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LQDH vs. XHYA.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

LQDH vs. XHYA.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Interest Rate Hedged Corporate Bond ETF (LQDH) and Xtrackers EUR High Yield Corporate Bond UCITS ETF (XHYA.DE). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

LQDH is traded in USD, while XHYA.DE is traded in EUR. To make them comparable, the XHYA.DE values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, LQDH achieves a 2.17% return, which is significantly higher than XHYA.DE's -0.94% return.


LQDH

1D
-0.02%
1M
0.58%
YTD
2.17%
6M
2.64%
1Y
7.27%
3Y*
8.07%
5Y*
5.25%
10Y*
4.63%

XHYA.DE

1D
0.00%
1M
-1.91%
YTD
-0.94%
6M
0.38%
1Y
4.28%
3Y*
8.59%
5Y*
1.56%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

LQDH vs. XHYA.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
LQDH
iShares Interest Rate Hedged Corporate Bond ETF
2.17%7.00%7.43%11.14%-1.88%1.84%1.68%9.50%-2.20%5.72%
XHYA.DE
Xtrackers EUR High Yield Corporate Bond UCITS ETF
-0.94%17.91%0.08%14.38%-13.86%-5.14%11.98%7.39%-8.17%16.33%

Correlation

The correlation between LQDH and XHYA.DE is 0.32, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.32

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

0.28

Correlation (5Y)
Calculated over the trailing 5-year period

0.32

Correlation (All Time)
Calculated using the full available price history since Mar 15, 2017

0.30

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Return for Risk

LQDH vs. XHYA.DE — Risk / Return Rank

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

LQDH
LQDH Risk / Return Rank: 8383
Overall Rank
LQDH Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
LQDH Sortino Ratio Rank: 9292
Sortino Ratio Rank
LQDH Omega Ratio Rank: 9191
Omega Ratio Rank
LQDH Calmar Ratio Rank: 6969
Calmar Ratio Rank
LQDH Martin Ratio Rank: 7777
Martin Ratio Rank

XHYA.DE
XHYA.DE Risk / Return Rank: 2929
Overall Rank
XHYA.DE Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
XHYA.DE Sortino Ratio Rank: 2828
Sortino Ratio Rank
XHYA.DE Omega Ratio Rank: 2828
Omega Ratio Rank
XHYA.DE Calmar Ratio Rank: 2626
Calmar Ratio Rank
XHYA.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.

LQDH vs. XHYA.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Interest Rate Hedged Corporate Bond ETF (LQDH) and Xtrackers EUR High Yield Corporate Bond UCITS ETF (XHYA.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.


LQDHXHYA.DEDifference
Sharpe ratioReturn per unit of total volatility

+2.18

Sortino ratioReturn per unit of downside risk

+3.31

Omega ratioGain probability vs. loss probability

1.54

1.09

+0.44

Calmar ratioReturn relative to maximum drawdown

3.11

0.55

+2.57

Martin ratioReturn relative to average drawdown

13.21

1.59

+11.62

LQDH vs. XHYA.DE - Sharpe Ratio Comparison

The current LQDH Sharpe Ratio is 2.70, which is higher than the XHYA.DE Sharpe Ratio of 0.52. The chart below compares the historical Sharpe Ratios of LQDH and XHYA.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


LQDHXHYA.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.70

0.52

+2.18

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.19

0.15

+1.05

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.72

Sharpe Ratio (All Time)

Calculated using the full available price history

0.58

0.35

+0.23

Drawdowns

LQDH vs. XHYA.DE - Drawdown Comparison

The maximum LQDH drawdown since its inception was -24.63%, smaller than the maximum XHYA.DE drawdown of -31.56%. Use the drawdown chart below to compare losses from any high point for LQDH and XHYA.DE.


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Drawdown Indicators


LQDHXHYA.DEDifference

Max Drawdown

Largest peak-to-trough decline

-24.63%

-31.56%

+6.93%

Max Drawdown (1Y)

Largest decline over 1 year

-2.34%

-7.49%

+5.15%

Max Drawdown (3Y)

Largest decline over 3 years

-4.86%

-7.53%

+2.67%

Max Drawdown (5Y)

Largest decline over 5 years

-7.08%

-31.53%

+24.45%

Max Drawdown (10Y)

Largest decline over 10 years

-24.63%

Current Drawdown

Current decline from peak

-0.23%

-4.07%

+3.84%

Average Drawdown

Average peak-to-trough decline

-1.67%

-7.91%

+6.24%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.55%

2.58%

-2.03%

Volatility

LQDH vs. XHYA.DE - Volatility Comparison

The current volatility for iShares Interest Rate Hedged Corporate Bond ETF (LQDH) is 0.47%, while Xtrackers EUR High Yield Corporate Bond UCITS ETF (XHYA.DE) has a volatility of 1.87%. This indicates that LQDH experiences smaller price fluctuations and is considered to be less risky than XHYA.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LQDHXHYA.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.47%

1.87%

-1.40%

Volatility (6M)

Calculated over the trailing 6-month period

2.04%

6.07%

-4.03%

Volatility (1Y)

Calculated over the trailing 1-year period

2.71%

7.85%

-5.14%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.41%

10.52%

-6.11%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.44%

10.55%

-4.11%

LQDH vs. XHYA.DE - Expense Ratio Comparison

LQDH has a 0.25% expense ratio, which is higher than XHYA.DE's 0.20% 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

LQDH vs. XHYA.DE - Dividend Comparison

LQDH's dividend yield for the trailing twelve months is around 5.96%, while XHYA.DE has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
LQDH
iShares Interest Rate Hedged Corporate Bond ETF
5.96%6.06%7.57%7.69%3.73%1.65%2.22%3.09%5.08%2.37%2.33%2.98%
XHYA.DE
Xtrackers EUR High Yield Corporate Bond UCITS ETF
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


LQDH and XHYA.DE have a correlation of 0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XHYA.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XHYA.DE is cheaper with a 0.20% expense ratio, compared with 0.25% for LQDH.

LQDH is categorized as Corporate Bonds, while XHYA.DE is European High Yield Bonds. They also come from different issuers: iShares and Xtrackers. Their fees differ too: 0.25% for LQDH and 0.20% for XHYA.DE.

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