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USDV.L vs. XUHY.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

USDV.L vs. XUHY.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in SPDR S&P US Dividend Aristocrats UCITS ETF Dis (USDV.L) and Xtrackers USD High Yield Corporate Bond UCITS ETF 1D (XUHY.L). The values are adjusted to include any dividend payments, if applicable.

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USDV.L vs. XUHY.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
USDV.L
SPDR S&P US Dividend Aristocrats UCITS ETF Dis
6.50%1.15%9.34%-3.52%11.58%26.74%-2.72%19.69%9.07%
XUHY.L
Xtrackers USD High Yield Corporate Bond UCITS ETF 1D
1.92%1.42%8.95%7.85%-1.49%4.48%2.88%12.40%8.56%
Different Trading Currencies

USDV.L is traded in GBP, while XUHY.L is traded in USD. To make them comparable, the XUHY.L values have been converted to GBP using the latest available exchange rates.

Returns By Period

In the year-to-date period, USDV.L achieves a 6.50% return, which is significantly higher than XUHY.L's 1.92% return.


USDV.L

1D
-24.30%
1M
-3.68%
YTD
6.50%
6M
7.19%
1Y
7.65%
3Y*
5.75%
5Y*
7.62%
10Y*
9.96%

XUHY.L

1D
0.89%
1M
0.92%
YTD
1.92%
6M
3.29%
1Y
5.80%
3Y*
5.99%
5Y*
4.77%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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USDV.L vs. XUHY.L - Expense Ratio Comparison

USDV.L has a 0.35% expense ratio, which is higher than XUHY.L's 0.20% expense ratio.


Return for Risk

USDV.L vs. XUHY.L — Risk / Return Rank

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

USDV.L
USDV.L Risk / Return Rank: 2727
Overall Rank
USDV.L Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
USDV.L Sortino Ratio Rank: 2020
Sortino Ratio Rank
USDV.L Omega Ratio Rank: 4040
Omega Ratio Rank
USDV.L Calmar Ratio Rank: 1919
Calmar Ratio Rank
USDV.L Martin Ratio Rank: 3939
Martin Ratio Rank

XUHY.L
XUHY.L Risk / Return Rank: 7878
Overall Rank
XUHY.L Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
XUHY.L Sortino Ratio Rank: 7070
Sortino Ratio Rank
XUHY.L Omega Ratio Rank: 6666
Omega Ratio Rank
XUHY.L Calmar Ratio Rank: 9090
Calmar Ratio Rank
XUHY.L Martin Ratio Rank: 9494
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.

USDV.L vs. XUHY.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR S&P US Dividend Aristocrats UCITS ETF Dis (USDV.L) and Xtrackers USD High Yield Corporate Bond UCITS ETF 1D (XUHY.L). 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.


USDV.LXUHY.LDifference

Sharpe ratio

Return per unit of total volatility

0.18

0.69

-0.52

Sortino ratio

Return per unit of downside risk

0.62

1.01

-0.39

Omega ratio

Gain probability vs. loss probability

1.17

1.13

+0.04

Calmar ratio

Return relative to maximum drawdown

0.45

2.22

-1.77

Martin ratio

Return relative to average drawdown

4.40

5.35

-0.95

USDV.L vs. XUHY.L - Sharpe Ratio Comparison

The current USDV.L Sharpe Ratio is 0.18, which is lower than the XUHY.L Sharpe Ratio of 0.69. The chart below compares the historical Sharpe Ratios of USDV.L and XUHY.L, 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


USDV.LXUHY.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.18

0.69

-0.52

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.34

0.51

-0.17

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.50

Sharpe Ratio (All Time)

Calculated using the full available price history

0.68

0.60

+0.08

Correlation

The correlation between USDV.L and XUHY.L is 0.41, 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

USDV.L vs. XUHY.L - Dividend Comparison

USDV.L's dividend yield for the trailing twelve months is around 2.06%, less than XUHY.L's 6.54% yield.


TTM20252024202320222021202020192018201720162015
USDV.L
SPDR S&P US Dividend Aristocrats UCITS ETF Dis
2.06%2.20%1.99%2.29%2.11%2.12%2.57%2.65%2.19%3.07%1.65%2.00%
XUHY.L
Xtrackers USD High Yield Corporate Bond UCITS ETF 1D
6.54%6.29%7.64%5.89%6.12%9.57%5.49%4.83%0.00%0.00%0.00%0.00%

Drawdowns

USDV.L vs. XUHY.L - Drawdown Comparison

The maximum USDV.L drawdown since its inception was -27.80%, which is greater than XUHY.L's maximum drawdown of -15.65%. Use the drawdown chart below to compare losses from any high point for USDV.L and XUHY.L.


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Drawdown Indicators


USDV.LXUHY.LDifference

Max Drawdown

Largest peak-to-trough decline

-27.80%

-22.78%

-5.02%

Max Drawdown (1Y)

Largest decline over 1 year

-24.30%

-2.83%

-21.47%

Max Drawdown (5Y)

Largest decline over 5 years

-24.30%

-16.60%

-7.70%

Max Drawdown (10Y)

Largest decline over 10 years

-27.80%

Current Drawdown

Current decline from peak

-24.30%

-0.95%

-23.35%

Average Drawdown

Average peak-to-trough decline

-4.14%

-3.36%

-0.78%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.51%

0.58%

+1.93%

Volatility

USDV.L vs. XUHY.L - Volatility Comparison

SPDR S&P US Dividend Aristocrats UCITS ETF Dis (USDV.L) has a higher volatility of 40.96% compared to Xtrackers USD High Yield Corporate Bond UCITS ETF 1D (XUHY.L) at 2.99%. This indicates that USDV.L's price experiences larger fluctuations and is considered to be riskier than XUHY.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


USDV.LXUHY.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

40.96%

2.99%

+37.97%

Volatility (6M)

Calculated over the trailing 6-month period

40.57%

5.21%

+35.36%

Volatility (1Y)

Calculated over the trailing 1-year period

42.84%

8.32%

+34.52%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.35%

9.31%

+13.04%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.07%

11.40%

+8.67%