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XHY1.DE vs. SYBJ.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

XHY1.DE vs. SYBJ.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 SPDR Bloomberg Euro High Yield Bond UCITS ETF (SYBJ.DE). The values are adjusted to include any dividend payments, if applicable.

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


2026 (YTD)202520242023202220212020201920182017
XHY1.DE
Xtrackers iBoxx EUR High Yield Bond 1-3 Swap UCITS ETF
-0.35%4.80%5.09%6.88%-3.97%2.51%1.30%5.63%-2.54%3.45%
SYBJ.DE
SPDR Bloomberg Euro High Yield Bond UCITS ETF
-1.27%5.26%5.78%11.83%-10.75%2.92%1.94%10.36%-4.24%4.89%

Returns By Period

In the year-to-date period, XHY1.DE achieves a -0.35% return, which is significantly higher than SYBJ.DE's -1.27% return. Over the past 10 years, XHY1.DE has underperformed SYBJ.DE with an annualized return of 2.63%, while SYBJ.DE has yielded a comparatively higher 3.05% annualized return.


XHY1.DE

1D
-0.15%
1M
-0.05%
YTD
-0.35%
6M
0.65%
1Y
3.92%
3Y*
4.85%
5Y*
2.60%
10Y*
2.63%

SYBJ.DE

1D
0.13%
1M
-0.60%
YTD
-1.27%
6M
-0.51%
1Y
3.45%
3Y*
6.09%
5Y*
2.18%
10Y*
3.05%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

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


Return for Risk

XHY1.DE vs. SYBJ.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: 7676
Overall Rank
XHY1.DE Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
XHY1.DE Sortino Ratio Rank: 7171
Sortino Ratio Rank
XHY1.DE Omega Ratio Rank: 6767
Omega Ratio Rank
XHY1.DE Calmar Ratio Rank: 8484
Calmar Ratio Rank
XHY1.DE Martin Ratio Rank: 9191
Martin Ratio Rank

SYBJ.DE
SYBJ.DE Risk / Return Rank: 3939
Overall Rank
SYBJ.DE Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
SYBJ.DE Sortino Ratio Rank: 3535
Sortino Ratio Rank
SYBJ.DE Omega Ratio Rank: 3434
Omega Ratio Rank
SYBJ.DE Calmar Ratio Rank: 4040
Calmar Ratio Rank
SYBJ.DE Martin Ratio Rank: 4747
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. SYBJ.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 SPDR Bloomberg Euro High Yield Bond UCITS ETF (SYBJ.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.DESYBJ.DEDifference

Sharpe ratio

Return per unit of total volatility

1.21

0.73

+0.48

Sortino ratio

Return per unit of downside risk

1.89

1.10

+0.79

Omega ratio

Gain probability vs. loss probability

1.26

1.15

+0.11

Calmar ratio

Return relative to maximum drawdown

3.03

1.32

+1.71

Martin ratio

Return relative to average drawdown

13.87

5.57

+8.30

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

The current XHY1.DE Sharpe Ratio is 1.21, which is higher than the SYBJ.DE Sharpe Ratio of 0.73. The chart below compares the historical Sharpe Ratios of XHY1.DE and SYBJ.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


XHY1.DESYBJ.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.21

0.73

+0.48

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.58

0.37

+0.21

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.35

0.44

-0.09

Sharpe Ratio (All Time)

Calculated using the full available price history

0.30

0.67

-0.37

Correlation

The correlation between XHY1.DE and SYBJ.DE is 0.59, 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

XHY1.DE vs. SYBJ.DE - Dividend Comparison

XHY1.DE's dividend yield for the trailing twelve months is around 4.06%, less than SYBJ.DE's 5.47% yield.


TTM20252024202320222021202020192018201720162015
XHY1.DE
Xtrackers iBoxx EUR High Yield Bond 1-3 Swap UCITS ETF
4.06%3.93%5.53%6.87%4.97%5.12%2.95%1.78%1.35%3.10%3.14%0.00%
SYBJ.DE
SPDR Bloomberg Euro High Yield Bond UCITS ETF
5.47%5.47%5.86%4.96%3.48%2.91%3.14%3.08%2.86%3.57%3.57%3.91%

Drawdowns

XHY1.DE vs. SYBJ.DE - Drawdown Comparison

The maximum XHY1.DE drawdown since its inception was -25.91%, roughly equal to the maximum SYBJ.DE drawdown of -25.59%. Use the drawdown chart below to compare losses from any high point for XHY1.DE and SYBJ.DE.


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Drawdown Indicators


XHY1.DESYBJ.DEDifference

Max Drawdown

Largest peak-to-trough decline

-25.91%

-25.59%

-0.32%

Max Drawdown (1Y)

Largest decline over 1 year

-1.62%

-3.19%

+1.57%

Max Drawdown (5Y)

Largest decline over 5 years

-8.53%

-16.31%

+7.78%

Max Drawdown (10Y)

Largest decline over 10 years

-25.91%

-25.59%

-0.32%

Current Drawdown

Current decline from peak

-0.62%

-2.01%

+1.39%

Average Drawdown

Average peak-to-trough decline

-1.57%

-2.28%

+0.71%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.31%

0.76%

-0.45%

Volatility

XHY1.DE vs. SYBJ.DE - Volatility Comparison

The current volatility for Xtrackers iBoxx EUR High Yield Bond 1-3 Swap UCITS ETF (XHY1.DE) is 1.43%, while SPDR Bloomberg Euro High Yield Bond UCITS ETF (SYBJ.DE) has a volatility of 2.42%. This indicates that XHY1.DE experiences smaller price fluctuations and is considered to be less risky than SYBJ.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XHY1.DESYBJ.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.43%

2.42%

-0.99%

Volatility (6M)

Calculated over the trailing 6-month period

2.04%

3.26%

-1.22%

Volatility (1Y)

Calculated over the trailing 1-year period

3.23%

4.67%

-1.44%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.43%

5.89%

-1.46%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.54%

6.96%

+0.58%