PortfoliosLab logo
SHYL vs. USD
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between SHYL and USD is 0.71, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Performance

SHYL vs. USD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Xtrackers Short Duration High Yield Bond ETF (SHYL) and ProShares Ultra Semiconductors (USD). The values are adjusted to include any dividend payments, if applicable.

0.00%200.00%400.00%600.00%800.00%1,000.00%1,200.00%1,400.00%December2025FebruaryMarchAprilMay
38.03%
751.28%
SHYL
USD

Key characteristics

Sharpe Ratio

SHYL:

1.54

USD:

-0.03

Sortino Ratio

SHYL:

2.15

USD:

0.61

Omega Ratio

SHYL:

1.35

USD:

1.08

Calmar Ratio

SHYL:

1.72

USD:

-0.09

Martin Ratio

SHYL:

9.59

USD:

-0.19

Ulcer Index

SHYL:

0.85%

USD:

30.17%

Daily Std Dev

SHYL:

5.46%

USD:

98.62%

Max Drawdown

SHYL:

-19.26%

USD:

-87.94%

Current Drawdown

SHYL:

-0.47%

USD:

-46.57%

Returns By Period

In the year-to-date period, SHYL achieves a 1.53% return, which is significantly higher than USD's -32.57% return.


SHYL

YTD

1.53%

1M

1.69%

6M

1.44%

1Y

8.35%

5Y*

6.72%

10Y*

N/A

USD

YTD

-32.57%

1M

6.40%

6M

-40.43%

1Y

-3.42%

5Y*

47.96%

10Y*

39.91%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


SHYL vs. USD - Expense Ratio Comparison

SHYL has a 0.20% expense ratio, which is lower than USD's 0.95% expense ratio.


Risk-Adjusted Performance

SHYL vs. USD — 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

USD
The Risk-Adjusted Performance Rank of USD is 2727
Overall Rank
The Sharpe Ratio Rank of USD is 1717
Sharpe Ratio Rank
The Sortino Ratio Rank of USD is 4444
Sortino Ratio Rank
The Omega Ratio Rank of USD is 4242
Omega Ratio Rank
The Calmar Ratio Rank of USD is 1414
Calmar Ratio Rank
The Martin Ratio Rank of USD is 1616
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. 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.


The current SHYL Sharpe Ratio is 1.54, which is higher than the USD Sharpe Ratio of -0.03. The chart below compares the historical Sharpe Ratios of SHYL and USD, 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 Ratio0.001.002.003.004.00December2025FebruaryMarchAprilMay
1.54
-0.03
SHYL
USD

Dividends

SHYL vs. USD - Dividend Comparison

SHYL's dividend yield for the trailing twelve months is around 7.41%, more than USD's 0.26% yield.


TTM20242023202220212020201920182017201620152014
SHYL
Xtrackers Short Duration High Yield Bond ETF
7.41%7.26%6.60%5.52%4.65%6.16%5.93%5.54%0.00%0.00%0.00%0.00%
USD
ProShares Ultra Semiconductors
0.26%0.10%0.05%0.30%0.00%0.14%0.72%0.93%0.32%7.11%0.39%2.71%

Drawdowns

SHYL vs. USD - Drawdown Comparison

The maximum SHYL drawdown since its inception was -19.26%, smaller than the maximum USD drawdown of -87.94%. Use the drawdown chart below to compare losses from any high point for SHYL and USD. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%December2025FebruaryMarchAprilMay
-0.47%
-46.57%
SHYL
USD

Volatility

SHYL vs. USD - Volatility Comparison

The current volatility for Xtrackers Short Duration High Yield Bond ETF (SHYL) is 2.38%, while ProShares Ultra Semiconductors (USD) has a volatility of 26.94%. 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.


0.00%10.00%20.00%30.00%40.00%50.00%December2025FebruaryMarchAprilMay
2.38%
26.94%
SHYL
USD