HYUP vs. HYLS
Compare and contrast key facts about Xtrackers High Beta High Yield Bond ETF (HYUP) and First Trust Tactical High Yield ETF (HYLS).
HYUP and HYLS 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. HYLS is an actively managed fund by First Trust. It was launched on Feb 27, 2013.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: HYUP or HYLS.
Performance
HYUP vs. HYLS - Performance Comparison
Returns By Period
In the year-to-date period, HYUP achieves a 10.54% return, which is significantly higher than HYLS's 5.90% return.
HYUP
10.54%
0.35%
8.31%
16.53%
4.88%
N/A
HYLS
5.90%
0.04%
5.61%
10.99%
3.16%
3.84%
Key characteristics
| HYUP | HYLS | |
|---|---|---|
| Sharpe Ratio | 3.42 | 2.62 |
| Sortino Ratio | 5.25 | 3.89 |
| Omega Ratio | 1.69 | 1.53 |
| Calmar Ratio | 2.72 | 2.04 |
| Martin Ratio | 24.72 | 15.59 |
| Ulcer Index | 0.68% | 0.72% |
| Daily Std Dev | 4.90% | 4.27% |
| Max Drawdown | -24.79% | -22.99% |
| Current Drawdown | -0.42% | -0.31% |
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HYUP vs. HYLS - Expense Ratio Comparison
HYUP has a 0.20% expense ratio, which is lower than HYLS's 1.01% expense ratio.
Correlation
The correlation between HYUP and HYLS is 0.75, 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. HYLS - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers High Beta High Yield Bond ETF (HYUP) and First Trust Tactical High Yield ETF (HYLS). 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. HYLS - Dividend Comparison
HYUP's dividend yield for the trailing twelve months is around 7.59%, more than HYLS's 6.22% 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% |
HYLS First Trust Tactical High Yield ETF | 6.22% | 5.98% | 7.38% | 5.48% | 5.09% | 5.17% | 5.81% | 5.53% | 5.37% | 6.11% | 5.78% | 5.10% |
Drawdowns
HYUP vs. HYLS - Drawdown Comparison
The maximum HYUP drawdown since its inception was -24.79%, which is greater than HYLS's maximum drawdown of -22.99%. Use the drawdown chart below to compare losses from any high point for HYUP and HYLS. For additional features, visit the drawdowns tool.
Volatility
HYUP vs. HYLS - Volatility Comparison
Xtrackers High Beta High Yield Bond ETF (HYUP) has a higher volatility of 1.05% compared to First Trust Tactical High Yield ETF (HYLS) at 0.89%. This indicates that HYUP's price experiences larger fluctuations and is considered to be riskier than HYLS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.