XHYG.DE vs. XHYA.DE
XHYG.DE (Xtrackers EUR High Yield Corporate Bond UCITS ETF 1D) and XHYA.DE (Xtrackers EUR High Yield Corporate Bond UCITS ETF) are both European High Yield Bonds funds from Xtrackers - XHYG.DE tracks the Bloomberg Pan Euro HY Euro TR EUR while XHYA.DE tracks the iBoxx® EUR Liquid High Yield. Both are passively managed. Over the past 5 years, XHYG.DE returned 2.78%/yr vs 2.78%/yr for XHYA.DE. Their correlation of 0.81 suggests significant overlap in exposure. Both charge a 0.20% expense ratio.
Performance
XHYG.DE vs. XHYA.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 XHYA.DE's 1.11% 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%
XHYA.DE
- 1D
- -0.22%
- 1M
- 0.41%
- YTD
- 1.11%
- 6M
- 1.27%
- 1Y
- 3.39%
- 3Y*
- 6.38%
- 5Y*
- 2.78%
- 10Y*
- —
XHYG.DE vs. XHYA.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% | 3.60% |
XHYA.DE Xtrackers EUR High Yield Corporate Bond UCITS ETF | 1.11% | 4.47% | 6.15% | 10.88% | -8.84% | 2.96% | 2.02% | 9.71% | -3.59% | 3.97% |
Correlation
The correlation between XHYG.DE and XHYA.DE is 0.77, 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 | 0.77 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.82 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.86 |
Correlation (All Time) Calculated using the full available price history since Mar 16, 2017 | 0.81 |
The correlation between XHYG.DE and XHYA.DE has been stable across timeframes, ranging from 0.77 to 0.86 - a consistent structural relationship.
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Return for Risk
XHYG.DE vs. XHYA.DE — Risk / Return Rank
XHYG.DE
XHYA.DE
XHYG.DE vs. XHYA.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 EUR High Yield Corporate Bond UCITS ETF (XHYA.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 | XHYA.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.13 | ||
| Sortino ratioReturn per unit of downside risk | +0.26 | ||
| Omega ratioGain probability vs. loss probability | 1.20 | 1.16 | +0.03 |
| Calmar ratioReturn relative to maximum drawdown | 1.22 | 1.11 | +0.11 |
| Martin ratioReturn relative to average drawdown | 5.17 | 4.54 | +0.64 |
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 | XHYA.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.97 | 0.84 | +0.13 |
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 | 0.44 | 0.00 |
Drawdowns
XHYG.DE vs. XHYA.DE - Drawdown Comparison
The maximum XHYG.DE drawdown since its inception was -24.00%, roughly equal to the maximum XHYA.DE drawdown of -23.86%. Use the drawdown chart below to compare losses from any high point for XHYG.DE and XHYA.DE.
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Drawdown Indicators
| XHYG.DE | XHYA.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -24.00% | -23.86% | -0.14% |
Max Drawdown (1Y)Largest decline over 1 year | -2.81% | -2.89% | +0.08% |
Max Drawdown (3Y)Largest decline over 3 years | -3.64% | -4.23% | +0.59% |
Max Drawdown (5Y)Largest decline over 5 years | -14.54% | -14.48% | -0.06% |
Max Drawdown (10Y)Largest decline over 10 years | -24.00% | — | — |
Current DrawdownCurrent decline from peak | -0.11% | -0.22% | +0.11% |
Average DrawdownAverage peak-to-trough decline | -2.34% | -2.52% | +0.18% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.67% | 0.71% | -0.04% |
Volatility
XHYG.DE vs. XHYA.DE - Volatility Comparison
Xtrackers EUR High Yield Corporate Bond UCITS ETF 1D (XHYG.DE) has a higher volatility of 1.15% compared to Xtrackers EUR High Yield Corporate Bond UCITS ETF (XHYA.DE) at 1.08%. This indicates that XHYG.DE's price experiences larger fluctuations and is considered to be riskier than XHYA.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 | XHYA.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.15% | 1.08% | +0.07% |
Volatility (6M)Calculated over the trailing 6-month period | 3.10% | 3.23% | -0.13% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.53% | 3.82% | -0.29% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.45% | 5.46% | -0.01% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.17% | 6.67% | +0.50% |
XHYG.DE vs. XHYA.DE - Expense Ratio Comparison
Both XHYG.DE and XHYA.DE have an expense ratio of 0.20%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Dividends
XHYG.DE vs. XHYA.DE - Dividend Comparison
XHYG.DE's dividend yield for the trailing twelve months is around 4.93%, while XHYA.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
XHYA.DE Xtrackers EUR High Yield Corporate Bond UCITS ETF | 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 XHYA.DE have a correlation of 0.77, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Both ETFs have the same 0.20% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
XHYG.DE and XHYA.DE have the same expense ratio: 0.20% per year.
XHYG.DE tracks Bloomberg Pan Euro HY Euro TR EUR, while XHYA.DE tracks iBoxx® EUR Liquid High Yield.
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