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HYUP vs. HYGV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

HYUP vs. HYGV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Xtrackers High Beta High Yield Bond ETF (HYUP) and FlexShares High Yield Value-Scored US Bond Index Fund (HYGV). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, HYUP achieves a 1.63% return, which is significantly higher than HYGV's 1.42% return.


HYUP

1D
-0.33%
1M
0.54%
YTD
1.63%
6M
2.12%
1Y
7.43%
3Y*
10.16%
5Y*
4.39%
10Y*

HYGV

1D
-0.24%
1M
0.33%
YTD
1.42%
6M
1.66%
1Y
6.94%
3Y*
8.38%
5Y*
3.49%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

HYUP vs. HYGV - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
HYUP
Xtrackers High Beta High Yield Bond ETF
1.63%8.83%10.30%14.56%-13.30%5.13%5.73%16.54%-4.30%
HYGV
FlexShares High Yield Value-Scored US Bond Index Fund
1.42%7.92%8.02%12.11%-12.60%5.93%8.01%15.76%-4.15%

Correlation

The correlation between HYUP and HYGV 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

0.93

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

0.95

Correlation (All Time)
Calculated using the full available price history since Jul 19, 2018

0.91

The correlation between HYUP and HYGV has been stable across timeframes, ranging from 0.91 to 0.95 - a consistent structural relationship.

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Return for Risk

HYUP vs. HYGV — Risk / Return Rank

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

HYUP
HYUP Risk / Return Rank: 5454
Overall Rank
HYUP Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
HYUP Sortino Ratio Rank: 5555
Sortino Ratio Rank
HYUP Omega Ratio Rank: 5454
Omega Ratio Rank
HYUP Calmar Ratio Rank: 4949
Calmar Ratio Rank
HYUP Martin Ratio Rank: 5959
Martin Ratio Rank

HYGV
HYGV Risk / Return Rank: 5656
Overall Rank
HYGV Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
HYGV Sortino Ratio Rank: 5858
Sortino Ratio Rank
HYGV Omega Ratio Rank: 5656
Omega Ratio Rank
HYGV Calmar Ratio Rank: 5252
Calmar Ratio Rank
HYGV Martin Ratio Rank: 6262
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.

HYUP vs. HYGV - Risk-Adjusted Trends 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.


HYUPHYGVDifference

Sharpe ratio

Return per unit of total volatility

1.76

1.81

-0.05

Sortino ratio

Return per unit of downside risk

2.68

2.79

-0.11

Omega ratio

Gain probability vs. loss probability

1.34

1.35

-0.01

Calmar ratio

Return relative to maximum drawdown

2.45

2.60

-0.15

Martin ratio

Return relative to average drawdown

10.46

11.22

-0.76

HYUP vs. HYGV - Sharpe Ratio Comparison

The current HYUP Sharpe Ratio is 1.76, which is comparable to the HYGV Sharpe Ratio of 1.81. The chart below compares the historical Sharpe Ratios of HYUP and HYGV, 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


HYUPHYGVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.76

1.81

-0.05

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.53

0.46

+0.07

Sharpe Ratio (All Time)

Calculated using the full available price history

0.52

0.55

-0.03

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.


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Drawdown Indicators


HYUPHYGVDifference

Max Drawdown

Largest peak-to-trough decline

-24.79%

-23.47%

-1.32%

Max Drawdown (1Y)

Largest decline over 1 year

-3.05%

-2.68%

-0.37%

Max Drawdown (3Y)

Largest decline over 3 years

-6.03%

-5.56%

-0.47%

Max Drawdown (5Y)

Largest decline over 5 years

-18.06%

-17.12%

-0.94%

Current Drawdown

Current decline from peak

-0.36%

-0.27%

-0.09%

Average Drawdown

Average peak-to-trough decline

-3.42%

-3.32%

-0.10%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.71%

0.62%

+0.09%

Volatility

HYUP vs. HYGV - Volatility Comparison

Xtrackers High Beta High Yield Bond ETF (HYUP) has a higher volatility of 1.35% compared to FlexShares High Yield Value-Scored US Bond Index Fund (HYGV) at 1.17%. This indicates that HYUP's price experiences larger fluctuations and is considered to be riskier than HYGV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HYUPHYGVDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.35%

1.17%

+0.18%

Volatility (6M)

Calculated over the trailing 6-month period

3.35%

3.02%

+0.33%

Volatility (1Y)

Calculated over the trailing 1-year period

4.24%

3.85%

+0.39%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.27%

7.59%

+0.68%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.75%

9.20%

+0.55%

HYUP vs. HYGV - Expense Ratio Comparison

HYUP has a 0.20% expense ratio, which is lower than HYGV's 0.37% expense ratio.


Dividends

HYUP vs. HYGV - Dividend Comparison

HYUP's dividend yield for the trailing twelve months is around 7.33%, less than HYGV's 7.41% yield.


PositionTTM20252024202320222021202020192018
HYGV
FlexShares High Yield Value-Scored US Bond Index Fund
7.41%7.48%8.20%8.77%7.64%6.07%6.18%7.95%5.63%
HYUP
Xtrackers High Beta High Yield Bond ETF
7.33%7.44%7.78%7.48%7.15%6.19%6.89%6.77%6.98%

Frequently Asked Questions


With a correlation of 0.91, HYUP and HYGV 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.

HYUP has higher volatility (1.35%) compared to HYGV (1.17%). In terms of maximum drawdown, HYUP dropped -24.79% vs HYGV's -23.47%.

On 5-year performance, HYUP leads with 4.39% vs 3.49% for HYGV. On fees, HYUP is cheaper at 0.20% per year. On volatility, HYGV has been the lower-risk option at 1.17%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, HYUP has performed better with a 4.39% return vs 3.49%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

HYUP is cheaper with a 0.20% expense ratio, compared with 0.37% for HYGV.

HYGV has the higher dividend yield at 7.41%, compared with 7.33% for HYUP.

HYUP tracks Solactive USD High Yield Corporates Total Market High Beta Index, while HYGV tracks Northern Trust High Yield Value-Scored US Corporate Bond Index. They also come from different issuers: Deutsche Bank and Northern Trust. Their fees differ too: 0.20% for HYUP and 0.37% for HYGV.

HYGV currently has the higher Sharpe Ratio (1.81 vs 1.76), 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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