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XZHY.DE vs. UDHY.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

XZHY.DE vs. UDHY.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers ESG USD High Yield Corporate Bond UCITS ETF 1C (XZHY.DE) and iShares Broad USD High Yield Corporate Bond UCITS ETF USD (Dist) (UDHY.DE). The values are adjusted to include any dividend payments, if applicable.

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XZHY.DE vs. UDHY.DE - Yearly Performance Comparison


2026 (YTD)202520242023
XZHY.DE
Xtrackers ESG USD High Yield Corporate Bond UCITS ETF 1C
0.99%-3.17%13.38%6.50%
UDHY.DE
iShares Broad USD High Yield Corporate Bond UCITS ETF USD (Dist)
-2.25%-3.92%13.24%6.63%

Returns By Period

In the year-to-date period, XZHY.DE achieves a 0.99% return, which is significantly higher than UDHY.DE's -2.25% return.


XZHY.DE

1D
-0.04%
1M
-0.07%
YTD
0.99%
6M
2.12%
1Y
-0.29%
3Y*
5.69%
5Y*
10Y*

UDHY.DE

1D
0.04%
1M
0.19%
YTD
-2.25%
6M
-1.34%
1Y
-4.08%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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XZHY.DE vs. UDHY.DE - Expense Ratio Comparison

XZHY.DE has a 0.25% expense ratio, which is higher than UDHY.DE'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

XZHY.DE vs. UDHY.DE — Risk / Return Rank

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

XZHY.DE
XZHY.DE Risk / Return Rank: 1010
Overall Rank
XZHY.DE Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
XZHY.DE Sortino Ratio Rank: 1010
Sortino Ratio Rank
XZHY.DE Omega Ratio Rank: 1010
Omega Ratio Rank
XZHY.DE Calmar Ratio Rank: 1111
Calmar Ratio Rank
XZHY.DE Martin Ratio Rank: 1111
Martin Ratio Rank

UDHY.DE
UDHY.DE Risk / Return Rank: 33
Overall Rank
UDHY.DE Sharpe Ratio Rank: 55
Sharpe Ratio Rank
UDHY.DE Sortino Ratio Rank: 44
Sortino Ratio Rank
UDHY.DE Omega Ratio Rank: 44
Omega Ratio Rank
UDHY.DE Calmar Ratio Rank: 33
Calmar Ratio Rank
UDHY.DE Martin Ratio Rank: 11
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.

XZHY.DE vs. UDHY.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 Broad USD High Yield Corporate Bond UCITS ETF USD (Dist) (UDHY.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.DEUDHY.DEDifference

Sharpe ratio

Return per unit of total volatility

-0.03

-0.45

+0.42

Sortino ratio

Return per unit of downside risk

0.01

-0.51

+0.52

Omega ratio

Gain probability vs. loss probability

1.00

0.92

+0.08

Calmar ratio

Return relative to maximum drawdown

-0.05

-0.62

+0.56

Martin ratio

Return relative to average drawdown

-0.13

-1.42

+1.29

XZHY.DE vs. UDHY.DE - Sharpe Ratio Comparison

The current XZHY.DE Sharpe Ratio is -0.03, which is higher than the UDHY.DE Sharpe Ratio of -0.45. The chart below compares the historical Sharpe Ratios of XZHY.DE and UDHY.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


XZHY.DEUDHY.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.03

-0.45

+0.42

Sharpe Ratio (All Time)

Calculated using the full available price history

0.43

0.62

-0.19

Correlation

The correlation between XZHY.DE and UDHY.DE is 0.88, 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

XZHY.DE vs. UDHY.DE - Dividend Comparison

XZHY.DE has not paid dividends to shareholders, while UDHY.DE's dividend yield for the trailing twelve months is around 3.22%.


Drawdowns

XZHY.DE vs. UDHY.DE - Drawdown Comparison

The maximum XZHY.DE drawdown since its inception was -11.51%, smaller than the maximum UDHY.DE drawdown of -12.23%. Use the drawdown chart below to compare losses from any high point for XZHY.DE and UDHY.DE.


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Drawdown Indicators


XZHY.DEUDHY.DEDifference

Max Drawdown

Largest peak-to-trough decline

-11.51%

-12.23%

+0.72%

Max Drawdown (1Y)

Largest decline over 1 year

-7.04%

-7.43%

+0.39%

Current Drawdown

Current decline from peak

-5.04%

-8.79%

+3.75%

Average Drawdown

Average peak-to-trough decline

-4.50%

-3.46%

-1.04%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.93%

2.67%

-0.74%

Volatility

XZHY.DE vs. UDHY.DE - Volatility Comparison

Xtrackers ESG USD High Yield Corporate Bond UCITS ETF 1C (XZHY.DE) and iShares Broad USD High Yield Corporate Bond UCITS ETF USD (Dist) (UDHY.DE) have volatilities of 1.77% and 1.83%, 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


XZHY.DEUDHY.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.77%

1.83%

-0.06%

Volatility (6M)

Calculated over the trailing 6-month period

4.09%

5.05%

-0.96%

Volatility (1Y)

Calculated over the trailing 1-year period

8.32%

8.99%

-0.67%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.69%

7.46%

+0.23%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.69%

7.46%

+0.23%