XHYA.DE vs. XSX6.DE
XHYA.DE (Xtrackers EUR High Yield Corporate Bond UCITS ETF) and XSX6.DE (Xtrackers STOXX Europe 600 UCITS ETF) are both exchange-traded funds - XHYA.DE is a European High Yield Bonds fund tracking the iBoxx® EUR Liquid High Yield, while XSX6.DE is a Europe Equities fund tracking the STOXX® Europe 600. Both are passively managed. Over the past 5 years, XHYA.DE returned 2.78%/yr vs 9.70%/yr for XSX6.DE. A 0.63 correlation means they provide meaningful diversification when combined. Both charge a 0.20% expense ratio.
Performance
XHYA.DE vs. XSX6.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XHYA.DE achieves a 1.11% return, which is significantly lower than XSX6.DE's 7.40% 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*
- —
XSX6.DE
- 1D
- 0.59%
- 1M
- 0.87%
- YTD
- 7.40%
- 6M
- 10.04%
- 1Y
- 16.19%
- 3Y*
- 13.95%
- 5Y*
- 9.70%
- 10Y*
- 9.14%
XHYA.DE vs. XSX6.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 | 1.11% | 4.47% | 6.15% | 10.88% | -8.84% | 2.96% | 2.02% | 9.71% | -3.59% | 3.97% |
XSX6.DE Xtrackers STOXX Europe 600 UCITS ETF | 7.40% | 20.91% | 8.35% | 15.54% | -10.63% | 24.87% | -1.83% | 28.68% | -11.34% | 6.42% |
Correlation
The correlation between XHYA.DE and XSX6.DE is 0.68, 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 | 0.68 |
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 16, 2017 | 0.63 |
The correlation between XHYA.DE and XSX6.DE has been stable across timeframes, ranging from 0.63 to 0.68 - a consistent structural relationship.
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Return for Risk
XHYA.DE vs. XSX6.DE — Risk / Return Rank
XHYA.DE
XSX6.DE
XHYA.DE vs. XSX6.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 STOXX Europe 600 UCITS ETF (XSX6.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.DE | XSX6.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.42 | ||
| Sortino ratioReturn per unit of downside risk | -0.54 | ||
| Omega ratioGain probability vs. loss probability | 1.16 | 1.24 | -0.08 |
| Calmar ratioReturn relative to maximum drawdown | 1.11 | 1.73 | -0.62 |
| Martin ratioReturn relative to average drawdown | 4.54 | 6.55 | -2.01 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| XHYA.DE | XSX6.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.84 | 1.26 | -0.42 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.50 | 0.66 | -0.16 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.58 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.44 | 0.59 | -0.15 |
Drawdowns
XHYA.DE vs. XSX6.DE - Drawdown Comparison
The maximum XHYA.DE drawdown since its inception was -23.86%, smaller than the maximum XSX6.DE drawdown of -36.05%. Use the drawdown chart below to compare losses from any high point for XHYA.DE and XSX6.DE.
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Drawdown Indicators
| XHYA.DE | XSX6.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.86% | -36.05% | +12.19% |
Max Drawdown (1Y)Largest decline over 1 year | -2.89% | -9.46% | +6.57% |
Max Drawdown (3Y)Largest decline over 3 years | -4.23% | -16.37% | +12.14% |
Max Drawdown (5Y)Largest decline over 5 years | -14.48% | -20.84% | +6.36% |
Max Drawdown (10Y)Largest decline over 10 years | — | -36.05% | — |
Current DrawdownCurrent decline from peak | -0.22% | -1.56% | +1.34% |
Average DrawdownAverage peak-to-trough decline | -2.52% | -5.27% | +2.75% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.71% | 2.50% | -1.79% |
Volatility
XHYA.DE vs. XSX6.DE - Volatility Comparison
The current volatility for Xtrackers EUR High Yield Corporate Bond UCITS ETF (XHYA.DE) is 1.08%, while Xtrackers STOXX Europe 600 UCITS ETF (XSX6.DE) has a volatility of 4.26%. This indicates that XHYA.DE experiences smaller price fluctuations and is considered to be less risky than XSX6.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 | XSX6.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.08% | 4.26% | -3.18% |
Volatility (6M)Calculated over the trailing 6-month period | 3.23% | 10.73% | -7.50% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.82% | 12.95% | -9.13% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.46% | 14.44% | -8.98% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6.67% | 15.61% | -8.94% |
XHYA.DE vs. XSX6.DE - Expense Ratio Comparison
Both XHYA.DE and XSX6.DE have an expense ratio of 0.20%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Dividends
XHYA.DE vs. XSX6.DE - Dividend Comparison
Neither XHYA.DE nor XSX6.DE has paid dividends to shareholders.
Frequently Asked Questions
XHYA.DE and XSX6.DE have a correlation of 0.68, 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 0.20% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
XHYA.DE and XSX6.DE have the same expense ratio: 0.20% per year.
XHYA.DE is categorized as European High Yield Bonds, while XSX6.DE is Europe Equities. XHYA.DE tracks iBoxx® EUR Liquid High Yield, while XSX6.DE tracks STOXX® Europe 600.
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