MIDE vs. SHYL
Compare and contrast key facts about Xtrackers S&P MidCap 400 ESG ETF (MIDE) and Xtrackers Short Duration High Yield Bond ETF (SHYL).
MIDE and SHYL are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. MIDE is a passively managed fund by Deutsche Bank that tracks the performance of the S&P MidCap 400 ESG Index. It was launched on Feb 24, 2021. SHYL is a passively managed fund by Deutsche Bank that tracks the performance of the Solactive USD High Yield Corporates Total Market 0-5 Year Index. It was launched on Jan 10, 2018. Both MIDE and SHYL are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
MIDE vs. SHYL - Performance Comparison
Loading graphics...
MIDE vs. SHYL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
MIDE Xtrackers S&P MidCap 400 ESG ETF | 1.75% | 9.81% | 11.21% | 15.20% | -11.63% | 11.77% |
SHYL Xtrackers Short Duration High Yield Bond ETF | -0.22% | 7.78% | 8.52% | 11.39% | -5.21% | 3.48% |
Returns By Period
In the year-to-date period, MIDE achieves a 1.75% return, which is significantly higher than SHYL's -0.22% return.
MIDE
- 1D
- 2.47%
- 1M
- -5.36%
- YTD
- 1.75%
- 6M
- 5.05%
- 1Y
- 18.57%
- 3Y*
- 11.64%
- 5Y*
- 6.52%
- 10Y*
- —
SHYL
- 1D
- 0.84%
- 1M
- -0.49%
- YTD
- -0.22%
- 6M
- 1.08%
- 1Y
- 6.69%
- 3Y*
- 7.94%
- 5Y*
- 4.83%
- 10Y*
- —
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
MIDE vs. SHYL - Expense Ratio Comparison
MIDE has a 0.15% expense ratio, which is lower than SHYL's 0.20% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Return for Risk
MIDE vs. SHYL — Risk / Return Rank
MIDE
SHYL
MIDE vs. SHYL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers S&P MidCap 400 ESG ETF (MIDE) 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.
| MIDE | SHYL | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.88 | 1.27 | -0.39 |
Sortino ratioReturn per unit of downside risk | 1.36 | 1.87 | -0.51 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.33 | -0.14 |
Calmar ratioReturn relative to maximum drawdown | 1.30 | 1.76 | -0.46 |
Martin ratioReturn relative to average drawdown | 5.42 | 10.23 | -4.81 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| MIDE | SHYL | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.88 | 1.27 | -0.39 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.33 | 0.83 | -0.50 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.36 | 0.70 | -0.35 |
Correlation
The correlation between MIDE and SHYL is 0.67, 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.
Dividends
MIDE vs. SHYL - Dividend Comparison
MIDE's dividend yield for the trailing twelve months is around 1.48%, less than SHYL's 7.04% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
MIDE Xtrackers S&P MidCap 400 ESG ETF | 1.48% | 1.52% | 1.45% | 1.36% | 1.33% | 0.93% | 0.00% | 0.00% | 0.00% |
SHYL Xtrackers Short Duration High Yield Bond ETF | 6.39% | 7.02% | 7.26% | 6.60% | 5.52% | 4.65% | 6.16% | 5.93% | 5.54% |
Drawdowns
MIDE vs. SHYL - Drawdown Comparison
The maximum MIDE drawdown since its inception was -24.59%, which is greater than SHYL's maximum drawdown of -19.26%. Use the drawdown chart below to compare losses from any high point for MIDE and SHYL.
Loading graphics...
Drawdown Indicators
| MIDE | SHYL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -24.59% | -19.26% | -5.33% |
Max Drawdown (1Y)Largest decline over 1 year | -14.54% | -3.80% | -10.74% |
Max Drawdown (5Y)Largest decline over 5 years | -24.59% | -9.60% | -14.99% |
Current DrawdownCurrent decline from peak | -6.73% | -0.72% | -6.01% |
Average DrawdownAverage peak-to-trough decline | -6.67% | -1.57% | -5.10% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.48% | 0.65% | +2.83% |
Volatility
MIDE vs. SHYL - Volatility Comparison
Xtrackers S&P MidCap 400 ESG ETF (MIDE) has a higher volatility of 6.31% compared to Xtrackers Short Duration High Yield Bond ETF (SHYL) at 1.85%. This indicates that MIDE'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.
Loading graphics...
Volatility by Period
| MIDE | SHYL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.31% | 1.85% | +4.46% |
Volatility (6M)Calculated over the trailing 6-month period | 11.89% | 2.41% | +9.48% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.22% | 5.31% | +15.91% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.69% | 5.81% | +13.88% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.80% | 6.75% | +13.05% |