HYUP vs. HYGV
Compare and contrast key facts about Xtrackers High Beta High Yield Bond ETF (HYUP) and FlexShares High Yield Value-Scored US Bond Index Fund (HYGV).
HYUP and HYGV are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. 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. HYGV is a passively managed fund by Northern Trust that tracks the performance of the Northern Trust High Yield Value-Scored US Corporate Bond Index. It was launched on Jul 17, 2018. Both HYUP and HYGV are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: HYUP or HYGV.
Performance
HYUP vs. HYGV - Performance Comparison
Returns By Period
In the year-to-date period, HYUP achieves a 10.37% return, which is significantly higher than HYGV's 8.07% return.
HYUP
10.37%
0.98%
8.37%
15.96%
4.80%
N/A
HYGV
8.07%
1.20%
5.79%
12.65%
4.80%
N/A
Key characteristics
| HYUP | HYGV | |
|---|---|---|
| Sharpe Ratio | 3.25 | 2.85 |
| Sortino Ratio | 5.00 | 4.47 |
| Omega Ratio | 1.65 | 1.57 |
| Calmar Ratio | 2.70 | 2.00 |
| Martin Ratio | 23.47 | 21.21 |
| Ulcer Index | 0.68% | 0.60% |
| Daily Std Dev | 4.90% | 4.45% |
| Max Drawdown | -24.79% | -23.47% |
| Current Drawdown | -0.58% | -0.41% |
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HYUP vs. HYGV - Expense Ratio Comparison
HYUP has a 0.20% expense ratio, which is lower than HYGV's 0.37% expense ratio.
Correlation
The correlation between HYUP and HYGV is 0.93, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Risk-Adjusted Performance
HYUP vs. HYGV - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers High Beta High Yield Bond ETF (HYUP) and FlexShares High Yield Value-Scored US Bond Index Fund (HYGV). 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. HYGV - Dividend Comparison
HYUP's dividend yield for the trailing twelve months is around 7.60%, less than HYGV's 8.26% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|
HYUP Xtrackers High Beta High Yield Bond ETF | 7.60% | 7.48% | 7.15% | 6.19% | 6.89% | 6.78% | 6.97% |
HYGV FlexShares High Yield Value-Scored US Bond Index Fund | 8.26% | 8.77% | 7.64% | 7.15% | 6.18% | 7.95% | 5.63% |
Drawdowns
HYUP vs. HYGV - Drawdown Comparison
The maximum HYUP drawdown since its inception was -24.79%, which is greater than HYGV's maximum drawdown of -23.47%. Use the drawdown chart below to compare losses from any high point for HYUP and HYGV. For additional features, visit the drawdowns tool.
Volatility
HYUP vs. HYGV - Volatility Comparison
Xtrackers High Beta High Yield Bond ETF (HYUP) and FlexShares High Yield Value-Scored US Bond Index Fund (HYGV) have volatilities of 1.00% and 0.97%, 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.