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HYS vs. HYLB
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

HYS vs. HYLB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PIMCO 0-5 Year High Yield Corporate Bond Index ETF (HYS) and Xtrackers USD High Yield Corporate Bond ETF (HYLB). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, HYS achieves a 1.33% return, which is significantly lower than HYLB's 1.53% return.


HYS

1D
-0.09%
1M
0.47%
YTD
1.33%
6M
1.83%
1Y
7.07%
3Y*
8.58%
5Y*
5.08%
10Y*
5.35%

HYLB

1D
-0.18%
1M
0.38%
YTD
1.53%
6M
2.00%
1Y
6.87%
3Y*
8.72%
5Y*
4.04%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

HYS vs. HYLB - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
HYS
PIMCO 0-5 Year High Yield Corporate Bond Index ETF
1.33%8.80%8.42%11.38%-5.42%4.77%3.27%10.22%-1.05%5.75%
HYLB
Xtrackers USD High Yield Corporate Bond ETF
1.53%8.74%8.14%12.03%-10.80%3.94%5.04%14.06%-1.80%6.00%

Correlation

The correlation between HYS and HYLB is 0.91, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.91

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

0.91

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

0.93

Correlation (All Time)
Calculated using the full available price history since Dec 8, 2016

0.88

The correlation between HYS and HYLB has been stable across timeframes, ranging from 0.88 to 0.93 - a consistent structural relationship.

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Return for Risk

HYS vs. HYLB — Risk / Return Rank

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

HYS
HYS Risk / Return Rank: 6868
Overall Rank
HYS Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
HYS Sortino Ratio Rank: 6868
Sortino Ratio Rank
HYS Omega Ratio Rank: 6363
Omega Ratio Rank
HYS Calmar Ratio Rank: 7474
Calmar Ratio Rank
HYS Martin Ratio Rank: 7878
Martin Ratio Rank

HYLB
HYLB Risk / Return Rank: 6060
Overall Rank
HYLB Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
HYLB Sortino Ratio Rank: 5959
Sortino Ratio Rank
HYLB Omega Ratio Rank: 5959
Omega Ratio Rank
HYLB Calmar Ratio Rank: 6060
Calmar Ratio Rank
HYLB Martin Ratio Rank: 7070
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.

HYS vs. HYLB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PIMCO 0-5 Year High Yield Corporate Bond Index ETF (HYS) and Xtrackers USD High Yield Corporate Bond ETF (HYLB). 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.


HYSHYLBDifference

Sharpe ratio

Return per unit of total volatility

2.04

1.86

+0.18

Sortino ratio

Return per unit of downside risk

3.17

2.83

+0.34

Omega ratio

Gain probability vs. loss probability

1.39

1.37

+0.02

Calmar ratio

Return relative to maximum drawdown

3.77

3.04

+0.73

Martin ratio

Return relative to average drawdown

15.35

13.06

+2.29

HYS vs. HYLB - Sharpe Ratio Comparison

The current HYS Sharpe Ratio is 2.04, which is comparable to the HYLB Sharpe Ratio of 1.86. The chart below compares the historical Sharpe Ratios of HYS and HYLB, 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


HYSHYLBDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.04

1.86

+0.18

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.82

0.54

+0.27

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.78

Sharpe Ratio (All Time)

Calculated using the full available price history

0.81

0.58

+0.23

Drawdowns

HYS vs. HYLB - Drawdown Comparison

The maximum HYS drawdown since its inception was -20.91%, smaller than the maximum HYLB drawdown of -22.91%. Use the drawdown chart below to compare losses from any high point for HYS and HYLB.


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Drawdown Indicators


HYSHYLBDifference

Max Drawdown

Largest peak-to-trough decline

-20.91%

-22.91%

+2.00%

Max Drawdown (1Y)

Largest decline over 1 year

-1.88%

-2.27%

+0.39%

Max Drawdown (3Y)

Largest decline over 3 years

-4.98%

-4.51%

-0.47%

Max Drawdown (5Y)

Largest decline over 5 years

-10.61%

-15.54%

+4.93%

Max Drawdown (10Y)

Largest decline over 10 years

-20.91%

Current Drawdown

Current decline from peak

-0.14%

-0.19%

+0.05%

Average Drawdown

Average peak-to-trough decline

-1.53%

-2.43%

+0.90%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.46%

0.53%

-0.07%

Volatility

HYS vs. HYLB - Volatility Comparison

PIMCO 0-5 Year High Yield Corporate Bond Index ETF (HYS) and Xtrackers USD High Yield Corporate Bond ETF (HYLB) have volatilities of 1.23% and 1.20%, 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.


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Volatility by Period


HYSHYLBDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.23%

1.20%

+0.03%

Volatility (6M)

Calculated over the trailing 6-month period

2.74%

2.93%

-0.19%

Volatility (1Y)

Calculated over the trailing 1-year period

3.47%

3.70%

-0.23%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.26%

7.47%

-1.21%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.84%

8.18%

-1.34%

HYS vs. HYLB - Expense Ratio Comparison

HYS has a 0.56% expense ratio, which is higher than HYLB's 0.15% expense ratio.


Dividends

HYS vs. HYLB - Dividend Comparison

HYS's dividend yield for the trailing twelve months is around 7.36%, more than HYLB's 6.49% yield.


PositionTTM20252024202320222021202020192018201720162015
HYLB
Xtrackers USD High Yield Corporate Bond ETF
6.49%6.29%6.31%5.84%5.53%4.45%5.22%5.71%5.95%5.85%0.27%0.00%
HYS
PIMCO 0-5 Year High Yield Corporate Bond Index ETF
7.36%7.20%7.43%6.44%5.01%3.74%4.52%4.98%4.64%5.01%5.13%5.22%

Frequently Asked Questions


With a correlation of 0.91, HYS and HYLB 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.

HYS has higher volatility (1.23%) compared to HYLB (1.20%). In terms of maximum drawdown, HYS dropped -20.91% vs HYLB's -22.91%.

On 5-year performance, HYS leads with 5.08% vs 4.04% for HYLB. On fees, HYLB is cheaper at 0.15% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, HYS has performed better with a 5.08% return vs 4.04%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

HYLB is cheaper with a 0.15% expense ratio, compared with 0.56% for HYS.

HYS has the higher dividend yield at 7.36%, compared with 6.49% for HYLB.

HYS tracks ICE BofA US High Yield Constrained (0-5 Y), while HYLB tracks Solactive USD High Yield Corporates Total Market Index. They also come from different issuers: PIMCO and DWS. Their fees differ too: 0.56% for HYS and 0.15% for HYLB.

HYS currently has the higher Sharpe Ratio (2.04 vs 1.86), 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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