Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| EMIH (Xtrackers J.P. Morgan ESG USD High Yield Corporate Bond ETF) | NA | -3.06% | 1.00% | 1.71% | NA | NA | NA | … | … |
Data as of 11/30/2021, Common starting date is 03/03/2015
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| EMIH (Xtrackers J.P. Morgan ESG USD High Yield Corporate Bond ETF) | 03/03/2015 | 11/30/2021 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.09 | -3.06 | 1.00 | 1.71 | NA | NA | NA | … | … | -5.33 | -5.42 | 10.63 | -1.45 | 7.74 | 6.88 | -0.90 |
| Sharpe Ratio | NA | -0.59 | 0.01 | 0.08 | NA | NA | NA | … | … | -0.83 | -0.31 | 1.61 | -0.35 | 1.06 | 0.84 | -0.13 |
| Standard Deviation(%) | NA | 6.83 | 11.67 | 10.13 | NA | NA | NA | … | … | 7.07 | 17.97 | 5.72 | 8.00 | 6.72 | 7.90 | 8.37 |
| Draw Down(%) | NA | 7.05 | 26.53 | 26.53 | NA | NA | NA | … | … | 7.05 | 26.53 | 3.03 | 5.50 | 2.03 | 5.34 | 6.73 |
| Yield(%) | 0.00 | 3.53 | 5.11 | 4.80 | 3.08 | 2.05 | 1.54 | … | … | 3.01 | 2.99 | 4.73 | 8.06 | 4.84 | 3.95 | 4.40 |
Data as of 11/30/2021, Common starting date is 03/03/2015
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| EMIH (Xtrackers J.P. Morgan ESG USD High Yield Corporate Bond ETF) |
-2.93%
Mar 2017 – Mar 2020 |
0.60%
Apr 2015 – Apr 2020 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| EMIH (Xtrackers J.P. Morgan ESG USD High Yield Corporate Bond ETF) |
6.71%
Feb 2016 – Feb 2019 |
4.54%
Jan 2016 – Jan 2021 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart