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HYLE.DE vs. DXSA.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

HYLE.DE vs. DXSA.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares Global High Yield Corporate Bond UCITS ETF (EUR Hedged) Dist (HYLE.DE) and Xtrackers Euro Stoxx Quality Dividend UCITS ETF 1D (DXSA.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, HYLE.DE achieves a 0.62% return, which is significantly lower than DXSA.DE's 9.28% return.


HYLE.DE

1D
0.17%
1M
-0.03%
YTD
0.62%
6M
0.96%
1Y
3.91%
3Y*
6.29%
5Y*
2.18%
10Y*

DXSA.DE

1D
0.23%
1M
1.51%
YTD
9.28%
6M
11.75%
1Y
19.18%
3Y*
19.44%
5Y*
12.02%
10Y*
9.19%
*Multi-year figures are annualized to reflect compound growth (CAGR)

HYLE.DE vs. DXSA.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
HYLE.DE
iShares Global High Yield Corporate Bond UCITS ETF (EUR Hedged) Dist
0.62%5.98%5.45%9.62%-10.62%3.02%2.52%3.53%
DXSA.DE
Xtrackers Euro Stoxx Quality Dividend UCITS ETF 1D
9.28%33.40%10.36%17.93%-9.82%18.67%-9.07%5.92%

Correlation

The correlation between HYLE.DE and DXSA.DE is 0.49, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.49

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

0.51

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

0.53

Correlation (All Time)
Calculated using the full available price history since Apr 29, 2019

0.54

The correlation between HYLE.DE and DXSA.DE has been stable across timeframes, ranging from 0.49 to 0.54 - a consistent structural relationship.

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Return for Risk

HYLE.DE vs. DXSA.DE — Risk / Return Rank

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

HYLE.DE
HYLE.DE Risk / Return Rank: 3636
Overall Rank
HYLE.DE Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
HYLE.DE Sortino Ratio Rank: 3737
Sortino Ratio Rank
HYLE.DE Omega Ratio Rank: 3636
Omega Ratio Rank
HYLE.DE Calmar Ratio Rank: 3030
Calmar Ratio Rank
HYLE.DE Martin Ratio Rank: 4141
Martin Ratio Rank

DXSA.DE
DXSA.DE Risk / Return Rank: 5454
Overall Rank
DXSA.DE Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
DXSA.DE Sortino Ratio Rank: 5353
Sortino Ratio Rank
DXSA.DE Omega Ratio Rank: 5656
Omega Ratio Rank
DXSA.DE Calmar Ratio Rank: 5454
Calmar Ratio Rank
DXSA.DE Martin Ratio Rank: 5252
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.

HYLE.DE vs. DXSA.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Global High Yield Corporate Bond UCITS ETF (EUR Hedged) Dist (HYLE.DE) and Xtrackers Euro Stoxx Quality Dividend UCITS ETF 1D (DXSA.DE). 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.


HYLE.DEDXSA.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.67

Sortino ratioReturn per unit of downside risk

-0.63

Omega ratioGain probability vs. loss probability

1.23

1.34

-0.11

Calmar ratioReturn relative to maximum drawdown

1.45

2.59

-1.14

Martin ratioReturn relative to average drawdown

6.60

8.70

-2.10

HYLE.DE vs. DXSA.DE - Sharpe Ratio Comparison

The current HYLE.DE Sharpe Ratio is 1.20, which is lower than the DXSA.DE Sharpe Ratio of 1.87. The chart below compares the historical Sharpe Ratios of HYLE.DE and DXSA.DE, 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


HYLE.DEDXSA.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.20

1.87

-0.67

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.37

0.85

-0.48

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.59

Sharpe Ratio (All Time)

Calculated using the full available price history

0.31

0.16

+0.15

Drawdowns

HYLE.DE vs. DXSA.DE - Drawdown Comparison

The maximum HYLE.DE drawdown since its inception was -22.59%, smaller than the maximum DXSA.DE drawdown of -71.31%. Use the drawdown chart below to compare losses from any high point for HYLE.DE and DXSA.DE.


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Drawdown Indicators


HYLE.DEDXSA.DEDifference

Max Drawdown

Largest peak-to-trough decline

-22.59%

-71.31%

+48.72%

Max Drawdown (1Y)

Largest decline over 1 year

-2.83%

-7.57%

+4.74%

Max Drawdown (3Y)

Largest decline over 3 years

-4.05%

-15.08%

+11.03%

Max Drawdown (5Y)

Largest decline over 5 years

-15.38%

-23.14%

+7.76%

Max Drawdown (10Y)

Largest decline over 10 years

-36.15%

Current Drawdown

Current decline from peak

-0.23%

-0.96%

+0.73%

Average Drawdown

Average peak-to-trough decline

-3.47%

-23.06%

+19.59%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.63%

2.26%

-1.63%

Volatility

HYLE.DE vs. DXSA.DE - Volatility Comparison

The current volatility for iShares Global High Yield Corporate Bond UCITS ETF (EUR Hedged) Dist (HYLE.DE) is 1.06%, while Xtrackers Euro Stoxx Quality Dividend UCITS ETF 1D (DXSA.DE) has a volatility of 2.73%. This indicates that HYLE.DE experiences smaller price fluctuations and is considered to be less risky than DXSA.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HYLE.DEDXSA.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.06%

2.73%

-1.67%

Volatility (6M)

Calculated over the trailing 6-month period

2.83%

8.39%

-5.56%

Volatility (1Y)

Calculated over the trailing 1-year period

3.43%

10.51%

-7.08%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.85%

14.03%

-8.18%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.39%

15.60%

-7.21%

HYLE.DE vs. DXSA.DE - Expense Ratio Comparison

HYLE.DE has a 0.55% expense ratio, which is higher than DXSA.DE's 0.30% expense ratio.


Dividends

HYLE.DE vs. DXSA.DE - Dividend Comparison

HYLE.DE's dividend yield for the trailing twelve months is around 5.36%, more than DXSA.DE's 4.51% yield.


PositionTTM20252024202320222021202020192018201720162015
DXSA.DE
Xtrackers Euro Stoxx Quality Dividend UCITS ETF 1D
4.51%4.96%5.39%4.32%4.62%5.73%5.96%2.34%4.64%3.00%2.93%0.14%
HYLE.DE
iShares Global High Yield Corporate Bond UCITS ETF (EUR Hedged) Dist
5.36%5.34%5.38%4.76%4.17%3.83%4.50%1.75%0.00%0.00%0.00%0.00%

Frequently Asked Questions


HYLE.DE and DXSA.DE have a correlation of 0.49, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, DXSA.DE is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.

DXSA.DE is cheaper with a 0.30% expense ratio, compared with 0.55% for HYLE.DE.

HYLE.DE is categorized as High Yield Bonds, while DXSA.DE is Europe Equities. HYLE.DE tracks iBoxx® Global Developed Markets Liquid High Yield Capped (EUR Hedged), while DXSA.DE tracks EURO STOXX® Quality Dividend 50. They also come from different issuers: iShares and Xtrackers. Their fees differ too: 0.55% for HYLE.DE and 0.30% for DXSA.DE.

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