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IBC9.DE vs. XZHY.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IBC9.DE vs. XZHY.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares Global High Yield Corporate Bond UCITS ETF (IBC9.DE) and Xtrackers ESG USD High Yield Corporate Bond UCITS ETF 1C (XZHY.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IBC9.DE achieves a 1.87% return, which is significantly lower than XZHY.DE's 2.61% return.


IBC9.DE

1D
-0.13%
1M
0.64%
YTD
1.87%
6M
1.54%
1Y
4.30%
3Y*
6.02%
5Y*
3.91%
10Y*
4.28%

XZHY.DE

1D
-0.10%
1M
1.04%
YTD
2.61%
6M
1.91%
1Y
5.11%
3Y*
5.47%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IBC9.DE vs. XZHY.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022
IBC9.DE
iShares Global High Yield Corporate Bond UCITS ETF
1.87%1.08%9.31%9.25%-0.64%
XZHY.DE
Xtrackers ESG USD High Yield Corporate Bond UCITS ETF 1C
2.61%-3.17%13.38%8.40%-5.92%

Correlation

The correlation between IBC9.DE and XZHY.DE is 0.62, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.62

Correlation (3Y)
Calculated over the trailing 3-year period

0.71

Correlation (All Time)
Calculated using the full available price history since Jul 13, 2022

0.70

The correlation between IBC9.DE and XZHY.DE has been stable across timeframes, ranging from 0.62 to 0.71 - a consistent structural relationship.

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Return for Risk

IBC9.DE vs. XZHY.DE — Risk / Return Rank

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

IBC9.DE
IBC9.DE Risk / Return Rank: 3535
Overall Rank
IBC9.DE Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
IBC9.DE Sortino Ratio Rank: 3030
Sortino Ratio Rank
IBC9.DE Omega Ratio Rank: 3030
Omega Ratio Rank
IBC9.DE Calmar Ratio Rank: 3939
Calmar Ratio Rank
IBC9.DE Martin Ratio Rank: 4242
Martin Ratio Rank

XZHY.DE
XZHY.DE Risk / Return Rank: 2828
Overall Rank
XZHY.DE Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
XZHY.DE Sortino Ratio Rank: 2424
Sortino Ratio Rank
XZHY.DE Omega Ratio Rank: 2323
Omega Ratio Rank
XZHY.DE Calmar Ratio Rank: 3333
Calmar Ratio Rank
XZHY.DE Martin Ratio Rank: 3434
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.

IBC9.DE vs. XZHY.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Global High Yield Corporate Bond UCITS ETF (IBC9.DE) and Xtrackers ESG USD High Yield Corporate Bond UCITS ETF 1C (XZHY.DE). 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.


IBC9.DEXZHY.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.25

Sortino ratioReturn per unit of downside risk

+0.38

Omega ratioGain probability vs. loss probability

1.20

1.15

+0.05

Calmar ratioReturn relative to maximum drawdown

1.88

1.59

+0.29

Martin ratioReturn relative to average drawdown

6.58

4.98

+1.60

IBC9.DE vs. XZHY.DE - Sharpe Ratio Comparison

The current IBC9.DE Sharpe Ratio is 1.10, which is comparable to the XZHY.DE Sharpe Ratio of 0.85. The chart below compares the historical Sharpe Ratios of IBC9.DE and XZHY.DE, 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


IBC9.DEXZHY.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.10

0.85

+0.25

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.69

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.54

Sharpe Ratio (All Time)

Calculated using the full available price history

0.56

0.47

+0.08

Drawdowns

IBC9.DE vs. XZHY.DE - Drawdown Comparison

The maximum IBC9.DE drawdown since its inception was -22.34%, which is greater than XZHY.DE's maximum drawdown of -11.51%. Use the drawdown chart below to compare losses from any high point for IBC9.DE and XZHY.DE.


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Drawdown Indicators


IBC9.DEXZHY.DEDifference

Max Drawdown

Largest peak-to-trough decline

-22.34%

-11.51%

-10.83%

Max Drawdown (1Y)

Largest decline over 1 year

-2.13%

-3.11%

+0.98%

Max Drawdown (3Y)

Largest decline over 3 years

-6.78%

-11.51%

+4.73%

Max Drawdown (5Y)

Largest decline over 5 years

-10.01%

Max Drawdown (10Y)

Largest decline over 10 years

-22.34%

Current Drawdown

Current decline from peak

-0.13%

-3.51%

+3.38%

Average Drawdown

Average peak-to-trough decline

-3.23%

-4.50%

+1.27%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.61%

0.99%

-0.38%

Volatility

IBC9.DE vs. XZHY.DE - Volatility Comparison

The current volatility for iShares Global High Yield Corporate Bond UCITS ETF (IBC9.DE) is 0.84%, while Xtrackers ESG USD High Yield Corporate Bond UCITS ETF 1C (XZHY.DE) has a volatility of 1.29%. This indicates that IBC9.DE experiences smaller price fluctuations and is considered to be less risky than XZHY.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IBC9.DEXZHY.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.84%

1.29%

-0.45%

Volatility (6M)

Calculated over the trailing 6-month period

2.76%

3.85%

-1.09%

Volatility (1Y)

Calculated over the trailing 1-year period

3.64%

5.83%

-2.19%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.64%

7.58%

-1.94%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.85%

7.58%

+0.27%

IBC9.DE vs. XZHY.DE - Expense Ratio Comparison

IBC9.DE has a 0.50% expense ratio, which is higher than XZHY.DE's 0.25% expense ratio.


Dividends

IBC9.DE vs. XZHY.DE - Dividend Comparison

IBC9.DE's dividend yield for the trailing twelve months is around 5.56%, while XZHY.DE has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
IBC9.DE
iShares Global High Yield Corporate Bond UCITS ETF
5.56%5.55%5.32%4.88%4.06%3.76%4.80%4.78%4.77%5.03%4.78%5.18%
XZHY.DE
Xtrackers ESG USD High Yield Corporate Bond UCITS ETF 1C
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


IBC9.DE and XZHY.DE have a correlation of 0.62, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XZHY.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XZHY.DE is cheaper with a 0.25% expense ratio, compared with 0.50% for IBC9.DE.

IBC9.DE tracks iBoxx® Global Developed Markets Liquid High Yield Capped, while XZHY.DE tracks Bloomberg MSCI US High Yield Sustainable and SRI. They also come from different issuers: iShares and Xtrackers. Their fees differ too: 0.50% for IBC9.DE and 0.25% for XZHY.DE.

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