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SHYL vs. HYBB
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between SHYL and HYBB is 0.70, 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.


Performance

SHYL vs. HYBB - 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 BB Rated Corporate Bond ETF (HYBB). The values are adjusted to include any dividend payments, if applicable.

10.00%15.00%20.00%25.00%December2025FebruaryMarchAprilMay
27.21%
16.03%
SHYL
HYBB

Key characteristics

Sharpe Ratio

SHYL:

1.54

HYBB:

1.14

Sortino Ratio

SHYL:

2.15

HYBB:

1.74

Omega Ratio

SHYL:

1.35

HYBB:

1.25

Calmar Ratio

SHYL:

1.72

HYBB:

1.62

Martin Ratio

SHYL:

9.59

HYBB:

8.40

Ulcer Index

SHYL:

0.85%

HYBB:

0.78%

Daily Std Dev

SHYL:

5.46%

HYBB:

5.70%

Max Drawdown

SHYL:

-19.26%

HYBB:

-15.27%

Current Drawdown

SHYL:

-0.47%

HYBB:

-0.42%

Returns By Period

In the year-to-date period, SHYL achieves a 1.53% return, which is significantly lower than HYBB's 1.86% return.


SHYL

YTD

1.53%

1M

1.69%

6M

1.44%

1Y

8.35%

5Y*

6.72%

10Y*

N/A

HYBB

YTD

1.86%

1M

3.74%

6M

1.44%

1Y

6.45%

5Y*

N/A

10Y*

N/A

*Annualized

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SHYL vs. HYBB - Expense Ratio Comparison

SHYL has a 0.20% expense ratio, which is lower than HYBB's 0.25% 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%.


Risk-Adjusted Performance

SHYL vs. HYBB — Risk-Adjusted Performance Rank

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

SHYL
The Risk-Adjusted Performance Rank of SHYL is 9292
Overall Rank
The Sharpe Ratio Rank of SHYL is 9292
Sharpe Ratio Rank
The Sortino Ratio Rank of SHYL is 9191
Sortino Ratio Rank
The Omega Ratio Rank of SHYL is 9393
Omega Ratio Rank
The Calmar Ratio Rank of SHYL is 9292
Calmar Ratio Rank
The Martin Ratio Rank of SHYL is 9393
Martin Ratio Rank

HYBB
The Risk-Adjusted Performance Rank of HYBB is 8888
Overall Rank
The Sharpe Ratio Rank of HYBB is 8585
Sharpe Ratio Rank
The Sortino Ratio Rank of HYBB is 8686
Sortino Ratio Rank
The Omega Ratio Rank of HYBB is 8787
Omega Ratio Rank
The Calmar Ratio Rank of HYBB is 9191
Calmar Ratio Rank
The Martin Ratio Rank of HYBB is 9292
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

SHYL vs. HYBB - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers Short Duration High Yield Bond ETF (SHYL) and iShares BB Rated Corporate Bond ETF (HYBB). 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.


The current SHYL Sharpe Ratio is 1.54, which is higher than the HYBB Sharpe Ratio of 1.14. The chart below compares the historical Sharpe Ratios of SHYL and HYBB, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.003.504.00December2025FebruaryMarchAprilMay
1.54
1.13
SHYL
HYBB

Dividends

SHYL vs. HYBB - Dividend Comparison

SHYL's dividend yield for the trailing twelve months is around 7.41%, more than HYBB's 6.66% yield.


TTM2024202320222021202020192018
SHYL
Xtrackers Short Duration High Yield Bond ETF
7.41%7.26%6.60%5.52%4.65%6.16%5.93%5.54%
HYBB
iShares BB Rated Corporate Bond ETF
6.66%6.22%6.28%5.04%3.87%0.76%0.00%0.00%

Drawdowns

SHYL vs. HYBB - Drawdown Comparison

The maximum SHYL drawdown since its inception was -19.26%, which is greater than HYBB's maximum drawdown of -15.27%. Use the drawdown chart below to compare losses from any high point for SHYL and HYBB. For additional features, visit the drawdowns tool.


-5.00%-4.00%-3.00%-2.00%-1.00%0.00%December2025FebruaryMarchAprilMay
-0.47%
-0.42%
SHYL
HYBB

Volatility

SHYL vs. HYBB - Volatility Comparison

The current volatility for Xtrackers Short Duration High Yield Bond ETF (SHYL) is 2.38%, while iShares BB Rated Corporate Bond ETF (HYBB) has a volatility of 2.52%. This indicates that SHYL experiences smaller price fluctuations and is considered to be less risky than HYBB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.00%2.00%3.00%4.00%December2025FebruaryMarchAprilMay
2.38%
2.52%
SHYL
HYBB