PortfoliosLab logoPortfoliosLab logo
XHYG.DE vs. AYEM.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XHYG.DE vs. AYEM.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers EUR High Yield Corporate Bond UCITS ETF 1D (XHYG.DE) and iShares MSCI EM IMI ESG Screened UCITS ETF USD (Acc) (AYEM.DE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, XHYG.DE achieves a 1.00% return, which is significantly lower than AYEM.DE's 26.90% return.


XHYG.DE

1D
0.08%
1M
0.61%
YTD
1.00%
6M
1.35%
1Y
3.43%
3Y*
6.42%
5Y*
2.78%
10Y*
3.16%

AYEM.DE

1D
-1.29%
1M
4.35%
YTD
26.90%
6M
27.17%
1Y
46.15%
3Y*
20.23%
5Y*
8.30%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

XHYG.DE vs. AYEM.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
XHYG.DE
Xtrackers EUR High Yield Corporate Bond UCITS ETF 1D
1.00%4.63%6.16%11.48%-8.51%2.12%1.72%9.91%-2.85%
AYEM.DE
iShares MSCI EM IMI ESG Screened UCITS ETF USD (Acc)
26.90%17.51%14.02%6.81%-14.64%6.10%7.92%21.67%1.83%

Correlation

The correlation between XHYG.DE and AYEM.DE is 0.54, 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

0.54

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

0.45

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

0.45

Correlation (All Time)
Calculated using the full available price history since Oct 25, 2018

0.49

The correlation between XHYG.DE and AYEM.DE has been stable across timeframes, ranging from 0.45 to 0.54 - a consistent structural relationship.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

XHYG.DE vs. AYEM.DE — Risk / Return Rank

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

XHYG.DE
XHYG.DE Risk / Return Rank: 2929
Overall Rank
XHYG.DE Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
XHYG.DE Sortino Ratio Rank: 3030
Sortino Ratio Rank
XHYG.DE Omega Ratio Rank: 3030
Omega Ratio Rank
XHYG.DE Calmar Ratio Rank: 2626
Calmar Ratio Rank
XHYG.DE Martin Ratio Rank: 3535
Martin Ratio Rank

AYEM.DE
AYEM.DE Risk / Return Rank: 8282
Overall Rank
AYEM.DE Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
AYEM.DE Sortino Ratio Rank: 8282
Sortino Ratio Rank
AYEM.DE Omega Ratio Rank: 8282
Omega Ratio Rank
AYEM.DE Calmar Ratio Rank: 8282
Calmar Ratio Rank
AYEM.DE Martin Ratio Rank: 8181
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.

XHYG.DE vs. AYEM.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers EUR High Yield Corporate Bond UCITS ETF 1D (XHYG.DE) and iShares MSCI EM IMI ESG Screened UCITS ETF USD (Acc) (AYEM.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.


XHYG.DEAYEM.DEDifference
Sharpe ratioReturn per unit of total volatility

-1.71

Sortino ratioReturn per unit of downside risk

-2.03

Omega ratioGain probability vs. loss probability

1.20

1.48

-0.29

Calmar ratioReturn relative to maximum drawdown

1.22

4.30

-3.08

Martin ratioReturn relative to average drawdown

5.17

15.83

-10.66

XHYG.DE vs. AYEM.DE - Sharpe Ratio Comparison

The current XHYG.DE Sharpe Ratio is 0.97, which is lower than the AYEM.DE Sharpe Ratio of 2.68. The chart below compares the historical Sharpe Ratios of XHYG.DE and AYEM.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.


Loading charts...

Sharpe Ratios by Period


XHYG.DEAYEM.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.97

2.68

-1.71

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.51

0.50

0.00

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.45

Sharpe Ratio (All Time)

Calculated using the full available price history

0.44

0.58

-0.14

Drawdowns

XHYG.DE vs. AYEM.DE - Drawdown Comparison

The maximum XHYG.DE drawdown since its inception was -24.00%, smaller than the maximum AYEM.DE drawdown of -31.19%. Use the drawdown chart below to compare losses from any high point for XHYG.DE and AYEM.DE.


Loading charts...

Drawdown Indicators


XHYG.DEAYEM.DEDifference

Max Drawdown

Largest peak-to-trough decline

-24.00%

-31.19%

+7.19%

Max Drawdown (1Y)

Largest decline over 1 year

-2.81%

-11.01%

+8.20%

Max Drawdown (3Y)

Largest decline over 3 years

-3.64%

-19.14%

+15.50%

Max Drawdown (5Y)

Largest decline over 5 years

-14.54%

-23.38%

+8.84%

Max Drawdown (10Y)

Largest decline over 10 years

-24.00%

Current Drawdown

Current decline from peak

-0.11%

-2.20%

+2.09%

Average Drawdown

Average peak-to-trough decline

-2.34%

-8.38%

+6.04%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.67%

3.00%

-2.33%

Volatility

XHYG.DE vs. AYEM.DE - Volatility Comparison

The current volatility for Xtrackers EUR High Yield Corporate Bond UCITS ETF 1D (XHYG.DE) is 1.15%, while iShares MSCI EM IMI ESG Screened UCITS ETF USD (Acc) (AYEM.DE) has a volatility of 7.02%. This indicates that XHYG.DE experiences smaller price fluctuations and is considered to be less risky than AYEM.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


XHYG.DEAYEM.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.15%

7.02%

-5.87%

Volatility (6M)

Calculated over the trailing 6-month period

3.10%

14.89%

-11.79%

Volatility (1Y)

Calculated over the trailing 1-year period

3.53%

17.68%

-14.15%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.45%

16.40%

-10.95%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.17%

18.62%

-11.45%

XHYG.DE vs. AYEM.DE - Expense Ratio Comparison

XHYG.DE has a 0.20% expense ratio, which is higher than AYEM.DE's 0.18% 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

XHYG.DE vs. AYEM.DE - Dividend Comparison

XHYG.DE's dividend yield for the trailing twelve months is around 4.93%, while AYEM.DE has not paid dividends to shareholders.


PositionTTM2025202420232022202120202019201820172016
AYEM.DE
iShares MSCI EM IMI ESG Screened UCITS ETF USD (Acc)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
XHYG.DE
Xtrackers EUR High Yield Corporate Bond UCITS ETF 1D
4.93%4.75%5.48%3.95%3.70%5.75%2.27%3.54%5.11%3.71%1.25%

Frequently Asked Questions


XHYG.DE and AYEM.DE have a correlation of 0.54, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, AYEM.DE is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.

AYEM.DE is cheaper with a 0.18% expense ratio, compared with 0.20% for XHYG.DE.

XHYG.DE is categorized as European High Yield Bonds, while AYEM.DE is Emerging Markets Equities. XHYG.DE tracks Bloomberg Pan Euro HY Euro TR EUR, while AYEM.DE tracks MSCI Emerging Markets IMI ESG Screened. They also come from different issuers: Xtrackers and iShares. Their fees differ too: 0.20% for XHYG.DE and 0.18% for AYEM.DE.

Portfolio Optimizer

Find the right allocation for XHYG.DE and AYEM.DE

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer