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

Performance

XHYA.DE vs. HIGH - 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 Simplify Enhanced Income ETF (HIGH). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

XHYA.DE is traded in EUR, while HIGH is traded in USD. To make them comparable, the HIGH values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, XHYA.DE achieves a 1.11% return, which is significantly higher than HIGH's 0.57% return.


XHYA.DE

1D
-0.22%
1M
0.74%
YTD
1.11%
6M
1.28%
1Y
3.22%
3Y*
6.38%
5Y*
2.78%
10Y*

HIGH

1D
-0.32%
1M
1.84%
YTD
0.57%
6M
-1.18%
1Y
-5.17%
3Y*
0.19%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

XHYA.DE vs. HIGH - Yearly Performance Comparison


2026 (YTD)2025202420232022
XHYA.DE
Xtrackers EUR High Yield Corporate Bond UCITS ETF
1.11%4.47%6.15%10.88%3.12%
HIGH
Simplify Enhanced Income ETF
0.57%-8.03%8.22%4.47%-6.65%

Correlation

The correlation between XHYA.DE and HIGH is 0.13, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.13

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

0.03

Correlation (All Time)
Calculated using the full available price history since Oct 31, 2022

-0.03

The correlation between XHYA.DE and HIGH shifts across timeframes, from -0.03 (all time) to 0.13 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

XHYA.DE vs. HIGH — 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

HIGH
HIGH Risk / Return Rank: 55
Overall Rank
HIGH Sharpe Ratio Rank: 66
Sharpe Ratio Rank
HIGH Sortino Ratio Rank: 55
Sortino Ratio Rank
HIGH Omega Ratio Rank: 55
Omega Ratio Rank
HIGH Calmar Ratio Rank: 66
Calmar Ratio Rank
HIGH Martin Ratio Rank: 77
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. HIGH - 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 Simplify Enhanced Income ETF (HIGH). 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.DEHIGHDifference
Sharpe ratioReturn per unit of total volatility

+1.35

Sortino ratioReturn per unit of downside risk

+1.96

Omega ratioGain probability vs. loss probability

1.16

0.92

+0.24

Calmar ratioReturn relative to maximum drawdown

1.11

-0.57

+1.68

Martin ratioReturn relative to average drawdown

4.54

-0.86

+5.40

XHYA.DE vs. HIGH - Sharpe Ratio Comparison

The current XHYA.DE Sharpe Ratio is 0.84, which is higher than the HIGH Sharpe Ratio of -0.51. The chart below compares the historical Sharpe Ratios of XHYA.DE and HIGH, 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.DEHIGHDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.84

-0.51

+1.35

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.50

Sharpe Ratio (All Time)

Calculated using the full available price history

0.44

-0.06

+0.50

Drawdowns

XHYA.DE vs. HIGH - Drawdown Comparison

The maximum XHYA.DE drawdown since its inception was -23.86%, which is greater than HIGH's maximum drawdown of -13.59%. Use the drawdown chart below to compare losses from any high point for XHYA.DE and HIGH.


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Drawdown Indicators


XHYA.DEHIGHDifference

Max Drawdown

Largest peak-to-trough decline

-23.86%

-13.59%

-10.27%

Max Drawdown (1Y)

Largest decline over 1 year

-2.89%

-9.16%

+6.27%

Max Drawdown (3Y)

Largest decline over 3 years

-4.23%

-13.59%

+9.36%

Max Drawdown (5Y)

Largest decline over 5 years

-14.48%

Current Drawdown

Current decline from peak

-0.22%

-10.25%

+10.03%

Average Drawdown

Average peak-to-trough decline

-2.52%

-6.06%

+3.54%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.71%

6.04%

-5.33%

Volatility

XHYA.DE vs. HIGH - Volatility Comparison

The current volatility for Xtrackers EUR High Yield Corporate Bond UCITS ETF (XHYA.DE) is 1.08%, while Simplify Enhanced Income ETF (HIGH) has a volatility of 1.36%. This indicates that XHYA.DE experiences smaller price fluctuations and is considered to be less risky than HIGH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XHYA.DEHIGHDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.08%

1.36%

-0.28%

Volatility (6M)

Calculated over the trailing 6-month period

3.23%

5.33%

-2.10%

Volatility (1Y)

Calculated over the trailing 1-year period

3.82%

10.26%

-6.44%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.46%

12.20%

-6.74%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.67%

12.20%

-5.53%

XHYA.DE vs. HIGH - Expense Ratio Comparison

XHYA.DE has a 0.20% expense ratio, which is lower than HIGH's 0.51% expense ratio.


Dividends

XHYA.DE vs. HIGH - Dividend Comparison

XHYA.DE has not paid dividends to shareholders, while HIGH's dividend yield for the trailing twelve months is around 7.34%.


PositionTTM2025202420232022
HIGH
Simplify Enhanced Income ETF
7.34%7.71%8.34%9.40%0.62%
XHYA.DE
Xtrackers EUR High Yield Corporate Bond UCITS ETF
0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


XHYA.DE and HIGH have a correlation of 0.13, 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 0.51% for HIGH.

XHYA.DE is categorized as European High Yield Bonds, while HIGH is Derivative Income. They also come from different issuers: Xtrackers and Simplify. Their fees differ too: 0.20% for XHYA.DE and 0.51% for HIGH.

Portfolio Optimizer

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