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XYPL.DE vs. VYMI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XYPL.DE vs. VYMI - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers iBoxx EUR Corporate Bond Yield Plus UCITS ETF (XYPL.DE) and Vanguard International High Dividend Yield ETF (VYMI). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

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

Returns By Period

In the year-to-date period, XYPL.DE achieves a 0.59% return, which is significantly lower than VYMI's 13.27% return.


XYPL.DE

1D
0.11%
1M
0.81%
YTD
0.59%
6M
0.39%
1Y
2.23%
3Y*
5.49%
5Y*
10Y*

VYMI

1D
0.47%
1M
2.32%
YTD
13.27%
6M
15.43%
1Y
28.58%
3Y*
19.04%
5Y*
13.13%
10Y*
10.22%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XYPL.DE vs. VYMI - Yearly Performance Comparison


2026 (YTD)2025202420232022
XYPL.DE
Xtrackers iBoxx EUR Corporate Bond Yield Plus UCITS ETF
0.59%3.49%5.30%9.38%-0.01%
VYMI
Vanguard International High Dividend Yield ETF
13.27%21.67%14.12%13.56%0.70%

Correlation

The correlation between XYPL.DE and VYMI is 0.42, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.42

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

0.31

Correlation (All Time)
Calculated using the full available price history since Jun 29, 2022

0.29

The correlation between XYPL.DE and VYMI shifts across timeframes, from 0.29 (all time) to 0.42 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

XYPL.DE vs. VYMI — Risk / Return Rank

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

XYPL.DE
XYPL.DE Risk / Return Rank: 2020
Overall Rank
XYPL.DE Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
XYPL.DE Sortino Ratio Rank: 2020
Sortino Ratio Rank
XYPL.DE Omega Ratio Rank: 2020
Omega Ratio Rank
XYPL.DE Calmar Ratio Rank: 1818
Calmar Ratio Rank
XYPL.DE Martin Ratio Rank: 2121
Martin Ratio Rank

VYMI
VYMI Risk / Return Rank: 7070
Overall Rank
VYMI Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
VYMI Sortino Ratio Rank: 7373
Sortino Ratio Rank
VYMI Omega Ratio Rank: 7474
Omega Ratio Rank
VYMI Calmar Ratio Rank: 6262
Calmar Ratio Rank
VYMI Martin Ratio Rank: 6767
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.

XYPL.DE vs. VYMI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers iBoxx EUR Corporate Bond Yield Plus UCITS ETF (XYPL.DE) and Vanguard International High Dividend Yield ETF (VYMI). 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.


XYPL.DEVYMIDifference
Sharpe ratioReturn per unit of total volatility

-1.96

Sortino ratioReturn per unit of downside risk

-2.53

Omega ratioGain probability vs. loss probability

1.12

1.49

-0.37

Calmar ratioReturn relative to maximum drawdown

0.72

3.47

-2.75

Martin ratioReturn relative to average drawdown

2.50

15.15

-12.66

XYPL.DE vs. VYMI - Sharpe Ratio Comparison

The current XYPL.DE Sharpe Ratio is 0.63, which is lower than the VYMI Sharpe Ratio of 2.60. The chart below compares the historical Sharpe Ratios of XYPL.DE and VYMI, 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


XYPL.DEVYMIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.63

2.60

-1.96

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.05

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.65

Sharpe Ratio (All Time)

Calculated using the full available price history

1.01

0.65

+0.36

Drawdowns

XYPL.DE vs. VYMI - Drawdown Comparison

The maximum XYPL.DE drawdown since its inception was -9.99%, smaller than the maximum VYMI drawdown of -36.04%. Use the drawdown chart below to compare losses from any high point for XYPL.DE and VYMI.


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Drawdown Indicators


XYPL.DEVYMIDifference

Max Drawdown

Largest peak-to-trough decline

-9.99%

-36.04%

+26.05%

Max Drawdown (1Y)

Largest decline over 1 year

-3.09%

-8.27%

+5.18%

Max Drawdown (3Y)

Largest decline over 3 years

-3.09%

-13.70%

+10.61%

Max Drawdown (5Y)

Largest decline over 5 years

-13.70%

Max Drawdown (10Y)

Largest decline over 10 years

-36.04%

Current Drawdown

Current decline from peak

-0.88%

-0.50%

-0.38%

Average Drawdown

Average peak-to-trough decline

-1.98%

-3.98%

+2.00%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.89%

1.89%

-1.00%

Volatility

XYPL.DE vs. VYMI - Volatility Comparison

The current volatility for Xtrackers iBoxx EUR Corporate Bond Yield Plus UCITS ETF (XYPL.DE) is 1.39%, while Vanguard International High Dividend Yield ETF (VYMI) has a volatility of 3.11%. This indicates that XYPL.DE experiences smaller price fluctuations and is considered to be less risky than VYMI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XYPL.DEVYMIDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.39%

3.11%

-1.72%

Volatility (6M)

Calculated over the trailing 6-month period

3.10%

9.02%

-5.92%

Volatility (1Y)

Calculated over the trailing 1-year period

3.51%

11.06%

-7.55%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.63%

12.54%

-7.91%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.63%

15.76%

-11.13%

XYPL.DE vs. VYMI - Expense Ratio Comparison

XYPL.DE has a 0.25% expense ratio, which is higher than VYMI'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

XYPL.DE vs. VYMI - Dividend Comparison

XYPL.DE has not paid dividends to shareholders, while VYMI's dividend yield for the trailing twelve months is around 3.42%.


PositionTTM2025202420232022202120202019201820172016
VYMI
Vanguard International High Dividend Yield ETF
3.42%3.68%4.84%4.58%4.70%4.30%3.22%4.20%4.29%3.21%2.39%
XYPL.DE
Xtrackers iBoxx EUR Corporate Bond Yield Plus UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


XYPL.DE and VYMI have a correlation of 0.42, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, VYMI is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VYMI is cheaper with a 0.07% expense ratio, compared with 0.25% for XYPL.DE.

XYPL.DE is categorized as European Corporate Bonds, while VYMI is Dividend. XYPL.DE tracks iBoxx® EUR Corporates Yield Plus, while VYMI tracks FTSE All-World ex US High Dividend Yield Index. They also come from different issuers: Xtrackers and Vanguard. Their fees differ too: 0.25% for XYPL.DE and 0.07% for VYMI.

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