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HYTR vs. ESHY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

HYTR vs. ESHY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in CP High Yield Trend ETF (HYTR) and Xtrackers J.P. Morgan ESG USD High Yield Corporate Bond ETF (ESHY). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


HYTR

1D
0.11%
1M
0.37%
YTD
0.35%
6M
0.72%
1Y
5.23%
3Y*
6.52%
5Y*
2.09%
10Y*

ESHY

1D
0.00%
1M
0.00%
YTD
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

HYTR vs. ESHY - Yearly Performance Comparison


HYTR vs. ESHY - Sectors Allocation Comparison


Sectors
HYTR
ESHY

Energy

90.3%
100.0%

Technology

9.3%

-

Real Estate

0.5%

-

Basic Materials

-

-

Communication Services

-

-

Consumer Cyclical

-

-

Consumer Defensive

-

-

Financial Services

-

-

Healthcare

-

-

Industrials

-

-

Utilities

-

-

Energy

HYTR
90.3%
ESHY
100.0%

Technology

HYTR
9.3%
ESHY

-

Real Estate

HYTR
0.5%
ESHY

-

Basic Materials

HYTR

-

ESHY

-

Communication Services

HYTR

-

ESHY

-

Consumer Cyclical

HYTR

-

ESHY

-

Consumer Defensive

HYTR

-

ESHY

-

Financial Services

HYTR

-

ESHY

-

Healthcare

HYTR

-

ESHY

-

Industrials

HYTR

-

ESHY

-

Utilities

HYTR

-

ESHY

-

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Return for Risk

HYTR vs. ESHY — Risk / Return Rank

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

HYTR
HYTR Risk / Return Rank: 4444
Overall Rank
HYTR Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
HYTR Sortino Ratio Rank: 4242
Sortino Ratio Rank
HYTR Omega Ratio Rank: 4444
Omega Ratio Rank
HYTR Calmar Ratio Rank: 4747
Calmar Ratio Rank
HYTR Martin Ratio Rank: 4747
Martin Ratio Rank

ESHY
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.

HYTR vs. ESHY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for CP High Yield Trend ETF (HYTR) and Xtrackers J.P. Morgan ESG USD High Yield Corporate Bond ETF (ESHY). 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.


HYTRESHYDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.28

Calmar ratioReturn relative to maximum drawdown

2.31

Martin ratioReturn relative to average drawdown

7.61

HYTR vs. ESHY - Sharpe Ratio Comparison


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Sharpe Ratios by Period


HYTRESHYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.44

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.37

Sharpe Ratio (All Time)

Calculated using the full available price history

0.30

Drawdowns

HYTR vs. ESHY - Drawdown Comparison

The maximum HYTR drawdown since its inception was -13.25%, which is greater than ESHY's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for HYTR and ESHY.


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Drawdown Indicators


HYTRESHYDifference

Max Drawdown

Largest peak-to-trough decline

-13.25%

0.00%

-13.25%

Max Drawdown (1Y)

Largest decline over 1 year

-2.28%

Max Drawdown (3Y)

Largest decline over 3 years

-4.93%

Max Drawdown (5Y)

Largest decline over 5 years

-13.25%

Current Drawdown

Current decline from peak

-0.56%

0.00%

-0.56%

Average Drawdown

Average peak-to-trough decline

-4.13%

0.00%

-4.13%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.69%

Volatility

HYTR vs. ESHY - Volatility Comparison


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Volatility by Period


HYTRESHYDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.09%

Volatility (6M)

Calculated over the trailing 6-month period

2.64%

Volatility (1Y)

Calculated over the trailing 1-year period

3.66%

0.00%

+3.66%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.62%

0.00%

+5.62%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.86%

0.00%

+5.86%

HYTR vs. ESHY - Expense Ratio Comparison

HYTR has a 0.97% expense ratio, which is higher than ESHY's 0.20% expense ratio.


Dividends

HYTR vs. ESHY - Dividend Comparison

HYTR's dividend yield for the trailing twelve months is around 5.70%, while ESHY has not paid dividends to shareholders.


PositionTTM202520242023202220212020
ESHY
Xtrackers J.P. Morgan ESG USD High Yield Corporate Bond ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%
HYTR
CP High Yield Trend ETF
5.70%5.78%5.55%5.43%1.24%3.70%3.05%

Frequently Asked Questions


On fees, ESHY is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

ESHY is cheaper with a 0.20% expense ratio, compared with 0.97% for HYTR.

HYTR has the higher dividend yield at 5.70%, compared with 0.00% for ESHY.

HYTR tracks CP High Yield Trend Index, while ESHY tracks JPMorgan ESG DM Corporate High Yield USD Index. They also come from different issuers: Counterpoint Mutual Funds LLC and Deutsche Bank. Their fees differ too: 0.97% for HYTR and 0.20% for ESHY.

Portfolio Optimizer

Find the right allocation for HYTR and ESHY

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