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BBHY vs. XHYE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BBHY vs. XHYE - 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 BondBloxx US High Yield Energy Sector ETF (XHYE). The values are adjusted to include any dividend payments, if applicable.

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BBHY vs. XHYE - Yearly Performance Comparison


2026 (YTD)2025202420232022
BBHY
JPMorgan BetaBuilders USD High Yield Corporate Bond ETF
0.13%8.51%7.81%11.98%-6.00%
XHYE
BondBloxx US High Yield Energy Sector ETF
2.62%6.73%7.46%11.49%-1.77%

Returns By Period

In the year-to-date period, BBHY achieves a 0.13% return, which is significantly lower than XHYE's 2.62% return.


BBHY

1D
0.18%
1M
-0.25%
YTD
0.13%
6M
1.25%
1Y
7.03%
3Y*
8.25%
5Y*
4.01%
10Y*

XHYE

1D
-0.08%
1M
-0.35%
YTD
2.62%
6M
3.29%
1Y
8.01%
3Y*
7.83%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BBHY vs. XHYE - Expense Ratio Comparison

BBHY has a 0.15% expense ratio, which is lower than XHYE's 0.35% expense ratio.


Return for Risk

BBHY vs. XHYE — Risk / Return Rank

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

BBHY
BBHY Risk / Return Rank: 6868
Overall Rank
BBHY Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
BBHY Sortino Ratio Rank: 6767
Sortino Ratio Rank
BBHY Omega Ratio Rank: 7676
Omega Ratio Rank
BBHY Calmar Ratio Rank: 5656
Calmar Ratio Rank
BBHY Martin Ratio Rank: 7474
Martin Ratio Rank

XHYE
XHYE Risk / Return Rank: 6161
Overall Rank
XHYE Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
XHYE Sortino Ratio Rank: 6565
Sortino Ratio Rank
XHYE Omega Ratio Rank: 7777
Omega Ratio Rank
XHYE Calmar Ratio Rank: 4343
Calmar Ratio Rank
XHYE Martin Ratio Rank: 5353
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. XHYE - 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 BondBloxx US High Yield Energy Sector ETF (XHYE). 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.


BBHYXHYEDifference

Sharpe ratio

Return per unit of total volatility

1.23

1.25

-0.02

Sortino ratio

Return per unit of downside risk

1.81

1.72

+0.08

Omega ratio

Gain probability vs. loss probability

1.30

1.31

-0.01

Calmar ratio

Return relative to maximum drawdown

1.67

1.44

+0.23

Martin ratio

Return relative to average drawdown

9.00

6.37

+2.63

BBHY vs. XHYE - Sharpe Ratio Comparison

The current BBHY Sharpe Ratio is 1.23, which is comparable to the XHYE Sharpe Ratio of 1.25. The chart below compares the historical Sharpe Ratios of BBHY and XHYE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


BBHYXHYEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.23

1.25

-0.02

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.56

Sharpe Ratio (All Time)

Calculated using the full available price history

0.63

0.83

-0.20

Correlation

The correlation between BBHY and XHYE is 0.87, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

BBHY vs. XHYE - Dividend Comparison

BBHY's dividend yield for the trailing twelve months is around 7.13%, more than XHYE's 6.45% yield.


TTM2025202420232022202120202019201820172016
BBHY
JPMorgan BetaBuilders USD High Yield Corporate Bond ETF
7.13%7.24%7.18%6.49%5.92%4.06%4.73%4.99%5.02%4.81%1.42%
XHYE
BondBloxx US High Yield Energy Sector ETF
6.45%6.55%7.04%6.46%5.46%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

BBHY vs. XHYE - Drawdown Comparison

The maximum BBHY drawdown since its inception was -24.98%, which is greater than XHYE's maximum drawdown of -8.87%. Use the drawdown chart below to compare losses from any high point for BBHY and XHYE.


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Drawdown Indicators


BBHYXHYEDifference

Max Drawdown

Largest peak-to-trough decline

-24.98%

-8.87%

-16.11%

Max Drawdown (1Y)

Largest decline over 1 year

-3.14%

-4.68%

+1.54%

Max Drawdown (5Y)

Largest decline over 5 years

-15.32%

Current Drawdown

Current decline from peak

-0.87%

-0.35%

-0.52%

Average Drawdown

Average peak-to-trough decline

-2.41%

-1.47%

-0.94%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.80%

1.28%

-0.48%

Volatility

BBHY vs. XHYE - Volatility Comparison

JPMorgan BetaBuilders USD High Yield Corporate Bond ETF (BBHY) has a higher volatility of 2.16% compared to BondBloxx US High Yield Energy Sector ETF (XHYE) at 0.99%. This indicates that BBHY's price experiences larger fluctuations and is considered to be riskier than XHYE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BBHYXHYEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.16%

0.99%

+1.17%

Volatility (6M)

Calculated over the trailing 6-month period

2.80%

2.52%

+0.28%

Volatility (1Y)

Calculated over the trailing 1-year period

5.72%

6.41%

-0.69%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.24%

7.73%

-0.49%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.58%

7.73%

-0.15%