XSX6.DE vs. XZHY.DE
XSX6.DE (Xtrackers STOXX Europe 600 UCITS ETF) and XZHY.DE (Xtrackers ESG USD High Yield Corporate Bond UCITS ETF 1C) are both exchange-traded funds - XSX6.DE is a Europe Equities fund tracking the STOXX® Europe 600, while XZHY.DE is a High Yield Bonds fund tracking the Bloomberg MSCI US High Yield Sustainable and SRI. Both are passively managed. Over the past 3 years, XSX6.DE returned 15.19%/yr vs 7.19%/yr for XZHY.DE. At a 0.17 correlation, their price movements are largely independent. XSX6.DE charges 0.20%/yr vs 0.25%/yr for XZHY.DE.
Performance
XSX6.DE vs. XZHY.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XSX6.DE achieves a 9.29% return, which is significantly higher than XZHY.DE's 5.34% return.
XSX6.DE
- 1D
- 0.00%
- 1M
- 1.34%
- YTD
- 9.29%
- 6M
- 10.04%
- 1Y
- 21.74%
- 3Y*
- 15.19%
- 5Y*
- 9.82%
- 10Y*
- 10.49%
XZHY.DE
- 1D
- 0.00%
- 1M
- 2.86%
- YTD
- 5.34%
- 6M
- 5.70%
- 1Y
- 8.85%
- 3Y*
- 7.19%
- 5Y*
- —
- 10Y*
- —
XSX6.DE vs. XZHY.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
XSX6.DE Xtrackers STOXX Europe 600 UCITS ETF | 9.29% | 20.91% | 8.35% | 15.54% | 3.52% |
XZHY.DE Xtrackers ESG USD High Yield Corporate Bond UCITS ETF 1C | 5.34% | -3.17% | 13.38% | 8.40% | -5.88% |
Correlation
The correlation between XSX6.DE and XZHY.DE is 0.11, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.11 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.14 |
Correlation (All Time) Calculated using the full available price history since Jul 12, 2022 | 0.17 |
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Return for Risk
XSX6.DE vs. XZHY.DE — Risk / Return Rank
XSX6.DE
XZHY.DE
XSX6.DE vs. XZHY.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers STOXX Europe 600 UCITS ETF (XSX6.DE) and Xtrackers ESG USD High Yield Corporate Bond UCITS ETF 1C (XZHY.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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| XSX6.DE | XZHY.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.16 | ||
| Sortino ratioReturn per unit of downside risk | +0.22 | ||
| Omega ratioGain probability vs. loss probability | 1.32 | 1.28 | +0.04 |
| Calmar ratioReturn relative to maximum drawdown | 2.29 | 2.86 | -0.58 |
| Martin ratioReturn relative to average drawdown | 8.87 | 9.54 | -0.67 |
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Drawdowns
XSX6.DE vs. XZHY.DE - Drawdown Comparison
The maximum XSX6.DE drawdown since its inception was -36.06%, which is greater than XZHY.DE's maximum drawdown of -11.51%. Use the drawdown chart below to compare losses from any high point for XSX6.DE and XZHY.DE.
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Drawdown Indicators
| XSX6.DE | XZHY.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.06% | -11.51% | -24.55% |
Max Drawdown (1Y)Largest decline over 1 year | -9.46% | -3.11% | -6.35% |
Max Drawdown (3Y)Largest decline over 3 years | -16.37% | -11.51% | -4.86% |
Max Drawdown (5Y)Largest decline over 5 years | -20.84% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -36.06% | — | — |
Current DrawdownCurrent decline from peak | -0.67% | -0.95% | +0.28% |
Average DrawdownAverage peak-to-trough decline | -5.25% | -4.47% | -0.78% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.45% | 0.93% | +1.52% |
Volatility
XSX6.DE vs. XZHY.DE - Volatility Comparison
Xtrackers STOXX Europe 600 UCITS ETF (XSX6.DE) has a higher volatility of 2.78% compared to Xtrackers ESG USD High Yield Corporate Bond UCITS ETF 1C (XZHY.DE) at 1.36%. This indicates that XSX6.DE's price experiences larger fluctuations and is considered to be riskier than XZHY.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XSX6.DE | XZHY.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.78% | 1.36% | +1.42% |
Volatility (6M)Calculated over the trailing 6-month period | 10.85% | 3.86% | +6.99% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.98% | 5.90% | +7.08% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.45% | 7.57% | +6.88% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.32% | 7.57% | +7.75% |
XSX6.DE vs. XZHY.DE - Expense Ratio Comparison
XSX6.DE has a 0.20% expense ratio, which is lower than XZHY.DE'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
XSX6.DE vs. XZHY.DE - Dividend Comparison
Neither XSX6.DE nor XZHY.DE has paid dividends to shareholders.
Frequently Asked Questions
XSX6.DE and XZHY.DE have a correlation of 0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XSX6.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XSX6.DE is cheaper with a 0.20% expense ratio, compared with 0.25% for XZHY.DE.
XSX6.DE is categorized as Europe Equities, while XZHY.DE is High Yield Bonds. XSX6.DE tracks STOXX® Europe 600, while XZHY.DE tracks Bloomberg MSCI US High Yield Sustainable and SRI. Their fees differ too: 0.20% for XSX6.DE and 0.25% for XZHY.DE.
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