SHYL vs. USD
Compare and contrast key facts about Xtrackers Short Duration High Yield Bond ETF (SHYL) and ProShares Ultra Semiconductors (USD).
SHYL and USD are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. SHYL is a passively managed fund by Deutsche Bank that tracks the performance of the Solactive USD High Yield Corporates Total Market 0-5 Year Index. It was launched on Jan 10, 2018. USD is a passively managed fund by ProShares that tracks the performance of the Dow Jones U.S. Semiconductors Index (200%). It was launched on Jan 30, 2007. Both SHYL and USD are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SHYL or USD.
Performance
SHYL vs. USD - Performance Comparison
Returns By Period
In the year-to-date period, SHYL achieves a 8.31% return, which is significantly lower than USD's 139.99% return.
SHYL
8.31%
0.91%
6.42%
12.06%
4.85%
N/A
USD
139.99%
-2.97%
11.22%
181.79%
58.42%
45.54%
Key characteristics
| SHYL | USD | |
|---|---|---|
| Sharpe Ratio | 3.29 | 2.28 |
| Sortino Ratio | 5.27 | 2.55 |
| Omega Ratio | 1.66 | 1.33 |
| Calmar Ratio | 6.73 | 3.80 |
| Martin Ratio | 27.09 | 9.97 |
| Ulcer Index | 0.45% | 18.23% |
| Daily Std Dev | 3.67% | 79.66% |
| Max Drawdown | -19.26% | -87.93% |
| Current Drawdown | -0.30% | -20.65% |
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SHYL vs. USD - Expense Ratio Comparison
SHYL has a 0.20% expense ratio, which is lower than USD's 0.95% expense ratio.
Correlation
The correlation between SHYL and USD is 0.56, 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.
Risk-Adjusted Performance
SHYL vs. USD - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers Short Duration High Yield Bond ETF (SHYL) and ProShares Ultra Semiconductors (USD). 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.
Dividends
SHYL vs. USD - Dividend Comparison
SHYL's dividend yield for the trailing twelve months is around 7.17%, more than USD's 0.04% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SHYL Xtrackers Short Duration High Yield Bond ETF | 7.17% | 6.60% | 5.52% | 4.66% | 6.16% | 5.93% | 5.54% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
USD ProShares Ultra Semiconductors | 0.04% | 0.10% | 0.59% | 0.00% | 0.18% | 1.03% | 1.47% | 0.39% | 7.11% | 0.54% | 2.98% | 0.97% |
Drawdowns
SHYL vs. USD - Drawdown Comparison
The maximum SHYL drawdown since its inception was -19.26%, smaller than the maximum USD drawdown of -87.93%. Use the drawdown chart below to compare losses from any high point for SHYL and USD. For additional features, visit the drawdowns tool.
Volatility
SHYL vs. USD - Volatility Comparison
The current volatility for Xtrackers Short Duration High Yield Bond ETF (SHYL) is 0.82%, while ProShares Ultra Semiconductors (USD) has a volatility of 19.07%. This indicates that SHYL experiences smaller price fluctuations and is considered to be less risky than USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.