

9.40%

5Y*

5.80%

10Y*

N/A

XUHY.L

YTD

1.22%

1M

0.27%

6M

1.72%

1Y

8.60%

5Y*

5.37%

10Y*

N/A

*Annualized

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HYLB vs. XUHY.L - Expense Ratio Comparison

HYLB has a 0.15% expense ratio, which is lower than XUHY.L's 0.20% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Expense ratio chart for XUHY.L: current value is 0.20%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
XUHY.L: 0.20%
Expense ratio chart for HYLB: current value is 0.15%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
HYLB: 0.15%

Risk-Adjusted Performance

HYLB vs. XUHY.L — 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 9292
Sharpe Ratio Rank
The Sortino Ratio Rank of HYLB is 9292
Sortino Ratio Rank
The Omega Ratio Rank of HYLB is 9393
Omega Ratio Rank
The Calmar Ratio Rank of HYLB is 9393
Calmar Ratio Rank
The Martin Ratio Rank of HYLB is 9494
Martin Ratio Rank

XUHY.L
The Risk-Adjusted Performance Rank of XUHY.L is 9191
Overall Rank
The Sharpe Ratio Rank of XUHY.L is 9090
Sharpe Ratio Rank
The Sortino Ratio Rank of XUHY.L is 8989
Sortino Ratio Rank
The Omega Ratio Rank of XUHY.L is 9090
Omega Ratio Rank
The Calmar Ratio Rank of XUHY.L is 9292
Calmar Ratio Rank
The Martin Ratio Rank of XUHY.L is 9292
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. XUHY.L - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers USD High Yield Corporate Bond ETF (HYLB) and Xtrackers USD High Yield Corporate Bond UCITS ETF 1D (XUHY.L). 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 chart of Sharpe ratio for HYLB, currently valued at 1.55, compared to the broader market-1.000.001.002.003.004.00
HYLB: 1.55
XUHY.L: 1.39
The chart of Sortino ratio for HYLB, currently valued at 2.28, compared to the broader market-2.000.002.004.006.008.00
HYLB: 2.28
XUHY.L: 1.94
The chart of Omega ratio for HYLB, currently valued at 1.34, compared to the broader market0.501.001.502.002.50
HYLB: 1.34
XUHY.L: 1.28
The chart of Calmar ratio for HYLB, currently valued at 1.91, compared to the broader market0.002.004.006.008.0010.0012.00
HYLB: 1.91
XUHY.L: 1.67
The chart of Martin ratio for HYLB, currently valued at 10.12, compared to the broader market0.0020.0040.0060.00
HYLB: 10.12
XUHY.L: 8.55

The current HYLB Sharpe Ratio is 1.64, which is comparable to the XUHY.L Sharpe Ratio of 1.48. The chart below compares the historical Sharpe Ratios of HYLB and XUHY.L, 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 Ratio1.001.502.002.503.00NovemberDecember2025FebruaryMarchApril
1.55
1.39
HYLB
XUHY.L

Dividends

HYLB vs. XUHY.L - Dividend Comparison

HYLB's dividend yield for the trailing twelve months is around 6.31%, more than XUHY.L's 6.20% yield.


TTM202420232022202120202019201820172016
HYLB
Xtrackers USD High Yield Corporate Bond ETF
6.31%6.31%5.84%5.53%4.45%5.22%5.71%5.95%5.85%0.27%
XUHY.L
Xtrackers USD High Yield Corporate Bond UCITS ETF 1D
6.20%7.64%5.89%6.12%9.57%5.49%4.83%0.00%0.00%0.00%

Drawdowns

HYLB vs. XUHY.L - Drawdown Comparison

The maximum HYLB drawdown since its inception was -22.91%, roughly equal to the maximum XUHY.L drawdown of -22.78%. Use the drawdown chart below to compare losses from any high point for HYLB and XUHY.L. For additional features, visit the drawdowns tool.


-5.00%-4.00%-3.00%-2.00%-1.00%0.00%NovemberDecember2025FebruaryMarchApril
-0.69%
-0.92%
HYLB
XUHY.L

Volatility

HYLB vs. XUHY.L - Volatility Comparison

Xtrackers USD High Yield Corporate Bond ETF (HYLB) and Xtrackers USD High Yield Corporate Bond UCITS ETF 1D (XUHY.L) have volatilities of 4.18% and 4.10%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


1.00%2.00%3.00%4.00%NovemberDecember2025FebruaryMarchApril
4.18%
4.10%
HYLB
XUHY.L