XS6R.L vs. DHYA.L
XS6R.L (Xtrackers MSCI Europe Utilities ESG Screened UCITS ETF 1C) and DHYA.L (iShares USD High Yield Corporate Bond ESG UCITS ETF USD (Acc)) are both exchange-traded funds - XS6R.L is a Utilities Equities fund tracking the MSCI World/Utilities NR USD, while DHYA.L is a High Yield Bonds fund tracking the Bloomberg US Corporate High Yield TR USD. Both are passively managed. Over the past 5 years, XS6R.L returned 11.38%/yr vs 4.90%/yr for DHYA.L. At a 0.20 correlation, their price movements are largely independent. XS6R.L charges 0.20%/yr vs 0.25%/yr for DHYA.L.
Performance
XS6R.L vs. DHYA.L - Performance Comparison
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Different Trading Currencies
XS6R.L is traded in GBp, while DHYA.L is traded in USD. To make them comparable, the DHYA.L values have been converted to GBp using the latest available exchange rates.
Returns By Period
In the year-to-date period, XS6R.L achieves a 10.83% return, which is significantly higher than DHYA.L's 1.61% return.
XS6R.L
- 1D
- -0.33%
- 1M
- -2.24%
- YTD
- 10.83%
- 6M
- 12.11%
- 1Y
- 27.70%
- 3Y*
- 16.17%
- 5Y*
- 11.38%
- 10Y*
- 11.52%
DHYA.L
- 1D
- -0.09%
- 1M
- 1.01%
- YTD
- 1.61%
- 6M
- 0.99%
- 1Y
- 7.69%
- 3Y*
- 5.95%
- 5Y*
- 4.90%
- 10Y*
- —
XS6R.L vs. DHYA.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
XS6R.L Xtrackers MSCI Europe Utilities ESG Screened UCITS ETF 1C | 10.83% | 38.34% | -1.20% | 11.55% | -3.84% | 1.17% | 18.06% | 4.16% |
DHYA.L iShares USD High Yield Corporate Bond ESG UCITS ETF USD (Acc) | 1.61% | 0.77% | 10.16% | 6.64% | -1.55% | 4.81% | 3.58% | -1.55% |
Correlation
The correlation between XS6R.L and DHYA.L is 0.04, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.04 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.15 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.16 |
Correlation (All Time) Calculated using the full available price history since Nov 18, 2019 | 0.20 |
The correlation between XS6R.L and DHYA.L shifts across timeframes, from 0.04 (1 year) to 0.20 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
XS6R.L vs. DHYA.L — Risk / Return Rank
XS6R.L
DHYA.L
XS6R.L vs. DHYA.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI Europe Utilities ESG Screened UCITS ETF 1C (XS6R.L) and iShares USD High Yield Corporate Bond ESG UCITS ETF USD (Acc) (DHYA.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.
| XS6R.L | DHYA.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.62 | ||
| Sortino ratioReturn per unit of downside risk | +0.58 | ||
| Omega ratioGain probability vs. loss probability | 1.32 | 1.22 | +0.10 |
| Calmar ratioReturn relative to maximum drawdown | 3.02 | 1.94 | +1.08 |
| Martin ratioReturn relative to average drawdown | 9.18 | 5.99 | +3.19 |
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
| XS6R.L | DHYA.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.84 | 1.22 | +0.62 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.70 | 0.54 | +0.16 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.68 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.38 | 0.36 | +0.02 |
Drawdowns
XS6R.L vs. DHYA.L - Drawdown Comparison
The maximum XS6R.L drawdown since its inception was -29.46%, which is greater than DHYA.L's maximum drawdown of -10.89%. Use the drawdown chart below to compare losses from any high point for XS6R.L and DHYA.L.
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Drawdown Indicators
| XS6R.L | DHYA.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -29.46% | -10.89% | -18.57% |
Max Drawdown (1Y)Largest decline over 1 year | -9.14% | -3.94% | -5.20% |
Max Drawdown (3Y)Largest decline over 3 years | -12.84% | -9.37% | -3.47% |
Max Drawdown (5Y)Largest decline over 5 years | -21.38% | -10.40% | -10.98% |
Max Drawdown (10Y)Largest decline over 10 years | -27.10% | — | — |
Current DrawdownCurrent decline from peak | -6.21% | -1.07% | -5.14% |
Average DrawdownAverage peak-to-trough decline | -7.53% | -3.62% | -3.91% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.01% | 1.28% | +1.73% |
Volatility
XS6R.L vs. DHYA.L - Volatility Comparison
Xtrackers MSCI Europe Utilities ESG Screened UCITS ETF 1C (XS6R.L) has a higher volatility of 5.31% compared to iShares USD High Yield Corporate Bond ESG UCITS ETF USD (Acc) (DHYA.L) at 1.78%. This indicates that XS6R.L's price experiences larger fluctuations and is considered to be riskier than DHYA.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XS6R.L | DHYA.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.31% | 1.78% | +3.53% |
Volatility (6M)Calculated over the trailing 6-month period | 12.87% | 4.95% | +7.92% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.96% | 6.28% | +8.68% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.20% | 9.04% | +7.16% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.97% | 11.05% | +5.92% |
XS6R.L vs. DHYA.L - Expense Ratio Comparison
XS6R.L has a 0.20% expense ratio, which is lower than DHYA.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%.
Dividends
XS6R.L vs. DHYA.L - Dividend Comparison
Neither XS6R.L nor DHYA.L has paid dividends to shareholders.
Frequently Asked Questions
XS6R.L and DHYA.L have a correlation of 0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XS6R.L is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XS6R.L is cheaper with a 0.20% expense ratio, compared with 0.25% for DHYA.L.
XS6R.L is categorized as Utilities Equities, while DHYA.L is High Yield Bonds. XS6R.L tracks MSCI World/Utilities NR USD, while DHYA.L tracks Bloomberg US Corporate High Yield TR USD. They also come from different issuers: Xtrackers and iShares. Their fees differ too: 0.20% for XS6R.L and 0.25% for DHYA.L.
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