USSG vs. SHYL
Compare and contrast key facts about Xtrackers MSCI USA ESG Leaders Equity ETF (USSG) and Xtrackers Short Duration High Yield Bond ETF (SHYL).
USSG and SHYL are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. USSG is a passively managed fund by Deutsche Bank that tracks the performance of the MSCI USA ESG Leaders. It was launched on Mar 7, 2019. SHYL is a passively managed fund by Deutsche Bank that tracks the performance of the Solactive USD High Yield Corporates Total Market 0-5 Year Index. It was launched on Jan 10, 2018. Both USSG and SHYL are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
USSG vs. SHYL - Performance Comparison
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USSG vs. SHYL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
USSG Xtrackers MSCI USA ESG Leaders Equity ETF | -5.86% | 18.97% | 23.45% | 29.17% | -20.33% | 31.83% | 18.71% | 19.24% |
SHYL Xtrackers Short Duration High Yield Bond ETF | -0.22% | 7.78% | 8.52% | 11.39% | -5.21% | 4.60% | 3.64% | 5.11% |
Returns By Period
In the year-to-date period, USSG achieves a -5.86% return, which is significantly lower than SHYL's -0.22% return.
USSG
- 1D
- 3.04%
- 1M
- -5.48%
- YTD
- -5.86%
- 6M
- -2.23%
- 1Y
- 19.80%
- 3Y*
- 18.19%
- 5Y*
- 11.59%
- 10Y*
- —
SHYL
- 1D
- 0.84%
- 1M
- -0.49%
- YTD
- -0.22%
- 6M
- 1.08%
- 1Y
- 6.69%
- 3Y*
- 7.94%
- 5Y*
- 4.83%
- 10Y*
- —
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USSG vs. SHYL - Expense Ratio Comparison
USSG has a 0.10% expense ratio, which is lower than SHYL's 0.20% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Return for Risk
USSG vs. SHYL — Risk / Return Rank
USSG
SHYL
USSG vs. SHYL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI USA ESG Leaders Equity ETF (USSG) 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.
| USSG | SHYL | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.07 | 1.27 | -0.20 |
Sortino ratioReturn per unit of downside risk | 1.63 | 1.87 | -0.24 |
Omega ratioGain probability vs. loss probability | 1.23 | 1.33 | -0.10 |
Calmar ratioReturn relative to maximum drawdown | 1.79 | 1.76 | +0.03 |
Martin ratioReturn relative to average drawdown | 7.10 | 10.23 | -3.13 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| USSG | SHYL | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.07 | 1.27 | -0.20 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.66 | 0.83 | -0.17 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.73 | 0.70 | +0.03 |
Correlation
The correlation between USSG and SHYL is 0.70, 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
USSG vs. SHYL - Dividend Comparison
USSG's dividend yield for the trailing twelve months is around 1.10%, less than SHYL's 7.04% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
USSG Xtrackers MSCI USA ESG Leaders Equity ETF | 1.10% | 1.02% | 1.13% | 1.60% | 1.52% | 1.13% | 1.42% | 1.21% | 0.00% |
SHYL Xtrackers Short Duration High Yield Bond ETF | 6.39% | 7.02% | 7.26% | 6.60% | 5.52% | 4.65% | 6.16% | 5.93% | 5.54% |
Drawdowns
USSG vs. SHYL - Drawdown Comparison
The maximum USSG drawdown since its inception was -34.10%, which is greater than SHYL's maximum drawdown of -19.26%. Use the drawdown chart below to compare losses from any high point for USSG and SHYL.
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Drawdown Indicators
| USSG | SHYL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.10% | -19.26% | -14.84% |
Max Drawdown (1Y)Largest decline over 1 year | -11.33% | -3.80% | -7.53% |
Max Drawdown (5Y)Largest decline over 5 years | -27.00% | -9.60% | -17.40% |
Current DrawdownCurrent decline from peak | -8.51% | -0.72% | -7.79% |
Average DrawdownAverage peak-to-trough decline | -5.70% | -1.57% | -4.13% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.86% | 0.65% | +2.21% |
Volatility
USSG vs. SHYL - Volatility Comparison
Xtrackers MSCI USA ESG Leaders Equity ETF (USSG) has a higher volatility of 5.64% compared to Xtrackers Short Duration High Yield Bond ETF (SHYL) at 1.85%. This indicates that USSG's price experiences larger fluctuations and is considered to be riskier 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
| USSG | SHYL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.64% | 1.85% | +3.79% |
Volatility (6M)Calculated over the trailing 6-month period | 10.22% | 2.41% | +7.81% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.66% | 5.31% | +13.35% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.54% | 5.81% | +11.73% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.30% | 6.75% | +13.55% |