PortfoliosLab logoPortfoliosLab logo
XTIP.DE vs. HYLE.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XTIP.DE vs. HYLE.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers II TIPS US Inflation-Linked Bond UCITS ETF 1C (XTIP.DE) and iShares Global High Yield Corporate Bond UCITS ETF (EUR Hedged) Dist (HYLE.DE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, XTIP.DE achieves a 2.69% return, which is significantly higher than HYLE.DE's 0.62% return.


XTIP.DE

1D
-0.02%
1M
0.81%
YTD
2.69%
6M
1.65%
1Y
2.81%
3Y*
1.04%
5Y*
10Y*

HYLE.DE

1D
0.17%
1M
0.41%
YTD
0.62%
6M
1.13%
1Y
4.13%
3Y*
6.29%
5Y*
2.18%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

XTIP.DE vs. HYLE.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022
XTIP.DE
Xtrackers II TIPS US Inflation-Linked Bond UCITS ETF 1C
2.69%-5.01%7.81%0.02%-6.46%
HYLE.DE
iShares Global High Yield Corporate Bond UCITS ETF (EUR Hedged) Dist
0.62%5.98%5.45%9.62%3.97%

Correlation

The correlation between XTIP.DE and HYLE.DE is -0.12, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.12

Correlation (3Y)
Calculated over the trailing 3-year period

0.01

Correlation (All Time)
Calculated using the full available price history since Oct 20, 2022

-0.05

The correlation between XTIP.DE and HYLE.DE shifts across timeframes, from -0.12 (1 year) to 0.01 (3 years), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

XTIP.DE vs. HYLE.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

XTIP.DE
XTIP.DE Risk / Return Rank: 1717
Overall Rank
XTIP.DE Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
XTIP.DE Sortino Ratio Rank: 1515
Sortino Ratio Rank
XTIP.DE Omega Ratio Rank: 1515
Omega Ratio Rank
XTIP.DE Calmar Ratio Rank: 1818
Calmar Ratio Rank
XTIP.DE Martin Ratio Rank: 1818
Martin Ratio Rank

HYLE.DE
HYLE.DE Risk / Return Rank: 3636
Overall Rank
HYLE.DE Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
HYLE.DE Sortino Ratio Rank: 3737
Sortino Ratio Rank
HYLE.DE Omega Ratio Rank: 3636
Omega Ratio Rank
HYLE.DE Calmar Ratio Rank: 3030
Calmar Ratio Rank
HYLE.DE Martin Ratio Rank: 4141
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.

XTIP.DE vs. HYLE.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers II TIPS US Inflation-Linked Bond UCITS ETF 1C (XTIP.DE) and iShares Global High Yield Corporate Bond UCITS ETF (EUR Hedged) Dist (HYLE.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.


XTIP.DEHYLE.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.73

Sortino ratioReturn per unit of downside risk

-1.20

Omega ratioGain probability vs. loss probability

1.09

1.23

-0.15

Calmar ratioReturn relative to maximum drawdown

0.74

1.45

-0.72

Martin ratioReturn relative to average drawdown

1.83

6.60

-4.77

XTIP.DE vs. HYLE.DE - Sharpe Ratio Comparison

The current XTIP.DE Sharpe Ratio is 0.47, which is lower than the HYLE.DE Sharpe Ratio of 1.20. The chart below compares the historical Sharpe Ratios of XTIP.DE and HYLE.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


XTIP.DEHYLE.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.47

1.20

-0.73

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.37

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.06

0.31

-0.37

Drawdowns

XTIP.DE vs. HYLE.DE - Drawdown Comparison

The maximum XTIP.DE drawdown since its inception was -10.79%, smaller than the maximum HYLE.DE drawdown of -22.59%. Use the drawdown chart below to compare losses from any high point for XTIP.DE and HYLE.DE.


Loading charts...

Drawdown Indicators


XTIP.DEHYLE.DEDifference

Max Drawdown

Largest peak-to-trough decline

-10.79%

-22.59%

+11.80%

Max Drawdown (1Y)

Largest decline over 1 year

-3.81%

-2.83%

-0.98%

Max Drawdown (3Y)

Largest decline over 3 years

-10.79%

-4.05%

-6.74%

Max Drawdown (5Y)

Largest decline over 5 years

-15.38%

Current Drawdown

Current decline from peak

-5.92%

-0.23%

-5.69%

Average Drawdown

Average peak-to-trough decline

-5.84%

-3.47%

-2.37%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.54%

0.63%

+0.91%

Volatility

XTIP.DE vs. HYLE.DE - Volatility Comparison

Xtrackers II TIPS US Inflation-Linked Bond UCITS ETF 1C (XTIP.DE) and iShares Global High Yield Corporate Bond UCITS ETF (EUR Hedged) Dist (HYLE.DE) have volatilities of 1.05% and 1.06%, 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.


Loading charts...

Volatility by Period


XTIP.DEHYLE.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.05%

1.06%

-0.01%

Volatility (6M)

Calculated over the trailing 6-month period

4.07%

2.83%

+1.24%

Volatility (1Y)

Calculated over the trailing 1-year period

6.00%

3.43%

+2.57%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.60%

5.85%

+1.75%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.60%

8.39%

-0.79%

XTIP.DE vs. HYLE.DE - Expense Ratio Comparison

XTIP.DE has a 0.07% expense ratio, which is lower than HYLE.DE's 0.55% expense ratio.


Dividends

XTIP.DE vs. HYLE.DE - Dividend Comparison

XTIP.DE has not paid dividends to shareholders, while HYLE.DE's dividend yield for the trailing twelve months is around 5.36%.


PositionTTM2025202420232022202120202019
HYLE.DE
iShares Global High Yield Corporate Bond UCITS ETF (EUR Hedged) Dist
5.36%5.34%5.38%4.76%4.17%3.83%4.50%1.75%
XTIP.DE
Xtrackers II TIPS US Inflation-Linked Bond UCITS ETF 1C
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


XTIP.DE and HYLE.DE have a correlation of -0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XTIP.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XTIP.DE is cheaper with a 0.07% expense ratio, compared with 0.55% for HYLE.DE.

XTIP.DE is categorized as Inflation-Protected Bonds, while HYLE.DE is High Yield Bonds. XTIP.DE tracks Bloomberg Gbl Infl Linked US TIPS TR USD, while HYLE.DE tracks iBoxx® Global Developed Markets Liquid High Yield Capped (EUR Hedged). They also come from different issuers: Xtrackers and iShares. Their fees differ too: 0.07% for XTIP.DE and 0.55% for HYLE.DE.

Portfolio Optimizer

Find the right allocation for XTIP.DE and HYLE.DE

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer