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

Performance

XHYG.L vs. YIEL.L - 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 Lyxor ESG Euro High Yield (DR) UCITS ETF - Dist (YIEL.L). The values are adjusted to include any dividend payments, if applicable.

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XHYG.L vs. YIEL.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
XHYG.L
Xtrackers EUR High Yield Corporate Bond UCITS ETF 1D
-1.23%4.77%6.00%11.49%-9.23%3.13%1.63%5.80%-8.11%0.29%
YIEL.L
Lyxor ESG Euro High Yield (DR) UCITS ETF - Dist
-1.43%5.74%6.35%9.75%-11.03%1.61%1.47%10.54%-4.50%0.36%

Returns By Period

In the year-to-date period, XHYG.L achieves a -1.23% return, which is significantly higher than YIEL.L'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*

YIEL.L

1D
0.97%
1M
-1.51%
YTD
-1.43%
6M
-0.26%
1Y
3.87%
3Y*
6.08%
5Y*
1.80%
10Y*
2.78%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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XHYG.L vs. YIEL.L - Expense Ratio Comparison

XHYG.L has a 0.20% expense ratio, which is lower than YIEL.L'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%.


Return for Risk

XHYG.L vs. YIEL.L — 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

YIEL.L
YIEL.L Risk / Return Rank: 4949
Overall Rank
YIEL.L Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
YIEL.L Sortino Ratio Rank: 5050
Sortino Ratio Rank
YIEL.L Omega Ratio Rank: 5151
Omega Ratio Rank
YIEL.L Calmar Ratio Rank: 4343
Calmar Ratio Rank
YIEL.L Martin Ratio Rank: 5353
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. YIEL.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.L) and Lyxor ESG Euro High Yield (DR) UCITS ETF - Dist (YIEL.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.LYIEL.LDifference

Sharpe ratio

Return per unit of total volatility

0.78

0.96

-0.17

Sortino ratio

Return per unit of downside risk

1.15

1.42

-0.26

Omega ratio

Gain probability vs. loss probability

1.16

1.20

-0.04

Calmar ratio

Return relative to maximum drawdown

1.06

1.25

-0.19

Martin ratio

Return relative to average drawdown

4.57

5.67

-1.10

XHYG.L vs. YIEL.L - Sharpe Ratio Comparison

The current XHYG.L Sharpe Ratio is 0.78, which is comparable to the YIEL.L Sharpe Ratio of 0.96. The chart below compares the historical Sharpe Ratios of XHYG.L and YIEL.L, 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.LYIEL.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.78

0.96

-0.17

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.47

0.34

+0.13

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.40

Sharpe Ratio (All Time)

Calculated using the full available price history

0.21

0.57

-0.36

Correlation

The correlation between XHYG.L and YIEL.L is 0.88, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

XHYG.L vs. YIEL.L - Dividend Comparison

XHYG.L's dividend yield for the trailing twelve months is around 4.93%, more than YIEL.L's 4.13% yield.


TTM20252024202320222021202020192018201720162015
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%0.00%0.00%0.00%0.00%0.00%
YIEL.L
Lyxor ESG Euro High Yield (DR) UCITS ETF - Dist
4.13%4.07%2.29%3.31%3.55%2.85%3.16%3.67%4.00%4.05%4.80%4.41%

Drawdowns

XHYG.L vs. YIEL.L - Drawdown Comparison

The maximum XHYG.L drawdown since its inception was -26.33%, roughly equal to the maximum YIEL.L drawdown of -25.67%. Use the drawdown chart below to compare losses from any high point for XHYG.L and YIEL.L.


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Drawdown Indicators


XHYG.LYIEL.LDifference

Max Drawdown

Largest peak-to-trough decline

-26.33%

-25.67%

-0.66%

Max Drawdown (1Y)

Largest decline over 1 year

-2.91%

-3.16%

+0.25%

Max Drawdown (5Y)

Largest decline over 5 years

-14.50%

-16.59%

+2.09%

Max Drawdown (10Y)

Largest decline over 10 years

-25.67%

Current Drawdown

Current decline from peak

-1.70%

-1.93%

+0.23%

Average Drawdown

Average peak-to-trough decline

-4.07%

-2.80%

-1.27%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.68%

0.70%

-0.02%

Volatility

XHYG.L vs. YIEL.L - Volatility Comparison

Xtrackers EUR High Yield Corporate Bond UCITS ETF 1D (XHYG.L) and Lyxor ESG Euro High Yield (DR) UCITS ETF - Dist (YIEL.L) have volatilities of 1.95% and 1.97%, 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.LYIEL.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.95%

1.97%

-0.02%

Volatility (6M)

Calculated over the trailing 6-month period

2.43%

2.46%

-0.03%

Volatility (1Y)

Calculated over the trailing 1-year period

3.78%

4.03%

-0.25%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.23%

5.35%

-0.12%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.14%

6.99%

+0.15%