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WIP vs. HYXU
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

WIP vs. HYXU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR FTSE International Government Inflation-Protected Bond ETF (WIP) and iShares Euro High Yield Corporate Bond USD Hedged ETF (HYXU). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


WIP

1D
-0.72%
1M
0.70%
YTD
4.31%
6M
4.96%
1Y
10.26%
3Y*
5.08%
5Y*
-0.70%
10Y*
1.61%

HYXU

1D
0.00%
1M
YTD
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

WIP vs. HYXU - Yearly Performance Comparison


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Return for Risk

WIP vs. HYXU — Risk / Return Rank

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

WIP
WIP Risk / Return Rank: 3434
Overall Rank
WIP Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
WIP Sortino Ratio Rank: 3030
Sortino Ratio Rank
WIP Omega Ratio Rank: 2929
Omega Ratio Rank
WIP Calmar Ratio Rank: 4040
Calmar Ratio Rank
WIP Martin Ratio Rank: 3838
Martin Ratio Rank

HYXU
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.

WIP vs. HYXU - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR FTSE International Government Inflation-Protected Bond ETF (WIP) and iShares Euro High Yield Corporate Bond USD Hedged ETF (HYXU). 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.


WIPHYXUDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.20

Calmar ratioReturn relative to maximum drawdown

2.00

Martin ratioReturn relative to average drawdown

5.98

WIP vs. HYXU - Sharpe Ratio Comparison


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Sharpe Ratios by Period


WIPHYXUDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.18

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.06

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.16

Sharpe Ratio (All Time)

Calculated using the full available price history

0.12

Drawdowns

WIP vs. HYXU - Drawdown Comparison

The maximum WIP drawdown since its inception was -29.60%, which is greater than HYXU's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for WIP and HYXU.


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Drawdown Indicators


WIPHYXUDifference

Max Drawdown

Largest peak-to-trough decline

-29.60%

0.00%

-29.60%

Max Drawdown (1Y)

Largest decline over 1 year

-5.16%

Max Drawdown (3Y)

Largest decline over 3 years

-11.16%

Max Drawdown (5Y)

Largest decline over 5 years

-28.84%

Max Drawdown (10Y)

Largest decline over 10 years

-28.84%

Current Drawdown

Current decline from peak

-3.87%

0.00%

-3.87%

Average Drawdown

Average peak-to-trough decline

-8.58%

0.00%

-8.58%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.72%

Volatility

WIP vs. HYXU - Volatility Comparison


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Volatility by Period


WIPHYXUDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.95%

Volatility (6M)

Calculated over the trailing 6-month period

6.89%

Volatility (1Y)

Calculated over the trailing 1-year period

8.72%

0.00%

+8.72%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.45%

0.00%

+11.45%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.16%

0.00%

+10.16%

WIP vs. HYXU - Expense Ratio Comparison

WIP has a 0.50% expense ratio, which is higher than HYXU's 0.35% expense ratio.


Dividends

WIP vs. HYXU - Dividend Comparison

WIP's dividend yield for the trailing twelve months is around 5.79%, while HYXU has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
HYXU
iShares Euro High Yield Corporate Bond USD Hedged ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
WIP
SPDR FTSE International Government Inflation-Protected Bond ETF
5.79%5.51%6.06%6.54%11.15%4.63%1.59%2.49%4.05%1.91%1.27%1.14%

Frequently Asked Questions


On fees, HYXU is cheaper at 0.35% per year. The better choice depends on whether you care most about return, fees, risk, or income.

HYXU is cheaper with a 0.35% expense ratio, compared with 0.50% for WIP.

WIP has the higher dividend yield at 5.79%, compared with 0.00% for HYXU.

WIP is categorized as Inflation-Protected Bonds, while HYXU is High Yield Bonds. WIP tracks FTSE International Inflation-Linked Securities Select (USD), while HYXU tracks BBG Pan-European High Yield (Euro) Total Return 100% USD Hedged Index. They also come from different issuers: State Street and iShares. Their fees differ too: 0.50% for WIP and 0.35% for HYXU.

Portfolio Optimizer

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