XHYA.DE vs. XESC.DE
XHYA.DE (Xtrackers EUR High Yield Corporate Bond UCITS ETF) and XESC.DE (Xtrackers EURO STOXX 50 UCITS ETF 1C) are both exchange-traded funds - XHYA.DE is a European High Yield Bonds fund tracking the iBoxx® EUR Liquid High Yield, while XESC.DE is a Europe Equities fund tracking the MSCI EMU NR EUR. Both are passively managed. Over the past 5 years, XHYA.DE returned 2.88%/yr vs 11.78%/yr for XESC.DE. A 0.66 correlation means they provide meaningful diversification when combined. XHYA.DE charges 0.20%/yr vs 0.09%/yr for XESC.DE.
Performance
XHYA.DE vs. XESC.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XHYA.DE achieves a 1.75% return, which is significantly lower than XESC.DE's 9.31% return.
XHYA.DE
- 1D
- 0.12%
- 1M
- 0.91%
- YTD
- 1.75%
- 6M
- 1.63%
- 1Y
- 3.92%
- 3Y*
- 6.63%
- 5Y*
- 2.88%
- 10Y*
- —
XESC.DE
- 1D
- 0.00%
- 1M
- 2.56%
- YTD
- 9.31%
- 6M
- 10.20%
- 1Y
- 21.31%
- 3Y*
- 16.40%
- 5Y*
- 11.78%
- 10Y*
- 11.87%
XHYA.DE vs. XESC.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
XHYA.DE Xtrackers EUR High Yield Corporate Bond UCITS ETF | 1.75% | 4.45% | 6.15% | 10.88% | -8.84% | 2.99% | 2.01% | 9.70% | -3.64% | 4.00% |
XESC.DE Xtrackers EURO STOXX 50 UCITS ETF 1C | 9.31% | 22.24% | 11.06% | 22.50% | -8.87% | 23.54% | -2.88% | 30.09% | -12.09% | 6.20% |
Correlation
The correlation between XHYA.DE and XESC.DE is 0.69, 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 | 0.69 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.65 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.68 |
Correlation (All Time) Calculated using the full available price history since Mar 15, 2017 | 0.66 |
The correlation between XHYA.DE and XESC.DE has been stable across timeframes, ranging from 0.65 to 0.69 - a consistent structural relationship.
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Return for Risk
XHYA.DE vs. XESC.DE — Risk / Return Rank
XHYA.DE
XESC.DE
XHYA.DE vs. XESC.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 Xtrackers EURO STOXX 50 UCITS ETF 1C (XESC.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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| XHYA.DE | XESC.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.26 | ||
| Sortino ratioReturn per unit of downside risk | -0.34 | ||
| Omega ratioGain probability vs. loss probability | 1.21 | 1.25 | -0.04 |
| Calmar ratioReturn relative to maximum drawdown | 1.37 | 1.96 | -0.59 |
| Martin ratioReturn relative to average drawdown | 5.61 | 6.81 | -1.20 |
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Drawdowns
XHYA.DE vs. XESC.DE - Drawdown Comparison
The maximum XHYA.DE drawdown since its inception was -23.83%, smaller than the maximum XESC.DE drawdown of -46.74%. Use the drawdown chart below to compare losses from any high point for XHYA.DE and XESC.DE.
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Drawdown Indicators
| XHYA.DE | XESC.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.83% | -46.74% | +22.91% |
Max Drawdown (1Y)Largest decline over 1 year | -2.86% | -10.88% | +8.02% |
Max Drawdown (3Y)Largest decline over 3 years | -4.25% | -16.53% | +12.28% |
Max Drawdown (5Y)Largest decline over 5 years | -14.49% | -23.33% | +8.84% |
Max Drawdown (10Y)Largest decline over 10 years | — | -38.51% | — |
Current DrawdownCurrent decline from peak | 0.00% | -1.71% | +1.71% |
Average DrawdownAverage peak-to-trough decline | -2.50% | -9.06% | +6.56% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.70% | 3.13% | -2.43% |
Volatility
XHYA.DE vs. XESC.DE - Volatility Comparison
The current volatility for Xtrackers EUR High Yield Corporate Bond UCITS ETF (XHYA.DE) is 0.71%, while Xtrackers EURO STOXX 50 UCITS ETF 1C (XESC.DE) has a volatility of 3.52%. This indicates that XHYA.DE experiences smaller price fluctuations and is considered to be less risky than XESC.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.DE | XESC.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.71% | 3.52% | -2.81% |
Volatility (6M)Calculated over the trailing 6-month period | 3.26% | 13.23% | -9.97% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.66% | 16.03% | -12.37% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.47% | 17.56% | -12.09% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6.53% | 17.98% | -11.45% |
XHYA.DE vs. XESC.DE - Expense Ratio Comparison
XHYA.DE has a 0.20% expense ratio, which is higher than XESC.DE's 0.09% 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. XESC.DE - Dividend Comparison
Neither XHYA.DE nor XESC.DE has paid dividends to shareholders.
Frequently Asked Questions
XHYA.DE and XESC.DE have a correlation of 0.69, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XESC.DE is cheaper at 0.09% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XESC.DE is cheaper with a 0.09% expense ratio, compared with 0.20% for XHYA.DE.
XHYA.DE is categorized as European High Yield Bonds, while XESC.DE is Europe Equities. XHYA.DE tracks iBoxx® EUR Liquid High Yield, while XESC.DE tracks MSCI EMU NR EUR. Their fees differ too: 0.20% for XHYA.DE and 0.09% for XESC.DE.
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