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XHYG.DE vs. EUHA.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XHYG.DE vs. EUHA.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 PIMCO Euro Short-Term High Yield Corporate Bond Index UCITS ETF Acc (EUHA.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, XHYG.DE achieves a 1.00% return, which is significantly lower than EUHA.DE's 1.21% 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%

EUHA.DE

1D
0.10%
1M
0.50%
YTD
1.21%
6M
1.66%
1Y
3.62%
3Y*
6.41%
5Y*
2.85%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
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%-3.67%-0.06%
EUHA.DE
PIMCO Euro Short-Term High Yield Corporate Bond Index UCITS ETF Acc
1.21%5.16%6.18%10.06%-8.20%3.18%1.17%8.26%-4.28%0.40%

Correlation

The correlation between XHYG.DE and EUHA.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

0.64

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

0.77

Correlation (All Time)
Calculated using the full available price history since Oct 10, 2017

0.71

The correlation between XHYG.DE and EUHA.DE shifts across timeframes, from 0.64 (3 years) to 0.77 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

XHYG.DE vs. EUHA.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

EUHA.DE
EUHA.DE Risk / Return Rank: 3131
Overall Rank
EUHA.DE Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
EUHA.DE Sortino Ratio Rank: 3232
Sortino Ratio Rank
EUHA.DE Omega Ratio Rank: 3434
Omega Ratio Rank
EUHA.DE Calmar Ratio Rank: 2525
Calmar Ratio Rank
EUHA.DE Martin Ratio Rank: 3434
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. EUHA.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 PIMCO Euro Short-Term High Yield Corporate Bond Index UCITS ETF Acc (EUHA.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.DEEUHA.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.13

Sortino ratioReturn per unit of downside risk

-0.09

Omega ratioGain probability vs. loss probability

1.20

1.22

-0.03

Calmar ratioReturn relative to maximum drawdown

1.22

1.13

+0.09

Martin ratioReturn relative to average drawdown

5.17

5.03

+0.14

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

The current XHYG.DE Sharpe Ratio is 0.97, which is comparable to the EUHA.DE Sharpe Ratio of 1.11. The chart below compares the historical Sharpe Ratios of XHYG.DE and EUHA.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.


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Sharpe Ratios by Period


XHYG.DEEUHA.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.97

1.11

-0.13

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.51

0.57

-0.07

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

0.33

+0.11

Drawdowns

XHYG.DE vs. EUHA.DE - Drawdown Comparison

The maximum XHYG.DE drawdown since its inception was -24.00%, roughly equal to the maximum EUHA.DE drawdown of -23.36%. Use the drawdown chart below to compare losses from any high point for XHYG.DE and EUHA.DE.


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Drawdown Indicators


XHYG.DEEUHA.DEDifference

Max Drawdown

Largest peak-to-trough decline

-24.00%

-23.36%

-0.64%

Max Drawdown (1Y)

Largest decline over 1 year

-2.81%

-3.03%

+0.22%

Max Drawdown (3Y)

Largest decline over 3 years

-3.64%

-3.50%

-0.14%

Max Drawdown (5Y)

Largest decline over 5 years

-14.54%

-12.43%

-2.11%

Max Drawdown (10Y)

Largest decline over 10 years

-24.00%

Current Drawdown

Current decline from peak

-0.11%

-0.15%

+0.04%

Average Drawdown

Average peak-to-trough decline

-2.34%

-2.43%

+0.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.67%

0.68%

-0.01%

Volatility

XHYG.DE vs. EUHA.DE - Volatility Comparison

Xtrackers EUR High Yield Corporate Bond UCITS ETF 1D (XHYG.DE) has a higher volatility of 1.15% compared to PIMCO Euro Short-Term High Yield Corporate Bond Index UCITS ETF Acc (EUHA.DE) at 0.78%. This indicates that XHYG.DE's price experiences larger fluctuations and is considered to be riskier than EUHA.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XHYG.DEEUHA.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.15%

0.78%

+0.37%

Volatility (6M)

Calculated over the trailing 6-month period

3.10%

2.64%

+0.46%

Volatility (1Y)

Calculated over the trailing 1-year period

3.53%

3.10%

+0.43%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.45%

4.93%

+0.52%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.17%

7.54%

-0.37%

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

XHYG.DE has a 0.20% expense ratio, which is lower than EUHA.DE's 0.50% expense ratio.


Dividends

XHYG.DE vs. EUHA.DE - Dividend Comparison

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


PositionTTM2025202420232022202120202019201820172016
EUHA.DE
PIMCO Euro Short-Term High Yield Corporate Bond Index UCITS ETF 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 EUHA.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, XHYG.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XHYG.DE is cheaper with a 0.20% expense ratio, compared with 0.50% for EUHA.DE.

XHYG.DE tracks Bloomberg Pan Euro HY Euro TR EUR, while EUHA.DE tracks BofA Merrill Lynch 0-5 Year Euro Developed Markets High Yield 2% Constrained. They also come from different issuers: Xtrackers and PIMCO. Their fees differ too: 0.20% for XHYG.DE and 0.50% for EUHA.DE.

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