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Bondbloxx USD High Yield Bond Sector Rotation ETF ...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

Issuer

BondBloxx

Inception Date

Sep 18, 2023

Region

North America (U.S.)

Leveraged

1x

Index Tracked

No Index (Active)

Asset Class

Bond

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Popular comparisons:
HYSA vs. SCHD HYSA vs. SPHY HYSA vs. XCCC HYSA vs. XLSR HYSA vs. HYG HYSA vs. SGOV HYSA vs. AMZN HYSA vs. SHV HYSA vs. HIGH HYSA vs. HYGH
Popular comparisons:
HYSA vs. SCHD HYSA vs. SPHY HYSA vs. XCCC HYSA vs. XLSR HYSA vs. HYG HYSA vs. SGOV HYSA vs. AMZN HYSA vs. SHV HYSA vs. HIGH HYSA vs. HYGH

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Bondbloxx USD High Yield Bond Sector Rotation ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
5.91%
10.60%
HYSA (Bondbloxx USD High Yield Bond Sector Rotation ETF)
Benchmark (^GSPC)

Returns By Period

Bondbloxx USD High Yield Bond Sector Rotation ETF had a return of 7.24% year-to-date (YTD) and 12.62% in the last 12 months. Over the past 10 years, Bondbloxx USD High Yield Bond Sector Rotation ETF had an annualized return of 1.98%, while the S&P 500 had an annualized return of 11.16%, indicating that Bondbloxx USD High Yield Bond Sector Rotation ETF did not perform as well as the benchmark.


HYSA

YTD

7.24%

1M

0.22%

6M

5.85%

1Y

12.62%

5Y (annualized)

1.75%

10Y (annualized)

1.98%

^GSPC (Benchmark)

YTD

23.62%

1M

0.54%

6M

11.19%

1Y

30.63%

5Y (annualized)

13.61%

10Y (annualized)

11.16%

Monthly Returns

The table below presents the monthly returns of HYSA, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20240.30%0.53%0.39%-1.10%1.13%0.53%2.13%1.48%1.49%-0.57%7.24%
20233.42%-0.05%0.12%0.10%-0.71%2.05%0.39%-0.04%-1.18%-0.87%4.55%3.59%11.75%
2022-0.45%-0.98%-0.38%-0.38%-3.08%-2.32%2.06%0.54%-1.99%0.78%1.21%-0.22%-5.19%
20210.93%0.26%-0.11%0.35%0.02%0.35%-0.48%0.44%-0.01%0.29%-0.70%0.71%2.05%
2020-0.59%-2.66%-8.74%1.05%1.82%-0.98%1.21%0.54%-1.24%-0.43%2.18%0.71%-7.38%
20192.18%1.79%-0.22%1.83%-0.70%-0.17%0.93%-0.72%0.50%-0.46%0.67%1.23%7.02%
20181.40%-0.07%0.49%0.22%-0.05%-0.21%0.95%0.62%0.46%-0.68%-1.18%-2.83%-0.95%
2017-0.04%0.47%-0.28%0.45%0.31%-0.45%0.73%-0.37%0.25%0.57%-0.09%0.10%1.66%
2016-0.49%0.01%2.77%1.73%0.38%-0.31%1.53%0.51%0.56%0.08%0.14%1.41%8.60%
20150.16%1.69%0.07%0.84%0.00%-0.59%-0.71%-2.11%-0.01%0.47%-1.09%-0.67%-1.99%
20140.97%-0.06%0.19%0.23%0.30%0.72%-0.29%0.34%-1.29%0.54%0.54%-1.61%0.55%
20131.09%-0.56%0.70%0.92%0.14%-0.91%1.31%-0.48%0.19%0.81%0.27%0.41%3.93%

Expense Ratio

HYSA features an expense ratio of 0.55%, falling within the medium range.


Expense ratio chart for HYSA: current value at 0.55% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.55%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current risk-adjusted rank of HYSA is 78, placing it in the top 22% of ETFs on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.


