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SHYG.L vs. XDWU.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SHYG.L vs. XDWU.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares EUR High Yield Corporate Bond UCITS ETF EUR (Dist) (SHYG.L) and Xtrackers MSCI World Utilities UCITS ETF 1C (XDWU.DE). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

SHYG.L is traded in GBP, while XDWU.DE is traded in EUR. To make them comparable, the XDWU.DE values have been converted to GBP using the latest available exchange rates.

Returns By Period

In the year-to-date period, SHYG.L achieves a 0.06% return, which is significantly lower than XDWU.DE's 10.95% return. Over the past 10 years, SHYG.L has underperformed XDWU.DE with an annualized return of 3.71%, while XDWU.DE has yielded a comparatively higher 9.22% annualized return.


SHYG.L

1D
-0.04%
1M
0.60%
YTD
0.06%
6M
0.15%
1Y
4.84%
3Y*
6.75%
5Y*
2.83%
10Y*
3.71%

XDWU.DE

1D
0.39%
1M
1.51%
YTD
10.95%
6M
11.77%
1Y
22.72%
3Y*
14.56%
5Y*
11.27%
10Y*
9.22%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SHYG.L vs. XDWU.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SHYG.L
iShares EUR High Yield Corporate Bond UCITS ETF EUR (Dist)
0.06%10.52%0.97%9.30%-4.42%-3.69%6.61%4.45%-2.62%8.24%
XDWU.DE
Xtrackers MSCI World Utilities UCITS ETF 1C
10.95%17.17%14.62%-5.14%7.84%11.35%0.49%18.75%8.29%4.05%

Correlation

The correlation between SHYG.L and XDWU.DE is 0.07, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

0.07

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

0.17

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

0.22

Correlation (10Y)
Calculated over the trailing 10-year period

0.30

Correlation (All Time)
Calculated using the full available price history since Nov 22, 2010

0.31

Over the past year, the correlation between SHYG.L and XDWU.DE has dropped to 0.07 - well below their long-term average of 0.31, suggesting their price drivers have been diverging.

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Return for Risk

SHYG.L vs. XDWU.DE — Risk / Return Rank

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

SHYG.L
SHYG.L Risk / Return Rank: 2929
Overall Rank
SHYG.L Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
SHYG.L Sortino Ratio Rank: 2929
Sortino Ratio Rank
SHYG.L Omega Ratio Rank: 2727
Omega Ratio Rank
SHYG.L Calmar Ratio Rank: 2828
Calmar Ratio Rank
SHYG.L Martin Ratio Rank: 3030
Martin Ratio Rank

XDWU.DE
XDWU.DE Risk / Return Rank: 5555
Overall Rank
XDWU.DE Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
XDWU.DE Sortino Ratio Rank: 5555
Sortino Ratio Rank
XDWU.DE Omega Ratio Rank: 4949
Omega Ratio Rank
XDWU.DE Calmar Ratio Rank: 6868
Calmar Ratio Rank
XDWU.DE Martin Ratio Rank: 5050
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.

SHYG.L vs. XDWU.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares EUR High Yield Corporate Bond UCITS ETF EUR (Dist) (SHYG.L) and Xtrackers MSCI World Utilities UCITS ETF 1C (XDWU.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.

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.


SHYG.LXDWU.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.73

Sortino ratioReturn per unit of downside risk

-0.89

Omega ratioGain probability vs. loss probability

1.18

1.29

-0.11

Calmar ratioReturn relative to maximum drawdown

1.28

2.83

-1.56

Martin ratioReturn relative to average drawdown

3.97

6.98

-3.01

SHYG.L vs. XDWU.DE - Sharpe Ratio Comparison

The current SHYG.L Sharpe Ratio is 1.00, which is lower than the XDWU.DE Sharpe Ratio of 1.73. The chart below compares the historical Sharpe Ratios of SHYG.L and XDWU.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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Drawdowns

SHYG.L vs. XDWU.DE - Drawdown Comparison

The maximum SHYG.L drawdown since its inception was -22.97%, smaller than the maximum XDWU.DE drawdown of -43.32%. Use the drawdown chart below to compare losses from any high point for SHYG.L and XDWU.DE.


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Drawdown Indicators


SHYG.LXDWU.DEDifference

Max Drawdown

Largest peak-to-trough decline

-22.97%

-43.32%

+20.35%

Max Drawdown (1Y)

Largest decline over 1 year

-3.78%

-7.99%

+4.21%

Max Drawdown (3Y)

Largest decline over 3 years

-3.78%

-12.07%

+8.29%

Max Drawdown (5Y)

Largest decline over 5 years

-15.33%

-22.41%

+7.08%

Max Drawdown (10Y)

Largest decline over 10 years

-22.97%

-26.19%

+3.22%

Current Drawdown

Current decline from peak

-0.71%

-2.66%

+1.95%

Average Drawdown

Average peak-to-trough decline

-5.21%

-13.28%

+8.07%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.22%

3.25%

-2.03%

Volatility

SHYG.L vs. XDWU.DE - Volatility Comparison

The current volatility for iShares EUR High Yield Corporate Bond UCITS ETF EUR (Dist) (SHYG.L) is 1.06%, while Xtrackers MSCI World Utilities UCITS ETF 1C (XDWU.DE) has a volatility of 4.18%. This indicates that SHYG.L experiences smaller price fluctuations and is considered to be less risky than XDWU.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SHYG.LXDWU.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.06%

4.18%

-3.12%

Volatility (6M)

Calculated over the trailing 6-month period

3.78%

11.15%

-7.37%

Volatility (1Y)

Calculated over the trailing 1-year period

4.84%

13.17%

-8.33%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.93%

14.27%

-7.34%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.44%

18.15%

-9.71%

SHYG.L vs. XDWU.DE - Expense Ratio Comparison

SHYG.L has a 0.50% expense ratio, which is higher than XDWU.DE's 0.25% expense ratio.


Dividends

SHYG.L vs. XDWU.DE - Dividend Comparison

SHYG.L's dividend yield for the trailing twelve months is around 6.51%, while XDWU.DE has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
SHYG.L
iShares EUR High Yield Corporate Bond UCITS ETF EUR (Dist)
6.51%5.31%6.24%5.39%3.58%3.13%3.66%3.86%3.65%3.74%3.83%4.55%
XDWU.DE
Xtrackers MSCI World Utilities UCITS ETF 1C
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


SHYG.L and XDWU.DE have a correlation of 0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XDWU.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XDWU.DE is cheaper with a 0.25% expense ratio, compared with 0.50% for SHYG.L.

SHYG.L is categorized as European High Yield Bonds, while XDWU.DE is Utilities Equities. SHYG.L tracks Bloomberg Pan Euro HY Euro TR EUR, while XDWU.DE tracks MSCI World/Utilities NR USD. They also come from different issuers: iShares and Xtrackers. Their fees differ too: 0.50% for SHYG.L and 0.25% for XDWU.DE.

Portfolio Optimizer

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