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UPGR vs. HYRM
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

UPGR vs. HYRM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Xtrackers US Green Infrastructure Select Equity ETF (UPGR) and Xtrackers Risk Managed USD High Yield Strategy ETF (HYRM). The values are adjusted to include any dividend payments, if applicable.

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UPGR vs. HYRM - Yearly Performance Comparison


2026 (YTD)202520242023
UPGR
Xtrackers US Green Infrastructure Select Equity ETF
-1.84%35.25%-14.72%-15.29%
HYRM
Xtrackers Risk Managed USD High Yield Strategy ETF
-0.03%5.98%7.81%5.50%

Returns By Period

In the year-to-date period, UPGR achieves a -1.84% return, which is significantly lower than HYRM's -0.03% return.


UPGR

1D
0.49%
1M
-5.50%
YTD
-1.84%
6M
-2.02%
1Y
54.66%
3Y*
5Y*
10Y*

HYRM

1D
0.27%
1M
-0.67%
YTD
-0.03%
6M
1.16%
1Y
4.41%
3Y*
7.12%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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UPGR vs. HYRM - Expense Ratio Comparison

UPGR has a 0.35% expense ratio, which is higher than HYRM's 0.30% expense ratio.


Return for Risk

UPGR vs. HYRM — Risk / Return Rank

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

UPGR
UPGR Risk / Return Rank: 8181
Overall Rank
UPGR Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
UPGR Sortino Ratio Rank: 8484
Sortino Ratio Rank
UPGR Omega Ratio Rank: 7272
Omega Ratio Rank
UPGR Calmar Ratio Rank: 9191
Calmar Ratio Rank
UPGR Martin Ratio Rank: 7474
Martin Ratio Rank

HYRM
HYRM Risk / Return Rank: 4141
Overall Rank
HYRM Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
HYRM Sortino Ratio Rank: 3939
Sortino Ratio Rank
HYRM Omega Ratio Rank: 4141
Omega Ratio Rank
HYRM Calmar Ratio Rank: 4040
Calmar Ratio Rank
HYRM Martin Ratio Rank: 4343
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.

UPGR vs. HYRM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers US Green Infrastructure Select Equity ETF (UPGR) and Xtrackers Risk Managed USD High Yield Strategy ETF (HYRM). 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.


UPGRHYRMDifference

Sharpe ratio

Return per unit of total volatility

1.70

0.78

+0.91

Sortino ratio

Return per unit of downside risk

2.35

1.19

+1.16

Omega ratio

Gain probability vs. loss probability

1.28

1.17

+0.10

Calmar ratio

Return relative to maximum drawdown

3.44

1.18

+2.26

Martin ratio

Return relative to average drawdown

8.66

4.63

+4.03

UPGR vs. HYRM - Sharpe Ratio Comparison

The current UPGR Sharpe Ratio is 1.70, which is higher than the HYRM Sharpe Ratio of 0.78. The chart below compares the historical Sharpe Ratios of UPGR and HYRM, 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


UPGRHYRMDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.70

0.78

+0.91

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.05

0.54

-0.59

Correlation

The correlation between UPGR and HYRM is 0.54, 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

UPGR vs. HYRM - Dividend Comparison

UPGR's dividend yield for the trailing twelve months is around 0.34%, less than HYRM's 6.45% yield.


TTM2025202420232022
UPGR
Xtrackers US Green Infrastructure Select Equity ETF
0.34%0.39%1.16%0.32%0.00%
HYRM
Xtrackers Risk Managed USD High Yield Strategy ETF
6.45%6.28%6.08%5.78%4.69%

Drawdowns

UPGR vs. HYRM - Drawdown Comparison

The maximum UPGR drawdown since its inception was -46.60%, which is greater than HYRM's maximum drawdown of -12.42%. Use the drawdown chart below to compare losses from any high point for UPGR and HYRM.


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Drawdown Indicators


UPGRHYRMDifference

Max Drawdown

Largest peak-to-trough decline

-46.60%

-12.42%

-34.18%

Max Drawdown (1Y)

Largest decline over 1 year

-16.55%

-3.97%

-12.58%

Current Drawdown

Current decline from peak

-12.90%

-1.15%

-11.75%

Average Drawdown

Average peak-to-trough decline

-21.52%

-2.63%

-18.89%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.57%

1.01%

+5.56%

Volatility

UPGR vs. HYRM - Volatility Comparison

Xtrackers US Green Infrastructure Select Equity ETF (UPGR) has a higher volatility of 8.69% compared to Xtrackers Risk Managed USD High Yield Strategy ETF (HYRM) at 2.46%. This indicates that UPGR's price experiences larger fluctuations and is considered to be riskier than HYRM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


UPGRHYRMDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.69%

2.46%

+6.23%

Volatility (6M)

Calculated over the trailing 6-month period

23.85%

3.29%

+20.56%

Volatility (1Y)

Calculated over the trailing 1-year period

32.40%

5.65%

+26.75%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

30.47%

7.94%

+22.53%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

30.47%

7.94%

+22.53%