Xtrackers USD High Yield BB-B ex Financials ETF

10-Year Study

BHYB.US · · US · ETF

Executive Summary: Xtrackers USD High Yield BB-B ex Financials ETF has compounded at 9.4% annually over the last 10 years, with a maximum drawdown of 1.7% and an annualized volatility of 6.8%.

1Y CAGR
+6.6%
3Y CAGR
+9.4%
5Y CAGR
+9.4%
10Y CAGR
+9.4%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
1.7%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
1.15
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
2.90
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
4.3%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +8.9%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · 0.3%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
100%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20260.6-0.1-1.61.4————————0.3%
20251.30.9-0.90.11.61.80.21.21.00.20.80.58.9%
20240.30.11.1-1.11.20.71.91.31.4-1.11.4-0.86.4%
2023——————————4.62.97.7%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 6.8%. The dominant macroeconomic risk driver is HYG.US, accounting for 82.2% of variance. Idiosyncratic stock-specific factors contribute 0.2%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2023-10-0110000
2023-11-0110459.730693980895
2023-12-0110766.118080331455
2024-01-0110798.480837840949
2024-02-0110805.317067556682
2024-03-0110926.435723328346
2024-04-0110802.969271492693
2024-05-0110937.553228219587
2024-06-0111013.488318563703
2024-07-0111224.168488894004
2024-08-0111369.869950512142
2024-09-0111528.944642651628
2024-10-0111402.39383128093
2024-11-0111556.911036943262
2024-12-0111460.375187018068
2025-01-0111606.767176890322
2025-02-0111714.12130279664
2025-03-0111604.672574519507
2025-04-0111618.414086776384
2025-05-0111799.51663022212
2025-06-0112013.649441822996
2025-07-0112038.945793532052
2025-08-0112182.75981125561
2025-09-0112302.014040741167
2025-10-0112321.164690988606
2025-11-0112418.828403728852
2025-12-0112480.51559442974
2026-01-0112554.494188053863
2026-02-0112543.44573598803
2026-03-0112342.962366210151
2026-04-0112513.522844976407
Annual Return Matrix
YearAnnual Return
20240.06448536988972364
20250.08901457332454976
20260.002644702480192329
Total Factor Risk
0.06831686536658195
VTI.US Exposure
0.02095362184807663
VEA.US Exposure
0.04093117749934
VWO.US Exposure
-0.0020260812969280714
QQQ.US Exposure
0.005466713063854014
VTV.US Exposure
0.00915503473732099
IJR.US Exposure
-0.006475880785904074
QUAL.US Exposure
-0.033393227445844
SHV.US Exposure
0.1331405200378246
TLT.US Exposure
0.04093701415292873
LQD.US Exposure
0.0023417212004806114
HYG.US Exposure
0.8222353217342044
GLD.US Exposure
0.0002831905128962759
USO.US Exposure
-0.0014523145740778962
VNQ.US Exposure
-0.009115027202965352
BTC-USD.CC Exposure
-0.006899965490559785
CPER.US Exposure
-0.004308375108015339
VIX.INDX Exposure
0.009013579724555576
UUP.US Exposure
-0.0065961594370983504
TIP.US Exposure
-0.015904696683023974
Idiosyncratic Exposure
0.0017138335129351246
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
77.9
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
6.8%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →N/A
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →6.49%
Market Cap$0
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$129
Avg Yield on Cost
1.29%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$129.131.29%Solid

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+0.3%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+1.4%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
0.8% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
1.00
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Xtrackers USD High Yield BB-B ex Financials ETF a high-risk investment?

Xtrackers USD High Yield BB-B ex Financials ETF (BHYB.US) has an annualized volatility of 6.8% and experienced a maximum drawdown of 1.7% over the last 10 years. Its primary macro risk driver is HYG.US.

What is the 10-year return of BHYB.US?

Over the past 10 years, BHYB.US has generated a Compound Annual Growth Rate (CAGR) of 9.4%. It has had a positive return in 100% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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