XUHY.DE vs. XSXD.DE
XUHY.DE (Xtrackers USD High Yield Corporate Bond UCITS ETF 1D) and XSXD.DE (Xtrackers S&P 500 Swap UCITS ETF 1D) are both exchange-traded funds - XUHY.DE is a High Yield Bonds fund tracking the Bloomberg US Corporate High Yield TR USD, while XSXD.DE is a S&P 500 fund tracking the S&P 500 Index. Both are passively managed. Over the past 3 years, XUHY.DE returned 7.80%/yr vs 19.39%/yr for XSXD.DE. A 0.50 correlation means they provide meaningful diversification when combined. XUHY.DE charges 0.20%/yr vs 0.07%/yr for XSXD.DE.
Performance
XUHY.DE vs. XSXD.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 lower than XSXD.DE's 12.92% 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*
- —
XSXD.DE
- 1D
- 0.00%
- 1M
- 1.22%
- 6M
- 11.89%
- YTD
- 12.92%
- 1Y
- 23.37%
- 3Y*
- 19.39%
- 5Y*
- —
- 10Y*
- —
XUHY.DE vs. XSXD.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
XUHY.DE Xtrackers USD High Yield Corporate Bond UCITS ETF 1D | 5.21% | -2.75% | 12.70% | 9.43% | 0.69% |
XSXD.DE Xtrackers S&P 500 Swap UCITS ETF 1D | 12.92% | 4.89% | 32.52% | 22.75% | 0.28% |
Correlation
The correlation between XUHY.DE and XSXD.DE is 0.47, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.47 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.48 |
Correlation (All Time) Calculated using the full available price history since Jun 14, 2022 | 0.50 |
The correlation between XUHY.DE and XSXD.DE has been stable across timeframes, ranging from 0.47 to 0.50 - a consistent structural relationship.
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Return for Risk
XUHY.DE vs. XSXD.DE — Risk / Return Rank
XUHY.DE
XSXD.DE
XUHY.DE vs. XSXD.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 Xtrackers S&P 500 Swap UCITS ETF 1D (XSXD.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 | XSXD.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.59 | ||
| Sortino ratioReturn per unit of downside risk | -0.67 | ||
| Omega ratioGain probability vs. loss probability | 1.25 | 1.36 | -0.11 |
| Calmar ratioReturn relative to maximum drawdown | 2.73 | 3.31 | -0.58 |
| Martin ratioReturn relative to average drawdown | 8.36 | 11.66 | -3.30 |
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Drawdowns
XUHY.DE vs. XSXD.DE - Drawdown Comparison
The maximum XUHY.DE drawdown since its inception was -22.06%, smaller than the maximum XSXD.DE drawdown of -23.31%. Use the drawdown chart below to compare losses from any high point for XUHY.DE and XSXD.DE.
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Drawdown Indicators
| XUHY.DE | XSXD.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -22.06% | -23.31% | +1.25% |
Max Drawdown (1Y)Largest decline over 1 year | -3.08% | -7.08% | +4.00% |
Max Drawdown (3Y)Largest decline over 3 years | -12.04% | -23.31% | +11.27% |
Max Drawdown (5Y)Largest decline over 5 years | -12.04% | — | — |
Current DrawdownCurrent decline from peak | -0.94% | -0.43% | -0.51% |
Average DrawdownAverage peak-to-trough decline | -5.38% | -4.29% | -1.09% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.01% | 2.01% | -1.00% |
Volatility
XUHY.DE vs. XSXD.DE - Volatility Comparison
The current volatility for Xtrackers USD High Yield Corporate Bond UCITS ETF 1D (XUHY.DE) is 1.46%, while Xtrackers S&P 500 Swap UCITS ETF 1D (XSXD.DE) has a volatility of 2.73%. This indicates that XUHY.DE experiences smaller price fluctuations and is considered to be less risky than XSXD.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 | XSXD.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.46% | 2.73% | -1.27% |
Volatility (6M)Calculated over the trailing 6-month period | 4.02% | 8.10% | -4.08% |
Volatility (1Y)Calculated over the trailing 1-year period | 6.19% | 12.06% | -5.87% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 8.47% | 14.54% | -6.07% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.69% | 14.54% | -1.85% |
XUHY.DE vs. XSXD.DE - Expense Ratio Comparison
XUHY.DE has a 0.20% expense ratio, which is higher than XSXD.DE's 0.07% 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. XSXD.DE - Dividend Comparison
XUHY.DE's dividend yield for the trailing twelve months is around 6.47%, more than XSXD.DE's 0.80% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
XSXD.DE Xtrackers S&P 500 Swap UCITS ETF 1D | 0.80% | 0.94% | 1.09% | 1.30% | 0.38% | 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 XSXD.DE have a correlation of 0.47, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XSXD.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XSXD.DE is cheaper with a 0.07% expense ratio, compared with 0.20% for XUHY.DE.
XUHY.DE is categorized as High Yield Bonds, while XSXD.DE is S&P 500. XUHY.DE tracks Bloomberg US Corporate High Yield TR USD, while XSXD.DE tracks S&P 500 Index. Their fees differ too: 0.20% for XUHY.DE and 0.07% for XSXD.DE.
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