DSI vs. HYXF
DSI (iShares MSCI KLD 400 Social ETF) and HYXF (iShares ESG Advanced High Yield Corporate Bond ETF) are both exchange-traded funds - DSI is a Large Cap Growth Equities fund tracking the MSCI KLD 400 Social Index, while HYXF is a High Yield Bonds fund tracking the Bloomberg MSCI US High Yield Corporate Choice ESG Screened. Both are passively managed. Over the past 5 years, DSI returned 12.74%/yr vs 3.61%/yr for HYXF. A 0.60 correlation means they provide meaningful diversification when combined. DSI charges 0.25%/yr vs 0.35%/yr for HYXF.
Performance
DSI vs. HYXF - Performance Comparison
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Returns By Period
In the year-to-date period, DSI achieves a 9.87% return, which is significantly higher than HYXF's 1.06% return.
DSI
- 1D
- 0.83%
- 1M
- -1.12%
- YTD
- 9.87%
- 6M
- 10.52%
- 1Y
- 27.10%
- 3Y*
- 20.62%
- 5Y*
- 12.74%
- 10Y*
- 15.40%
HYXF
- 1D
- -0.05%
- 1M
- 0.47%
- YTD
- 1.06%
- 6M
- 1.78%
- 1Y
- 5.83%
- 3Y*
- 8.51%
- 5Y*
- 3.61%
- 10Y*
- —
DSI vs. HYXF - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DSI iShares MSCI KLD 400 Social ETF | 9.87% | 18.03% | 22.38% | 28.51% | -21.71% | 31.32% | 20.94% | 31.15% | -3.90% | 20.89% |
HYXF iShares ESG Advanced High Yield Corporate Bond ETF | 1.06% | 8.88% | 8.35% | 11.87% | -11.90% | 2.60% | 6.07% | 14.87% | -0.24% | 6.89% |
Correlation
The correlation between DSI and HYXF is 0.69, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.69 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.62 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.67 |
Correlation (All Time) Calculated using the full available price history since Jun 17, 2016 | 0.60 |
The correlation between DSI and HYXF has been stable across timeframes, ranging from 0.60 to 0.69 - a consistent structural relationship.
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Return for Risk
DSI vs. HYXF — Risk / Return Rank
DSI
HYXF
DSI vs. HYXF - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI KLD 400 Social ETF (DSI) 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.
| DSI | HYXF | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.36 | ||
| Sortino ratioReturn per unit of downside risk | +0.26 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 1.29 | +0.05 |
| Calmar ratioReturn relative to maximum drawdown | 2.31 | 2.26 | +0.05 |
| Martin ratioReturn relative to average drawdown | 9.56 | 10.11 | -0.55 |
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Drawdowns
DSI vs. HYXF - Drawdown Comparison
The maximum DSI drawdown since its inception was -54.23%, which is greater than HYXF's maximum drawdown of -18.75%. Use the drawdown chart below to compare losses from any high point for DSI and HYXF.
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Drawdown Indicators
| DSI | HYXF | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.23% | -18.75% | -35.48% |
Max Drawdown (1Y)Largest decline over 1 year | -11.05% | -2.57% | -8.48% |
Max Drawdown (3Y)Largest decline over 3 years | -20.58% | -4.81% | -15.77% |
Max Drawdown (5Y)Largest decline over 5 years | -28.36% | -16.00% | -12.36% |
Max Drawdown (10Y)Largest decline over 10 years | -34.10% | — | — |
Current DrawdownCurrent decline from peak | -2.26% | -0.13% | -2.13% |
Average DrawdownAverage peak-to-trough decline | -7.51% | -2.57% | -4.94% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.67% | 0.57% | +2.10% |
Volatility
DSI vs. HYXF - Volatility Comparison
iShares MSCI KLD 400 Social ETF (DSI) has a higher volatility of 5.22% compared to iShares ESG Advanced High Yield Corporate Bond ETF (HYXF) at 1.26%. This indicates that DSI's price experiences larger fluctuations and is considered to be riskier than HYXF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DSI | HYXF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.22% | 1.26% | +3.96% |
Volatility (6M)Calculated over the trailing 6-month period | 10.81% | 3.00% | +7.81% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.60% | 3.82% | +9.78% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.00% | 8.05% | +9.95% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.74% | 8.31% | +10.43% |
DSI vs. HYXF - Expense Ratio Comparison
DSI has a 0.25% expense ratio, which is lower than HYXF's 0.35% expense ratio.
Dividends
DSI vs. HYXF - Dividend Comparison
DSI's dividend yield for the trailing twelve months is around 0.86%, less than HYXF's 6.09% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DSI iShares MSCI KLD 400 Social ETF | 0.86% | 0.92% | 1.03% | 1.19% | 1.39% | 0.99% | 1.22% | 1.40% | 1.63% | 1.28% | 1.51% | 1.46% |
HYXF iShares ESG Advanced High Yield Corporate Bond ETF | 6.09% | 6.19% | 6.40% | 5.93% | 5.37% | 4.56% | 4.96% | 5.29% | 6.14% | 5.85% | 3.16% | 0.00% |
Frequently Asked Questions
DSI and HYXF have a correlation of 0.69, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DSI has higher volatility (5.22%) compared to HYXF (1.26%). In terms of maximum drawdown, DSI dropped -54.23% vs HYXF's -18.75%.
On 5-year performance, DSI leads with 12.74% vs 3.61% for HYXF. On fees, DSI is cheaper at 0.25% per year. On volatility, HYXF has been the lower-risk option at 1.26%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 5-year period, DSI has performed better with a 12.74% return vs 3.61%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
DSI is cheaper with a 0.25% expense ratio, compared with 0.35% for HYXF.
HYXF has the higher dividend yield at 6.09%, compared with 0.86% for DSI.
DSI is categorized as Large Cap Growth Equities, while HYXF is High Yield Bonds. DSI tracks MSCI KLD 400 Social Index, while HYXF tracks Bloomberg MSCI US High Yield Corporate Choice ESG Screened. Their fees differ too: 0.25% for DSI and 0.35% for HYXF.
DSI currently has the higher Sharpe Ratio (1.88 vs 1.52), 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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