XHYG.DE vs. HPRD.L
XHYG.DE (Xtrackers EUR High Yield Corporate Bond UCITS ETF 1D) and HPRD.L (HSBC FTSE EPRA NAREIT Developed UCITS ETF) are both exchange-traded funds - XHYG.DE is a European High Yield Bonds fund tracking the Bloomberg Pan Euro HY Euro TR EUR, while HPRD.L is a REIT fund tracking the FTSE EPRA Nareit Global TR USD. Both are passively managed. Over the past 10 years, XHYG.DE returned 3.16%/yr vs 3.29%/yr for HPRD.L. At a 0.41 correlation, their price movements are largely independent. XHYG.DE charges 0.20%/yr vs 0.24%/yr for HPRD.L.
Performance
XHYG.DE vs. HPRD.L - Performance Comparison
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Different Trading Currencies
XHYG.DE is traded in EUR, while HPRD.L is traded in USD. To make them comparable, the HPRD.L values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, XHYG.DE achieves a 1.00% return, which is significantly lower than HPRD.L's 7.81% return. Both investments have delivered pretty close results over the past 10 years, with XHYG.DE having a 3.16% annualized return and HPRD.L not far ahead at 3.29%.
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%
HPRD.L
- 1D
- -0.01%
- 1M
- -1.10%
- YTD
- 7.81%
- 6M
- 7.35%
- 1Y
- 10.05%
- 3Y*
- 6.33%
- 5Y*
- 2.12%
- 10Y*
- 3.29%
XHYG.DE vs. HPRD.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% | 4.46% |
HPRD.L HSBC FTSE EPRA NAREIT Developed UCITS ETF | 7.83% | -2.26% | 6.40% | 7.56% | -20.10% | 35.88% | -16.40% | 23.69% | -0.97% | -2.14% |
Correlation
The correlation between XHYG.DE and HPRD.L is 0.44, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.44 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.46 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.48 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.42 |
Correlation (All Time) Calculated using the full available price history since Jan 14, 2015 | 0.41 |
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Return for Risk
XHYG.DE vs. HPRD.L — Risk / Return Rank
XHYG.DE
HPRD.L
XHYG.DE vs. HPRD.L - 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 HSBC FTSE EPRA NAREIT Developed UCITS ETF (HPRD.L). 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.DE | HPRD.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.14 | ||
| Sortino ratioReturn per unit of downside risk | +0.38 | ||
| Omega ratioGain probability vs. loss probability | 1.20 | 1.15 | +0.04 |
| Calmar ratioReturn relative to maximum drawdown | 1.22 | 1.31 | -0.08 |
| Martin ratioReturn relative to average drawdown | 5.17 | 4.12 | +1.06 |
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
| XHYG.DE | HPRD.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.97 | 0.83 | +0.14 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.51 | 0.14 | +0.37 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.45 | 0.20 | +0.25 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.44 | 0.40 | +0.04 |
Drawdowns
XHYG.DE vs. HPRD.L - Drawdown Comparison
The maximum XHYG.DE drawdown since its inception was -24.00%, smaller than the maximum HPRD.L drawdown of -41.27%. Use the drawdown chart below to compare losses from any high point for XHYG.DE and HPRD.L.
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Drawdown Indicators
| XHYG.DE | HPRD.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -24.00% | -41.27% | +17.27% |
Max Drawdown (1Y)Largest decline over 1 year | -2.81% | -7.67% | +4.86% |
Max Drawdown (3Y)Largest decline over 3 years | -3.64% | -19.04% | +15.40% |
Max Drawdown (5Y)Largest decline over 5 years | -14.54% | -29.98% | +15.44% |
Max Drawdown (10Y)Largest decline over 10 years | -24.00% | -41.27% | +17.27% |
Current DrawdownCurrent decline from peak | -0.11% | -5.80% | +5.69% |
Average DrawdownAverage peak-to-trough decline | -2.34% | -10.30% | +7.96% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.67% | 2.44% | -1.77% |
Volatility
XHYG.DE vs. HPRD.L - Volatility Comparison
The current volatility for Xtrackers EUR High Yield Corporate Bond UCITS ETF 1D (XHYG.DE) is 1.15%, while HSBC FTSE EPRA NAREIT Developed UCITS ETF (HPRD.L) has a volatility of 3.23%. This indicates that XHYG.DE experiences smaller price fluctuations and is considered to be less risky than HPRD.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XHYG.DE | HPRD.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.15% | 3.23% | -2.08% |
Volatility (6M)Calculated over the trailing 6-month period | 3.10% | 9.13% | -6.03% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.53% | 12.08% | -8.55% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.45% | 15.40% | -9.95% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.17% | 16.56% | -9.39% |
XHYG.DE vs. HPRD.L - Expense Ratio Comparison
XHYG.DE has a 0.20% expense ratio, which is lower than HPRD.L's 0.24% expense ratio. Despite the difference, 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. HPRD.L - Dividend Comparison
XHYG.DE's dividend yield for the trailing twelve months is around 4.93%, more than HPRD.L's 3.06% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HPRD.L HSBC FTSE EPRA NAREIT Developed UCITS ETF | 3.06% | 3.17% | 3.39% | 3.35% | 3.53% | 2.30% | 2.88% | 2.96% | 3.43% | 2.89% | 3.13% | 2.72% |
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% | 0.00% |
Frequently Asked Questions
XHYG.DE and HPRD.L have a correlation of 0.44, 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 0.24% for HPRD.L.
XHYG.DE is categorized as European High Yield Bonds, while HPRD.L is REIT. XHYG.DE tracks Bloomberg Pan Euro HY Euro TR EUR, while HPRD.L tracks FTSE EPRA Nareit Global TR USD. They also come from different issuers: Xtrackers and HSBC. Their fees differ too: 0.20% for XHYG.DE and 0.24% for HPRD.L.
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