XHYG.DE vs. XDWT.DE
XHYG.DE (Xtrackers EUR High Yield Corporate Bond UCITS ETF 1D) and XDWT.DE (Xtrackers MSCI World Information Technology UCITS ETF 1C) are both exchange-traded funds - XHYG.DE is a European High Yield Bonds fund tracking the Bloomberg Pan Euro HY Euro TR EUR, while XDWT.DE is a Technology Equities fund tracking the MSCI World/Information Tech NR USD. Both are passively managed. Over the past 10 years, XHYG.DE returned 3.16%/yr vs 24.00%/yr for XDWT.DE. At a 0.49 correlation, their price movements are largely independent. XHYG.DE charges 0.20%/yr vs 0.25%/yr for XDWT.DE.
Performance
XHYG.DE vs. XDWT.DE - Performance Comparison
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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 XDWT.DE's 25.23% return. Over the past 10 years, XHYG.DE has underperformed XDWT.DE with an annualized return of 3.16%, while XDWT.DE has yielded a comparatively higher 24.00% annualized 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%
XDWT.DE
- 1D
- -2.03%
- 1M
- 12.76%
- YTD
- 25.23%
- 6M
- 23.47%
- 1Y
- 47.87%
- 3Y*
- 29.29%
- 5Y*
- 22.52%
- 10Y*
- 24.00%
XHYG.DE vs. XDWT.DE - 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% |
XDWT.DE Xtrackers MSCI World Information Technology UCITS ETF 1C | 25.23% | 9.56% | 41.11% | 50.00% | -28.10% | 41.76% | 30.98% | 51.77% | 0.78% | 21.03% |
Correlation
The correlation between XHYG.DE and XDWT.DE is 0.45, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.45 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.40 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.48 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.49 |
Correlation (All Time) Calculated using the full available price history since Mar 23, 2016 | 0.49 |
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Return for Risk
XHYG.DE vs. XDWT.DE — Risk / Return Rank
XHYG.DE
XDWT.DE
XHYG.DE vs. XDWT.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 Xtrackers MSCI World Information Technology UCITS ETF 1C (XDWT.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.DE | XDWT.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.41 | ||
| Sortino ratioReturn per unit of downside risk | -1.51 | ||
| Omega ratioGain probability vs. loss probability | 1.20 | 1.38 | -0.19 |
| Calmar ratioReturn relative to maximum drawdown | 1.22 | 3.12 | -1.90 |
| Martin ratioReturn relative to average drawdown | 5.17 | 8.24 | -3.07 |
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 | XDWT.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.97 | 2.38 | -1.41 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.51 | 0.99 | -0.48 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.45 | 1.11 | -0.67 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.44 | 1.09 | -0.65 |
Drawdowns
XHYG.DE vs. XDWT.DE - Drawdown Comparison
The maximum XHYG.DE drawdown since its inception was -24.00%, smaller than the maximum XDWT.DE drawdown of -31.61%. Use the drawdown chart below to compare losses from any high point for XHYG.DE and XDWT.DE.
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Drawdown Indicators
| XHYG.DE | XDWT.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -24.00% | -31.61% | +7.61% |
Max Drawdown (1Y)Largest decline over 1 year | -2.81% | -15.59% | +12.78% |
Max Drawdown (3Y)Largest decline over 3 years | -3.64% | -29.46% | +25.82% |
Max Drawdown (5Y)Largest decline over 5 years | -14.54% | -29.46% | +14.92% |
Max Drawdown (10Y)Largest decline over 10 years | -24.00% | -31.61% | +7.61% |
Current DrawdownCurrent decline from peak | -0.11% | -2.61% | +2.50% |
Average DrawdownAverage peak-to-trough decline | -2.34% | -5.82% | +3.48% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.67% | 5.91% | -5.24% |
Volatility
XHYG.DE vs. XDWT.DE - Volatility Comparison
The current volatility for Xtrackers EUR High Yield Corporate Bond UCITS ETF 1D (XHYG.DE) is 1.15%, while Xtrackers MSCI World Information Technology UCITS ETF 1C (XDWT.DE) has a volatility of 7.11%. This indicates that XHYG.DE experiences smaller price fluctuations and is considered to be less risky than XDWT.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.DE | XDWT.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.15% | 7.11% | -5.96% |
Volatility (6M)Calculated over the trailing 6-month period | 3.10% | 14.96% | -11.86% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.53% | 20.39% | -16.86% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.45% | 22.55% | -17.10% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.17% | 21.46% | -14.29% |
XHYG.DE vs. XDWT.DE - Expense Ratio Comparison
XHYG.DE has a 0.20% expense ratio, which is lower than XDWT.DE's 0.25% 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. XDWT.DE - Dividend Comparison
XHYG.DE's dividend yield for the trailing twelve months is around 4.93%, while XDWT.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
XDWT.DE Xtrackers MSCI World Information Technology UCITS ETF 1C | 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 XDWT.DE have a correlation of 0.45, 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 0.25% for XDWT.DE.
XHYG.DE is categorized as European High Yield Bonds, while XDWT.DE is Technology Equities. XHYG.DE tracks Bloomberg Pan Euro HY Euro TR EUR, while XDWT.DE tracks MSCI World/Information Tech NR USD. Their fees differ too: 0.20% for XHYG.DE and 0.25% for XDWT.DE.
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