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XHYG.DE vs. WINC.AS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XHYG.DE vs. WINC.AS - 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 World Equity High Income UCITS ETF USD Inc (WINC.AS). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

XHYG.DE is traded in EUR, while WINC.AS is traded in USD. To make them comparable, the WINC.AS 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 WINC.AS's 10.12% 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%

WINC.AS

1D
0.49%
1M
3.41%
YTD
10.12%
6M
10.54%
1Y
22.75%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

XHYG.DE vs. WINC.AS - Yearly Performance Comparison


Correlation

The correlation between XHYG.DE and WINC.AS is 0.59, 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

0.59

Correlation (All Time)
Calculated using the full available price history since Apr 3, 2024

0.48

The correlation between XHYG.DE and WINC.AS shifts across timeframes, from 0.48 (all time) to 0.59 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

XHYG.DE vs. WINC.AS — 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

WINC.AS
WINC.AS Risk / Return Rank: 7575
Overall Rank
WINC.AS Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
WINC.AS Sortino Ratio Rank: 7979
Sortino Ratio Rank
WINC.AS Omega Ratio Rank: 7171
Omega Ratio Rank
WINC.AS Calmar Ratio Rank: 7373
Calmar Ratio Rank
WINC.AS Martin Ratio Rank: 7979
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. WINC.AS - 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 World Equity High Income UCITS ETF USD Inc (WINC.AS). 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.DEWINC.ASDifference
Sharpe ratioReturn per unit of total volatility

-1.09

Sortino ratioReturn per unit of downside risk

-1.33

Omega ratioGain probability vs. loss probability

1.20

1.38

-0.18

Calmar ratioReturn relative to maximum drawdown

1.22

5.25

-4.03

Martin ratioReturn relative to average drawdown

5.17

18.47

-13.30

XHYG.DE vs. WINC.AS - Sharpe Ratio Comparison

The current XHYG.DE Sharpe Ratio is 0.97, which is lower than the WINC.AS Sharpe Ratio of 2.06. The chart below compares the historical Sharpe Ratios of XHYG.DE and WINC.AS, 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.DEWINC.ASDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.97

2.06

-1.09

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.51

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

1.21

-0.76

Drawdowns

XHYG.DE vs. WINC.AS - Drawdown Comparison

The maximum XHYG.DE drawdown since its inception was -24.00%, which is greater than WINC.AS's maximum drawdown of -18.74%. Use the drawdown chart below to compare losses from any high point for XHYG.DE and WINC.AS.


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Drawdown Indicators


XHYG.DEWINC.ASDifference

Max Drawdown

Largest peak-to-trough decline

-24.00%

-18.74%

-5.26%

Max Drawdown (1Y)

Largest decline over 1 year

-2.81%

-4.26%

+1.45%

Max Drawdown (3Y)

Largest decline over 3 years

-3.64%

Max Drawdown (5Y)

Largest decline over 5 years

-14.54%

Max Drawdown (10Y)

Largest decline over 10 years

-24.00%

Current Drawdown

Current decline from peak

-0.11%

-0.12%

+0.01%

Average Drawdown

Average peak-to-trough decline

-2.34%

-3.04%

+0.70%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.67%

1.21%

-0.54%

Volatility

XHYG.DE vs. WINC.AS - Volatility Comparison

The current volatility for Xtrackers EUR High Yield Corporate Bond UCITS ETF 1D (XHYG.DE) is 1.15%, while iShares World Equity High Income UCITS ETF USD Inc (WINC.AS) has a volatility of 2.82%. This indicates that XHYG.DE experiences smaller price fluctuations and is considered to be less risky than WINC.AS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XHYG.DEWINC.ASDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.15%

2.82%

-1.67%

Volatility (6M)

Calculated over the trailing 6-month period

3.10%

8.01%

-4.91%

Volatility (1Y)

Calculated over the trailing 1-year period

3.53%

10.87%

-7.34%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.45%

14.36%

-8.91%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.17%

14.36%

-7.19%

XHYG.DE vs. WINC.AS - Expense Ratio Comparison

XHYG.DE has a 0.20% expense ratio, which is lower than WINC.AS's 0.35% expense ratio.


Dividends

XHYG.DE vs. WINC.AS - Dividend Comparison

XHYG.DE's dividend yield for the trailing twelve months is around 4.93%, less than WINC.AS's 9.64% yield.


PositionTTM2025202420232022202120202019201820172016
WINC.AS
iShares World Equity High Income UCITS ETF USD Inc
9.64%9.38%4.88%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 WINC.AS have a correlation of 0.59, 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 0.35% for WINC.AS.

XHYG.DE is categorized as European High Yield Bonds, while WINC.AS is Global Equity Income. They also come from different issuers: Xtrackers and iShares. Their fees differ too: 0.20% for XHYG.DE and 0.35% for WINC.AS.

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