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HYUP vs. IBHD
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between HYUP and IBHD is 0.74, 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.


-0.50.00.51.00.7

Performance

HYUP vs. IBHD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Xtrackers High Beta High Yield Bond ETF (HYUP) and iShares iBonds 2024 Term High Yield & Income ETF (IBHD). The values are adjusted to include any dividend payments, if applicable.

0.00%2.00%4.00%6.00%8.00%JulyAugustSeptemberOctoberNovemberDecember
7.34%
2.97%
HYUP
IBHD

Key characteristics

Sharpe Ratio

HYUP:

2.18

IBHD:

4.06

Sortino Ratio

HYUP:

3.10

IBHD:

6.19

Omega Ratio

HYUP:

1.40

IBHD:

2.09

Calmar Ratio

HYUP:

4.00

IBHD:

11.85

Martin Ratio

HYUP:

14.44

IBHD:

76.11

Ulcer Index

HYUP:

0.71%

IBHD:

0.08%

Daily Std Dev

HYUP:

4.71%

IBHD:

1.50%

Max Drawdown

HYUP:

-24.79%

IBHD:

-20.11%

Current Drawdown

HYUP:

-1.13%

IBHD:

0.00%

Returns By Period

In the year-to-date period, HYUP achieves a 10.21% return, which is significantly higher than IBHD's 5.75% return.


HYUP

YTD

10.21%

1M

-0.14%

6M

7.34%

1Y

10.28%

5Y*

4.01%

10Y*

N/A

IBHD

YTD

5.75%

1M

0.26%

6M

2.96%

1Y

5.88%

5Y*

3.82%

10Y*

N/A

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


HYUP vs. IBHD - Expense Ratio Comparison

HYUP has a 0.20% expense ratio, which is lower than IBHD's 0.35% expense ratio.


IBHD
iShares iBonds 2024 Term High Yield & Income ETF
Expense ratio chart for IBHD: current value at 0.35% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.35%
Expense ratio chart for HYUP: current value at 0.20% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.20%

Risk-Adjusted Performance

HYUP vs. IBHD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers High Beta High Yield Bond ETF (HYUP) and iShares iBonds 2024 Term High Yield & Income ETF (IBHD). 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.


Sharpe ratio
The chart of Sharpe ratio for HYUP, currently valued at 2.18, compared to the broader market0.002.004.002.184.00
The chart of Sortino ratio for HYUP, currently valued at 3.10, compared to the broader market-2.000.002.004.006.008.0010.003.106.02
The chart of Omega ratio for HYUP, currently valued at 1.40, compared to the broader market0.501.001.502.002.503.001.402.07
The chart of Calmar ratio for HYUP, currently valued at 4.00, compared to the broader market0.005.0010.0015.004.0011.41
The chart of Martin ratio for HYUP, currently valued at 14.44, compared to the broader market0.0020.0040.0060.0080.00100.0014.4473.98
HYUP
IBHD

The current HYUP Sharpe Ratio is 2.18, which is lower than the IBHD Sharpe Ratio of 4.06. The chart below compares the historical Sharpe Ratios of HYUP and IBHD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio2.002.503.003.504.00JulyAugustSeptemberOctoberNovemberDecember
2.18
4.00
HYUP
IBHD

Dividends

HYUP vs. IBHD - Dividend Comparison

HYUP's dividend yield for the trailing twelve months is around 7.78%, more than IBHD's 5.53% yield.


TTM202320222021202020192018
HYUP
Xtrackers High Beta High Yield Bond ETF
7.78%7.48%7.15%6.19%6.89%6.78%6.97%
IBHD
iShares iBonds 2024 Term High Yield & Income ETF
5.53%6.90%4.90%4.43%5.49%3.59%0.00%

Drawdowns

HYUP vs. IBHD - Drawdown Comparison

The maximum HYUP drawdown since its inception was -24.79%, which is greater than IBHD's maximum drawdown of -20.11%. Use the drawdown chart below to compare losses from any high point for HYUP and IBHD. For additional features, visit the drawdowns tool.


-1.50%-1.00%-0.50%0.00%JulyAugustSeptemberOctoberNovemberDecember
-1.13%
0
HYUP
IBHD

Volatility

HYUP vs. IBHD - Volatility Comparison

Xtrackers High Beta High Yield Bond ETF (HYUP) has a higher volatility of 1.50% compared to iShares iBonds 2024 Term High Yield & Income ETF (IBHD) at 0.19%. This indicates that HYUP's price experiences larger fluctuations and is considered to be riskier than IBHD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%0.50%1.00%1.50%2.00%JulyAugustSeptemberOctoberNovemberDecember
1.50%
0.19%
HYUP
IBHD
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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