HYUP vs. EIFAX
Compare and contrast key facts about Xtrackers High Beta High Yield Bond ETF (HYUP) and Eaton Vance Floating-Rate Advantage Fund (EIFAX).
HYUP is a passively managed fund by Deutsche Bank that tracks the performance of the Solactive USD High Yield Corporates Total Market High Beta Index. It was launched on Jan 11, 2018. EIFAX is managed by Eaton Vance. It was launched on Mar 16, 2008.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: HYUP or EIFAX.
Performance
HYUP vs. EIFAX - Performance Comparison
Returns By Period
In the year-to-date period, HYUP achieves a 10.54% return, which is significantly higher than EIFAX's 7.53% return.
HYUP
10.54%
0.35%
8.31%
16.53%
4.88%
N/A
EIFAX
7.53%
0.81%
4.14%
10.74%
5.66%
5.03%
Key characteristics
| HYUP | EIFAX | |
|---|---|---|
| Sharpe Ratio | 3.42 | 3.62 |
| Sortino Ratio | 5.25 | 10.58 |
| Omega Ratio | 1.69 | 3.16 |
| Calmar Ratio | 2.72 | 13.57 |
| Martin Ratio | 24.72 | 61.01 |
| Ulcer Index | 0.68% | 0.18% |
| Daily Std Dev | 4.90% | 3.00% |
| Max Drawdown | -24.79% | -38.15% |
| Current Drawdown | -0.42% | 0.00% |
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HYUP vs. EIFAX - Expense Ratio Comparison
HYUP has a 0.20% expense ratio, which is lower than EIFAX's 0.47% expense ratio.
Correlation
The correlation between HYUP and EIFAX is 0.33, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Risk-Adjusted Performance
HYUP vs. EIFAX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers High Beta High Yield Bond ETF (HYUP) and Eaton Vance Floating-Rate Advantage Fund (EIFAX). 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.
Dividends
HYUP vs. EIFAX - Dividend Comparison
HYUP's dividend yield for the trailing twelve months is around 7.59%, less than EIFAX's 9.45% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HYUP Xtrackers High Beta High Yield Bond ETF | 7.59% | 7.48% | 7.15% | 6.19% | 6.89% | 6.78% | 6.97% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
EIFAX Eaton Vance Floating-Rate Advantage Fund | 9.45% | 9.33% | 5.92% | 4.03% | 4.52% | 5.58% | 5.10% | 4.46% | 5.03% | 5.29% | 4.79% | 4.82% |
Drawdowns
HYUP vs. EIFAX - Drawdown Comparison
The maximum HYUP drawdown since its inception was -24.79%, smaller than the maximum EIFAX drawdown of -38.15%. Use the drawdown chart below to compare losses from any high point for HYUP and EIFAX. For additional features, visit the drawdowns tool.
Volatility
HYUP vs. EIFAX - Volatility Comparison
Xtrackers High Beta High Yield Bond ETF (HYUP) has a higher volatility of 1.05% compared to Eaton Vance Floating-Rate Advantage Fund (EIFAX) at 0.64%. This indicates that HYUP's price experiences larger fluctuations and is considered to be riskier than EIFAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.