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HYUP vs. SHYL
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

HYUP vs. SHYL - Performance Comparison

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

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HYUP vs. SHYL - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
HYUP
Xtrackers High Beta High Yield Bond ETF
-0.11%8.83%10.30%14.56%-13.30%5.13%5.73%16.54%-3.90%
SHYL
Xtrackers Short Duration High Yield Bond ETF
0.01%7.78%8.52%11.39%-5.21%4.60%3.64%10.16%-0.84%

Returns By Period

In the year-to-date period, HYUP achieves a -0.11% return, which is significantly lower than SHYL's 0.01% return.


HYUP

1D
0.32%
1M
-0.92%
YTD
-0.11%
6M
0.87%
1Y
7.74%
3Y*
9.66%
5Y*
4.28%
10Y*

SHYL

1D
0.23%
1M
-0.22%
YTD
0.01%
6M
1.24%
1Y
6.73%
3Y*
8.03%
5Y*
4.87%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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HYUP vs. SHYL - Expense Ratio Comparison

Both HYUP and SHYL have an expense ratio of 0.20%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Return for Risk

HYUP vs. SHYL — Risk / Return Rank

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

HYUP
HYUP Risk / Return Rank: 6969
Overall Rank
HYUP Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
HYUP Sortino Ratio Rank: 6868
Sortino Ratio Rank
HYUP Omega Ratio Rank: 7474
Omega Ratio Rank
HYUP Calmar Ratio Rank: 6464
Calmar Ratio Rank
HYUP Martin Ratio Rank: 7474
Martin Ratio Rank

SHYL
SHYL Risk / Return Rank: 7575
Overall Rank
SHYL Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
SHYL Sortino Ratio Rank: 7272
Sortino Ratio Rank
SHYL Omega Ratio Rank: 8282
Omega Ratio Rank
SHYL Calmar Ratio Rank: 6868
Calmar Ratio Rank
SHYL Martin Ratio Rank: 8585
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. SHYL - Risk-Adjusted Trends Comparison

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


HYUPSHYLDifference

Sharpe ratio

Return per unit of total volatility

1.22

1.27

-0.06

Sortino ratio

Return per unit of downside risk

1.78

1.88

-0.10

Omega ratio

Gain probability vs. loss probability

1.29

1.33

-0.04

Calmar ratio

Return relative to maximum drawdown

1.72

1.82

-0.10

Martin ratio

Return relative to average drawdown

8.32

10.59

-2.27

HYUP vs. SHYL - Sharpe Ratio Comparison

The current HYUP Sharpe Ratio is 1.22, which is comparable to the SHYL Sharpe Ratio of 1.27. The chart below compares the historical Sharpe Ratios of HYUP and SHYL, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


HYUPSHYLDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.22

1.27

-0.06

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.52

0.84

-0.32

Sharpe Ratio (All Time)

Calculated using the full available price history

0.50

0.71

-0.21

Correlation

The correlation between HYUP and SHYL is 0.87, 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.


Dividends

HYUP vs. SHYL - Dividend Comparison

HYUP's dividend yield for the trailing twelve months is around 7.39%, more than SHYL's 7.03% yield.


TTM20252024202320222021202020192018
HYUP
Xtrackers High Beta High Yield Bond ETF
7.39%7.44%7.78%7.48%7.15%6.19%6.89%6.77%6.98%
SHYL
Xtrackers Short Duration High Yield Bond ETF
7.03%7.02%7.26%6.60%5.52%4.65%6.16%5.93%5.54%

Drawdowns

HYUP vs. SHYL - Drawdown Comparison

The maximum HYUP drawdown since its inception was -24.79%, which is greater than SHYL's maximum drawdown of -19.26%. Use the drawdown chart below to compare losses from any high point for HYUP and SHYL.


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Drawdown Indicators


HYUPSHYLDifference

Max Drawdown

Largest peak-to-trough decline

-24.79%

-19.26%

-5.53%

Max Drawdown (1Y)

Largest decline over 1 year

-4.65%

-3.80%

-0.85%

Max Drawdown (5Y)

Largest decline over 5 years

-18.06%

-9.60%

-8.46%

Current Drawdown

Current decline from peak

-1.42%

-0.49%

-0.93%

Average Drawdown

Average peak-to-trough decline

-3.48%

-1.57%

-1.91%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.96%

0.66%

+0.30%

Volatility

HYUP vs. SHYL - Volatility Comparison

Xtrackers High Beta High Yield Bond ETF (HYUP) has a higher volatility of 2.41% compared to Xtrackers Short Duration High Yield Bond ETF (SHYL) at 1.86%. This indicates that HYUP's price experiences larger fluctuations and is considered to be riskier than SHYL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HYUPSHYLDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.41%

1.86%

+0.55%

Volatility (6M)

Calculated over the trailing 6-month period

3.25%

2.42%

+0.83%

Volatility (1Y)

Calculated over the trailing 1-year period

6.39%

5.32%

+1.07%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.25%

5.81%

+2.44%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.83%

6.74%

+3.09%