XZHE.L vs. XHYG.L
Compare and contrast key facts about Xtrackers ESG EUR High Yield Corporate Bond UCITS ETF 1C (XZHE.L) and Xtrackers EUR High Yield Corporate Bond UCITS ETF 1D (XHYG.L).
XZHE.L and XHYG.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. XZHE.L is a passively managed fund by DWS that tracks the performance of the Bloomberg Pan Euro HY Euro TR EUR. It was launched on Jun 22, 2022. XHYG.L is a passively managed fund by Xtrackers that tracks the performance of the Bloomberg Pan Euro HY Euro TR EUR. It was launched on Jan 8, 2015. Both XZHE.L and XHYG.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
XZHE.L vs. XHYG.L - Performance Comparison
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XZHE.L vs. XHYG.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
XZHE.L Xtrackers ESG EUR High Yield Corporate Bond UCITS ETF 1C | -1.36% | 5.46% | 5.93% | 9.90% | 3.05% |
XHYG.L Xtrackers EUR High Yield Corporate Bond UCITS ETF 1D | -1.27% | 4.77% | 6.00% | 11.49% | 4.38% |
Returns By Period
In the year-to-date period, XZHE.L achieves a -1.36% return, which is significantly lower than XHYG.L's -1.27% return.
XZHE.L
- 1D
- 0.99%
- 1M
- -1.53%
- YTD
- -1.36%
- 6M
- -0.27%
- 1Y
- 3.48%
- 3Y*
- 5.90%
- 5Y*
- —
- 10Y*
- —
XHYG.L
- 1D
- -0.05%
- 1M
- -0.62%
- YTD
- -1.27%
- 6M
- -0.53%
- 1Y
- 3.04%
- 3Y*
- 5.87%
- 5Y*
- 2.43%
- 10Y*
- —
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XZHE.L vs. XHYG.L - Expense Ratio Comparison
XZHE.L has a 0.25% expense ratio, which is higher than XHYG.L's 0.20% 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
XZHE.L vs. XHYG.L — Risk / Return Rank
XZHE.L
XHYG.L
XZHE.L vs. XHYG.L - 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.L) and Xtrackers EUR High Yield Corporate Bond UCITS ETF 1D (XHYG.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.
| XZHE.L | XHYG.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.85 | 0.80 | +0.05 |
Sortino ratioReturn per unit of downside risk | 1.28 | 1.18 | +0.10 |
Omega ratioGain probability vs. loss probability | 1.17 | 1.17 | +0.01 |
Calmar ratioReturn relative to maximum drawdown | 1.04 | 1.25 | -0.21 |
Martin ratioReturn relative to average drawdown | 4.62 | 5.62 | -1.00 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| XZHE.L | XHYG.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.85 | 0.80 | +0.05 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.47 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.13 | 0.21 | +0.92 |
Correlation
The correlation between XZHE.L and XHYG.L is 0.91, 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.L vs. XHYG.L - Dividend Comparison
XZHE.L has not paid dividends to shareholders, while XHYG.L's dividend yield for the trailing twelve months is around 4.94%.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
XZHE.L Xtrackers ESG EUR High Yield Corporate Bond UCITS ETF 1C | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
XHYG.L Xtrackers EUR High Yield Corporate Bond UCITS ETF 1D | 4.94% | 4.75% | 5.49% | 3.95% | 3.70% | 5.71% | 2.27% |
Drawdowns
XZHE.L vs. XHYG.L - Drawdown Comparison
The maximum XZHE.L drawdown since its inception was -7.78%, smaller than the maximum XHYG.L drawdown of -26.33%. Use the drawdown chart below to compare losses from any high point for XZHE.L and XHYG.L.
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Drawdown Indicators
| XZHE.L | XHYG.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -7.78% | -26.33% | +18.55% |
Max Drawdown (1Y)Largest decline over 1 year | -3.36% | -2.91% | -0.45% |
Max Drawdown (5Y)Largest decline over 5 years | — | -14.50% | — |
Current DrawdownCurrent decline from peak | -2.18% | -1.74% | -0.44% |
Average DrawdownAverage peak-to-trough decline | -0.95% | -4.07% | +3.12% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.76% | 0.65% | +0.11% |
Volatility
XZHE.L vs. XHYG.L - Volatility Comparison
Xtrackers ESG EUR High Yield Corporate Bond UCITS ETF 1C (XZHE.L) and Xtrackers EUR High Yield Corporate Bond UCITS ETF 1D (XHYG.L) have volatilities of 1.91% 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.L | XHYG.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.91% | 1.86% | +0.05% |
Volatility (6M)Calculated over the trailing 6-month period | 2.64% | 2.43% | +0.21% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.08% | 3.78% | +0.30% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.43% | 5.23% | +0.20% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.43% | 7.14% | -1.71% |