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USD=X vs. SHYL
Performance
Return for Risk
Drawdowns
Volatility

Performance

USD=X vs. SHYL - Performance Comparison

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

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Returns By Period


USD=X

1D
0.00%
1M
0.00%
YTD
0.00%
6M
0.00%
1Y
0.00%
3Y*
0.00%
5Y*
0.00%
10Y*
0.00%

SHYL

1D
-0.02%
1M
-0.22%
YTD
1.03%
6M
1.62%
1Y
5.92%
3Y*
8.15%
5Y*
4.82%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

USD=X vs. SHYL - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
USD=X
USD Cash
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SHYL
Xtrackers Short Duration High Yield Bond ETF
1.03%7.78%8.52%11.39%-5.21%4.60%3.64%10.16%-0.67%

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Return for Risk

USD=X vs. SHYL — Risk / Return Rank

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

USD=X

SHYL
SHYL Risk / Return Rank: 7272
Overall Rank
SHYL Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
SHYL Sortino Ratio Rank: 6969
Sortino Ratio Rank
SHYL Omega Ratio Rank: 7070
Omega Ratio Rank
SHYL Calmar Ratio Rank: 8080
Calmar Ratio Rank
SHYL Martin Ratio Rank: 8181
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.

USD=X vs. SHYL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for USD Cash (USD=X) and Xtrackers Short Duration High Yield Bond ETF (SHYL). 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

USD=X vs. SHYL - Sharpe Ratio Comparison


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Sharpe Ratios by Period


USD=XSHYLDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.86

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.83

Sharpe Ratio (All Time)

Calculated using the full available price history

0.72

Drawdowns

USD=X vs. SHYL - Drawdown Comparison

The maximum USD=X drawdown since its inception was 0.00%, smaller than the maximum SHYL drawdown of -19.26%. Use the drawdown chart below to compare losses from any high point for USD=X and SHYL.


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Drawdown Indicators


USD=XSHYLDifference

Max Drawdown

Largest peak-to-trough decline

0.00%

-19.26%

+19.26%

Max Drawdown (1Y)

Largest decline over 1 year

0.00%

-1.59%

+1.59%

Max Drawdown (3Y)

Largest decline over 3 years

0.00%

-4.73%

+4.73%

Max Drawdown (5Y)

Largest decline over 5 years

0.00%

-9.60%

+9.60%

Max Drawdown (10Y)

Largest decline over 10 years

0.00%

Current Drawdown

Current decline from peak

0.00%

-0.35%

+0.35%

Average Drawdown

Average peak-to-trough decline

0.00%

-1.54%

+1.54%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.00%

0.40%

-0.40%

Volatility

USD=X vs. SHYL - Volatility Comparison

The current volatility for USD Cash (USD=X) is 0.00%, while Xtrackers Short Duration High Yield Bond ETF (SHYL) has a volatility of 0.82%. This indicates that USD=X experiences smaller price fluctuations and is considered to be less risky than SHYL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


USD=XSHYLDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.00%

0.82%

-0.82%

Volatility (6M)

Calculated over the trailing 6-month period

0.00%

2.46%

-2.46%

Volatility (1Y)

Calculated over the trailing 1-year period

0.00%

3.21%

-3.21%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.00%

5.84%

-5.84%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.00%

6.69%

-6.69%

Frequently Asked Questions


SHYL has higher volatility (0.82%) compared to USD=X (0.00%). In terms of maximum drawdown, USD=X dropped 0.00% vs SHYL's -19.26%.

Portfolio Optimizer

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