PortfoliosLab logoPortfoliosLab logo
XHY1.DE vs. AHYE.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XHY1.DE vs. AHYE.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers iBoxx EUR High Yield Bond 1-3 Swap UCITS ETF (XHY1.DE) and Amundi Euro High Yield Bond ESG UCITS ETF EUR (AHYE.DE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, XHY1.DE achieves a 0.57% return, which is significantly higher than AHYE.DE's 0.37% return. Over the past 10 years, XHY1.DE has underperformed AHYE.DE with an annualized return of 2.58%, while AHYE.DE has yielded a comparatively higher 2.89% annualized return.


XHY1.DE

1D
0.06%
1M
0.25%
YTD
0.57%
6M
0.97%
1Y
3.27%
3Y*
5.12%
5Y*
2.77%
10Y*
2.58%

AHYE.DE

1D
-0.11%
1M
0.43%
YTD
0.37%
6M
0.67%
1Y
3.35%
3Y*
6.16%
5Y*
1.77%
10Y*
2.89%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XHY1.DE vs. AHYE.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
XHY1.DE
Xtrackers iBoxx EUR High Yield Bond 1-3 Swap UCITS ETF
0.57%4.80%5.09%6.88%-3.97%2.51%1.30%5.63%-2.54%3.45%
AHYE.DE
Amundi Euro High Yield Bond ESG UCITS ETF EUR
0.37%5.51%5.40%10.19%-10.53%0.94%1.40%10.27%-2.45%5.05%

Correlation

The correlation between XHY1.DE and AHYE.DE is 0.64, 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

0.64

Correlation (3Y)
Calculated over the trailing 3-year period

0.57

Correlation (5Y)
Calculated over the trailing 5-year period

0.65

Correlation (10Y)
Calculated over the trailing 10-year period

0.59

Correlation (All Time)
Calculated using the full available price history since Jan 9, 2015

0.56

The correlation between XHY1.DE and AHYE.DE has been stable across timeframes, ranging from 0.56 to 0.65 - a consistent structural relationship.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

XHY1.DE vs. AHYE.DE — Risk / Return Rank

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

XHY1.DE
XHY1.DE Risk / Return Rank: 4444
Overall Rank
XHY1.DE Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
XHY1.DE Sortino Ratio Rank: 4242
Sortino Ratio Rank
XHY1.DE Omega Ratio Rank: 3838
Omega Ratio Rank
XHY1.DE Calmar Ratio Rank: 4646
Calmar Ratio Rank
XHY1.DE Martin Ratio Rank: 5858
Martin Ratio Rank

AHYE.DE
AHYE.DE Risk / Return Rank: 2828
Overall Rank
AHYE.DE Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
AHYE.DE Sortino Ratio Rank: 3030
Sortino Ratio Rank
AHYE.DE Omega Ratio Rank: 3030
Omega Ratio Rank
AHYE.DE Calmar Ratio Rank: 2323
Calmar Ratio Rank
AHYE.DE Martin Ratio Rank: 2929
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.

XHY1.DE vs. AHYE.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers iBoxx EUR High Yield Bond 1-3 Swap UCITS ETF (XHY1.DE) and Amundi Euro High Yield Bond ESG UCITS ETF EUR (AHYE.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.


XHY1.DEAHYE.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.26

Sortino ratioReturn per unit of downside risk

+0.47

Omega ratioGain probability vs. loss probability

1.25

1.20

+0.05

Calmar ratioReturn relative to maximum drawdown

2.26

1.01

+1.25

Martin ratioReturn relative to average drawdown

10.14

4.06

+6.08

XHY1.DE vs. AHYE.DE - Sharpe Ratio Comparison

The current XHY1.DE Sharpe Ratio is 1.26, which is comparable to the AHYE.DE Sharpe Ratio of 1.01. The chart below compares the historical Sharpe Ratios of XHY1.DE and AHYE.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


XHY1.DEAHYE.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.26

1.01

+0.26

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.62

0.31

+0.30

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.34

0.43

-0.09

Sharpe Ratio (All Time)

Calculated using the full available price history

0.31

0.39

-0.08

Drawdowns

XHY1.DE vs. AHYE.DE - Drawdown Comparison

The maximum XHY1.DE drawdown since its inception was -25.91%, which is greater than AHYE.DE's maximum drawdown of -23.41%. Use the drawdown chart below to compare losses from any high point for XHY1.DE and AHYE.DE.


Loading charts...

Drawdown Indicators


XHY1.DEAHYE.DEDifference

Max Drawdown

Largest peak-to-trough decline

-25.91%

-23.41%

-2.50%

Max Drawdown (1Y)

Largest decline over 1 year

-1.43%

-3.22%

+1.79%

Max Drawdown (3Y)

Largest decline over 3 years

-2.78%

-3.22%

+0.44%

Max Drawdown (5Y)

Largest decline over 5 years

-8.53%

-16.89%

+8.36%

Max Drawdown (10Y)

Largest decline over 10 years

-25.91%

-23.41%

-2.50%

Current Drawdown

Current decline from peak

-0.12%

-0.32%

+0.20%

Average Drawdown

Average peak-to-trough decline

-1.55%

-2.86%

+1.31%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.32%

0.80%

-0.48%

Volatility

XHY1.DE vs. AHYE.DE - Volatility Comparison

The current volatility for Xtrackers iBoxx EUR High Yield Bond 1-3 Swap UCITS ETF (XHY1.DE) is 0.63%, while Amundi Euro High Yield Bond ESG UCITS ETF EUR (AHYE.DE) has a volatility of 0.81%. This indicates that XHY1.DE experiences smaller price fluctuations and is considered to be less risky than AHYE.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


XHY1.DEAHYE.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.63%

0.81%

-0.18%

Volatility (6M)

Calculated over the trailing 6-month period

2.03%

2.76%

-0.73%

Volatility (1Y)

Calculated over the trailing 1-year period

2.56%

3.22%

-0.66%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.45%

5.57%

-1.12%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.54%

6.73%

+0.81%

XHY1.DE vs. AHYE.DE - Expense Ratio Comparison

XHY1.DE has a 0.25% expense ratio, which is lower than AHYE.DE's 0.40% expense ratio.


Dividends

XHY1.DE vs. AHYE.DE - Dividend Comparison

XHY1.DE's dividend yield for the trailing twelve months is around 4.02%, while AHYE.DE has not paid dividends to shareholders.


PositionTTM2025202420232022202120202019201820172016
AHYE.DE
Amundi Euro High Yield Bond ESG UCITS ETF EUR
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
XHY1.DE
Xtrackers iBoxx EUR High Yield Bond 1-3 Swap UCITS ETF
4.02%3.93%5.53%6.87%4.97%5.12%2.95%1.78%1.35%3.10%3.14%

Frequently Asked Questions


XHY1.DE and AHYE.DE have a correlation of 0.64, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XHY1.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XHY1.DE is cheaper with a 0.25% expense ratio, compared with 0.40% for AHYE.DE.

XHY1.DE tracks iBoxx® EUR Liquid High Yield 1-3, while AHYE.DE tracks iBoxx MSCI ESG EUR High Yield Corporates. They also come from different issuers: Xtrackers and Amundi. Their fees differ too: 0.25% for XHY1.DE and 0.40% for AHYE.DE.

Portfolio Optimizer

Find the right allocation for XHY1.DE and AHYE.DE

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer