XOEX vs. HYRM
Compare and contrast key facts about Xtrackers S&P 100 Ex Top 20 ETF (XOEX) and Xtrackers Risk Managed USD High Yield Strategy ETF (HYRM).
XOEX and HYRM are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. XOEX is a passively managed fund by Xtrackers that tracks the performance of the S&P 100 Ex-Top 20 Select Index. It was launched on Nov 9, 2022. HYRM is a passively managed fund by Xtrackers that tracks the performance of the Adaptive Wealth Strategies Risk Managed High Yield Index - USD - US Dollar - Benchmark TR Net. It was launched on Feb 9, 2022. Both XOEX and HYRM are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
XOEX vs. HYRM - Performance Comparison
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XOEX vs. HYRM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
XOEX Xtrackers S&P 100 Ex Top 20 ETF | -2.55% | 18.97% | 12.07% | 15.99% | 2.98% |
HYRM Xtrackers Risk Managed USD High Yield Strategy ETF | -0.03% | 5.98% | 7.81% | 11.98% | 3.16% |
Returns By Period
In the year-to-date period, XOEX achieves a -2.55% return, which is significantly lower than HYRM's -0.03% return.
XOEX
- 1D
- 0.34%
- 1M
- -4.17%
- YTD
- -2.55%
- 6M
- 1.95%
- 1Y
- 12.81%
- 3Y*
- 14.18%
- 5Y*
- —
- 10Y*
- —
HYRM
- 1D
- 0.27%
- 1M
- -0.67%
- YTD
- -0.03%
- 6M
- 1.16%
- 1Y
- 4.41%
- 3Y*
- 7.12%
- 5Y*
- —
- 10Y*
- —
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XOEX vs. HYRM - Expense Ratio Comparison
XOEX has a 0.15% expense ratio, which is lower than HYRM's 0.30% expense ratio.
Return for Risk
XOEX vs. HYRM — Risk / Return Rank
XOEX
HYRM
XOEX vs. HYRM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers S&P 100 Ex Top 20 ETF (XOEX) and Xtrackers Risk Managed USD High Yield Strategy ETF (HYRM). 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.
| XOEX | HYRM | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.84 | 0.78 | +0.06 |
Sortino ratioReturn per unit of downside risk | 1.25 | 1.19 | +0.06 |
Omega ratioGain probability vs. loss probability | 1.18 | 1.17 | +0.01 |
Calmar ratioReturn relative to maximum drawdown | 1.08 | 1.18 | -0.10 |
Martin ratioReturn relative to average drawdown | 4.51 | 4.63 | -0.12 |
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
| XOEX | HYRM | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.84 | 0.78 | +0.06 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.03 | 0.54 | +0.50 |
Correlation
The correlation between XOEX and HYRM is 0.64, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
XOEX vs. HYRM - Dividend Comparison
XOEX's dividend yield for the trailing twelve months is around 1.80%, less than HYRM's 6.45% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
XOEX Xtrackers S&P 100 Ex Top 20 ETF | 1.80% | 1.95% | 2.09% | 1.72% | 0.42% |
HYRM Xtrackers Risk Managed USD High Yield Strategy ETF | 6.45% | 6.28% | 6.08% | 5.78% | 4.69% |
Drawdowns
XOEX vs. HYRM - Drawdown Comparison
The maximum XOEX drawdown since its inception was -14.68%, which is greater than HYRM's maximum drawdown of -12.42%. Use the drawdown chart below to compare losses from any high point for XOEX and HYRM.
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Drawdown Indicators
| XOEX | HYRM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -14.68% | -12.42% | -2.26% |
Max Drawdown (1Y)Largest decline over 1 year | -11.55% | -3.97% | -7.58% |
Current DrawdownCurrent decline from peak | -5.18% | -1.15% | -4.03% |
Average DrawdownAverage peak-to-trough decline | -2.73% | -2.63% | -0.10% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.78% | 1.01% | +1.77% |
Volatility
XOEX vs. HYRM - Volatility Comparison
Xtrackers S&P 100 Ex Top 20 ETF (XOEX) has a higher volatility of 3.98% compared to Xtrackers Risk Managed USD High Yield Strategy ETF (HYRM) at 2.46%. This indicates that XOEX's price experiences larger fluctuations and is considered to be riskier than HYRM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XOEX | HYRM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.98% | 2.46% | +1.52% |
Volatility (6M)Calculated over the trailing 6-month period | 8.29% | 3.29% | +5.00% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.31% | 5.65% | +9.66% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.48% | 7.94% | +5.54% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.48% | 7.94% | +5.54% |