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

Performance

XHY1.DE vs. XDWT.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 Xtrackers MSCI World Information Technology UCITS ETF 1C (XDWT.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 lower than XDWT.DE's 25.23% return. Over the past 10 years, XHY1.DE has underperformed XDWT.DE with an annualized return of 2.58%, while XDWT.DE has yielded a comparatively higher 24.00% 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%

XDWT.DE

1D
-2.03%
1M
12.76%
YTD
25.23%
6M
23.47%
1Y
47.87%
3Y*
29.29%
5Y*
22.52%
10Y*
24.00%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XHY1.DE vs. XDWT.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%
XDWT.DE
Xtrackers MSCI World Information Technology UCITS ETF 1C
25.23%9.56%41.11%50.00%-28.10%41.76%30.98%51.77%0.78%21.03%

Correlation

The correlation between XHY1.DE and XDWT.DE is 0.34, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.35

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

0.32

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

0.40

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

0.37

Correlation (All Time)
Calculated using the full available price history since Mar 23, 2016

0.36

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. XDWT.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

XDWT.DE
XDWT.DE Risk / Return Rank: 6464
Overall Rank
XDWT.DE Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
XDWT.DE Sortino Ratio Rank: 6969
Sortino Ratio Rank
XDWT.DE Omega Ratio Rank: 6565
Omega Ratio Rank
XDWT.DE Calmar Ratio Rank: 6363
Calmar Ratio Rank
XDWT.DE Martin Ratio Rank: 5050
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. XDWT.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 Xtrackers MSCI World Information Technology UCITS ETF 1C (XDWT.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.DEXDWT.DEDifference
Sharpe ratioReturn per unit of total volatility

-1.12

Sortino ratioReturn per unit of downside risk

-1.04

Omega ratioGain probability vs. loss probability

1.25

1.38

-0.14

Calmar ratioReturn relative to maximum drawdown

2.26

3.12

-0.86

Martin ratioReturn relative to average drawdown

10.14

8.24

+1.90

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

The current XHY1.DE Sharpe Ratio is 1.26, which is lower than the XDWT.DE Sharpe Ratio of 2.38. The chart below compares the historical Sharpe Ratios of XHY1.DE and XDWT.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.DEXDWT.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.26

2.38

-1.12

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.62

0.99

-0.37

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.34

1.11

-0.77

Sharpe Ratio (All Time)

Calculated using the full available price history

0.31

1.09

-0.78

Drawdowns

XHY1.DE vs. XDWT.DE - Drawdown Comparison

The maximum XHY1.DE drawdown since its inception was -25.91%, smaller than the maximum XDWT.DE drawdown of -31.61%. Use the drawdown chart below to compare losses from any high point for XHY1.DE and XDWT.DE.


Loading charts...

Drawdown Indicators


XHY1.DEXDWT.DEDifference

Max Drawdown

Largest peak-to-trough decline

-25.91%

-31.61%

+5.70%

Max Drawdown (1Y)

Largest decline over 1 year

-1.43%

-15.59%

+14.16%

Max Drawdown (3Y)

Largest decline over 3 years

-2.78%

-29.46%

+26.68%

Max Drawdown (5Y)

Largest decline over 5 years

-8.53%

-29.46%

+20.93%

Max Drawdown (10Y)

Largest decline over 10 years

-25.91%

-31.61%

+5.70%

Current Drawdown

Current decline from peak

-0.12%

-2.61%

+2.49%

Average Drawdown

Average peak-to-trough decline

-1.55%

-5.82%

+4.27%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.32%

5.91%

-5.59%

Volatility

XHY1.DE vs. XDWT.DE - Volatility Comparison

The current volatility for Xtrackers iBoxx EUR High Yield Bond 1-3 Swap UCITS ETF (XHY1.DE) is 0.63%, while Xtrackers MSCI World Information Technology UCITS ETF 1C (XDWT.DE) has a volatility of 7.11%. This indicates that XHY1.DE experiences smaller price fluctuations and is considered to be less risky than XDWT.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


XHY1.DEXDWT.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.63%

7.11%

-6.48%

Volatility (6M)

Calculated over the trailing 6-month period

2.03%

14.96%

-12.93%

Volatility (1Y)

Calculated over the trailing 1-year period

2.56%

20.39%

-17.83%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.45%

22.55%

-18.10%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.54%

21.46%

-13.92%

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

Both XHY1.DE and XDWT.DE have an expense ratio of 0.25%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

XHY1.DE vs. XDWT.DE - Dividend Comparison

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


PositionTTM2025202420232022202120202019201820172016
XDWT.DE
Xtrackers MSCI World Information Technology UCITS ETF 1C
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 XDWT.DE have a correlation of 0.34, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.25% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

XHY1.DE and XDWT.DE have the same expense ratio: 0.25% per year.

XHY1.DE is categorized as European High Yield Bonds, while XDWT.DE is Technology Equities. XHY1.DE tracks iBoxx® EUR Liquid High Yield 1-3, while XDWT.DE tracks MSCI World/Information Tech NR USD.

Portfolio Optimizer

Find the right allocation for XHY1.DE and XDWT.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