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XYLD.DE vs. XDCC.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XYLD.DE vs. XDCC.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers USD Corporate Bond Short Duration SRI PAB UCITS ETF 1D (XYLD.DE) and Xtrackers USD Corporate Bond UCITS ETF (XDCC.DE). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

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

Returns By Period

In the year-to-date period, XYLD.DE achieves a 1.60% return, which is significantly higher than XDCC.DE's 1.52% return.


XYLD.DE

1D
-0.01%
1M
1.12%
YTD
1.60%
6M
0.96%
1Y
2.06%
3Y*
1.98%
5Y*
2.51%
10Y*

XDCC.DE

1D
0.01%
1M
1.21%
YTD
1.52%
6M
0.88%
1Y
4.28%
3Y*
2.38%
5Y*
1.04%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

XYLD.DE vs. XDCC.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
XYLD.DE
Xtrackers USD Corporate Bond Short Duration SRI PAB UCITS ETF 1D
1.60%-5.84%10.46%1.93%-3.25%8.11%-0.16%
XDCC.DE
Xtrackers USD Corporate Bond UCITS ETF
1.52%-4.13%7.24%5.94%-12.83%31.26%-5.01%

Correlation

The correlation between XYLD.DE and XDCC.DE is 0.48, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.48

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

0.50

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

0.54

Correlation (All Time)
Calculated using the full available price history since Sep 10, 2020

0.59

The correlation between XYLD.DE and XDCC.DE shifts across timeframes, from 0.48 (1 year) to 0.59 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

XYLD.DE vs. XDCC.DE — Risk / Return Rank

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

XYLD.DE
XYLD.DE Risk / Return Rank: 1414
Overall Rank
XYLD.DE Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
XYLD.DE Sortino Ratio Rank: 1313
Sortino Ratio Rank
XYLD.DE Omega Ratio Rank: 1212
Omega Ratio Rank
XYLD.DE Calmar Ratio Rank: 1515
Calmar Ratio Rank
XYLD.DE Martin Ratio Rank: 1515
Martin Ratio Rank

XDCC.DE
XDCC.DE Risk / Return Rank: 3030
Overall Rank
XDCC.DE Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
XDCC.DE Sortino Ratio Rank: 2929
Sortino Ratio Rank
XDCC.DE Omega Ratio Rank: 2727
Omega Ratio Rank
XDCC.DE Calmar Ratio Rank: 3434
Calmar Ratio Rank
XDCC.DE Martin Ratio Rank: 3333
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.

XYLD.DE vs. XDCC.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers USD Corporate Bond Short Duration SRI PAB UCITS ETF 1D (XYLD.DE) and Xtrackers USD Corporate Bond UCITS ETF (XDCC.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.


XYLD.DEXDCC.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.25

Sortino ratioReturn per unit of downside risk

-0.35

Omega ratioGain probability vs. loss probability

1.06

1.10

-0.05

Calmar ratioReturn relative to maximum drawdown

0.52

0.89

-0.36

Martin ratioReturn relative to average drawdown

1.24

2.56

-1.32

XYLD.DE vs. XDCC.DE - Sharpe Ratio Comparison

The current XYLD.DE Sharpe Ratio is 0.32, which is lower than the XDCC.DE Sharpe Ratio of 0.56. The chart below compares the historical Sharpe Ratios of XYLD.DE and XDCC.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


XYLD.DEXDCC.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.32

0.56

-0.25

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.35

0.11

+0.25

Sharpe Ratio (All Time)

Calculated using the full available price history

0.58

0.24

+0.34

Drawdowns

XYLD.DE vs. XDCC.DE - Drawdown Comparison

The maximum XYLD.DE drawdown since its inception was -16.92%, roughly equal to the maximum XDCC.DE drawdown of -16.41%. Use the drawdown chart below to compare losses from any high point for XYLD.DE and XDCC.DE.


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Drawdown Indicators


XYLD.DEXDCC.DEDifference

Max Drawdown

Largest peak-to-trough decline

-16.92%

-16.41%

-0.51%

Max Drawdown (1Y)

Largest decline over 1 year

-3.30%

-4.37%

+1.07%

Max Drawdown (3Y)

Largest decline over 3 years

-10.33%

-12.63%

+2.30%

Max Drawdown (5Y)

Largest decline over 5 years

-11.09%

-16.41%

+5.32%

Current Drawdown

Current decline from peak

-6.41%

-5.45%

-0.96%

Average Drawdown

Average peak-to-trough decline

-4.13%

-6.94%

+2.81%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.40%

1.52%

-0.12%

Volatility

XYLD.DE vs. XDCC.DE - Volatility Comparison

The current volatility for Xtrackers USD Corporate Bond Short Duration SRI PAB UCITS ETF 1D (XYLD.DE) is 0.83%, while Xtrackers USD Corporate Bond UCITS ETF (XDCC.DE) has a volatility of 1.72%. This indicates that XYLD.DE experiences smaller price fluctuations and is considered to be less risky than XDCC.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XYLD.DEXDCC.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.83%

1.72%

-0.89%

Volatility (6M)

Calculated over the trailing 6-month period

3.68%

5.22%

-1.54%

Volatility (1Y)

Calculated over the trailing 1-year period

5.44%

6.87%

-1.43%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.00%

9.52%

-2.52%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.66%

13.35%

-5.69%

XYLD.DE vs. XDCC.DE - Expense Ratio Comparison

XYLD.DE has a 0.16% expense ratio, which is higher than XDCC.DE's 0.12% 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

XYLD.DE vs. XDCC.DE - Dividend Comparison

XYLD.DE's dividend yield for the trailing twelve months is around 3.18%, while XDCC.DE has not paid dividends to shareholders.


PositionTTM2025202420232022202120202019
XDCC.DE
Xtrackers USD Corporate Bond UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
XYLD.DE
Xtrackers USD Corporate Bond Short Duration SRI PAB UCITS ETF 1D
3.18%3.52%2.90%2.74%5.87%3.00%3.60%2.59%

Frequently Asked Questions


XYLD.DE and XDCC.DE have a correlation of 0.48, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XDCC.DE is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XDCC.DE is cheaper with a 0.12% expense ratio, compared with 0.16% for XYLD.DE.

XYLD.DE tracks Bloomberg US Corp Bond TR USD, while XDCC.DE tracks Bloomberg USD Liquid Investment Grade Corporate. Their fees differ too: 0.16% for XYLD.DE and 0.12% for XDCC.DE.

Portfolio Optimizer

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