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

Performance

XHYA.DE vs. IBDU - 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 iBonds Dec 2029 Term Corporate ETF (IBDU). 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 IBDU is traded in USD. To make them comparable, the IBDU 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 1.14% return, which is significantly lower than IBDU's 2.26% return.


XHYA.DE

1D
0.22%
1M
0.47%
YTD
1.14%
6M
1.52%
1Y
3.26%
3Y*
6.15%
5Y*
2.70%
10Y*

IBDU

1D
-0.07%
1M
1.95%
YTD
2.26%
6M
1.91%
1Y
3.71%
3Y*
3.37%
5Y*
2.27%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

XHYA.DE vs. IBDU - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
XHYA.DE
Xtrackers EUR High Yield Corporate Bond UCITS ETF
1.14%4.45%6.15%10.88%-8.84%2.99%2.01%1.40%
IBDU
iShares iBonds Dec 2029 Term Corporate ETF
2.26%-5.17%10.46%5.41%-7.65%5.28%1.28%0.79%

Correlation

The correlation between XHYA.DE and IBDU is -0.10, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.10

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

0.02

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

-0.03

Correlation (All Time)
Calculated using the full available price history since Sep 19, 2019

-0.02

The correlation between XHYA.DE and IBDU shifts across timeframes, from -0.10 (1 year) to 0.02 (3 years), reflecting how their relationship changes across market environments.

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Return for Risk

XHYA.DE vs. IBDU — 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: 2929
Overall Rank
XHYA.DE Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
XHYA.DE Sortino Ratio Rank: 2828
Sortino Ratio Rank
XHYA.DE Omega Ratio Rank: 2828
Omega Ratio Rank
XHYA.DE Calmar Ratio Rank: 2626
Calmar Ratio Rank
XHYA.DE Martin Ratio Rank: 3434
Martin Ratio Rank

IBDU
IBDU Risk / Return Rank: 7777
Overall Rank
IBDU Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
IBDU Sortino Ratio Rank: 8787
Sortino Ratio Rank
IBDU Omega Ratio Rank: 8282
Omega Ratio Rank
IBDU Calmar Ratio Rank: 7070
Calmar Ratio Rank
IBDU Martin Ratio Rank: 7070
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. IBDU - 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 iBonds Dec 2029 Term Corporate ETF (IBDU). 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.DEIBDUDifference
Sharpe ratioReturn per unit of total volatility

+0.22

Sortino ratioReturn per unit of downside risk

+0.41

Omega ratioGain probability vs. loss probability

1.17

1.12

+0.05

Calmar ratioReturn relative to maximum drawdown

1.15

1.05

+0.10

Martin ratioReturn relative to average drawdown

4.71

2.95

+1.75

XHYA.DE vs. IBDU - Sharpe Ratio Comparison

The current XHYA.DE Sharpe Ratio is 0.89, which is higher than the IBDU Sharpe Ratio of 0.67. The chart below compares the historical Sharpe Ratios of XHYA.DE and IBDU, 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.DEIBDUDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.89

0.67

+0.22

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.49

0.29

+0.20

Sharpe Ratio (All Time)

Calculated using the full available price history

0.45

0.19

+0.26

Drawdowns

XHYA.DE vs. IBDU - Drawdown Comparison

The maximum XHYA.DE drawdown since its inception was -23.83%, which is greater than IBDU's maximum drawdown of -15.73%. Use the drawdown chart below to compare losses from any high point for XHYA.DE and IBDU.


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Drawdown Indicators


XHYA.DEIBDUDifference

Max Drawdown

Largest peak-to-trough decline

-23.83%

-15.73%

-8.10%

Max Drawdown (1Y)

Largest decline over 1 year

-2.86%

-3.54%

+0.68%

Max Drawdown (3Y)

Largest decline over 3 years

-4.25%

-10.07%

+5.82%

Max Drawdown (5Y)

Largest decline over 5 years

-14.49%

-10.69%

-3.80%

Current Drawdown

Current decline from peak

-0.19%

-4.63%

+4.44%

Average Drawdown

Average peak-to-trough decline

-2.52%

-4.57%

+2.05%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.70%

1.26%

-0.56%

Volatility

XHYA.DE vs. IBDU - Volatility Comparison

Xtrackers EUR High Yield Corporate Bond UCITS ETF (XHYA.DE) has a higher volatility of 1.09% compared to iShares iBonds Dec 2029 Term Corporate ETF (IBDU) at 0.94%. This indicates that XHYA.DE's price experiences larger fluctuations and is considered to be riskier than IBDU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XHYA.DEIBDUDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.09%

0.94%

+0.15%

Volatility (6M)

Calculated over the trailing 6-month period

3.26%

3.92%

-0.66%

Volatility (1Y)

Calculated over the trailing 1-year period

3.70%

5.58%

-1.88%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.47%

7.87%

-2.40%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.55%

8.89%

-2.34%

XHYA.DE vs. IBDU - Expense Ratio Comparison

XHYA.DE has a 0.20% expense ratio, which is higher than IBDU's 0.10% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

XHYA.DE vs. IBDU - Dividend Comparison

XHYA.DE has not paid dividends to shareholders, while IBDU's dividend yield for the trailing twelve months is around 4.67%.


PositionTTM2025202420232022202120202019
IBDU
iShares iBonds Dec 2029 Term Corporate ETF
4.67%4.67%4.75%4.21%3.34%2.29%2.42%0.74%
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%

Frequently Asked Questions


XHYA.DE and IBDU have a correlation of -0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IBDU is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IBDU is cheaper with a 0.10% expense ratio, compared with 0.20% for XHYA.DE.

XHYA.DE is categorized as European High Yield Bonds, while IBDU is Corporate Bonds. XHYA.DE tracks iBoxx® EUR Liquid High Yield, while IBDU tracks Bloomberg December 2029 Maturity Corporate Index. They also come from different issuers: Xtrackers and iShares. Their fees differ too: 0.20% for XHYA.DE and 0.10% for IBDU.

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