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XYLD.L vs. PRIP.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

XYLD.L vs. PRIP.L - 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.L) and Amundi Prime US Corporates UCITS ETF DR (D) (PRIP.L). The values are adjusted to include any dividend payments, if applicable.

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XYLD.L vs. PRIP.L - Yearly Performance Comparison


Different Trading Currencies

XYLD.L is traded in USD, while PRIP.L is traded in GBp. To make them comparable, the PRIP.L values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, XYLD.L achieves a 0.18% return, which is significantly higher than PRIP.L's -1.13% return.


XYLD.L

1D
0.03%
1M
-0.37%
YTD
0.18%
6M
1.35%
1Y
4.46%
3Y*
5.13%
5Y*
2.05%
10Y*

PRIP.L

1D
0.34%
1M
-2.01%
YTD
-1.13%
6M
-4.81%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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XYLD.L vs. PRIP.L - Expense Ratio Comparison

XYLD.L has a 0.16% expense ratio, which is higher than PRIP.L's 0.05% 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%.


Return for Risk

XYLD.L vs. PRIP.L — Risk / Return Rank

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

XYLD.L
XYLD.L Risk / Return Rank: 9090
Overall Rank
XYLD.L Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
XYLD.L Sortino Ratio Rank: 9292
Sortino Ratio Rank
XYLD.L Omega Ratio Rank: 8989
Omega Ratio Rank
XYLD.L Calmar Ratio Rank: 8888
Calmar Ratio Rank
XYLD.L Martin Ratio Rank: 9393
Martin Ratio Rank

PRIP.L
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.L vs. PRIP.L - 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.L) and Amundi Prime US Corporates UCITS ETF DR (D) (PRIP.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.


XYLD.LPRIP.LDifference

Sharpe ratio

Return per unit of total volatility

1.94

Sortino ratio

Return per unit of downside risk

2.85

Omega ratio

Gain probability vs. loss probability

1.39

Calmar ratio

Return relative to maximum drawdown

3.17

Martin ratio

Return relative to average drawdown

15.07

XYLD.L vs. PRIP.L - Sharpe Ratio Comparison


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Sharpe Ratios by Period


XYLD.LPRIP.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.94

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.63

Sharpe Ratio (All Time)

Calculated using the full available price history

0.69

-0.01

+0.70

Correlation

The correlation between XYLD.L and PRIP.L is 0.48, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

XYLD.L vs. PRIP.L - Dividend Comparison

XYLD.L's dividend yield for the trailing twelve months is around 3.78%, while PRIP.L has not paid dividends to shareholders.


TTM2025202420232022202120202019
XYLD.L
Xtrackers USD Corporate Bond Short Duration SRI PAB UCITS ETF 1D
3.78%3.61%3.34%2.88%6.03%3.88%3.78%2.92%
PRIP.L
Amundi Prime US Corporates UCITS ETF DR (D)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

XYLD.L vs. PRIP.L - Drawdown Comparison

The maximum XYLD.L drawdown since its inception was -18.93%, which is greater than PRIP.L's maximum drawdown of -7.32%. Use the drawdown chart below to compare losses from any high point for XYLD.L and PRIP.L.


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Drawdown Indicators


XYLD.LPRIP.LDifference

Max Drawdown

Largest peak-to-trough decline

-18.93%

-9.14%

-9.79%

Max Drawdown (1Y)

Largest decline over 1 year

-1.42%

Max Drawdown (5Y)

Largest decline over 5 years

-12.38%

Current Drawdown

Current decline from peak

-0.58%

-6.13%

+5.55%

Average Drawdown

Average peak-to-trough decline

-3.18%

-2.82%

-0.36%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.30%

Volatility

XYLD.L vs. PRIP.L - Volatility Comparison


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Volatility by Period


XYLD.LPRIP.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.70%

Volatility (6M)

Calculated over the trailing 6-month period

1.37%

Volatility (1Y)

Calculated over the trailing 1-year period

2.29%

7.98%

-5.69%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.24%

7.98%

-4.74%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.88%

7.98%

-2.10%