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BPH vs. HYXF
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BPH vs. HYXF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BP p.l.c. ADRhedged ETF (BPH) and iShares ESG Advanced High Yield Corporate Bond ETF (HYXF). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


BPH

1D
2.00%
1M
18.84%
6M
YTD
1Y
3Y*
5Y*
10Y*
ALL TIME*

HYXF

1D
-0.15%
1M
-0.35%
6M
0.82%
YTD
1.08%
1Y
4.47%
3Y*
8.17%
5Y*
3.42%
10Y*
4.78%
ALL TIME*
5.04%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$53.46K$52.99K$51.54K
$633.04K$1.36M$996.57K

BPH vs. HYXF - Yearly Performance Comparison


Correlation

The correlation between BPH and HYXF is -0.50, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.


Correlation
Correlation (All Time)
Calculated using the full available price history since May 26, 2026

-0.50

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Return for Risk

BPH vs. HYXF — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

BPH

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.


HYXF
HYXF Risk / Return Rank: 5151
Overall Rank
HYXF Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
HYXF Sortino Ratio Rank: 4949
Sortino Ratio Rank
HYXF Omega Ratio Rank: 4747
Omega Ratio Rank
HYXF Calmar Ratio Rank: 4848
Calmar Ratio Rank
HYXF Martin Ratio Rank: 6363
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

BPH vs. HYXF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BP p.l.c. ADRhedged ETF (BPH) and iShares ESG Advanced High Yield Corporate Bond ETF (HYXF). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


BPHHYXFDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.22

Calmar ratioReturn relative to maximum drawdown

1.72

Martin ratioReturn relative to average drawdown

7.62

BPH vs. HYXF - Sharpe Ratio Comparison


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Drawdowns

BPH vs. HYXF - Drawdown Comparison

The maximum BPH drawdown since its inception was -15.58%, smaller than the maximum HYXF drawdown of -18.75%. Use the drawdown chart below to compare losses from any high point for BPH and HYXF.


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Drawdown Indicators


BPHHYXFDifference

Max Drawdown

Largest peak-to-trough decline

-15.58%

-18.75%

+3.17%

Max Drawdown (1Y)

Largest decline over 1 year

-2.57%

Max Drawdown (3Y)

Largest decline over 3 years

-4.81%

Max Drawdown (5Y)

Largest decline over 5 years

-16.00%

Max Drawdown (10Y)

Largest decline over 10 years

-18.75%

Current Drawdown

Current decline from peak

0.00%

-0.53%

+0.53%

Average Drawdown

Average peak-to-trough decline

-5.64%

-2.54%

-3.10%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.58%

Volatility

BPH vs. HYXF - Volatility Comparison


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Volatility by Period


BPHHYXFDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.70%

Volatility (6M)

Calculated over the trailing 6-month period

3.07%

Volatility (1Y)

Calculated over the trailing 1-year period

28.58%

3.79%

+24.79%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

28.58%

8.05%

+20.53%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

28.58%

8.26%

+20.32%

BPH vs. HYXF - Expense Ratio Comparison

BPH has a 0.19% expense ratio, which is lower than HYXF's 0.35% expense ratio.


Dividends

BPH vs. HYXF - Dividend Comparison

BPH's dividend yield for the trailing twelve months is around 0.48%, less than HYXF's 6.07% yield.


PositionTTM2025202420232022202120202019201820172016
BPH
BP p.l.c. ADRhedged ETF
0.48%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
HYXF
iShares ESG Advanced High Yield Corporate Bond ETF
5.54%6.19%6.40%5.93%5.37%4.56%4.96%5.29%6.14%5.85%3.16%

Frequently Asked Questions


BPH and HYXF have a correlation of -0.50, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, BPH is cheaper at 0.19% per year. The better choice depends on whether you care most about return, fees, risk, or income.

BPH is cheaper with a 0.19% expense ratio, compared with 0.35% for HYXF.

HYXF has the higher dividend yield at 5.54%, compared with 0.48% for BPH.

BPH is categorized as Energy Equities, while HYXF is High Yield Bonds. They also come from different issuers: Precidian and iShares. Their fees differ too: 0.19% for BPH and 0.35% for HYXF.

Portfolio Optimizer

Find the right allocation for BPH and HYXF

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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