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PUIG.DE vs. XDCC.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PUIG.DE vs. XDCC.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Invesco USD Corporate Bond UCITS ETF Dist (PUIG.DE) and Xtrackers USD Corporate Bond UCITS ETF (XDCC.DE). The values are adjusted to include any dividend payments, if applicable.

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PUIG.DE vs. XDCC.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
PUIG.DE
Invesco USD Corporate Bond UCITS ETF Dist
1.29%-4.57%7.59%4.08%-10.14%6.62%-1.87%
XDCC.DE
Xtrackers USD Corporate Bond UCITS ETF
1.48%-4.13%7.24%5.94%-12.83%31.26%-5.01%
Different Trading Currencies

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

Returns By Period

In the year-to-date period, PUIG.DE achieves a 1.29% return, which is significantly lower than XDCC.DE's 1.48% return.


PUIG.DE

1D
0.76%
1M
-0.69%
YTD
1.29%
6M
1.11%
1Y
-2.02%
3Y*
2.01%
5Y*
0.73%
10Y*

XDCC.DE

1D
0.44%
1M
-0.48%
YTD
1.48%
6M
1.56%
1Y
-1.38%
3Y*
2.41%
5Y*
0.70%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PUIG.DE vs. XDCC.DE - Expense Ratio Comparison

PUIG.DE has a 0.10% expense ratio, which is lower than XDCC.DE's 0.12% 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

PUIG.DE vs. XDCC.DE — Risk / Return Rank

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

PUIG.DE
PUIG.DE Risk / Return Rank: 88
Overall Rank
PUIG.DE Sharpe Ratio Rank: 77
Sharpe Ratio Rank
PUIG.DE Sortino Ratio Rank: 66
Sortino Ratio Rank
PUIG.DE Omega Ratio Rank: 66
Omega Ratio Rank
PUIG.DE Calmar Ratio Rank: 99
Calmar Ratio Rank
PUIG.DE Martin Ratio Rank: 99
Martin Ratio Rank

XDCC.DE
XDCC.DE Risk / Return Rank: 3333
Overall Rank
XDCC.DE Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
XDCC.DE Sortino Ratio Rank: 3333
Sortino Ratio Rank
XDCC.DE Omega Ratio Rank: 3232
Omega Ratio Rank
XDCC.DE Calmar Ratio Rank: 3030
Calmar Ratio Rank
XDCC.DE Martin Ratio Rank: 3232
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.

PUIG.DE vs. XDCC.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco USD Corporate Bond UCITS ETF Dist (PUIG.DE) and Xtrackers USD Corporate Bond UCITS ETF (XDCC.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.


PUIG.DEXDCC.DEDifference

Sharpe ratio

Return per unit of total volatility

-0.24

-0.15

-0.09

Sortino ratio

Return per unit of downside risk

-0.26

-0.14

-0.12

Omega ratio

Gain probability vs. loss probability

0.96

0.98

-0.02

Calmar ratio

Return relative to maximum drawdown

-0.07

0.04

-0.11

Martin ratio

Return relative to average drawdown

-0.14

0.09

-0.23

PUIG.DE vs. XDCC.DE - Sharpe Ratio Comparison

The current PUIG.DE Sharpe Ratio is -0.24, which is lower than the XDCC.DE Sharpe Ratio of -0.15. The chart below compares the historical Sharpe Ratios of PUIG.DE and XDCC.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.


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Sharpe Ratios by Period


PUIG.DEXDCC.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.24

-0.15

-0.09

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.09

0.07

+0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.04

0.25

-0.21

Correlation

The correlation between PUIG.DE and XDCC.DE is 0.85, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

PUIG.DE vs. XDCC.DE - Dividend Comparison

PUIG.DE's dividend yield for the trailing twelve months is around 4.21%, while XDCC.DE has not paid dividends to shareholders.


TTM202520242023202220212020
PUIG.DE
Invesco USD Corporate Bond UCITS ETF Dist
4.21%4.32%4.29%3.82%2.83%1.91%2.59%
XDCC.DE
Xtrackers USD Corporate Bond UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

PUIG.DE vs. XDCC.DE - Drawdown Comparison

The maximum PUIG.DE drawdown since its inception was -14.30%, smaller than the maximum XDCC.DE drawdown of -16.41%. Use the drawdown chart below to compare losses from any high point for PUIG.DE and XDCC.DE.


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Drawdown Indicators


PUIG.DEXDCC.DEDifference

Max Drawdown

Largest peak-to-trough decline

-14.30%

-25.01%

+10.71%

Max Drawdown (1Y)

Largest decline over 1 year

-6.89%

-4.74%

-2.15%

Max Drawdown (5Y)

Largest decline over 5 years

-13.35%

-25.01%

+11.66%

Current Drawdown

Current decline from peak

-5.88%

-3.65%

-2.23%

Average Drawdown

Average peak-to-trough decline

-6.01%

-9.56%

+3.55%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.39%

1.27%

+2.12%

Volatility

PUIG.DE vs. XDCC.DE - Volatility Comparison

The current volatility for Invesco USD Corporate Bond UCITS ETF Dist (PUIG.DE) is 2.00%, while Xtrackers USD Corporate Bond UCITS ETF (XDCC.DE) has a volatility of 2.69%. This indicates that PUIG.DE experiences smaller price fluctuations and is considered to be less risky than XDCC.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PUIG.DEXDCC.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.00%

2.69%

-0.69%

Volatility (6M)

Calculated over the trailing 6-month period

4.21%

5.01%

-0.80%

Volatility (1Y)

Calculated over the trailing 1-year period

8.25%

9.10%

-0.85%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.42%

9.53%

-1.11%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.17%

13.49%

-4.32%