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XUHY.DE vs. BNDW
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XUHY.DE vs. BNDW - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers USD High Yield Corporate Bond UCITS ETF 1D (XUHY.DE) and Vanguard Total World Bond ETF (BNDW). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

XUHY.DE is traded in EUR, while BNDW is traded in USD. To make them comparable, the BNDW values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, XUHY.DE achieves a 3.07% return, which is significantly higher than BNDW's 2.31% return.


XUHY.DE

1D
-0.36%
1M
1.42%
YTD
3.07%
6M
3.53%
1Y
7.41%
3Y*
6.12%
5Y*
4.67%
10Y*

BNDW

1D
0.11%
1M
1.95%
YTD
2.31%
6M
2.54%
1Y
3.36%
3Y*
1.86%
5Y*
1.10%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

XUHY.DE vs. BNDW - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
XUHY.DE
Xtrackers USD High Yield Corporate Bond UCITS ETF 1D
3.07%-2.75%12.70%9.43%-6.44%12.44%-3.26%18.71%-2.80%
BNDW
Vanguard Total World Bond ETF
2.31%-7.44%9.18%3.97%-7.48%5.23%-2.54%10.82%2.67%

Correlation

The correlation between XUHY.DE and BNDW is 0.57, 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

0.59

Correlation (5Y)
Calculated over the trailing 5-year period

0.53

Correlation (All Time)
Calculated using the full available price history since Sep 6, 2018

0.50

The correlation between XUHY.DE and BNDW has been stable across timeframes, ranging from 0.50 to 0.59 - a consistent structural relationship.

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Return for Risk

XUHY.DE vs. BNDW — Risk / Return Rank

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

XUHY.DE
XUHY.DE Risk / Return Rank: 4343
Overall Rank
XUHY.DE Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
XUHY.DE Sortino Ratio Rank: 3838
Sortino Ratio Rank
XUHY.DE Omega Ratio Rank: 3737
Omega Ratio Rank
XUHY.DE Calmar Ratio Rank: 5454
Calmar Ratio Rank
XUHY.DE Martin Ratio Rank: 4949
Martin Ratio Rank

BNDW
BNDW Risk / Return Rank: 2828
Overall Rank
BNDW Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
BNDW Sortino Ratio Rank: 2828
Sortino Ratio Rank
BNDW Omega Ratio Rank: 2727
Omega Ratio Rank
BNDW Calmar Ratio Rank: 2828
Calmar Ratio Rank
BNDW Martin Ratio Rank: 2626
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.

XUHY.DE vs. BNDW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers USD High Yield Corporate Bond UCITS ETF 1D (XUHY.DE) and Vanguard Total World Bond ETF (BNDW). 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.


XUHY.DEBNDWDifference
Sharpe ratioReturn per unit of total volatility

+0.63

Sortino ratioReturn per unit of downside risk

+0.91

Omega ratioGain probability vs. loss probability

1.22

1.11

+0.11

Calmar ratioReturn relative to maximum drawdown

2.39

0.76

+1.64

Martin ratioReturn relative to average drawdown

7.23

2.11

+5.12

XUHY.DE vs. BNDW - Sharpe Ratio Comparison

The current XUHY.DE Sharpe Ratio is 1.21, which is higher than the BNDW Sharpe Ratio of 0.58. The chart below compares the historical Sharpe Ratios of XUHY.DE and BNDW, 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

XUHY.DE vs. BNDW - Drawdown Comparison

The maximum XUHY.DE drawdown since its inception was -22.06%, which is greater than BNDW's maximum drawdown of -13.02%. Use the drawdown chart below to compare losses from any high point for XUHY.DE and BNDW.


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Drawdown Indicators


XUHY.DEBNDWDifference

Max Drawdown

Largest peak-to-trough decline

-22.06%

-13.02%

-9.04%

Max Drawdown (1Y)

Largest decline over 1 year

-3.08%

-4.45%

+1.37%

Max Drawdown (3Y)

Largest decline over 3 years

-12.04%

-11.33%

-0.71%

Max Drawdown (5Y)

Largest decline over 5 years

-12.04%

-12.17%

+0.13%

Current Drawdown

Current decline from peak

-2.95%

-6.97%

+4.02%

Average Drawdown

Average peak-to-trough decline

-5.42%

-5.77%

+0.35%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.02%

1.59%

-0.57%

Volatility

XUHY.DE vs. BNDW - Volatility Comparison

Xtrackers USD High Yield Corporate Bond UCITS ETF 1D (XUHY.DE) has a higher volatility of 1.11% compared to Vanguard Total World Bond ETF (BNDW) at 0.95%. This indicates that XUHY.DE's price experiences larger fluctuations and is considered to be riskier than BNDW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XUHY.DEBNDWDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.11%

0.95%

+0.16%

Volatility (6M)

Calculated over the trailing 6-month period

4.26%

4.19%

+0.07%

Volatility (1Y)

Calculated over the trailing 1-year period

6.16%

5.82%

+0.34%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.49%

8.06%

+0.43%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.75%

7.83%

+4.92%

XUHY.DE vs. BNDW - Expense Ratio Comparison

XUHY.DE has a 0.20% expense ratio, which is higher than BNDW's 0.05% 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

XUHY.DE vs. BNDW - Dividend Comparison

XUHY.DE's dividend yield for the trailing twelve months is around 6.60%, more than BNDW's 4.20% yield.


PositionTTM20252024202320222021202020192018
BNDW
Vanguard Total World Bond ETF
4.20%4.12%3.90%3.73%2.02%2.58%1.56%3.05%1.66%
XUHY.DE
Xtrackers USD High Yield Corporate Bond UCITS ETF 1D
6.60%6.60%7.39%6.02%6.13%9.09%5.94%4.80%0.00%

Frequently Asked Questions


XUHY.DE and BNDW have a correlation of 0.57, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, BNDW is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.

BNDW is cheaper with a 0.05% expense ratio, compared with 0.20% for XUHY.DE.

XUHY.DE is categorized as High Yield Bonds, while BNDW is Global Bonds. XUHY.DE tracks Bloomberg US Corporate High Yield TR USD, while BNDW tracks Bloomberg Global Aggregate Float Adjusted Composite Index. They also come from different issuers: Xtrackers and Vanguard. Their fees differ too: 0.20% for XUHY.DE and 0.05% for BNDW.

Portfolio Optimizer

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