XDGU.L vs. XYLD.L
XDGU.L (Xtrackers USD Corporate Bonds UCITS ETF 1D) and XYLD.L (Xtrackers USD Corporate Bond Short Duration SRI PAB UCITS ETF 1D) are both Corporate Bonds funds from Xtrackers tracking the Bloomberg US Corp Bond TR USD. Both are passively managed. Over the past 5 years, XDGU.L returned 0.11%/yr vs 1.87%/yr for XYLD.L. A 0.76 correlation means they provide meaningful diversification when combined. XDGU.L charges 0.12%/yr vs 0.16%/yr for XYLD.L.
Performance
XDGU.L vs. XYLD.L - Performance Comparison
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Returns By Period
In the year-to-date period, XDGU.L achieves a 0.16% return, which is significantly lower than XYLD.L's 0.71% return.
XDGU.L
- 1D
- 0.14%
- 1M
- 0.50%
- YTD
- 0.16%
- 6M
- 0.47%
- 1Y
- 5.73%
- 3Y*
- 5.14%
- 5Y*
- 0.11%
- 10Y*
- 2.63%
XYLD.L
- 1D
- 0.13%
- 1M
- 0.25%
- YTD
- 0.71%
- 6M
- 1.14%
- 1Y
- 4.16%
- 3Y*
- 5.19%
- 5Y*
- 1.87%
- 10Y*
- —
XDGU.L vs. XYLD.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
XDGU.L Xtrackers USD Corporate Bonds UCITS ETF 1D | 0.16% | 7.97% | 1.52% | 9.07% | -17.66% | -1.76% | 10.73% | 18.12% | -0.61% |
XYLD.L Xtrackers USD Corporate Bond Short Duration SRI PAB UCITS ETF 1D | 0.71% | 6.19% | 4.89% | 5.76% | -8.70% | 0.36% | 10.29% | 17.18% | -1.70% |
Correlation
The correlation between XDGU.L and XYLD.L is 0.59, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.59 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.64 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.74 |
Correlation (All Time) Calculated using the full available price history since Mar 15, 2018 | 0.76 |
The correlation between XDGU.L and XYLD.L shifts across timeframes, from 0.59 (1 year) to 0.76 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
XDGU.L vs. XYLD.L — Risk / Return Rank
XDGU.L
XYLD.L
XDGU.L vs. XYLD.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers USD Corporate Bonds UCITS ETF 1D (XDGU.L) and Xtrackers USD Corporate Bond Short Duration SRI PAB UCITS ETF 1D (XYLD.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.
| XDGU.L | XYLD.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.00 | ||
| Sortino ratioReturn per unit of downside risk | -1.60 | ||
| Omega ratioGain probability vs. loss probability | 1.19 | 1.38 | -0.19 |
| Calmar ratioReturn relative to maximum drawdown | 1.75 | 3.88 | -2.13 |
| Martin ratioReturn relative to average drawdown | 4.98 | 15.03 | -10.05 |
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
| XDGU.L | XYLD.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.06 | 2.07 | -1.00 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.01 | 0.58 | -0.57 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.33 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.37 | 0.69 | -0.32 |
Drawdowns
XDGU.L vs. XYLD.L - Drawdown Comparison
The maximum XDGU.L drawdown since its inception was -25.18%, which is greater than XYLD.L's maximum drawdown of -18.93%. Use the drawdown chart below to compare losses from any high point for XDGU.L and XYLD.L.
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Drawdown Indicators
| XDGU.L | XYLD.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -25.18% | -18.93% | -6.25% |
Max Drawdown (1Y)Largest decline over 1 year | -3.26% | -1.07% | -2.19% |
Max Drawdown (3Y)Largest decline over 3 years | -7.70% | -1.42% | -6.28% |
Max Drawdown (5Y)Largest decline over 5 years | -25.12% | -12.38% | -12.74% |
Max Drawdown (10Y)Largest decline over 10 years | -25.18% | — | — |
Current DrawdownCurrent decline from peak | -3.14% | -0.05% | -3.09% |
Average DrawdownAverage peak-to-trough decline | -6.07% | -3.12% | -2.95% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.15% | 0.28% | +0.87% |
Volatility
XDGU.L vs. XYLD.L - Volatility Comparison
Xtrackers USD Corporate Bonds UCITS ETF 1D (XDGU.L) has a higher volatility of 1.96% compared to Xtrackers USD Corporate Bond Short Duration SRI PAB UCITS ETF 1D (XYLD.L) at 0.88%. This indicates that XDGU.L's price experiences larger fluctuations and is considered to be riskier than XYLD.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XDGU.L | XYLD.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.96% | 0.88% | +1.08% |
Volatility (6M)Calculated over the trailing 6-month period | 4.06% | 1.56% | +2.50% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.40% | 2.01% | +3.39% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 8.36% | 3.22% | +5.14% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 8.06% | 5.83% | +2.23% |
XDGU.L vs. XYLD.L - Expense Ratio Comparison
XDGU.L has a 0.12% expense ratio, which is lower than XYLD.L'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%.
Dividends
XDGU.L vs. XYLD.L - Dividend Comparison
XDGU.L's dividend yield for the trailing twelve months is around 4.75%, more than XYLD.L's 3.76% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
XDGU.L Xtrackers USD Corporate Bonds UCITS ETF 1D | 4.75% | 4.59% | 5.63% | 4.06% | 4.07% | 5.93% | 3.74% | 2.98% | 2.97% | 3.09% | 0.29% |
XYLD.L Xtrackers USD Corporate Bond Short Duration SRI PAB UCITS ETF 1D | 3.76% | 3.61% | 3.34% | 2.88% | 6.03% | 3.88% | 3.78% | 2.92% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
XDGU.L and XYLD.L have a correlation of 0.59, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XDGU.L is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XDGU.L is cheaper with a 0.12% expense ratio, compared with 0.16% for XYLD.L.
Both ETFs track Bloomberg US Corp Bond TR USD. Their fees differ too: 0.12% for XDGU.L and 0.16% for XYLD.L.
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