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XHYA.DE vs. EUNW.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XHYA.DE vs. EUNW.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers EUR High Yield Corporate Bond UCITS ETF (XHYA.DE) and iShares EUR High Yield Corporate Bond UCITS ETF EUR (Dist) (EUNW.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, XHYA.DE achieves a 1.11% return, which is significantly higher than EUNW.DE's 0.85% return.


XHYA.DE

1D
-0.22%
1M
0.41%
YTD
1.11%
6M
1.27%
1Y
3.39%
3Y*
6.38%
5Y*
2.78%
10Y*

EUNW.DE

1D
0.05%
1M
0.46%
YTD
0.85%
6M
1.40%
1Y
3.33%
3Y*
6.32%
5Y*
2.68%
10Y*
3.10%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XHYA.DE vs. EUNW.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
XHYA.DE
Xtrackers EUR High Yield Corporate Bond UCITS ETF
1.11%4.47%6.15%10.88%-8.84%2.96%2.02%9.71%-3.59%3.97%
EUNW.DE
iShares EUR High Yield Corporate Bond UCITS ETF EUR (Dist)
0.85%5.00%5.90%11.26%-9.36%2.93%1.06%9.87%-3.52%3.88%

Correlation

The correlation between XHYA.DE and EUNW.DE is 0.79, 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

0.79

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

0.83

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

0.87

Correlation (All Time)
Calculated using the full available price history since Mar 16, 2017

0.82

The correlation between XHYA.DE and EUNW.DE has been stable across timeframes, ranging from 0.79 to 0.87 - a consistent structural relationship.

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Return for Risk

XHYA.DE vs. EUNW.DE — Risk / Return Rank

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

XHYA.DE
XHYA.DE Risk / Return Rank: 2626
Overall Rank
XHYA.DE Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
XHYA.DE Sortino Ratio Rank: 2525
Sortino Ratio Rank
XHYA.DE Omega Ratio Rank: 2424
Omega Ratio Rank
XHYA.DE Calmar Ratio Rank: 2424
Calmar Ratio Rank
XHYA.DE Martin Ratio Rank: 3131
Martin Ratio Rank

EUNW.DE
EUNW.DE Risk / Return Rank: 2828
Overall Rank
EUNW.DE Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
EUNW.DE Sortino Ratio Rank: 2929
Sortino Ratio Rank
EUNW.DE Omega Ratio Rank: 2929
Omega Ratio Rank
EUNW.DE Calmar Ratio Rank: 2424
Calmar Ratio Rank
EUNW.DE Martin Ratio Rank: 3333
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.

XHYA.DE vs. EUNW.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers EUR High Yield Corporate Bond UCITS ETF (XHYA.DE) and iShares EUR High Yield Corporate Bond UCITS ETF EUR (Dist) (EUNW.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.


XHYA.DEEUNW.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.12

Sortino ratioReturn per unit of downside risk

-0.23

Omega ratioGain probability vs. loss probability

1.16

1.19

-0.03

Calmar ratioReturn relative to maximum drawdown

1.11

1.12

-0.01

Martin ratioReturn relative to average drawdown

4.54

4.73

-0.19

XHYA.DE vs. EUNW.DE - Sharpe Ratio Comparison

The current XHYA.DE Sharpe Ratio is 0.84, which is comparable to the EUNW.DE Sharpe Ratio of 0.96. The chart below compares the historical Sharpe Ratios of XHYA.DE and EUNW.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.


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Sharpe Ratios by Period


XHYA.DEEUNW.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.84

0.96

-0.12

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.50

0.50

0.00

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.47

Sharpe Ratio (All Time)

Calculated using the full available price history

0.44

0.47

-0.03

Drawdowns

XHYA.DE vs. EUNW.DE - Drawdown Comparison

The maximum XHYA.DE drawdown since its inception was -23.86%, smaller than the maximum EUNW.DE drawdown of -25.47%. Use the drawdown chart below to compare losses from any high point for XHYA.DE and EUNW.DE.


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Drawdown Indicators


XHYA.DEEUNW.DEDifference

Max Drawdown

Largest peak-to-trough decline

-23.86%

-25.47%

+1.61%

Max Drawdown (1Y)

Largest decline over 1 year

-2.89%

-2.83%

-0.06%

Max Drawdown (3Y)

Largest decline over 3 years

-4.23%

-3.80%

-0.43%

Max Drawdown (5Y)

Largest decline over 5 years

-14.48%

-14.79%

+0.31%

Max Drawdown (10Y)

Largest decline over 10 years

-25.47%

Current Drawdown

Current decline from peak

-0.22%

-0.10%

-0.12%

Average Drawdown

Average peak-to-trough decline

-2.52%

-2.31%

-0.21%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.71%

0.67%

+0.04%

Volatility

XHYA.DE vs. EUNW.DE - Volatility Comparison

Xtrackers EUR High Yield Corporate Bond UCITS ETF (XHYA.DE) has a higher volatility of 1.08% compared to iShares EUR High Yield Corporate Bond UCITS ETF EUR (Dist) (EUNW.DE) at 0.79%. This indicates that XHYA.DE's price experiences larger fluctuations and is considered to be riskier than EUNW.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XHYA.DEEUNW.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.08%

0.79%

+0.29%

Volatility (6M)

Calculated over the trailing 6-month period

3.23%

2.86%

+0.37%

Volatility (1Y)

Calculated over the trailing 1-year period

3.82%

3.30%

+0.52%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.46%

5.25%

+0.21%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.67%

6.58%

+0.09%

XHYA.DE vs. EUNW.DE - Expense Ratio Comparison

XHYA.DE has a 0.20% expense ratio, which is lower than EUNW.DE's 0.50% expense ratio.


Dividends

XHYA.DE vs. EUNW.DE - Dividend Comparison

XHYA.DE has not paid dividends to shareholders, while EUNW.DE's dividend yield for the trailing twelve months is around 5.17%.


PositionTTM20252024202320222021202020192018201720162015
EUNW.DE
iShares EUR High Yield Corporate Bond UCITS ETF EUR (Dist)
5.17%5.45%6.09%5.41%3.70%3.07%3.67%3.75%3.68%3.78%4.03%4.59%
XHYA.DE
Xtrackers EUR High Yield Corporate Bond UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


XHYA.DE and EUNW.DE have a correlation of 0.79, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XHYA.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XHYA.DE is cheaper with a 0.20% expense ratio, compared with 0.50% for EUNW.DE.

Both ETFs track iBoxx® EUR Liquid High Yield. They also come from different issuers: Xtrackers and iShares. Their fees differ too: 0.20% for XHYA.DE and 0.50% for EUNW.DE.

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