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BBHY vs. HYUP
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BBHY vs. HYUP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPMorgan BetaBuilders USD High Yield Corporate Bond ETF (BBHY) and Xtrackers High Beta High Yield Bond ETF (HYUP). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, BBHY achieves a 1.29% return, which is significantly lower than HYUP's 1.38% return.


BBHY

1D
-0.44%
1M
-0.32%
YTD
1.29%
6M
1.70%
1Y
6.84%
3Y*
8.52%
5Y*
4.03%
10Y*

HYUP

1D
-0.46%
1M
-0.23%
YTD
1.38%
6M
1.94%
1Y
7.25%
3Y*
10.00%
5Y*
4.34%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

BBHY vs. HYUP - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
BBHY
JPMorgan BetaBuilders USD High Yield Corporate Bond ETF
1.29%8.51%7.81%11.98%-10.37%3.88%5.36%14.35%-3.04%
HYUP
Xtrackers High Beta High Yield Bond ETF
1.38%8.83%10.30%14.56%-13.30%5.13%5.73%16.54%-3.90%

Correlation

The correlation between BBHY and HYUP is 0.91, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.91

Correlation (3Y)
Calculated over the trailing 3-year period

0.94

Correlation (5Y)
Calculated over the trailing 5-year period

0.96

Correlation (All Time)
Calculated using the full available price history since Jan 12, 2018

0.86

The correlation between BBHY and HYUP shifts across timeframes, from 0.86 (all time) to 0.96 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

BBHY vs. HYUP — Risk / Return Rank

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

BBHY
BBHY Risk / Return Rank: 6464
Overall Rank
BBHY Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
BBHY Sortino Ratio Rank: 6464
Sortino Ratio Rank
BBHY Omega Ratio Rank: 6363
Omega Ratio Rank
BBHY Calmar Ratio Rank: 6161
Calmar Ratio Rank
BBHY Martin Ratio Rank: 7272
Martin Ratio Rank

HYUP
HYUP Risk / Return Rank: 5555
Overall Rank
HYUP Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
HYUP Sortino Ratio Rank: 5858
Sortino Ratio Rank
HYUP Omega Ratio Rank: 5656
Omega Ratio Rank
HYUP Calmar Ratio Rank: 5151
Calmar Ratio Rank
HYUP Martin Ratio Rank: 6060
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.

BBHY vs. HYUP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan BetaBuilders USD High Yield Corporate Bond ETF (BBHY) and Xtrackers High Beta High Yield Bond ETF (HYUP). 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.


BBHYHYUPDifference
Sharpe ratioReturn per unit of total volatility

+0.18

Sortino ratioReturn per unit of downside risk

+0.26

Omega ratioGain probability vs. loss probability

1.37

1.33

+0.04

Calmar ratioReturn relative to maximum drawdown

2.89

2.39

+0.51

Martin ratioReturn relative to average drawdown

12.98

10.20

+2.79

BBHY vs. HYUP - Sharpe Ratio Comparison

The current BBHY Sharpe Ratio is 1.89, which is comparable to the HYUP Sharpe Ratio of 1.71. The chart below compares the historical Sharpe Ratios of BBHY and HYUP, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


BBHYHYUPDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.89

1.71

+0.18

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.56

0.53

+0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.64

0.51

+0.12

Drawdowns

BBHY vs. HYUP - Drawdown Comparison

The maximum BBHY drawdown since its inception was -24.98%, roughly equal to the maximum HYUP drawdown of -24.79%. Use the drawdown chart below to compare losses from any high point for BBHY and HYUP.


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Drawdown Indicators


BBHYHYUPDifference

Max Drawdown

Largest peak-to-trough decline

-24.98%

-24.79%

-0.19%

Max Drawdown (1Y)

Largest decline over 1 year

-2.37%

-3.05%

+0.68%

Max Drawdown (3Y)

Largest decline over 3 years

-5.00%

-6.03%

+1.03%

Max Drawdown (5Y)

Largest decline over 5 years

-15.32%

-18.06%

+2.74%

Current Drawdown

Current decline from peak

-0.58%

-0.61%

+0.03%

Average Drawdown

Average peak-to-trough decline

-2.37%

-3.42%

+1.05%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.53%

0.71%

-0.18%

Volatility

BBHY vs. HYUP - Volatility Comparison

The current volatility for JPMorgan BetaBuilders USD High Yield Corporate Bond ETF (BBHY) is 1.16%, while Xtrackers High Beta High Yield Bond ETF (HYUP) has a volatility of 1.38%. This indicates that BBHY experiences smaller price fluctuations and is considered to be less risky than HYUP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BBHYHYUPDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.16%

1.38%

-0.22%

Volatility (6M)

Calculated over the trailing 6-month period

2.89%

3.37%

-0.48%

Volatility (1Y)

Calculated over the trailing 1-year period

3.65%

4.26%

-0.61%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.26%

8.27%

-1.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.53%

9.75%

-2.22%

BBHY vs. HYUP - Expense Ratio Comparison

BBHY has a 0.15% expense ratio, which is lower than HYUP's 0.20% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

BBHY vs. HYUP - Dividend Comparison

BBHY's dividend yield for the trailing twelve months is around 6.97%, less than HYUP's 7.35% yield.


PositionTTM2025202420232022202120202019201820172016
BBHY
JPMorgan BetaBuilders USD High Yield Corporate Bond ETF
6.97%7.24%7.18%6.49%5.92%4.06%4.73%4.99%5.02%4.81%1.42%
HYUP
Xtrackers High Beta High Yield Bond ETF
7.35%7.44%7.78%7.48%7.15%6.19%6.89%6.77%6.98%0.00%0.00%

Frequently Asked Questions


With a correlation of 0.91, BBHY and HYUP move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

HYUP has higher volatility (1.38%) compared to BBHY (1.16%). In terms of maximum drawdown, BBHY dropped -24.98% vs HYUP's -24.79%.

On 5-year performance, HYUP leads with 4.34% vs 4.03% for BBHY. On fees, BBHY is cheaper at 0.15% per year. On volatility, BBHY has been the lower-risk option at 1.16%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, HYUP has performed better with a 4.34% return vs 4.03%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

BBHY is cheaper with a 0.15% expense ratio, compared with 0.20% for HYUP.

HYUP has the higher dividend yield at 7.35%, compared with 6.97% for BBHY.

BBHY tracks ICE BofA US High Yield Index, while HYUP tracks Solactive USD High Yield Corporates Total Market High Beta Index. They also come from different issuers: JPMorgan and Deutsche Bank. Their fees differ too: 0.15% for BBHY and 0.20% for HYUP.

BBHY currently has the higher Sharpe Ratio (1.89 vs 1.71), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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