PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
IFED vs. XUHY.DE
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between IFED and XUHY.DE is 0.47, 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.


-0.50.00.51.00.5

Performance

IFED vs. XUHY.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ETRACS IFED Invest with the Fed TR Index ETN (IFED) and Xtrackers USD High Yield Corporate Bond UCITS ETF 1D (XUHY.DE). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%15.00%SeptemberOctoberNovemberDecember2025February
12.14%
3.24%
IFED
XUHY.DE

Key characteristics

Sharpe Ratio

IFED:

1.24

XUHY.DE:

2.14

Sortino Ratio

IFED:

1.86

XUHY.DE:

3.37

Omega Ratio

IFED:

1.27

XUHY.DE:

1.45

Calmar Ratio

IFED:

1.70

XUHY.DE:

4.68

Martin Ratio

IFED:

5.96

XUHY.DE:

18.19

Ulcer Index

IFED:

3.90%

XUHY.DE:

0.76%

Daily Std Dev

IFED:

18.81%

XUHY.DE:

6.42%

Max Drawdown

IFED:

-22.23%

XUHY.DE:

-22.05%

Current Drawdown

IFED:

-3.47%

XUHY.DE:

-0.35%

Returns By Period

In the year-to-date period, IFED achieves a 6.11% return, which is significantly higher than XUHY.DE's 2.94% return.


IFED

YTD

6.11%

1M

0.20%

6M

12.14%

1Y

21.38%

5Y*

N/A

10Y*

N/A

XUHY.DE

YTD

2.94%

1M

0.99%

6M

11.51%

1Y

14.16%

5Y*

4.51%

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

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


IFED vs. XUHY.DE - Expense Ratio Comparison

IFED has a 0.45% expense ratio, which is higher than XUHY.DE's 0.20% expense ratio.


IFED
ETRACS IFED Invest with the Fed TR Index ETN
Expense ratio chart for IFED: current value at 0.45% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.45%
Expense ratio chart for XUHY.DE: 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

IFED vs. XUHY.DE — Risk-Adjusted Performance Rank

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

IFED
The Risk-Adjusted Performance Rank of IFED is 5757
Overall Rank
The Sharpe Ratio Rank of IFED is 5151
Sharpe Ratio Rank
The Sortino Ratio Rank of IFED is 5454
Sortino Ratio Rank
The Omega Ratio Rank of IFED is 6262
Omega Ratio Rank
The Calmar Ratio Rank of IFED is 5959
Calmar Ratio Rank
The Martin Ratio Rank of IFED is 5656
Martin Ratio Rank

XUHY.DE
The Risk-Adjusted Performance Rank of XUHY.DE is 9191
Overall Rank
The Sharpe Ratio Rank of XUHY.DE is 8787
Sharpe Ratio Rank
The Sortino Ratio Rank of XUHY.DE is 9191
Sortino Ratio Rank
The Omega Ratio Rank of XUHY.DE is 9191
Omega Ratio Rank
The Calmar Ratio Rank of XUHY.DE is 9494
Calmar Ratio Rank
The Martin Ratio Rank of XUHY.DE is 9393
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

IFED vs. XUHY.DE - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for ETRACS IFED Invest with the Fed TR Index ETN (IFED) and Xtrackers USD High Yield Corporate Bond UCITS ETF 1D (XUHY.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.


Sharpe ratio
The chart of Sharpe ratio for IFED, currently valued at 1.14, compared to the broader market0.002.004.001.141.75
The chart of Sortino ratio for IFED, currently valued at 1.73, compared to the broader market0.005.0010.001.732.60
The chart of Omega ratio for IFED, currently valued at 1.26, compared to the broader market0.501.001.502.002.503.001.261.34
The chart of Calmar ratio for IFED, currently valued at 1.55, compared to the broader market0.005.0010.0015.001.553.58
The chart of Martin ratio for IFED, currently valued at 5.39, compared to the broader market0.0020.0040.0060.0080.00100.005.3912.04
IFED
XUHY.DE

The current IFED Sharpe Ratio is 1.24, which is lower than the XUHY.DE Sharpe Ratio of 2.14. The chart below compares the historical Sharpe Ratios of IFED and XUHY.DE, 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 Ratio1.001.502.002.503.00SeptemberOctoberNovemberDecember2025February
1.14
1.75
IFED
XUHY.DE

Dividends

IFED vs. XUHY.DE - Dividend Comparison

IFED has not paid dividends to shareholders, while XUHY.DE's dividend yield for the trailing twelve months is around 4.32%.


TTM202420232022202120202019
IFED
ETRACS IFED Invest with the Fed TR Index ETN
0.00%0.00%0.00%0.00%0.00%0.00%0.00%
XUHY.DE
Xtrackers USD High Yield Corporate Bond UCITS ETF 1D
4.32%7.39%6.02%6.14%9.11%5.94%4.81%

Drawdowns

IFED vs. XUHY.DE - Drawdown Comparison

The maximum IFED drawdown since its inception was -22.23%, roughly equal to the maximum XUHY.DE drawdown of -22.05%. Use the drawdown chart below to compare losses from any high point for IFED and XUHY.DE. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%SeptemberOctoberNovemberDecember2025February
-3.47%
-0.26%
IFED
XUHY.DE

Volatility

IFED vs. XUHY.DE - Volatility Comparison

ETRACS IFED Invest with the Fed TR Index ETN (IFED) has a higher volatility of 4.16% compared to Xtrackers USD High Yield Corporate Bond UCITS ETF 1D (XUHY.DE) at 0.95%. This indicates that IFED's price experiences larger fluctuations and is considered to be riskier than XUHY.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%2.00%4.00%6.00%8.00%10.00%SeptemberOctoberNovemberDecember2025February
4.16%
0.95%
IFED
XUHY.DE
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2025 PortfoliosLab