XUHY.DE vs. JGHY.DE
XUHY.DE (Xtrackers USD High Yield Corporate Bond UCITS ETF 1D) and JGHY.DE (JPM Global High Yield Corporate Bond Multi-Factor Active UCITS ETF USD Acc) are both High Yield Bonds funds. XUHY.DE is passively managed, while JGHY.DE is actively managed. Over the past 5 years, XUHY.DE returned 4.52%/yr vs 4.39%/yr for JGHY.DE. Their correlation of 0.85 suggests significant overlap in exposure. XUHY.DE charges 0.20%/yr vs 0.35%/yr for JGHY.DE.
Performance
XUHY.DE vs. JGHY.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XUHY.DE achieves a 5.21% return, which is significantly higher than JGHY.DE's 4.92% return.
XUHY.DE
- 1D
- 0.53%
- 1M
- 1.71%
- 6M
- 4.08%
- YTD
- 5.21%
- 1Y
- 8.46%
- 3Y*
- 7.80%
- 5Y*
- 4.52%
- 10Y*
- —
JGHY.DE
- 1D
- -0.21%
- 1M
- 1.20%
- 6M
- 3.93%
- YTD
- 4.92%
- 1Y
- 8.73%
- 3Y*
- 7.91%
- 5Y*
- 4.39%
- 10Y*
- —
XUHY.DE vs. JGHY.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
XUHY.DE Xtrackers USD High Yield Corporate Bond UCITS ETF 1D | 5.21% | -2.75% | 12.70% | 9.43% | -6.44% | 12.44% | -3.89% |
JGHY.DE JPM Global High Yield Corporate Bond Multi-Factor Active UCITS ETF USD Acc | 4.92% | -0.68% | 12.22% | 7.50% | -4.77% | 10.40% | -13.43% |
Correlation
The correlation between XUHY.DE and JGHY.DE is 0.83, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.83 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.82 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.84 |
Correlation (All Time) Calculated using the full available price history since Feb 4, 2020 | 0.85 |
The correlation between XUHY.DE and JGHY.DE has been stable across timeframes, ranging from 0.82 to 0.85 - a consistent structural relationship.
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Return for Risk
XUHY.DE vs. JGHY.DE — Risk / Return Rank
XUHY.DE
JGHY.DE
XUHY.DE vs. JGHY.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 JPM Global High Yield Corporate Bond Multi-Factor Active UCITS ETF USD Acc (JGHY.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.
| XUHY.DE | JGHY.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.75 | ||
| Sortino ratioReturn per unit of downside risk | -1.08 | ||
| Omega ratioGain probability vs. loss probability | 1.25 | 1.41 | -0.16 |
| Calmar ratioReturn relative to maximum drawdown | 2.73 | 4.15 | -1.42 |
| Martin ratioReturn relative to average drawdown | 8.36 | 13.75 | -5.39 |
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Drawdowns
XUHY.DE vs. JGHY.DE - Drawdown Comparison
The maximum XUHY.DE drawdown since its inception was -22.06%, smaller than the maximum JGHY.DE drawdown of -24.72%. Use the drawdown chart below to compare losses from any high point for XUHY.DE and JGHY.DE.
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Drawdown Indicators
| XUHY.DE | JGHY.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -22.06% | -24.72% | +2.66% |
Max Drawdown (1Y)Largest decline over 1 year | -3.08% | -2.32% | -0.76% |
Max Drawdown (3Y)Largest decline over 3 years | -12.04% | -10.49% | -1.55% |
Max Drawdown (5Y)Largest decline over 5 years | -12.04% | -10.49% | -1.55% |
Current DrawdownCurrent decline from peak | -0.94% | -0.52% | -0.42% |
Average DrawdownAverage peak-to-trough decline | -5.38% | -6.58% | +1.20% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.01% | 0.70% | +0.31% |
Volatility
XUHY.DE vs. JGHY.DE - Volatility Comparison
Xtrackers USD High Yield Corporate Bond UCITS ETF 1D (XUHY.DE) has a higher volatility of 1.46% compared to JPM Global High Yield Corporate Bond Multi-Factor Active UCITS ETF USD Acc (JGHY.DE) at 1.21%. This indicates that XUHY.DE's price experiences larger fluctuations and is considered to be riskier than JGHY.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XUHY.DE | JGHY.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.46% | 1.21% | +0.25% |
Volatility (6M)Calculated over the trailing 6-month period | 4.02% | 3.04% | +0.98% |
Volatility (1Y)Calculated over the trailing 1-year period | 6.19% | 4.63% | +1.56% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 8.47% | 6.57% | +1.90% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.69% | 8.78% | +3.91% |
XUHY.DE vs. JGHY.DE - Expense Ratio Comparison
XUHY.DE has a 0.20% expense ratio, which is lower than JGHY.DE's 0.35% expense ratio.
Dividends
XUHY.DE vs. JGHY.DE - Dividend Comparison
XUHY.DE's dividend yield for the trailing twelve months is around 6.47%, while JGHY.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
JGHY.DE JPM Global High Yield Corporate Bond Multi-Factor Active UCITS ETF USD 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 | 6.47% | 6.60% | 7.39% | 6.02% | 6.13% | 9.09% | 5.94% | 4.80% |
Frequently Asked Questions
XUHY.DE and JGHY.DE have a correlation of 0.83, 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 0.35% for JGHY.DE.
They also come from different issuers: Xtrackers and JPMorgan. Their fees differ too: 0.20% for XUHY.DE and 0.35% for JGHY.DE.
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