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

XBB

1D
-0.42%
1M
0.44%
YTD
1.32%
6M
1.52%
1Y
6.39%
3Y*
7.64%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

ESHY vs. XBB - Yearly Performance Comparison


ESHY vs. XBB - Sectors Allocation Comparison


Sectors
ESHY
XBB

Energy

100.0%
6.3%

Basic Materials

-

3.3%

Communication Services

-

8.7%

Consumer Cyclical

-

12.4%

Consumer Defensive

-

2.6%

Financial Services

-

6.2%

Healthcare

-

6.9%

Industrials

-

9.2%

Real Estate

-

4.4%

Technology

-

4.4%

Utilities

-

2.8%

Energy

ESHY
100.0%
XBB
6.3%

Basic Materials

ESHY

-

XBB
3.3%

Communication Services

ESHY

-

XBB
8.7%

Consumer Cyclical

ESHY

-

XBB
12.4%

Consumer Defensive

ESHY

-

XBB
2.6%

Financial Services

ESHY

-

XBB
6.2%

Healthcare

ESHY

-

XBB
6.9%

Industrials

ESHY

-

XBB
9.2%

Real Estate

ESHY

-

XBB
4.4%

Technology

ESHY

-

XBB
4.4%

Utilities

ESHY

-

XBB
2.8%

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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

XBB
XBB Risk / Return Rank: 4949
Overall Rank
XBB Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
XBB Sortino Ratio Rank: 4949
Sortino Ratio Rank
XBB Omega Ratio Rank: 4848
Omega Ratio Rank
XBB Calmar Ratio Rank: 4646
Calmar Ratio Rank
XBB Martin Ratio Rank: 5555
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.


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

ESHY vs. XBB - Sharpe Ratio Comparison


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Sharpe Ratios by Period


ESHYXBBDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.64

Sharpe Ratio (All Time)

Calculated using the full available price history

0.80

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

-3.86%

Current Drawdown

Current decline from peak

0.00%

-0.42%

+0.42%

Average Drawdown

Average peak-to-trough decline

0.00%

-1.33%

+1.33%

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

1.25%

Volatility (6M)

Calculated over the trailing 6-month period

2.82%

Volatility (1Y)

Calculated over the trailing 1-year period

0.00%

3.91%

-3.91%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.00%

7.09%

-7.09%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.00%

7.09%

-7.09%

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 5.56%.


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
5.56%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 5.56%, 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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