The Risk-Adjusted Performance Rank of HYSA is 7878
Combined Rank
The Sharpe Ratio Rank of HYSA is 7676
Sharpe Ratio Rank
The Sortino Ratio Rank of HYSA is 8787
Sortino Ratio Rank
The Omega Ratio Rank of HYSA is 7575
Omega Ratio Rank
The Calmar Ratio Rank of HYSA is 7070
Calmar Ratio Rank
The Martin Ratio Rank of HYSA is 8585
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Bondbloxx USD High Yield Bond Sector Rotation ETF (HYSA) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


Sharpe ratio
The chart of Sharpe ratio for HYSA, currently valued at 2.33, compared to the broader market0.002.004.002.332.51
The chart of Sortino ratio for HYSA, currently valued at 3.78, compared to the broader market-2.000.002.004.006.008.0010.003.783.37
The chart of Omega ratio for HYSA, currently valued at 1.42, compared to the broader market0.501.001.502.002.503.001.421.47
The chart of Calmar ratio for HYSA, currently valued at 2.56, compared to the broader market0.005.0010.0015.002.563.63
The chart of Martin ratio for HYSA, currently valued at 17.17, compared to the broader market0.0020.0040.0060.0080.00100.0017.1716.15
HYSA
^GSPC

The current Bondbloxx USD High Yield Bond Sector Rotation ETF Sharpe ratio is 2.33. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Bondbloxx USD High Yield Bond Sector Rotation ETF with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.

Rolling 12-month Sharpe Ratio1.502.002.503.003.50JuneJulyAugustSeptemberOctoberNovember
2.33
2.48
HYSA (Bondbloxx USD High Yield Bond Sector Rotation ETF)
Benchmark (^GSPC)

Dividends

Dividend History

Bondbloxx USD High Yield Bond Sector Rotation ETF provided a 7.12% dividend yield over the last twelve months, with an annual payout of $1.08 per share. The fund has been increasing its distributions for 3 consecutive years.


1.00%2.00%3.00%4.00%5.00%6.00%7.00%8.00%$0.00$0.20$0.40$0.60$0.80$1.00$1.2020132014201520162017201820192020202120222023
Dividends
Dividend Yield
PeriodTTM20232022202120202019201820172016201520142013
Dividend$1.08$1.20$0.48$0.45$0.22$0.83$0.86$0.86$0.82$0.79$0.85$1.06

Dividend yield

7.12%8.00%3.30%2.83%1.39%4.72%5.03%4.75%4.36%4.36%4.41%5.30%

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
2024$0.00$0.09$0.09$0.09$0.09$0.09$0.08$0.09$0.09$0.09$0.09$0.88
2023$0.15$0.13$0.10$0.09$0.10$0.08$0.10$0.06$0.00$0.09$0.10$0.21$1.20
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.06$0.06$0.06$0.05$0.12$0.12$0.48
2021$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.05$0.05$0.05$0.04$0.06$0.45
2020$0.01$0.01$0.01$0.00$0.00$0.00$0.04$0.03$0.04$0.04$0.03$0.02$0.22
2019$0.07$0.07$0.07$0.08$0.09$0.07$0.07$0.08$0.06$0.05$0.05$0.06$0.83
2018$0.07$0.07$0.07$0.07$0.08$0.08$0.07$0.07$0.07$0.07$0.07$0.09$0.86
2017$0.07$0.07$0.08$0.07$0.08$0.08$0.07$0.07$0.07$0.07$0.08$0.07$0.86
2016$0.07$0.07$0.07$0.07$0.07$0.06$0.07$0.07$0.07$0.07$0.07$0.06$0.82
2015$0.07$0.06$0.06$0.06$0.06$0.06$0.06$0.07$0.07$0.07$0.07$0.07$0.79
2014$0.08$0.08$0.08$0.08$0.07$0.08$0.07$0.08$0.05$0.05$0.06$0.06$0.85
2013$0.10$0.09$0.08$0.08$0.09$0.09$0.08$0.08$0.08$0.08$0.07$0.13$1.06

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.


-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-0.50%
-2.18%
HYSA (Bondbloxx USD High Yield Bond Sector Rotation ETF)
Benchmark (^GSPC)

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 19.57%, occurring on Mar 23, 2020. Recovery took 936 trading sessions.

The current Bondbloxx USD High Yield Bond Sector Rotation ETF drawdown is 0.50%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-19.57%Jan 15, 202047Mar 23, 2020936Dec 22, 2023983
-6.66%May 28, 2015141Dec 15, 2015145Jul 14, 2016286
-5.16%Oct 8, 201854Dec 24, 201875Apr 12, 2019129
-3.21%Jul 7, 2014115Dec 16, 201477Apr 9, 2015192
-2.68%Mar 26, 202418Apr 19, 202441Jun 18, 202459

Volatility

Volatility Chart

The current Bondbloxx USD High Yield Bond Sector Rotation ETF volatility is 1.55%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


1.00%2.00%3.00%4.00%5.00%6.00%JuneJulyAugustSeptemberOctoberNovember
1.55%
4.06%
HYSA (Bondbloxx USD High Yield Bond Sector Rotation ETF)
Benchmark (^GSPC)