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XZHE.DE vs. EUHA.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

XZHE.DE vs. EUHA.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers ESG EUR High Yield Corporate Bond UCITS ETF 1C (XZHE.DE) and PIMCO Euro Short-Term High Yield Corporate Bond Index UCITS ETF Acc (EUHA.DE). The values are adjusted to include any dividend payments, if applicable.

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XZHE.DE vs. EUHA.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022
XZHE.DE
Xtrackers ESG EUR High Yield Corporate Bond UCITS ETF 1C
-2.09%5.48%5.98%9.94%2.99%
EUHA.DE
PIMCO Euro Short-Term High Yield Corporate Bond Index UCITS ETF Acc
-1.46%5.16%6.18%10.06%2.63%

Returns By Period

In the year-to-date period, XZHE.DE achieves a -2.09% return, which is significantly lower than EUHA.DE's -1.46% return.


XZHE.DE

1D
0.82%
1M
-2.11%
YTD
-2.09%
6M
-0.94%
1Y
2.78%
3Y*
5.72%
5Y*
10Y*

EUHA.DE

1D
0.84%
1M
-1.74%
YTD
-1.46%
6M
-0.48%
1Y
2.77%
3Y*
5.78%
5Y*
2.43%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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XZHE.DE vs. EUHA.DE - Expense Ratio Comparison

XZHE.DE has a 0.25% expense ratio, which is lower than EUHA.DE's 0.50% expense ratio.


Return for Risk

XZHE.DE vs. EUHA.DE — Risk / Return Rank

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

XZHE.DE
XZHE.DE Risk / Return Rank: 2929
Overall Rank
XZHE.DE Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
XZHE.DE Sortino Ratio Rank: 2828
Sortino Ratio Rank
XZHE.DE Omega Ratio Rank: 2929
Omega Ratio Rank
XZHE.DE Calmar Ratio Rank: 2626
Calmar Ratio Rank
XZHE.DE Martin Ratio Rank: 3232
Martin Ratio Rank

EUHA.DE
EUHA.DE Risk / Return Rank: 3535
Overall Rank
EUHA.DE Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
EUHA.DE Sortino Ratio Rank: 3131
Sortino Ratio Rank
EUHA.DE Omega Ratio Rank: 3535
Omega Ratio Rank
EUHA.DE Calmar Ratio Rank: 3333
Calmar Ratio Rank
EUHA.DE Martin Ratio Rank: 3939
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.

XZHE.DE vs. EUHA.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers ESG EUR High Yield Corporate Bond UCITS ETF 1C (XZHE.DE) and PIMCO Euro Short-Term High Yield Corporate Bond Index UCITS ETF Acc (EUHA.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.


XZHE.DEEUHA.DEDifference

Sharpe ratio

Return per unit of total volatility

0.61

0.69

-0.08

Sortino ratio

Return per unit of downside risk

0.91

0.98

-0.07

Omega ratio

Gain probability vs. loss probability

1.13

1.15

-0.03

Calmar ratio

Return relative to maximum drawdown

0.71

0.90

-0.19

Martin ratio

Return relative to average drawdown

3.17

4.01

-0.85

XZHE.DE vs. EUHA.DE - Sharpe Ratio Comparison

The current XZHE.DE Sharpe Ratio is 0.61, which is comparable to the EUHA.DE Sharpe Ratio of 0.69. The chart below compares the historical Sharpe Ratios of XZHE.DE and EUHA.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


XZHE.DEEUHA.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.61

0.69

-0.08

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.49

Sharpe Ratio (All Time)

Calculated using the full available price history

1.06

0.29

+0.76

Correlation

The correlation between XZHE.DE and EUHA.DE is 0.75, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

XZHE.DE vs. EUHA.DE - Dividend Comparison

Neither XZHE.DE nor EUHA.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

XZHE.DE vs. EUHA.DE - Drawdown Comparison

The maximum XZHE.DE drawdown since its inception was -7.83%, smaller than the maximum EUHA.DE drawdown of -23.36%. Use the drawdown chart below to compare losses from any high point for XZHE.DE and EUHA.DE.


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Drawdown Indicators


XZHE.DEEUHA.DEDifference

Max Drawdown

Largest peak-to-trough decline

-7.83%

-23.36%

+15.53%

Max Drawdown (1Y)

Largest decline over 1 year

-3.94%

-3.03%

-0.91%

Max Drawdown (5Y)

Largest decline over 5 years

-12.43%

Current Drawdown

Current decline from peak

-3.15%

-2.15%

-1.00%

Average Drawdown

Average peak-to-trough decline

-0.97%

-2.47%

+1.50%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.88%

0.68%

+0.20%

Volatility

XZHE.DE vs. EUHA.DE - Volatility Comparison

Xtrackers ESG EUR High Yield Corporate Bond UCITS ETF 1C (XZHE.DE) and PIMCO Euro Short-Term High Yield Corporate Bond Index UCITS ETF Acc (EUHA.DE) have volatilities of 1.86% and 1.86%, 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.


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Volatility by Period


XZHE.DEEUHA.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.86%

1.86%

0.00%

Volatility (6M)

Calculated over the trailing 6-month period

2.97%

2.39%

+0.58%

Volatility (1Y)

Calculated over the trailing 1-year period

4.54%

3.98%

+0.56%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.55%

4.89%

+0.66%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.55%

7.60%

-2.05%