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XUHY.DE vs. GB1E.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XUHY.DE vs. GB1E.DE - 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 Invesco Global High Yield Corporate Bond ESG Climate Transition UCITS ETF EUR PfHdg Acc (GB1E.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, XUHY.DE achieves a 2.88% return, which is significantly higher than GB1E.DE's 0.54% return.


XUHY.DE

1D
0.08%
1M
1.22%
YTD
2.88%
6M
2.54%
1Y
6.21%
3Y*
5.97%
5Y*
4.92%
10Y*

GB1E.DE

1D
-0.14%
1M
-0.35%
YTD
0.54%
6M
0.93%
1Y
3.91%
3Y*
6.25%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

XUHY.DE vs. GB1E.DE - Yearly Performance Comparison


Correlation

The correlation between XUHY.DE and GB1E.DE is 0.15, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.15

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

0.25

Correlation (All Time)
Calculated using the full available price history since Apr 18, 2023

0.27

The correlation between XUHY.DE and GB1E.DE shifts across timeframes, from 0.15 (1 year) to 0.27 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

XUHY.DE vs. GB1E.DE — 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: 3131
Overall Rank
XUHY.DE Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
XUHY.DE Sortino Ratio Rank: 2727
Sortino Ratio Rank
XUHY.DE Omega Ratio Rank: 2626
Omega Ratio Rank
XUHY.DE Calmar Ratio Rank: 4040
Calmar Ratio Rank
XUHY.DE Martin Ratio Rank: 3636
Martin Ratio Rank

GB1E.DE
GB1E.DE Risk / Return Rank: 3030
Overall Rank
GB1E.DE Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
GB1E.DE Sortino Ratio Rank: 3030
Sortino Ratio Rank
GB1E.DE Omega Ratio Rank: 3030
Omega Ratio Rank
GB1E.DE Calmar Ratio Rank: 2626
Calmar Ratio Rank
GB1E.DE Martin Ratio Rank: 3535
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. GB1E.DE - 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 Invesco Global High Yield Corporate Bond ESG Climate Transition UCITS ETF EUR PfHdg Acc (GB1E.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.


XUHY.DEGB1E.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.02

Sortino ratioReturn per unit of downside risk

-0.16

Omega ratioGain probability vs. loss probability

1.18

1.20

-0.02

Calmar ratioReturn relative to maximum drawdown

1.97

1.24

+0.73

Martin ratioReturn relative to average drawdown

5.40

5.22

+0.18

XUHY.DE vs. GB1E.DE - Sharpe Ratio Comparison

The current XUHY.DE Sharpe Ratio is 0.97, which is comparable to the GB1E.DE Sharpe Ratio of 0.99. The chart below compares the historical Sharpe Ratios of XUHY.DE and GB1E.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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Sharpe Ratios by Period


XUHY.DEGB1E.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.97

0.99

-0.02

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.57

Sharpe Ratio (All Time)

Calculated using the full available price history

0.55

1.37

-0.82

Drawdowns

XUHY.DE vs. GB1E.DE - Drawdown Comparison

The maximum XUHY.DE drawdown since its inception was -22.05%, which is greater than GB1E.DE's maximum drawdown of -4.31%. Use the drawdown chart below to compare losses from any high point for XUHY.DE and GB1E.DE.


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Drawdown Indicators


XUHY.DEGB1E.DEDifference

Max Drawdown

Largest peak-to-trough decline

-22.05%

-4.31%

-17.74%

Max Drawdown (1Y)

Largest decline over 1 year

-3.03%

-3.10%

+0.07%

Max Drawdown (3Y)

Largest decline over 3 years

-12.03%

-4.31%

-7.72%

Max Drawdown (5Y)

Largest decline over 5 years

-12.03%

Current Drawdown

Current decline from peak

-3.13%

-0.53%

-2.60%

Average Drawdown

Average peak-to-trough decline

-3.86%

-0.56%

-3.30%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.11%

0.74%

+0.37%

Volatility

XUHY.DE vs. GB1E.DE - Volatility Comparison

Xtrackers USD High Yield Corporate Bond UCITS ETF 1D (XUHY.DE) and Invesco Global High Yield Corporate Bond ESG Climate Transition UCITS ETF EUR PfHdg Acc (GB1E.DE) have volatilities of 1.13% and 1.09%, 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.


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Volatility by Period


XUHY.DEGB1E.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.13%

1.09%

+0.04%

Volatility (6M)

Calculated over the trailing 6-month period

4.08%

3.34%

+0.74%

Volatility (1Y)

Calculated over the trailing 1-year period

6.13%

3.86%

+2.27%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.51%

4.28%

+4.23%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.39%

4.28%

+7.11%

XUHY.DE vs. GB1E.DE - Expense Ratio Comparison

XUHY.DE has a 0.20% expense ratio, which is lower than GB1E.DE's 0.30% expense ratio.


Dividends

XUHY.DE vs. GB1E.DE - Dividend Comparison

XUHY.DE's dividend yield for the trailing twelve months is around 6.62%, while GB1E.DE has not paid dividends to shareholders.


PositionTTM2025202420232022202120202019
GB1E.DE
Invesco Global High Yield Corporate Bond ESG Climate Transition UCITS ETF EUR PfHdg Acc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
XUHY.DE
Xtrackers USD High Yield Corporate Bond UCITS ETF 1D
6.62%6.60%7.39%6.02%6.14%9.11%5.94%4.81%

Frequently Asked Questions


XUHY.DE and GB1E.DE have a correlation of 0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XUHY.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XUHY.DE is cheaper with a 0.20% expense ratio, compared with 0.30% for GB1E.DE.

XUHY.DE tracks Bloomberg US Corporate High Yield TR USD, while GB1E.DE tracks Bloomberg MSCI Global High Yield Liquid Corporate Climate Transition ESG Bond Index. They also come from different issuers: Xtrackers and Invesco. Their fees differ too: 0.20% for XUHY.DE and 0.30% for GB1E.DE.

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