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Issuer
BondBloxx
Inception Date
Sep 18, 2023
Region
North America (U.S.)
Leveraged
1x (No leverage)
Index Tracked
No Index (Active)
Domicile
United States
Distribution Policy
Distributing
Asset Class
Bond
Assets Under Management
$38M

Share Price Chart


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Performance

HYSA Performance Chart

Bondbloxx USD High Yield Bond Sector Rotation ETF (HYSA) is up 1.4% since the beginning of the year. HYSA is currently trading at $15 per share.


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S&P 500 Index

Returns By Period

Bondbloxx USD High Yield Bond Sector Rotation ETF (HYSA) has returned 1.40% so far this year and 6.50% over the past 12 months.


Bondbloxx USD High Yield Bond Sector Rotation ETF

1D
0.40%
1M
0.36%
YTD
1.40%
6M
2.07%
1Y
6.50%
3Y*
5Y*
10Y*

Benchmark (S&P 500 Index)

1D
-0.26%
1M
-0.17%
YTD
7.91%
6M
7.98%
1Y
22.99%
3Y*
19.77%
5Y*
11.75%
10Y*
13.42%
*Multi-year figures are annualized to reflect compound growth (CAGR)

HYSA Monthly Returns History

Based on dividend-adjusted daily data since Sep 18, 2023, HYSA's average daily return is +0.03%, while the average monthly return is +0.65%. At this rate, an investment would double in approximately 8.9 years.

Historically, 74% of months were positive and 26% were negative. The best month was Nov 2023 with a return of +4.6%, while the worst month was Mar 2026 at -2.2%. The longest winning streak lasted 5 consecutive months, and the longest losing streak was 2 months.

On a daily basis, HYSA closed higher 52% of trading days. The best single day was Apr 9, 2025 with a return of +2.3%, while the worst single day was Apr 4, 2025 at -1.9%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20260.59%0.61%-2.16%1.90%0.40%0.09%1.40%
20251.44%0.77%-0.68%-0.40%1.76%1.65%0.40%1.17%1.15%-0.12%0.95%0.03%8.37%
20240.30%0.53%0.40%-1.10%1.13%0.53%2.13%1.47%1.49%-0.57%1.20%-0.93%6.71%
2023-1.32%-0.87%4.55%3.59%5.95%

Benchmark Metrics

Bondbloxx USD High Yield Bond Sector Rotation ETF has an annualized alpha of 3.71%, beta of 0.23, and R2 of 0.33 versus S&P 500 Index. Calculated based on daily prices since September 18, 2023.

  • This ETF participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (29.94%) than losses (24.25%) - typical of diversified or defensive assets.
  • Beta of 0.23 may look defensive, but with R2 of 0.33 this ETF is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this ETF's risk.
  • R2 of 0.33 means the benchmark explains less than half of this ETF's behavior - treat beta with caution or consider switching to a more representative benchmark.

Alpha
3.71%
Beta
0.23
0.33
Upside Capture
29.94%
Downside Capture
24.25%

Expense Ratio

HYSA has an expense ratio of 0.55%, placing it in the medium range.


Return for Risk

Risk / Return Rank

HYSA ranks 48 for risk / return — on par with similar ETFs. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.


HYSA Risk / Return Rank: 4848
Overall Rank
HYSA Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
HYSA Sortino Ratio Rank: 4747
Sortino Ratio Rank
HYSA Omega Ratio Rank: 4444
Omega Ratio Rank
HYSA Calmar Ratio Rank: 4848
Calmar Ratio Rank
HYSA Martin Ratio Rank: 5555
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.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Bondbloxx USD High Yield Bond Sector Rotation ETF (HYSA) and compare them to S&P 500 Index.


HYSABenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-0.51

Sortino ratioReturn per unit of downside risk

-0.53

Omega ratioGain probability vs. loss probability

1.25

1.35

-0.10

Calmar ratioReturn relative to maximum drawdown

2.07

2.54

-0.47

Martin ratioReturn relative to average drawdown

8.33

11.58

-3.25

Dividends

Dividend History

Bondbloxx USD High Yield Bond Sector Rotation ETF provided a 6.75% dividend yield over the last twelve months, with an annual payout of $1.01 per share.


3.00%4.00%5.00%6.00%7.00%$0.00$0.20$0.40$0.60$0.80$1.00202320242025
Dividends
Dividend Yield
PeriodTTM202520242023
Dividend$1.01$1.02$1.04$0.40

Dividend yield

6.75%6.70%6.99%2.65%

Monthly Dividends

The table displays the monthly dividend distributions for Bondbloxx USD High Yield Bond Sector Rotation ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.08$0.07$0.10$0.08$0.08$0.42
2025$0.00$0.08$0.08$0.09$0.09$0.09$0.08$0.09$0.08$0.08$0.08$0.17$1.02
2024$0.00$0.09$0.09$0.09$0.09$0.09$0.08$0.09$0.09$0.09$0.08$0.17$1.04
2023$0.09$0.10$0.21$0.40

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the Bondbloxx USD High Yield Bond Sector Rotation ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Bondbloxx USD High Yield Bond Sector Rotation ETF was 4.90%, occurring on Apr 8, 2025. Recovery took 35 trading sessions.

The current Bondbloxx USD High Yield Bond Sector Rotation ETF drawdown is 0.13%.


Related event

Drawdown

Fall

Recovery

Underwater

2025 selloff2025
-4.90%Apr 2025
1mo 10d1mo 21d
3mo 1dFeb 2025 - May 2025
2023 pullback2023
-3.32%Oct 2023
1mo 9d7d
1mo 16dSep 2023 - Nov 2023
2026 pullback2026
-3.15%Mar 2026
25d2mo 2d
2mo 27dMar 2026 - May 2026
2024 pullback2024
-2.68%Apr 2024
24d2mo
2mo 24dMar 2024 - Jun 2024
2024 pullback2024
-2.28%Dec 2024
15d2mo 8d
2mo 23dDec 2024 - Feb 2025

Drawdown Indicators


HYSABenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-4.90%

-56.78%

+51.88%

Max Drawdown (1Y)

Largest decline over 1 year

-3.15%

-9.10%

+5.95%

Max Drawdown (3Y)

Largest decline over 3 years

-18.90%

Max Drawdown (5Y)

Largest decline over 5 years

-25.43%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

-0.13%

-2.93%

+2.80%

Average Drawdown

Average peak-to-trough decline

-0.68%

-10.72%

+10.04%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.78%

1.99%

-1.21%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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