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XHYG.L vs. SCYB
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

XHYG.L vs. SCYB - 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.L) and Schwab High Yield Bond ETF (SCYB). The values are adjusted to include any dividend payments, if applicable.

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XHYG.L vs. SCYB - Yearly Performance Comparison


2026 (YTD)202520242023
XHYG.L
Xtrackers EUR High Yield Corporate Bond UCITS ETF 1D
-1.23%4.77%6.00%7.48%
SCYB
Schwab High Yield Bond ETF
1.43%-4.53%15.29%6.46%
Different Trading Currencies

XHYG.L is traded in EUR, while SCYB is traded in USD. To make them comparable, the SCYB values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, XHYG.L achieves a -1.23% return, which is significantly lower than SCYB's 1.43% return.


XHYG.L

1D
0.95%
1M
-1.17%
YTD
-1.23%
6M
-0.34%
1Y
2.98%
3Y*
5.83%
5Y*
2.44%
10Y*

SCYB

1D
0.00%
1M
-0.21%
YTD
1.43%
6M
2.28%
1Y
-0.07%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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XHYG.L vs. SCYB - Expense Ratio Comparison

XHYG.L has a 0.20% expense ratio, which is higher than SCYB's 0.03% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Return for Risk

XHYG.L vs. SCYB — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

XHYG.L
XHYG.L Risk / Return Rank: 3939
Overall Rank
XHYG.L Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
XHYG.L Sortino Ratio Rank: 3838
Sortino Ratio Rank
XHYG.L Omega Ratio Rank: 3838
Omega Ratio Rank
XHYG.L Calmar Ratio Rank: 3636
Calmar Ratio Rank
XHYG.L Martin Ratio Rank: 4343
Martin Ratio Rank

SCYB
SCYB Risk / Return Rank: 6868
Overall Rank
SCYB Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
SCYB Sortino Ratio Rank: 6868
Sortino Ratio Rank
SCYB Omega Ratio Rank: 7373
Omega Ratio Rank
SCYB Calmar Ratio Rank: 5858
Calmar Ratio Rank
SCYB Martin Ratio Rank: 7575
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.L vs. SCYB - 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.L) and Schwab High Yield Bond ETF (SCYB). 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.LSCYBDifference

Sharpe ratio

Return per unit of total volatility

0.78

-0.01

+0.79

Sortino ratio

Return per unit of downside risk

1.15

0.06

+1.10

Omega ratio

Gain probability vs. loss probability

1.16

1.01

+0.15

Calmar ratio

Return relative to maximum drawdown

1.06

-0.02

+1.08

Martin ratio

Return relative to average drawdown

4.57

-0.05

+4.62

XHYG.L vs. SCYB - Sharpe Ratio Comparison

The current XHYG.L Sharpe Ratio is 0.78, which is higher than the SCYB Sharpe Ratio of -0.01. The chart below compares the historical Sharpe Ratios of XHYG.L and SCYB, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


XHYG.LSCYBDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.78

-0.01

+0.79

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.47

Sharpe Ratio (All Time)

Calculated using the full available price history

0.21

0.84

-0.63

Correlation

The correlation between XHYG.L and SCYB is 0.17, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

XHYG.L vs. SCYB - Dividend Comparison

XHYG.L's dividend yield for the trailing twelve months is around 4.93%, less than SCYB's 7.05% yield.


TTM202520242023202220212020
XHYG.L
Xtrackers EUR High Yield Corporate Bond UCITS ETF 1D
4.93%4.75%5.49%3.95%3.70%5.71%2.27%
SCYB
Schwab High Yield Bond ETF
7.05%6.99%7.06%3.36%0.00%0.00%0.00%

Drawdowns

XHYG.L vs. SCYB - Drawdown Comparison

The maximum XHYG.L drawdown since its inception was -26.33%, which is greater than SCYB's maximum drawdown of -12.49%. Use the drawdown chart below to compare losses from any high point for XHYG.L and SCYB.


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Drawdown Indicators


XHYG.LSCYBDifference

Max Drawdown

Largest peak-to-trough decline

-26.33%

-4.92%

-21.41%

Max Drawdown (1Y)

Largest decline over 1 year

-2.91%

-3.14%

+0.23%

Max Drawdown (5Y)

Largest decline over 5 years

-14.50%

Current Drawdown

Current decline from peak

-1.70%

-0.91%

-0.79%

Average Drawdown

Average peak-to-trough decline

-4.07%

-0.53%

-3.54%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.68%

0.81%

-0.13%

Volatility

XHYG.L vs. SCYB - Volatility Comparison

Xtrackers EUR High Yield Corporate Bond UCITS ETF 1D (XHYG.L) and Schwab High Yield Bond ETF (SCYB) have volatilities of 1.95% and 1.87%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XHYG.LSCYBDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.95%

1.87%

+0.08%

Volatility (6M)

Calculated over the trailing 6-month period

2.43%

4.58%

-2.15%

Volatility (1Y)

Calculated over the trailing 1-year period

3.78%

9.77%

-5.99%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.23%

7.82%

-2.59%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.14%

7.82%

-0.68%