PortfoliosLab logoPortfoliosLab logo
XUHY.L vs. HYUS.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XUHY.L vs. HYUS.L - 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.L) and iShares Broad USD High Yield Corporate Bond UCITS ETF USD (Dist) (HYUS.L). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, XUHY.L achieves a 1.63% return, which is significantly higher than HYUS.L's 1.22% return.


XUHY.L

1D
0.08%
1M
0.28%
YTD
1.63%
6M
2.42%
1Y
7.61%
3Y*
8.86%
5Y*
3.95%
10Y*

HYUS.L

1D
-0.00%
1M
0.03%
YTD
1.22%
6M
2.05%
1Y
6.87%
3Y*
8.87%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

XUHY.L vs. HYUS.L - Yearly Performance Comparison


2026 (YTD)2025202420232022
XUHY.L
Xtrackers USD High Yield Corporate Bond UCITS ETF 1D
1.63%9.20%7.08%13.52%-5.80%
HYUS.L
iShares Broad USD High Yield Corporate Bond UCITS ETF USD (Dist)
1.22%8.62%8.28%12.85%-5.88%

Correlation

The correlation between XUHY.L and HYUS.L is 0.63, 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

0.63

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

0.72

Correlation (All Time)
Calculated using the full available price history since Apr 8, 2022

0.75

The correlation between XUHY.L and HYUS.L shifts across timeframes, from 0.63 (1 year) to 0.75 (all time), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

XUHY.L vs. HYUS.L — Risk / Return Rank

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

XUHY.L
XUHY.L Risk / Return Rank: 5454
Overall Rank
XUHY.L Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
XUHY.L Sortino Ratio Rank: 5050
Sortino Ratio Rank
XUHY.L Omega Ratio Rank: 4747
Omega Ratio Rank
XUHY.L Calmar Ratio Rank: 5757
Calmar Ratio Rank
XUHY.L Martin Ratio Rank: 6969
Martin Ratio Rank

HYUS.L
HYUS.L Risk / Return Rank: 6161
Overall Rank
HYUS.L Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
HYUS.L Sortino Ratio Rank: 6262
Sortino Ratio Rank
HYUS.L Omega Ratio Rank: 5757
Omega Ratio Rank
HYUS.L Calmar Ratio Rank: 6262
Calmar Ratio Rank
HYUS.L Martin Ratio Rank: 6868
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.L vs. HYUS.L - 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.L) and iShares Broad USD High Yield Corporate Bond UCITS ETF USD (Dist) (HYUS.L). 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.LHYUS.LDifference
Sharpe ratioReturn per unit of total volatility

-0.18

Sortino ratioReturn per unit of downside risk

-0.41

Omega ratioGain probability vs. loss probability

1.30

1.35

-0.05

Calmar ratioReturn relative to maximum drawdown

2.80

3.01

-0.21

Martin ratioReturn relative to average drawdown

12.55

12.39

+0.16

XUHY.L vs. HYUS.L - Sharpe Ratio Comparison

The current XUHY.L Sharpe Ratio is 1.66, which is comparable to the HYUS.L Sharpe Ratio of 1.84. The chart below compares the historical Sharpe Ratios of XUHY.L and HYUS.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


XUHY.LHYUS.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.66

1.84

-0.18

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.52

Sharpe Ratio (All Time)

Calculated using the full available price history

0.59

0.87

-0.28

Drawdowns

XUHY.L vs. HYUS.L - Drawdown Comparison

The maximum XUHY.L drawdown since its inception was -22.78%, which is greater than HYUS.L's maximum drawdown of -10.49%. Use the drawdown chart below to compare losses from any high point for XUHY.L and HYUS.L.


Loading charts...

Drawdown Indicators


XUHY.LHYUS.LDifference

Max Drawdown

Largest peak-to-trough decline

-22.78%

-10.49%

-12.29%

Max Drawdown (1Y)

Largest decline over 1 year

-2.57%

-2.29%

-0.28%

Max Drawdown (3Y)

Largest decline over 3 years

-4.78%

-5.06%

+0.28%

Max Drawdown (5Y)

Largest decline over 5 years

-16.60%

Current Drawdown

Current decline from peak

-0.14%

-0.13%

-0.01%

Average Drawdown

Average peak-to-trough decline

-2.93%

-1.67%

-1.26%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.58%

0.56%

+0.02%

Volatility

XUHY.L vs. HYUS.L - Volatility Comparison

Xtrackers USD High Yield Corporate Bond UCITS ETF 1D (XUHY.L) and iShares Broad USD High Yield Corporate Bond UCITS ETF USD (Dist) (HYUS.L) have volatilities of 1.45% and 1.39%, 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.


Loading charts...

Volatility by Period


XUHY.LHYUS.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.45%

1.39%

+0.06%

Volatility (6M)

Calculated over the trailing 6-month period

3.45%

2.95%

+0.50%

Volatility (1Y)

Calculated over the trailing 1-year period

4.38%

3.75%

+0.63%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.57%

6.69%

+0.88%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.62%

6.69%

+1.93%

XUHY.L vs. HYUS.L - Expense Ratio Comparison

Both XUHY.L and HYUS.L have an expense ratio of 0.20%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

XUHY.L vs. HYUS.L - Dividend Comparison

XUHY.L's dividend yield for the trailing twelve months is around 6.64%, less than HYUS.L's 9.21% yield.


PositionTTM2025202420232022202120202019
HYUS.L
iShares Broad USD High Yield Corporate Bond UCITS ETF USD (Dist)
9.21%7.38%7.54%6.30%1.52%0.00%0.00%0.00%
XUHY.L
Xtrackers USD High Yield Corporate Bond UCITS ETF 1D
6.64%6.29%7.64%5.89%6.12%9.57%5.49%4.83%

Frequently Asked Questions


XUHY.L and HYUS.L have a correlation of 0.63, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.20% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

XUHY.L and HYUS.L have the same expense ratio: 0.20% per year.

Both ETFs track Bloomberg US Corporate High Yield TR USD. They also come from different issuers: Xtrackers and iShares.

Portfolio Optimizer

Find the right allocation for XUHY.L and HYUS.L

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer