XZHY.DE vs. IS0R.DE
XZHY.DE (Xtrackers ESG USD High Yield Corporate Bond UCITS ETF 1C) and IS0R.DE (iShares USD High Yield Corporate Bond UCITS ETF USD (Dist)) are both High Yield Bonds funds - XZHY.DE tracks the Bloomberg MSCI US High Yield Sustainable and SRI while IS0R.DE tracks the iBoxx® USD Liquid High Yield Capped. Both are passively managed. Over the past 3 years, XZHY.DE returned 5.47%/yr vs 5.34%/yr for IS0R.DE. Their correlation of 0.91 suggests significant overlap in exposure. XZHY.DE charges 0.25%/yr vs 0.50%/yr for IS0R.DE.
Performance
XZHY.DE vs. IS0R.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XZHY.DE achieves a 2.61% return, which is significantly higher than IS0R.DE's 2.44% return.
XZHY.DE
- 1D
- -0.10%
- 1M
- 1.04%
- YTD
- 2.61%
- 6M
- 1.91%
- 1Y
- 5.11%
- 3Y*
- 5.47%
- 5Y*
- —
- 10Y*
- —
IS0R.DE
- 1D
- 0.10%
- 1M
- 1.18%
- YTD
- 2.44%
- 6M
- 2.00%
- 1Y
- 5.26%
- 3Y*
- 5.34%
- 5Y*
- 4.94%
- 10Y*
- 4.79%
XZHY.DE vs. IS0R.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
XZHY.DE Xtrackers ESG USD High Yield Corporate Bond UCITS ETF 1C | 2.61% | -3.17% | 13.38% | 8.40% | -5.92% |
IS0R.DE iShares USD High Yield Corporate Bond UCITS ETF USD (Dist) | 2.44% | -2.53% | 12.70% | 6.99% | -4.63% |
Correlation
The correlation between XZHY.DE and IS0R.DE is 0.83, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.83 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.89 |
Correlation (All Time) Calculated using the full available price history since Jul 13, 2022 | 0.91 |
The correlation between XZHY.DE and IS0R.DE has been stable across timeframes, ranging from 0.83 to 0.91 - a consistent structural relationship.
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Return for Risk
XZHY.DE vs. IS0R.DE — Risk / Return Rank
XZHY.DE
IS0R.DE
XZHY.DE vs. IS0R.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers ESG USD High Yield Corporate Bond UCITS ETF 1C (XZHY.DE) and iShares USD High Yield Corporate Bond UCITS ETF USD (Dist) (IS0R.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.
| XZHY.DE | IS0R.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.07 | ||
| Sortino ratioReturn per unit of downside risk | -0.13 | ||
| Omega ratioGain probability vs. loss probability | 1.15 | 1.17 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | 1.59 | 1.65 | -0.07 |
| Martin ratioReturn relative to average drawdown | 4.98 | 5.16 | -0.18 |
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
| XZHY.DE | IS0R.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.85 | 0.92 | -0.07 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.64 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.54 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.47 | 0.49 | -0.02 |
Drawdowns
XZHY.DE vs. IS0R.DE - Drawdown Comparison
The maximum XZHY.DE drawdown since its inception was -11.51%, smaller than the maximum IS0R.DE drawdown of -22.05%. Use the drawdown chart below to compare losses from any high point for XZHY.DE and IS0R.DE.
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Drawdown Indicators
| XZHY.DE | IS0R.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -11.51% | -22.05% | +10.54% |
Max Drawdown (1Y)Largest decline over 1 year | -3.11% | -3.11% | 0.00% |
Max Drawdown (3Y)Largest decline over 3 years | -11.51% | -11.44% | -0.07% |
Max Drawdown (5Y)Largest decline over 5 years | — | -11.44% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -22.05% | — |
Current DrawdownCurrent decline from peak | -3.51% | -3.26% | -0.25% |
Average DrawdownAverage peak-to-trough decline | -4.50% | -4.74% | +0.24% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.99% | 1.00% | -0.01% |
Volatility
XZHY.DE vs. IS0R.DE - Volatility Comparison
Xtrackers ESG USD High Yield Corporate Bond UCITS ETF 1C (XZHY.DE) has a higher volatility of 1.29% compared to iShares USD High Yield Corporate Bond UCITS ETF USD (Dist) (IS0R.DE) at 0.84%. This indicates that XZHY.DE's price experiences larger fluctuations and is considered to be riskier than IS0R.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XZHY.DE | IS0R.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.29% | 0.84% | +0.45% |
Volatility (6M)Calculated over the trailing 6-month period | 3.85% | 3.65% | +0.20% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.83% | 5.59% | +0.24% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.58% | 7.66% | -0.08% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.58% | 8.84% | -1.26% |
XZHY.DE vs. IS0R.DE - Expense Ratio Comparison
XZHY.DE has a 0.25% expense ratio, which is lower than IS0R.DE's 0.50% expense ratio.
Dividends
XZHY.DE vs. IS0R.DE - Dividend Comparison
XZHY.DE has not paid dividends to shareholders, while IS0R.DE's dividend yield for the trailing twelve months is around 6.21%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IS0R.DE iShares USD High Yield Corporate Bond UCITS ETF USD (Dist) | 6.21% | 6.34% | 6.27% | 5.74% | 4.94% | 4.18% | 5.22% | 5.46% | 5.65% | 5.88% | 5.32% | 6.00% |
XZHY.DE Xtrackers ESG USD High Yield Corporate Bond UCITS ETF 1C | 0.00% | 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
XZHY.DE and IS0R.DE have a correlation of 0.83, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XZHY.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XZHY.DE is cheaper with a 0.25% expense ratio, compared with 0.50% for IS0R.DE.
XZHY.DE tracks Bloomberg MSCI US High Yield Sustainable and SRI, while IS0R.DE tracks iBoxx® USD Liquid High Yield Capped. They also come from different issuers: Xtrackers and iShares. Their fees differ too: 0.25% for XZHY.DE and 0.50% for IS0R.DE.
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