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HYUP vs. SCYB
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

HYUP vs. SCYB - Performance Comparison

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

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Returns By Period

The year-to-date returns for both stocks are quite close, with HYUP having a 1.63% return and SCYB slightly lower at 1.55%.


HYUP

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

SCYB

1D
-0.29%
1M
0.36%
YTD
1.55%
6M
1.87%
1Y
6.99%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

HYUP vs. SCYB - Yearly Performance Comparison


2026 (YTD)202520242023
HYUP
Xtrackers High Beta High Yield Bond ETF
1.63%8.83%10.30%8.20%
SCYB
Schwab High Yield Bond ETF
1.55%8.33%8.15%6.74%

Correlation

The correlation between HYUP and SCYB is 0.89, 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

0.89

Correlation (All Time)
Calculated using the full available price history since Jul 12, 2023

0.92

The correlation between HYUP and SCYB has been stable across timeframes, ranging from 0.89 to 0.92 - a consistent structural relationship.

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Return for Risk

HYUP vs. SCYB — 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

SCYB
SCYB Risk / Return Rank: 5959
Overall Rank
SCYB Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
SCYB Sortino Ratio Rank: 5858
Sortino Ratio Rank
SCYB Omega Ratio Rank: 5959
Omega Ratio Rank
SCYB Calmar Ratio Rank: 5757
Calmar Ratio Rank
SCYB Martin Ratio Rank: 6868
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. SCYB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers High Beta High Yield Bond ETF (HYUP) and Schwab High Yield Bond ETF (SCYB). 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.


HYUPSCYBDifference
Sharpe ratioReturn per unit of total volatility

-0.11

Sortino ratioReturn per unit of downside risk

-0.14

Omega ratioGain probability vs. loss probability

1.34

1.37

-0.03

Calmar ratioReturn relative to maximum drawdown

2.45

2.87

-0.43

Martin ratioReturn relative to average drawdown

10.46

12.87

-2.41

HYUP vs. SCYB - Sharpe Ratio Comparison

The current HYUP Sharpe Ratio is 1.76, which is comparable to the SCYB Sharpe Ratio of 1.88. The chart below compares the historical Sharpe Ratios of HYUP and SCYB, 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


HYUPSCYBDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.76

1.88

-0.11

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.53

Sharpe Ratio (All Time)

Calculated using the full available price history

0.52

1.68

-1.17

Drawdowns

HYUP vs. SCYB - Drawdown Comparison

The maximum HYUP drawdown since its inception was -24.79%, which is greater than SCYB's maximum drawdown of -4.92%. Use the drawdown chart below to compare losses from any high point for HYUP and SCYB.


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Drawdown Indicators


HYUPSCYBDifference

Max Drawdown

Largest peak-to-trough decline

-24.79%

-4.92%

-19.87%

Max Drawdown (1Y)

Largest decline over 1 year

-3.05%

-2.44%

-0.61%

Max Drawdown (3Y)

Largest decline over 3 years

-6.03%

Max Drawdown (5Y)

Largest decline over 5 years

-18.06%

Current Drawdown

Current decline from peak

-0.36%

-0.33%

-0.03%

Average Drawdown

Average peak-to-trough decline

-3.42%

-0.52%

-2.90%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.71%

0.54%

+0.17%

Volatility

HYUP vs. SCYB - Volatility Comparison

Xtrackers High Beta High Yield Bond ETF (HYUP) has a higher volatility of 1.35% compared to Schwab High Yield Bond ETF (SCYB) at 1.07%. This indicates that HYUP's price experiences larger fluctuations and is considered to be riskier than SCYB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HYUPSCYBDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.35%

1.07%

+0.28%

Volatility (6M)

Calculated over the trailing 6-month period

3.35%

2.93%

+0.42%

Volatility (1Y)

Calculated over the trailing 1-year period

4.24%

3.76%

+0.48%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.27%

5.13%

+3.14%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.75%

5.13%

+4.62%

HYUP vs. SCYB - Expense Ratio Comparison

HYUP has a 0.20% expense ratio, which is higher than SCYB's 0.03% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

HYUP vs. SCYB - Dividend Comparison

HYUP's dividend yield for the trailing twelve months is around 7.33%, more than SCYB's 6.94% yield.


PositionTTM20252024202320222021202020192018
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%
SCYB
Schwab High Yield Bond ETF
6.94%6.99%7.06%3.36%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


HYUP and SCYB have a correlation of 0.89, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

HYUP has higher volatility (1.35%) compared to SCYB (1.07%). In terms of maximum drawdown, HYUP dropped -24.79% vs SCYB's -4.92%.

On 1-year performance, HYUP leads with 7.43% vs 6.99% for SCYB. On fees, SCYB is cheaper at 0.03% per year. On volatility, SCYB has been the lower-risk option at 1.07%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, HYUP has performed better with a 7.43% return vs 6.99%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

SCYB is cheaper with a 0.03% expense ratio, compared with 0.20% for HYUP.

HYUP has the higher dividend yield at 7.33%, compared with 6.94% for SCYB.

HYUP tracks Solactive USD High Yield Corporates Total Market High Beta Index, while SCYB tracks ICE BofA US Cash Pay High Yield Constrained Index. They also come from different issuers: Deutsche Bank and Charles Schwab. Their fees differ too: 0.20% for HYUP and 0.03% for SCYB.

SCYB currently has the higher Sharpe Ratio (1.88 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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