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XYLD.DE vs. XSX6.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XYLD.DE vs. XSX6.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 STOXX Europe 600 UCITS ETF (XSX6.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, XYLD.DE achieves a 1.60% return, which is significantly lower than XSX6.DE's 7.40% return.


XYLD.DE

1D
-0.01%
1M
0.83%
YTD
1.60%
6M
1.03%
1Y
1.74%
3Y*
1.98%
5Y*
2.51%
10Y*

XSX6.DE

1D
0.59%
1M
3.14%
YTD
7.40%
6M
9.99%
1Y
16.44%
3Y*
13.95%
5Y*
9.70%
10Y*
9.14%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XYLD.DE vs. XSX6.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
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%0.18%19.31%6.34%
XSX6.DE
Xtrackers STOXX Europe 600 UCITS ETF
7.40%20.91%8.35%15.54%-10.63%24.87%-1.83%28.68%-8.09%

Correlation

The correlation between XYLD.DE and XSX6.DE is -0.11, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.11

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

-0.13

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

-0.19

Correlation (All Time)
Calculated using the full available price history since Mar 14, 2018

-0.07

The correlation between XYLD.DE and XSX6.DE shifts across timeframes, from -0.19 (5 years) to -0.07 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

XYLD.DE vs. XSX6.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

XSX6.DE
XSX6.DE Risk / Return Rank: 3737
Overall Rank
XSX6.DE Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
XSX6.DE Sortino Ratio Rank: 3737
Sortino Ratio Rank
XSX6.DE Omega Ratio Rank: 3737
Omega Ratio Rank
XSX6.DE Calmar Ratio Rank: 3636
Calmar Ratio Rank
XSX6.DE Martin Ratio Rank: 4242
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. XSX6.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 STOXX Europe 600 UCITS ETF (XSX6.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.DEXSX6.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.95

Sortino ratioReturn per unit of downside risk

-1.38

Omega ratioGain probability vs. loss probability

1.06

1.24

-0.18

Calmar ratioReturn relative to maximum drawdown

0.52

1.73

-1.21

Martin ratioReturn relative to average drawdown

1.24

6.55

-5.31

XYLD.DE vs. XSX6.DE - Sharpe Ratio Comparison

The current XYLD.DE Sharpe Ratio is 0.32, which is lower than the XSX6.DE Sharpe Ratio of 1.26. The chart below compares the historical Sharpe Ratios of XYLD.DE and XSX6.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.DEXSX6.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.32

1.26

-0.95

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.35

0.66

-0.31

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.58

Sharpe Ratio (All Time)

Calculated using the full available price history

0.58

0.59

-0.02

Drawdowns

XYLD.DE vs. XSX6.DE - Drawdown Comparison

The maximum XYLD.DE drawdown since its inception was -16.92%, smaller than the maximum XSX6.DE drawdown of -36.05%. Use the drawdown chart below to compare losses from any high point for XYLD.DE and XSX6.DE.


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Drawdown Indicators


XYLD.DEXSX6.DEDifference

Max Drawdown

Largest peak-to-trough decline

-16.92%

-36.05%

+19.13%

Max Drawdown (1Y)

Largest decline over 1 year

-3.30%

-9.46%

+6.16%

Max Drawdown (3Y)

Largest decline over 3 years

-10.33%

-16.37%

+6.04%

Max Drawdown (5Y)

Largest decline over 5 years

-11.09%

-20.84%

+9.75%

Max Drawdown (10Y)

Largest decline over 10 years

-36.05%

Current Drawdown

Current decline from peak

-6.41%

-1.56%

-4.85%

Average Drawdown

Average peak-to-trough decline

-4.13%

-5.27%

+1.14%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.40%

2.50%

-1.10%

Volatility

XYLD.DE vs. XSX6.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 STOXX Europe 600 UCITS ETF (XSX6.DE) has a volatility of 4.26%. This indicates that XYLD.DE experiences smaller price fluctuations and is considered to be less risky than XSX6.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.DEXSX6.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.83%

4.26%

-3.43%

Volatility (6M)

Calculated over the trailing 6-month period

3.68%

10.73%

-7.05%

Volatility (1Y)

Calculated over the trailing 1-year period

5.44%

12.95%

-7.51%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.00%

14.44%

-7.44%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.66%

15.61%

-7.95%

XYLD.DE vs. XSX6.DE - Expense Ratio Comparison

XYLD.DE has a 0.16% expense ratio, which is lower than XSX6.DE's 0.20% expense ratio. Despite the difference, 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. XSX6.DE - Dividend Comparison

XYLD.DE's dividend yield for the trailing twelve months is around 3.18%, while XSX6.DE has not paid dividends to shareholders.


PositionTTM2025202420232022202120202019
XSX6.DE
Xtrackers STOXX Europe 600 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 XSX6.DE have a correlation of -0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XYLD.DE is cheaper at 0.16% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XYLD.DE is cheaper with a 0.16% expense ratio, compared with 0.20% for XSX6.DE.

XYLD.DE is categorized as Corporate Bonds, while XSX6.DE is Europe Equities. XYLD.DE tracks Bloomberg US Corp Bond TR USD, while XSX6.DE tracks STOXX® Europe 600. Their fees differ too: 0.16% for XYLD.DE and 0.20% for XSX6.DE.

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