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SHYL vs. CSHP
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SHYL vs. CSHP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Xtrackers Short Duration High Yield Bond ETF (SHYL) and iShares Enhanced Short-Term Bond Active ETF (CSHP). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SHYL achieves a 1.44% return, which is significantly lower than CSHP's 1.86% return.


SHYL

1D
-0.10%
1M
0.45%
YTD
1.44%
6M
1.62%
1Y
5.69%
3Y*
8.46%
5Y*
4.88%
10Y*

CSHP

1D
-0.01%
1M
0.30%
YTD
1.86%
6M
1.93%
1Y
3.96%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SHYL vs. CSHP - Yearly Performance Comparison


Correlation

The correlation between SHYL and CSHP is -0.18, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.19

Correlation (All Time)
Calculated using the full available price history since Jul 18, 2024

-0.07

The correlation between SHYL and CSHP shifts across timeframes, from -0.18 (1 year) to -0.07 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

SHYL vs. CSHP — Risk / Return Rank

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

SHYL
SHYL Risk / Return Rank: 6464
Overall Rank
SHYL Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
SHYL Sortino Ratio Rank: 5959
Sortino Ratio Rank
SHYL Omega Ratio Rank: 6060
Omega Ratio Rank
SHYL Calmar Ratio Rank: 7373
Calmar Ratio Rank
SHYL Martin Ratio Rank: 7676
Martin Ratio Rank

CSHP
CSHP Risk / Return Rank: 9999
Overall Rank
CSHP Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
CSHP Sortino Ratio Rank: 9999
Sortino Ratio Rank
CSHP Omega Ratio Rank: 9999
Omega Ratio Rank
CSHP Calmar Ratio Rank: 100100
Calmar Ratio Rank
CSHP Martin Ratio Rank: 100100
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.

SHYL vs. CSHP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers Short Duration High Yield Bond ETF (SHYL) and iShares Enhanced Short-Term Bond Active ETF (CSHP). 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.


SHYLCSHPDifference
Sharpe ratioReturn per unit of total volatility

-9.44

Sortino ratioReturn per unit of downside risk

-25.60

Omega ratioGain probability vs. loss probability

1.36

6.67

-5.32

Calmar ratioReturn relative to maximum drawdown

3.59

65.84

-62.26

Martin ratioReturn relative to average drawdown

14.05

395.75

-381.70

SHYL vs. CSHP - Sharpe Ratio Comparison

The current SHYL Sharpe Ratio is 1.78, which is lower than the CSHP Sharpe Ratio of 11.22. The chart below compares the historical Sharpe Ratios of SHYL and CSHP, 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

SHYL vs. CSHP - Drawdown Comparison

The maximum SHYL drawdown since its inception was -19.26%, which is greater than CSHP's maximum drawdown of -0.08%. Use the drawdown chart below to compare losses from any high point for SHYL and CSHP.


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Drawdown Indicators


SHYLCSHPDifference

Max Drawdown

Largest peak-to-trough decline

-19.26%

-0.08%

-19.18%

Max Drawdown (1Y)

Largest decline over 1 year

-1.59%

-0.06%

-1.53%

Max Drawdown (3Y)

Largest decline over 3 years

-4.73%

Max Drawdown (5Y)

Largest decline over 5 years

-9.60%

Current Drawdown

Current decline from peak

-0.10%

-0.01%

-0.09%

Average Drawdown

Average peak-to-trough decline

-1.53%

-0.00%

-1.53%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.41%

0.01%

+0.40%

Volatility

SHYL vs. CSHP - Volatility Comparison

Xtrackers Short Duration High Yield Bond ETF (SHYL) has a higher volatility of 0.73% compared to iShares Enhanced Short-Term Bond Active ETF (CSHP) at 0.15%. This indicates that SHYL's price experiences larger fluctuations and is considered to be riskier than CSHP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SHYLCSHPDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.73%

0.15%

+0.58%

Volatility (6M)

Calculated over the trailing 6-month period

2.51%

0.27%

+2.24%

Volatility (1Y)

Calculated over the trailing 1-year period

3.22%

0.36%

+2.86%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.84%

0.41%

+5.43%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.68%

0.41%

+6.27%

SHYL vs. CSHP - Expense Ratio Comparison

Both SHYL and CSHP have an expense ratio of 0.20%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

SHYL vs. CSHP - Dividend Comparison

SHYL's dividend yield for the trailing twelve months is around 6.92%, more than CSHP's 3.91% yield.


PositionTTM20252024202320222021202020192018
CSHP
iShares Enhanced Short-Term Bond Active ETF
3.91%5.39%1.96%0.00%0.00%0.00%0.00%0.00%0.00%
SHYL
Xtrackers Short Duration High Yield Bond ETF
6.92%7.02%7.26%6.60%5.52%4.65%6.16%5.93%5.54%

Frequently Asked Questions


SHYL and CSHP have a correlation of -0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SHYL has higher volatility (0.73%) compared to CSHP (0.15%). In terms of maximum drawdown, SHYL dropped -19.26% vs CSHP's -0.08%.

On 1-year performance, SHYL leads with 5.69% vs 3.96% for CSHP. Both ETFs have the same 0.20% expense ratio. On volatility, CSHP has been the lower-risk option at 0.15%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, SHYL has performed better with a 5.69% return vs 3.96%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

SHYL and CSHP have the same expense ratio: 0.20% per year.

SHYL has the higher dividend yield at 6.92%, compared with 3.91% for CSHP.

SHYL is categorized as High Yield Bonds, while CSHP is Ultrashort Bond. They also come from different issuers: Deutsche Bank and iShares.

CSHP currently has the higher Sharpe Ratio (11.22 vs 1.78), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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