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XUHE.DE vs. XSX6.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XUHE.DE vs. XSX6.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers USD High Yield Corporate Bond UCITS ETF EUR Hedged (Acc) (XUHE.DE) and Xtrackers STOXX Europe 600 UCITS ETF (XSX6.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, XUHE.DE achieves a 1.21% return, which is significantly lower than XSX6.DE's 11.63% return.


XUHE.DE

1D
-0.12%
1M
0.30%
6M
1.21%
YTD
1.21%
1Y
3.98%
3Y*
6.61%
5Y*
10Y*

XSX6.DE

1D
0.00%
1M
4.56%
6M
10.88%
YTD
11.63%
1Y
22.49%
3Y*
15.24%
5Y*
10.32%
10Y*
10.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XUHE.DE vs. XSX6.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021
XUHE.DE
Xtrackers USD High Yield Corporate Bond UCITS ETF EUR Hedged (Acc)
1.21%7.00%5.04%10.87%-14.46%0.91%
XSX6.DE
Xtrackers STOXX Europe 600 UCITS ETF
11.63%20.91%8.35%15.54%-10.63%6.78%

Correlation

The correlation between XUHE.DE and XSX6.DE is 0.58, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.58

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

0.53

Correlation (All Time)
Calculated using the full available price history since Oct 14, 2021

0.39

The correlation between XUHE.DE and XSX6.DE shifts across timeframes, from 0.39 (all time) to 0.58 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

XUHE.DE vs. XSX6.DE — Risk / Return Rank

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

XUHE.DE
XUHE.DE Risk / Return Rank: 3333
Overall Rank
XUHE.DE Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
XUHE.DE Sortino Ratio Rank: 3131
Sortino Ratio Rank
XUHE.DE Omega Ratio Rank: 3131
Omega Ratio Rank
XUHE.DE Calmar Ratio Rank: 3030
Calmar Ratio Rank
XUHE.DE Martin Ratio Rank: 4545
Martin Ratio Rank

XSX6.DE
XSX6.DE Risk / Return Rank: 6363
Overall Rank
XSX6.DE Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
XSX6.DE Sortino Ratio Rank: 6666
Sortino Ratio Rank
XSX6.DE Omega Ratio Rank: 6666
Omega Ratio Rank
XSX6.DE Calmar Ratio Rank: 5858
Calmar Ratio Rank
XSX6.DE Martin Ratio Rank: 6262
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.

XUHE.DE vs. XSX6.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers USD High Yield Corporate Bond UCITS ETF EUR Hedged (Acc) (XUHE.DE) and Xtrackers STOXX Europe 600 UCITS ETF (XSX6.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.


XUHE.DEXSX6.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.76

Sortino ratioReturn per unit of downside risk

-1.04

Omega ratioGain probability vs. loss probability

1.19

1.32

-0.14

Calmar ratioReturn relative to maximum drawdown

1.32

2.37

-1.04

Martin ratioReturn relative to average drawdown

6.17

9.17

-3.01

XUHE.DE vs. XSX6.DE - Sharpe Ratio Comparison

The current XUHE.DE Sharpe Ratio is 0.96, which is lower than the XSX6.DE Sharpe Ratio of 1.72. The chart below compares the historical Sharpe Ratios of XUHE.DE and XSX6.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.


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Drawdowns

XUHE.DE vs. XSX6.DE - Drawdown Comparison

The maximum XUHE.DE drawdown since its inception was -17.56%, smaller than the maximum XSX6.DE drawdown of -36.06%. Use the drawdown chart below to compare losses from any high point for XUHE.DE and XSX6.DE.


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Drawdown Indicators


XUHE.DEXSX6.DEDifference

Max Drawdown

Largest peak-to-trough decline

-17.56%

-36.06%

+18.50%

Max Drawdown (1Y)

Largest decline over 1 year

-3.00%

-9.46%

+6.46%

Max Drawdown (3Y)

Largest decline over 3 years

-5.20%

-16.37%

+11.17%

Max Drawdown (5Y)

Largest decline over 5 years

-20.84%

Max Drawdown (10Y)

Largest decline over 10 years

-36.06%

Current Drawdown

Current decline from peak

-0.12%

0.00%

-0.12%

Average Drawdown

Average peak-to-trough decline

-5.49%

-5.24%

-0.25%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.64%

2.44%

-1.80%

Volatility

XUHE.DE vs. XSX6.DE - Volatility Comparison

The current volatility for Xtrackers USD High Yield Corporate Bond UCITS ETF EUR Hedged (Acc) (XUHE.DE) is 1.19%, while Xtrackers STOXX Europe 600 UCITS ETF (XSX6.DE) has a volatility of 3.11%. This indicates that XUHE.DE experiences smaller price fluctuations and is considered to be less risky than XSX6.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XUHE.DEXSX6.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.19%

3.11%

-1.92%

Volatility (6M)

Calculated over the trailing 6-month period

3.49%

10.96%

-7.47%

Volatility (1Y)

Calculated over the trailing 1-year period

4.13%

13.02%

-8.89%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.43%

14.46%

-7.03%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.43%

15.23%

-7.80%

XUHE.DE vs. XSX6.DE - Expense Ratio Comparison

XUHE.DE has a 0.25% expense ratio, which is higher than XSX6.DE's 0.20% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

XUHE.DE vs. XSX6.DE - Dividend Comparison

Neither XUHE.DE nor XSX6.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


XUHE.DE and XSX6.DE have a correlation of 0.58, 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 XUHE.DE.

XUHE.DE is categorized as High Yield Bonds, while XSX6.DE is Europe Equities. XUHE.DE tracks Bloomberg US High Yield Very Liquid ex 144A Index (EUR Hedged), while XSX6.DE tracks STOXX® Europe 600. Their fees differ too: 0.25% for XUHE.DE and 0.20% for XSX6.DE.

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