HYUP vs. VOO
Compare and contrast key facts about Xtrackers High Beta High Yield Bond ETF (HYUP) and Vanguard S&P 500 ETF (VOO).
HYUP and VOO 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. VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010. Both HYUP and VOO are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: HYUP or VOO.
Performance
HYUP vs. VOO - Performance Comparison
Returns By Period
In the year-to-date period, HYUP achieves a 10.54% return, which is significantly lower than VOO's 25.48% return.
HYUP
10.54%
0.35%
8.31%
16.53%
4.88%
N/A
VOO
25.48%
0.99%
11.84%
31.84%
15.62%
13.15%
Key characteristics
| HYUP | VOO | |
|---|---|---|
| Sharpe Ratio | 3.42 | 2.69 |
| Sortino Ratio | 5.25 | 3.59 |
| Omega Ratio | 1.69 | 1.50 |
| Calmar Ratio | 2.72 | 3.89 |
| Martin Ratio | 24.72 | 17.64 |
| Ulcer Index | 0.68% | 1.86% |
| Daily Std Dev | 4.90% | 12.20% |
| Max Drawdown | -24.79% | -33.99% |
| Current Drawdown | -0.42% | -1.40% |
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HYUP vs. VOO - Expense Ratio Comparison
HYUP has a 0.20% expense ratio, which is higher than VOO'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%.
Correlation
The correlation between HYUP and VOO is 0.68, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Risk-Adjusted Performance
HYUP vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers High Beta High Yield Bond ETF (HYUP) and Vanguard S&P 500 ETF (VOO). 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. VOO - Dividend Comparison
HYUP's dividend yield for the trailing twelve months is around 7.59%, more than VOO's 1.25% 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% |
VOO Vanguard S&P 500 ETF | 1.25% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
HYUP vs. VOO - Drawdown Comparison
The maximum HYUP drawdown since its inception was -24.79%, smaller than the maximum VOO drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for HYUP and VOO. For additional features, visit the drawdowns tool.
Volatility
HYUP vs. VOO - Volatility Comparison
The current volatility for Xtrackers High Beta High Yield Bond ETF (HYUP) is 1.05%, while Vanguard S&P 500 ETF (VOO) has a volatility of 4.10%. This indicates that HYUP experiences smaller price fluctuations and is considered to be less risky than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.