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SIHY vs. HYUP
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SIHY vs. HYUP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Harbor Scientific Alpha High-Yield ETF (SIHY) and Xtrackers High Beta High Yield Bond ETF (HYUP). The values are adjusted to include any dividend payments, if applicable.

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SIHY vs. HYUP - Yearly Performance Comparison


2026 (YTD)20252024202320222021
SIHY
Harbor Scientific Alpha High-Yield ETF
-0.73%8.13%8.67%13.31%-7.73%-0.00%
HYUP
Xtrackers High Beta High Yield Bond ETF
-0.11%8.83%10.30%14.56%-13.30%0.16%

Returns By Period

In the year-to-date period, SIHY achieves a -0.73% return, which is significantly lower than HYUP's -0.11% return.


SIHY

1D
0.22%
1M
-0.57%
YTD
-0.73%
6M
0.35%
1Y
6.86%
3Y*
8.45%
5Y*
10Y*

HYUP

1D
0.32%
1M
-0.92%
YTD
-0.11%
6M
0.87%
1Y
7.74%
3Y*
9.66%
5Y*
4.28%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SIHY vs. HYUP - Expense Ratio Comparison

SIHY has a 0.48% expense ratio, which is higher than HYUP's 0.20% expense ratio.


Return for Risk

SIHY vs. HYUP — Risk / Return Rank

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

SIHY
SIHY Risk / Return Rank: 6464
Overall Rank
SIHY Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
SIHY Sortino Ratio Rank: 5858
Sortino Ratio Rank
SIHY Omega Ratio Rank: 6464
Omega Ratio Rank
SIHY Calmar Ratio Rank: 6868
Calmar Ratio Rank
SIHY Martin Ratio Rank: 7171
Martin Ratio Rank

HYUP
HYUP Risk / Return Rank: 6969
Overall Rank
HYUP Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
HYUP Sortino Ratio Rank: 6868
Sortino Ratio Rank
HYUP Omega Ratio Rank: 7474
Omega Ratio Rank
HYUP Calmar Ratio Rank: 6464
Calmar Ratio Rank
HYUP 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.

SIHY vs. HYUP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Harbor Scientific Alpha High-Yield ETF (SIHY) and Xtrackers High Beta High Yield Bond ETF (HYUP). 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.


SIHYHYUPDifference

Sharpe ratio

Return per unit of total volatility

1.11

1.22

-0.11

Sortino ratio

Return per unit of downside risk

1.59

1.78

-0.19

Omega ratio

Gain probability vs. loss probability

1.25

1.29

-0.04

Calmar ratio

Return relative to maximum drawdown

1.90

1.72

+0.18

Martin ratio

Return relative to average drawdown

8.11

8.32

-0.22

SIHY vs. HYUP - Sharpe Ratio Comparison

The current SIHY Sharpe Ratio is 1.11, which is comparable to the HYUP Sharpe Ratio of 1.22. The chart below compares the historical Sharpe Ratios of SIHY and HYUP, 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


SIHYHYUPDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.11

1.22

-0.11

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.52

Sharpe Ratio (All Time)

Calculated using the full available price history

0.59

0.50

+0.08

Correlation

The correlation between SIHY and HYUP is 0.91, 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.


Dividends

SIHY vs. HYUP - Dividend Comparison

SIHY's dividend yield for the trailing twelve months is around 7.54%, more than HYUP's 7.39% yield.


TTM20252024202320222021202020192018
SIHY
Harbor Scientific Alpha High-Yield ETF
7.54%7.61%7.54%7.06%6.31%1.30%0.00%0.00%0.00%
HYUP
Xtrackers High Beta High Yield Bond ETF
7.39%7.44%7.78%7.48%7.15%6.19%6.89%6.77%6.98%

Drawdowns

SIHY vs. HYUP - Drawdown Comparison

The maximum SIHY drawdown since its inception was -13.30%, smaller than the maximum HYUP drawdown of -24.79%. Use the drawdown chart below to compare losses from any high point for SIHY and HYUP.


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Drawdown Indicators


SIHYHYUPDifference

Max Drawdown

Largest peak-to-trough decline

-13.30%

-24.79%

+11.49%

Max Drawdown (1Y)

Largest decline over 1 year

-4.32%

-4.65%

+0.33%

Max Drawdown (5Y)

Largest decline over 5 years

-18.06%

Current Drawdown

Current decline from peak

-1.82%

-1.42%

-0.40%

Average Drawdown

Average peak-to-trough decline

-2.87%

-3.48%

+0.61%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.01%

0.96%

+0.05%

Volatility

SIHY vs. HYUP - Volatility Comparison

The current volatility for Harbor Scientific Alpha High-Yield ETF (SIHY) is 2.22%, while Xtrackers High Beta High Yield Bond ETF (HYUP) has a volatility of 2.41%. This indicates that SIHY experiences smaller price fluctuations and is considered to be less risky than HYUP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SIHYHYUPDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.22%

2.41%

-0.19%

Volatility (6M)

Calculated over the trailing 6-month period

3.10%

3.25%

-0.15%

Volatility (1Y)

Calculated over the trailing 1-year period

6.34%

6.39%

-0.05%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.67%

8.25%

-0.58%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.67%

9.83%

-2.16%