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SHYL vs. YLD
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SHYL vs. YLD - Performance Comparison

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

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SHYL vs. YLD - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
SHYL
Xtrackers Short Duration High Yield Bond ETF
0.01%7.78%8.52%11.39%-5.21%4.60%3.64%10.16%-0.67%
YLD
Principal Active High Yield ETF
0.88%6.55%9.19%12.93%-8.78%9.17%1.50%13.58%-3.87%

Returns By Period

In the year-to-date period, SHYL achieves a 0.01% return, which is significantly lower than YLD's 0.88% return.


SHYL

1D
0.23%
1M
-0.22%
YTD
0.01%
6M
1.24%
1Y
6.73%
3Y*
8.03%
5Y*
4.87%
10Y*

YLD

1D
-0.07%
1M
-0.60%
YTD
0.88%
6M
1.03%
1Y
6.77%
3Y*
8.51%
5Y*
4.93%
10Y*
5.97%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SHYL vs. YLD - Expense Ratio Comparison

SHYL has a 0.20% expense ratio, which is lower than YLD's 0.39% expense ratio.


Return for Risk

SHYL vs. YLD — Risk / Return Rank

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

SHYL
SHYL Risk / Return Rank: 7575
Overall Rank
SHYL Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
SHYL Sortino Ratio Rank: 7272
Sortino Ratio Rank
SHYL Omega Ratio Rank: 8282
Omega Ratio Rank
SHYL Calmar Ratio Rank: 6868
Calmar Ratio Rank
SHYL Martin Ratio Rank: 8585
Martin Ratio Rank

YLD
YLD Risk / Return Rank: 6262
Overall Rank
YLD Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
YLD Sortino Ratio Rank: 5858
Sortino Ratio Rank
YLD Omega Ratio Rank: 6464
Omega Ratio Rank
YLD Calmar Ratio Rank: 5858
Calmar Ratio Rank
YLD Martin Ratio Rank: 7474
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. YLD - Risk-Adjusted Trends Comparison

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


SHYLYLDDifference

Sharpe ratio

Return per unit of total volatility

1.27

1.05

+0.23

Sortino ratio

Return per unit of downside risk

1.88

1.55

+0.33

Omega ratio

Gain probability vs. loss probability

1.33

1.25

+0.08

Calmar ratio

Return relative to maximum drawdown

1.82

1.56

+0.26

Martin ratio

Return relative to average drawdown

10.59

8.23

+2.36

SHYL vs. YLD - Sharpe Ratio Comparison

The current SHYL Sharpe Ratio is 1.27, which is comparable to the YLD Sharpe Ratio of 1.05. The chart below compares the historical Sharpe Ratios of SHYL and YLD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


SHYLYLDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.27

1.05

+0.23

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.84

0.78

+0.07

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.72

Sharpe Ratio (All Time)

Calculated using the full available price history

0.71

0.63

+0.08

Correlation

The correlation between SHYL and YLD is 0.62, 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.


Dividends

SHYL vs. YLD - Dividend Comparison

SHYL's dividend yield for the trailing twelve months is around 7.03%, less than YLD's 7.38% yield.


TTM20252024202320222021202020192018201720162015
SHYL
Xtrackers Short Duration High Yield Bond ETF
7.03%7.02%7.26%6.60%5.52%4.65%6.16%5.93%5.54%0.00%0.00%0.00%
YLD
Principal Active High Yield ETF
7.38%7.33%7.12%6.46%6.51%3.92%4.40%4.81%5.42%6.28%4.47%2.56%

Drawdowns

SHYL vs. YLD - Drawdown Comparison

The maximum SHYL drawdown since its inception was -19.26%, smaller than the maximum YLD drawdown of -28.34%. Use the drawdown chart below to compare losses from any high point for SHYL and YLD.


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Drawdown Indicators


SHYLYLDDifference

Max Drawdown

Largest peak-to-trough decline

-19.26%

-28.34%

+9.08%

Max Drawdown (1Y)

Largest decline over 1 year

-3.80%

-4.42%

+0.62%

Max Drawdown (5Y)

Largest decline over 5 years

-9.60%

-13.89%

+4.29%

Max Drawdown (10Y)

Largest decline over 10 years

-28.34%

Current Drawdown

Current decline from peak

-0.49%

-0.85%

+0.36%

Average Drawdown

Average peak-to-trough decline

-1.57%

-2.74%

+1.17%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.66%

0.84%

-0.18%

Volatility

SHYL vs. YLD - Volatility Comparison

The current volatility for Xtrackers Short Duration High Yield Bond ETF (SHYL) is 1.86%, while Principal Active High Yield ETF (YLD) has a volatility of 2.34%. This indicates that SHYL experiences smaller price fluctuations and is considered to be less risky than YLD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SHYLYLDDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.86%

2.34%

-0.48%

Volatility (6M)

Calculated over the trailing 6-month period

2.42%

3.40%

-0.98%

Volatility (1Y)

Calculated over the trailing 1-year period

5.32%

6.50%

-1.18%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.81%

6.38%

-0.57%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.74%

8.26%

-1.52%