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SHYL vs. ICSH
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SHYL vs. ICSH - 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 Ultra Short Duration Bond Active ETF (ICSH). 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 1.03% return, which is significantly lower than ICSH's 1.43% return.


SHYL

1D
-0.02%
1M
-0.22%
YTD
1.03%
6M
1.62%
1Y
5.92%
3Y*
8.15%
5Y*
4.82%
10Y*

ICSH

1D
0.02%
1M
0.18%
YTD
1.43%
6M
1.75%
1Y
4.30%
3Y*
5.15%
5Y*
3.67%
10Y*
2.77%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SHYL vs. ICSH - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
SHYL
Xtrackers Short Duration High Yield Bond ETF
1.03%7.78%8.52%11.39%-5.21%4.60%3.64%10.16%-0.67%
ICSH
iShares Ultra Short Duration Bond Active ETF
1.43%4.96%5.52%5.58%0.97%0.16%1.61%3.17%2.17%

Correlation

The correlation between SHYL and ICSH is 0.30, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.30

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

0.34

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

0.30

Correlation (All Time)
Calculated using the full available price history since Jan 10, 2018

0.20

The correlation between SHYL and ICSH shifts across timeframes, from 0.20 (all time) to 0.34 (3 years), reflecting how their relationship changes across market environments.

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Return for Risk

SHYL vs. ICSH — Risk / Return Rank

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

SHYL
SHYL Risk / Return Rank: 7272
Overall Rank
SHYL Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
SHYL Sortino Ratio Rank: 6969
Sortino Ratio Rank
SHYL Omega Ratio Rank: 7070
Omega Ratio Rank
SHYL Calmar Ratio Rank: 8080
Calmar Ratio Rank
SHYL Martin Ratio Rank: 8181
Martin Ratio Rank

ICSH
ICSH Risk / Return Rank: 9999
Overall Rank
ICSH Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
ICSH Sortino Ratio Rank: 100100
Sortino Ratio Rank
ICSH Omega Ratio Rank: 9999
Omega Ratio Rank
ICSH Calmar Ratio Rank: 9999
Calmar Ratio Rank
ICSH Martin Ratio Rank: 9999
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. ICSH - 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 Ultra Short Duration Bond Active ETF (ICSH). 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.


SHYLICSHDifference
Sharpe ratioReturn per unit of total volatility

-9.15

Sortino ratioReturn per unit of downside risk

-24.54

Omega ratioGain probability vs. loss probability

1.37

6.56

-5.19

Calmar ratioReturn relative to maximum drawdown

3.73

43.67

-39.93

Martin ratioReturn relative to average drawdown

14.67

288.81

-274.13

SHYL vs. ICSH - Sharpe Ratio Comparison

The current SHYL Sharpe Ratio is 1.86, which is lower than the ICSH Sharpe Ratio of 11.01. The chart below compares the historical Sharpe Ratios of SHYL and ICSH, 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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Sharpe Ratios by Period


SHYLICSHDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.86

11.01

-9.15

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.83

7.62

-6.79

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

2.63

Sharpe Ratio (All Time)

Calculated using the full available price history

0.72

1.93

-1.22

Drawdowns

SHYL vs. ICSH - Drawdown Comparison

The maximum SHYL drawdown since its inception was -19.26%, which is greater than ICSH's maximum drawdown of -3.94%. Use the drawdown chart below to compare losses from any high point for SHYL and ICSH.


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Drawdown Indicators


SHYLICSHDifference

Max Drawdown

Largest peak-to-trough decline

-19.26%

-3.94%

-15.32%

Max Drawdown (1Y)

Largest decline over 1 year

-1.59%

-0.10%

-1.49%

Max Drawdown (3Y)

Largest decline over 3 years

-4.73%

-0.10%

-4.63%

Max Drawdown (5Y)

Largest decline over 5 years

-9.60%

-0.73%

-8.87%

Max Drawdown (10Y)

Largest decline over 10 years

-3.94%

Current Drawdown

Current decline from peak

-0.35%

-0.02%

-0.33%

Average Drawdown

Average peak-to-trough decline

-1.54%

-0.08%

-1.46%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.40%

0.01%

+0.39%

Volatility

SHYL vs. ICSH - Volatility Comparison

Xtrackers Short Duration High Yield Bond ETF (SHYL) has a higher volatility of 0.82% compared to iShares Ultra Short Duration Bond Active ETF (ICSH) at 0.15%. This indicates that SHYL's price experiences larger fluctuations and is considered to be riskier than ICSH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SHYLICSHDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.82%

0.15%

+0.67%

Volatility (6M)

Calculated over the trailing 6-month period

2.46%

0.30%

+2.16%

Volatility (1Y)

Calculated over the trailing 1-year period

3.21%

0.39%

+2.82%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.84%

0.48%

+5.36%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.69%

1.06%

+5.63%

SHYL vs. ICSH - Expense Ratio Comparison

SHYL has a 0.20% expense ratio, which is higher than ICSH's 0.08% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

SHYL vs. ICSH - Dividend Comparison

SHYL's dividend yield for the trailing twelve months is around 6.94%, more than ICSH's 4.34% yield.


PositionTTM20252024202320222021202020192018201720162015
ICSH
iShares Ultra Short Duration Bond Active ETF
4.34%4.55%5.24%4.78%1.66%0.42%1.21%2.61%2.20%1.36%0.88%0.54%
SHYL
Xtrackers Short Duration High Yield Bond ETF
6.94%7.02%7.26%6.60%5.52%4.65%6.16%5.93%5.54%0.00%0.00%0.00%

Frequently Asked Questions


SHYL and ICSH have a correlation of 0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SHYL has higher volatility (0.82%) compared to ICSH (0.15%). In terms of maximum drawdown, SHYL dropped -19.26% vs ICSH's -3.94%.

On 5-year performance, SHYL leads with 4.82% vs 3.67% for ICSH. On fees, ICSH is cheaper at 0.08% per year. On volatility, ICSH 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 5-year period, SHYL has performed better with a 4.82% return vs 3.67%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

ICSH is cheaper with a 0.08% expense ratio, compared with 0.20% for SHYL.

SHYL has the higher dividend yield at 6.94%, compared with 4.34% for ICSH.

SHYL is categorized as High Yield Bonds, while ICSH is Ultrashort Bond. They also come from different issuers: Deutsche Bank and iShares. Their fees differ too: 0.20% for SHYL and 0.08% for ICSH.

ICSH currently has the higher Sharpe Ratio (11.01 vs 1.86), 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.

Portfolio Optimizer

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