XSXD.DE vs. XUHY.DE
XSXD.DE (Xtrackers S&P 500 Swap UCITS ETF 1D) and XUHY.DE (Xtrackers USD High Yield Corporate Bond UCITS ETF 1D) are both exchange-traded funds - XSXD.DE is a S&P 500 fund tracking the S&P 500 Index, while XUHY.DE is a High Yield Bonds fund tracking the Bloomberg US Corporate High Yield TR USD. Both are passively managed. Over the past 3 years, XSXD.DE returned 19.47%/yr vs 7.51%/yr for XUHY.DE. A 0.50 correlation means they provide meaningful diversification when combined. XSXD.DE charges 0.07%/yr vs 0.20%/yr for XUHY.DE.
Performance
XSXD.DE vs. XUHY.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XSXD.DE achieves a 11.92% return, which is significantly higher than XUHY.DE's 5.11% return.
XSXD.DE
- 1D
- 0.00%
- 1M
- 1.16%
- YTD
- 11.92%
- 6M
- 12.26%
- 1Y
- 26.11%
- 3Y*
- 19.47%
- 5Y*
- —
- 10Y*
- —
XUHY.DE
- 1D
- -0.44%
- 1M
- 2.45%
- YTD
- 5.11%
- 6M
- 5.59%
- 1Y
- 9.24%
- 3Y*
- 7.51%
- 5Y*
- 4.80%
- 10Y*
- —
XSXD.DE vs. XUHY.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
XSXD.DE Xtrackers S&P 500 Swap UCITS ETF 1D | 11.92% | 4.89% | 32.52% | 22.75% | 0.28% |
XUHY.DE Xtrackers USD High Yield Corporate Bond UCITS ETF 1D | 5.11% | -2.75% | 12.70% | 9.43% | 0.69% |
Correlation
The correlation between XSXD.DE and XUHY.DE is 0.49, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.49 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.48 |
Correlation (All Time) Calculated using the full available price history since Jun 14, 2022 | 0.50 |
The correlation between XSXD.DE and XUHY.DE has been stable across timeframes, ranging from 0.48 to 0.50 - a consistent structural relationship.
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Return for Risk
XSXD.DE vs. XUHY.DE — Risk / Return Rank
XSXD.DE
XUHY.DE
XSXD.DE vs. XUHY.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers S&P 500 Swap UCITS ETF 1D (XSXD.DE) and Xtrackers USD High Yield Corporate Bond UCITS ETF 1D (XUHY.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.
| XSXD.DE | XUHY.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.70 | ||
| Sortino ratioReturn per unit of downside risk | +0.81 | ||
| Omega ratioGain probability vs. loss probability | 1.41 | 1.27 | +0.14 |
| Calmar ratioReturn relative to maximum drawdown | 3.70 | 2.99 | +0.71 |
| Martin ratioReturn relative to average drawdown | 13.03 | 9.18 | +3.85 |
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Drawdowns
XSXD.DE vs. XUHY.DE - Drawdown Comparison
The maximum XSXD.DE drawdown since its inception was -23.31%, which is greater than XUHY.DE's maximum drawdown of -22.06%. Use the drawdown chart below to compare losses from any high point for XSXD.DE and XUHY.DE.
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Drawdown Indicators
| XSXD.DE | XUHY.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.31% | -22.06% | -1.25% |
Max Drawdown (1Y)Largest decline over 1 year | -7.08% | -3.08% | -4.00% |
Max Drawdown (3Y)Largest decline over 3 years | -23.31% | -12.04% | -11.27% |
Max Drawdown (5Y)Largest decline over 5 years | — | -12.04% | — |
Current DrawdownCurrent decline from peak | -0.01% | -1.03% | +1.02% |
Average DrawdownAverage peak-to-trough decline | -4.34% | -5.41% | +1.07% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.01% | 1.00% | +1.01% |
Volatility
XSXD.DE vs. XUHY.DE - Volatility Comparison
Xtrackers S&P 500 Swap UCITS ETF 1D (XSXD.DE) has a higher volatility of 3.24% compared to Xtrackers USD High Yield Corporate Bond UCITS ETF 1D (XUHY.DE) at 1.45%. This indicates that XSXD.DE's price experiences larger fluctuations and is considered to be riskier than XUHY.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XSXD.DE | XUHY.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.24% | 1.45% | +1.79% |
Volatility (6M)Calculated over the trailing 6-month period | 8.01% | 4.36% | +3.65% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.97% | 6.19% | +5.78% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.60% | 8.48% | +6.12% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.60% | 12.73% | +1.87% |
XSXD.DE vs. XUHY.DE - Expense Ratio Comparison
XSXD.DE has a 0.07% expense ratio, which is lower than XUHY.DE's 0.20% 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
XSXD.DE vs. XUHY.DE - Dividend Comparison
XSXD.DE's dividend yield for the trailing twelve months is around 0.81%, less than XUHY.DE's 6.48% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
XSXD.DE Xtrackers S&P 500 Swap UCITS ETF 1D | 0.81% | 0.94% | 1.09% | 1.30% | 0.38% | 0.00% | 0.00% | 0.00% |
XUHY.DE Xtrackers USD High Yield Corporate Bond UCITS ETF 1D | 6.48% | 6.60% | 7.39% | 6.02% | 6.13% | 9.09% | 5.94% | 4.80% |
Frequently Asked Questions
XSXD.DE and XUHY.DE have a correlation of 0.49, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XSXD.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XSXD.DE is cheaper with a 0.07% expense ratio, compared with 0.20% for XUHY.DE.
XSXD.DE is categorized as S&P 500, while XUHY.DE is High Yield Bonds. XSXD.DE tracks S&P 500 Index, while XUHY.DE tracks Bloomberg US Corporate High Yield TR USD. Their fees differ too: 0.07% for XSXD.DE and 0.20% for XUHY.DE.
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