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OCSL vs. XUHY.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

OCSL vs. XUHY.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Oaktree Specialty Lending Corporation (OCSL) and Xtrackers USD High Yield Corporate Bond UCITS ETF 1D (XUHY.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, OCSL achieves a -4.33% return, which is significantly lower than XUHY.L's 1.86% return.


OCSL

1D
-1.47%
1M
-0.18%
YTD
-4.33%
6M
-4.70%
1Y
-5.66%
3Y*
-4.04%
5Y*
0.33%
10Y*
7.88%

XUHY.L

1D
0.08%
1M
0.70%
YTD
1.86%
6M
2.25%
1Y
7.49%
3Y*
9.16%
5Y*
3.87%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

OCSL vs. XUHY.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
OCSL
Oaktree Specialty Lending Corporation
-4.33%-6.06%-15.15%11.25%3.74%44.99%11.00%38.74%-4.55%
XUHY.L
Xtrackers USD High Yield Corporate Bond UCITS ETF 1D
1.86%9.17%7.06%13.56%-11.99%3.54%5.97%15.66%-1.06%

Correlation

The correlation between OCSL and XUHY.L is 0.23, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.23

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

0.19

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

0.24

Correlation (All Time)
Calculated using the full available price history since Feb 6, 2018

0.22

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Return for Risk

OCSL vs. XUHY.L — Risk / Return Rank

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

OCSL
OCSL Risk / Return Rank: 2929
Overall Rank
OCSL Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
OCSL Sortino Ratio Rank: 2626
Sortino Ratio Rank
OCSL Omega Ratio Rank: 2626
Omega Ratio Rank
OCSL Calmar Ratio Rank: 3333
Calmar Ratio Rank
OCSL Martin Ratio Rank: 3030
Martin Ratio Rank

XUHY.L
XUHY.L Risk / Return Rank: 5656
Overall Rank
XUHY.L Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
XUHY.L Sortino Ratio Rank: 5252
Sortino Ratio Rank
XUHY.L Omega Ratio Rank: 4848
Omega Ratio Rank
XUHY.L Calmar Ratio Rank: 6161
Calmar Ratio Rank
XUHY.L Martin Ratio Rank: 7171
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.

OCSL vs. XUHY.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Oaktree Specialty Lending Corporation (OCSL) and Xtrackers USD High Yield Corporate Bond UCITS ETF 1D (XUHY.L). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


OCSLXUHY.LDifference
Sharpe ratioReturn per unit of total volatility

-1.92

Sortino ratioReturn per unit of downside risk

-2.68

Omega ratioGain probability vs. loss probability

0.97

1.30

-0.33

Calmar ratioReturn relative to maximum drawdown

-0.29

2.94

-3.23

Martin ratioReturn relative to average drawdown

-0.62

12.79

-13.41

OCSL vs. XUHY.L - Sharpe Ratio Comparison

The current OCSL Sharpe Ratio is -0.26, which is lower than the XUHY.L Sharpe Ratio of 1.66. The chart below compares the historical Sharpe Ratios of OCSL and XUHY.L, 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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Drawdowns

OCSL vs. XUHY.L - Drawdown Comparison

The maximum OCSL drawdown since its inception was -59.52%, which is greater than XUHY.L's maximum drawdown of -22.80%. Use the drawdown chart below to compare losses from any high point for OCSL and XUHY.L.


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Drawdown Indicators


OCSLXUHY.LDifference

Max Drawdown

Largest peak-to-trough decline

-59.52%

-22.80%

-36.72%

Max Drawdown (1Y)

Largest decline over 1 year

-19.77%

-2.54%

-17.23%

Max Drawdown (3Y)

Largest decline over 3 years

-34.16%

-4.74%

-29.42%

Max Drawdown (5Y)

Largest decline over 5 years

-34.16%

-16.57%

-17.59%

Max Drawdown (10Y)

Largest decline over 10 years

-57.32%

Current Drawdown

Current decline from peak

-27.70%

-0.46%

-27.24%

Average Drawdown

Average peak-to-trough decline

-16.69%

-2.91%

-13.78%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.15%

0.58%

+8.57%

Volatility

OCSL vs. XUHY.L - Volatility Comparison

Oaktree Specialty Lending Corporation (OCSL) has a higher volatility of 6.58% compared to Xtrackers USD High Yield Corporate Bond UCITS ETF 1D (XUHY.L) at 1.35%. This indicates that OCSL's price experiences larger fluctuations and is considered to be riskier than XUHY.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


OCSLXUHY.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.58%

1.35%

+5.23%

Volatility (6M)

Calculated over the trailing 6-month period

17.82%

3.67%

+14.15%

Volatility (1Y)

Calculated over the trailing 1-year period

21.84%

4.51%

+17.33%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.96%

7.58%

+12.38%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.89%

8.62%

+18.27%

Dividends

OCSL vs. XUHY.L - Dividend Comparison

OCSL's dividend yield for the trailing twelve months is around 13.49%, more than XUHY.L's 6.62% yield.


PositionTTM20252024202320222021202020192018201720162015
OCSL
Oaktree Specialty Lending Corporation
13.49%13.27%14.40%11.12%11.86%7.37%7.27%6.96%8.75%8.38%13.41%10.84%
XUHY.L
Xtrackers USD High Yield Corporate Bond UCITS ETF 1D
6.62%6.29%7.63%5.89%6.12%9.56%5.49%4.83%0.00%0.00%0.00%0.00%

Frequently Asked Questions


OCSL and XUHY.L have a correlation of 0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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