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

Performance

HYLE.DE vs. XUHE.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 USD High Yield Corporate Bond UCITS ETF EUR Hedged (Acc) (XUHE.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 1.31% return, which is significantly higher than XUHE.DE's 1.21% return.


HYLE.DE

1D
0.00%
1M
0.77%
6M
1.54%
YTD
1.31%
1Y
3.63%
3Y*
6.45%
5Y*
2.18%
10Y*

XUHE.DE

1D
-0.12%
1M
0.30%
6M
1.21%
YTD
1.21%
1Y
3.98%
3Y*
6.61%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)20252024202320222021
HYLE.DE
iShares Global High Yield Corporate Bond UCITS ETF (EUR Hedged) Dist
1.31%5.99%5.32%9.83%-10.71%1.02%
XUHE.DE
Xtrackers USD High Yield Corporate Bond UCITS ETF EUR Hedged (Acc)
1.21%7.00%5.04%10.87%-14.46%0.91%

Correlation

The correlation between HYLE.DE and XUHE.DE is 0.66, 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

0.66

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

0.70

Correlation (All Time)
Calculated using the full available price history since Oct 14, 2021

0.51

The correlation between HYLE.DE and XUHE.DE shifts across timeframes, from 0.51 (all time) to 0.70 (3 years), reflecting how their relationship changes across market environments.

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Return for Risk

HYLE.DE vs. XUHE.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: 3333
Overall Rank
HYLE.DE Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
HYLE.DE Sortino Ratio Rank: 3131
Sortino Ratio Rank
HYLE.DE Omega Ratio Rank: 3333
Omega Ratio Rank
HYLE.DE Calmar Ratio Rank: 2828
Calmar Ratio Rank
HYLE.DE Martin Ratio Rank: 4141
Martin Ratio Rank

XUHE.DE
XUHE.DE Risk / Return Rank: 3333
Overall Rank
XUHE.DE Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
XUHE.DE Sortino Ratio Rank: 3131
Sortino Ratio Rank
XUHE.DE Omega Ratio Rank: 3131
Omega Ratio Rank
XUHE.DE Calmar Ratio Rank: 3030
Calmar Ratio Rank
XUHE.DE Martin Ratio Rank: 4545
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. XUHE.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 USD High Yield Corporate Bond UCITS ETF EUR Hedged (Acc) (XUHE.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.

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.


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

0.00

Sortino ratioReturn per unit of downside risk

+0.03

Omega ratioGain probability vs. loss probability

1.20

1.19

+0.01

Calmar ratioReturn relative to maximum drawdown

1.24

1.32

-0.08

Martin ratioReturn relative to average drawdown

5.62

6.17

-0.55

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

The current HYLE.DE Sharpe Ratio is 0.96, which is comparable to the XUHE.DE Sharpe Ratio of 0.96. The chart below compares the historical Sharpe Ratios of HYLE.DE and XUHE.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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Drawdowns

HYLE.DE vs. XUHE.DE - Drawdown Comparison

The maximum HYLE.DE drawdown since its inception was -22.51%, which is greater than XUHE.DE's maximum drawdown of -17.56%. Use the drawdown chart below to compare losses from any high point for HYLE.DE and XUHE.DE.


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Drawdown Indicators


HYLE.DEXUHE.DEDifference

Max Drawdown

Largest peak-to-trough decline

-22.51%

-17.56%

-4.95%

Max Drawdown (1Y)

Largest decline over 1 year

-2.91%

-3.00%

+0.09%

Max Drawdown (3Y)

Largest decline over 3 years

-3.96%

-5.20%

+1.24%

Max Drawdown (5Y)

Largest decline over 5 years

-15.44%

Current Drawdown

Current decline from peak

0.00%

-0.12%

+0.12%

Average Drawdown

Average peak-to-trough decline

-3.48%

-5.49%

+2.01%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.64%

0.64%

0.00%

Volatility

HYLE.DE vs. XUHE.DE - Volatility Comparison

The current volatility for iShares Global High Yield Corporate Bond UCITS ETF (EUR Hedged) Dist (HYLE.DE) is 0.88%, while Xtrackers USD High Yield Corporate Bond UCITS ETF EUR Hedged (Acc) (XUHE.DE) has a volatility of 1.19%. This indicates that HYLE.DE experiences smaller price fluctuations and is considered to be less risky than XUHE.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.DEXUHE.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.88%

1.19%

-0.31%

Volatility (6M)

Calculated over the trailing 6-month period

3.03%

3.49%

-0.46%

Volatility (1Y)

Calculated over the trailing 1-year period

3.81%

4.13%

-0.32%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.96%

7.43%

-1.47%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.27%

7.43%

+0.84%

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

HYLE.DE has a 0.55% expense ratio, which is higher than XUHE.DE's 0.25% expense ratio.


Dividends

HYLE.DE vs. XUHE.DE - Dividend Comparison

HYLE.DE's dividend yield for the trailing twelve months is around 6.87%, while XUHE.DE has not paid dividends to shareholders.


PositionTTM2025202420232022202120202019
HYLE.DE
iShares Global High Yield Corporate Bond UCITS ETF (EUR Hedged) Dist
6.87%5.34%5.38%4.76%4.17%3.83%4.50%1.75%
XUHE.DE
Xtrackers USD High Yield Corporate Bond UCITS ETF EUR Hedged (Acc)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


HYLE.DE and XUHE.DE have a correlation of 0.66, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XUHE.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XUHE.DE is cheaper with a 0.25% expense ratio, compared with 0.55% for HYLE.DE.

HYLE.DE tracks iBoxx® Global Developed Markets Liquid High Yield Capped (EUR Hedged), while XUHE.DE tracks Bloomberg US High Yield Very Liquid ex 144A Index (EUR Hedged). They also come from different issuers: iShares and Xtrackers. Their fees differ too: 0.55% for HYLE.DE and 0.25% for XUHE.DE.

Portfolio Optimizer

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