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XDCC.DE vs. XYLD.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

XDCC.DE vs. XYLD.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Xtrackers USD Corporate Bond UCITS ETF (XDCC.DE) and Xtrackers USD Corporate Bond Short Duration SRI PAB UCITS ETF 1D (XYLD.DE). The values are adjusted to include any dividend payments, if applicable.

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XDCC.DE vs. XYLD.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
XDCC.DE
Xtrackers USD Corporate Bond UCITS ETF
-0.32%8.20%1.13%9.22%-17.61%20.86%-1.01%
XYLD.DE
Xtrackers USD Corporate Bond Short Duration SRI PAB UCITS ETF 1D
0.03%6.30%4.14%5.15%-8.58%-0.41%3.99%
Different Trading Currencies

XDCC.DE is traded in USD, while XYLD.DE is traded in EUR. To make them comparable, the XYLD.DE values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, XDCC.DE achieves a -0.32% return, which is significantly lower than XYLD.DE's 0.03% return.


XDCC.DE

1D
-0.02%
1M
-1.12%
YTD
-0.32%
6M
-0.02%
1Y
5.07%
3Y*
4.37%
5Y*
0.29%
10Y*

XYLD.DE

1D
0.11%
1M
-0.58%
YTD
0.03%
6M
0.80%
1Y
3.97%
3Y*
4.58%
5Y*
1.60%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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XDCC.DE vs. XYLD.DE - Expense Ratio Comparison

XDCC.DE has a 0.12% expense ratio, which is lower than XYLD.DE's 0.16% 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

XDCC.DE vs. XYLD.DE — Risk / Return Rank

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

XDCC.DE
XDCC.DE Risk / Return Rank: 3333
Overall Rank
XDCC.DE Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
XDCC.DE Sortino Ratio Rank: 3333
Sortino Ratio Rank
XDCC.DE Omega Ratio Rank: 3232
Omega Ratio Rank
XDCC.DE Calmar Ratio Rank: 3030
Calmar Ratio Rank
XDCC.DE Martin Ratio Rank: 3232
Martin Ratio Rank

XYLD.DE
XYLD.DE Risk / Return Rank: 77
Overall Rank
XYLD.DE Sharpe Ratio Rank: 66
Sharpe Ratio Rank
XYLD.DE Sortino Ratio Rank: 55
Sortino Ratio Rank
XYLD.DE Omega Ratio Rank: 55
Omega Ratio Rank
XYLD.DE Calmar Ratio Rank: 99
Calmar Ratio Rank
XYLD.DE Martin Ratio Rank: 99
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.

XDCC.DE vs. XYLD.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers USD Corporate Bond UCITS ETF (XDCC.DE) and Xtrackers USD Corporate Bond Short Duration SRI PAB UCITS ETF 1D (XYLD.DE). 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.


XDCC.DEXYLD.DEDifference

Sharpe ratio

Return per unit of total volatility

0.74

0.81

-0.07

Sortino ratio

Return per unit of downside risk

1.03

1.16

-0.13

Omega ratio

Gain probability vs. loss probability

1.15

1.16

-0.01

Calmar ratio

Return relative to maximum drawdown

1.00

2.17

-1.17

Martin ratio

Return relative to average drawdown

3.74

8.58

-4.84

XDCC.DE vs. XYLD.DE - Sharpe Ratio Comparison

The current XDCC.DE Sharpe Ratio is 0.74, which is comparable to the XYLD.DE Sharpe Ratio of 0.81. The chart below compares the historical Sharpe Ratios of XDCC.DE and XYLD.DE, 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


XDCC.DEXYLD.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.74

0.81

-0.07

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.03

0.33

-0.29

Sharpe Ratio (All Time)

Calculated using the full available price history

0.24

0.58

-0.34

Correlation

The correlation between XDCC.DE and XYLD.DE is 0.42, 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

XDCC.DE vs. XYLD.DE - Dividend Comparison

XDCC.DE has not paid dividends to shareholders, while XYLD.DE's dividend yield for the trailing twelve months is around 3.17%.


TTM2025202420232022202120202019
XDCC.DE
Xtrackers USD Corporate Bond UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
XYLD.DE
Xtrackers USD Corporate Bond Short Duration SRI PAB UCITS ETF 1D
3.17%3.52%2.90%2.74%5.87%3.00%3.60%2.59%

Drawdowns

XDCC.DE vs. XYLD.DE - Drawdown Comparison

The maximum XDCC.DE drawdown since its inception was -25.01%, which is greater than XYLD.DE's maximum drawdown of -19.11%. Use the drawdown chart below to compare losses from any high point for XDCC.DE and XYLD.DE.


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Drawdown Indicators


XDCC.DEXYLD.DEDifference

Max Drawdown

Largest peak-to-trough decline

-25.01%

-16.92%

-8.09%

Max Drawdown (1Y)

Largest decline over 1 year

-4.74%

-5.92%

+1.18%

Max Drawdown (5Y)

Largest decline over 5 years

-25.01%

-11.09%

-13.92%

Current Drawdown

Current decline from peak

-3.65%

-6.18%

+2.53%

Average Drawdown

Average peak-to-trough decline

-9.56%

-4.07%

-5.49%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.27%

3.59%

-2.32%

Volatility

XDCC.DE vs. XYLD.DE - Volatility Comparison

Xtrackers USD Corporate Bond UCITS ETF (XDCC.DE) has a higher volatility of 2.28% compared to Xtrackers USD Corporate Bond Short Duration SRI PAB UCITS ETF 1D (XYLD.DE) at 1.76%. This indicates that XDCC.DE's price experiences larger fluctuations and is considered to be riskier than XYLD.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XDCC.DEXYLD.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.28%

1.76%

+0.52%

Volatility (6M)

Calculated over the trailing 6-month period

3.64%

2.68%

+0.96%

Volatility (1Y)

Calculated over the trailing 1-year period

6.82%

4.86%

+1.96%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.26%

4.84%

+3.42%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.33%

6.33%

+6.00%