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ESHY vs. XBB
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ESHY vs. XBB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Xtrackers J.P. Morgan ESG USD High Yield Corporate Bond ETF (ESHY) and BondBloxx BB Rated USD High Yield Corporate Bond ETF (XBB). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


ESHY

1D
0.00%
1M
0.00%
6M
YTD
1Y
3Y*
5Y*
10Y*

XBB

1D
0.18%
1M
0.25%
6M
1.42%
YTD
1.90%
1Y
5.75%
3Y*
7.52%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

ESHY vs. XBB - Yearly Performance Comparison


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Return for Risk

ESHY vs. XBB — Risk / Return Rank

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

ESHY

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


XBB
XBB Risk / Return Rank: 5555
Overall Rank
XBB Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
XBB Sortino Ratio Rank: 5656
Sortino Ratio Rank
XBB Omega Ratio Rank: 5555
Omega Ratio Rank
XBB Calmar Ratio Rank: 5151
Calmar Ratio Rank
XBB Martin Ratio Rank: 6161
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.

ESHY vs. XBB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers J.P. Morgan ESG USD High Yield Corporate Bond ETF (ESHY) and BondBloxx BB Rated USD High Yield Corporate Bond ETF (XBB). 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.


ESHYXBBDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.27

Calmar ratioReturn relative to maximum drawdown

2.06

Martin ratioReturn relative to average drawdown

8.62

ESHY vs. XBB - Sharpe Ratio Comparison


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Drawdowns

ESHY vs. XBB - Drawdown Comparison

The maximum ESHY drawdown since its inception was 0.00%, smaller than the maximum XBB drawdown of -8.87%. Use the drawdown chart below to compare losses from any high point for ESHY and XBB.


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Drawdown Indicators


ESHYXBBDifference

Max Drawdown

Largest peak-to-trough decline

0.00%

-8.87%

+8.87%

Max Drawdown (1Y)

Largest decline over 1 year

-2.80%

Max Drawdown (3Y)

Largest decline over 3 years

-3.81%

Current Drawdown

Current decline from peak

0.00%

-0.22%

+0.22%

Average Drawdown

Average peak-to-trough decline

0.00%

-1.30%

+1.30%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.67%

Volatility

ESHY vs. XBB - Volatility Comparison


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Volatility by Period


ESHYXBBDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.87%

Volatility (6M)

Calculated over the trailing 6-month period

2.89%

Volatility (1Y)

Calculated over the trailing 1-year period

0.00%

3.93%

-3.93%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.00%

7.04%

-7.04%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.00%

7.04%

-7.04%

ESHY vs. XBB - Expense Ratio Comparison

Both ESHY and XBB have an expense ratio of 0.20%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

ESHY vs. XBB - Dividend Comparison

ESHY has not paid dividends to shareholders, while XBB's dividend yield for the trailing twelve months is around 5.52%.


PositionTTM2025202420232022
ESHY
Xtrackers J.P. Morgan ESG USD High Yield Corporate Bond ETF
0.00%0.00%0.00%0.00%0.00%
XBB
BondBloxx BB Rated USD High Yield Corporate Bond ETF
5.52%5.42%6.35%6.15%3.73%

Frequently Asked Questions


Both ETFs have the same 0.20% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

ESHY and XBB have the same expense ratio: 0.20% per year.

XBB has the higher dividend yield at 5.52%, compared with 0.00% for ESHY.

ESHY tracks JPMorgan ESG DM Corporate High Yield USD Index, while XBB tracks ICE BofA BB US Cash Pay High Yield Constrained Index. They also come from different issuers: Deutsche Bank and BondBloxx.

Portfolio Optimizer

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