PortfoliosLab logoPortfoliosLab logo
ESHY vs. XHYI
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ESHY vs. XHYI - 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 US High Yield Industrial Sector ETF (XHYI). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

ESHY vs. XHYI - Yearly Performance Comparison


Returns By Period


ESHY

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

XHYI

1D
0.36%
1M
-1.10%
YTD
-0.78%
6M
0.58%
1Y
6.50%
3Y*
7.09%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


ESHY vs. XHYI - Expense Ratio Comparison

ESHY has a 0.20% expense ratio, which is lower than XHYI's 0.35% expense ratio.


Return for Risk

ESHY vs. XHYI — Risk / Return Rank

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

ESHY

XHYI
XHYI Risk / Return Rank: 7575
Overall Rank
XHYI Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
XHYI Sortino Ratio Rank: 8080
Sortino Ratio Rank
XHYI Omega Ratio Rank: 7575
Omega Ratio Rank
XHYI Calmar Ratio Rank: 6969
Calmar Ratio Rank
XHYI Martin Ratio Rank: 7777
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. XHYI - 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 US High Yield Industrial Sector ETF (XHYI). 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. XHYI - Sharpe Ratio Comparison


Loading graphics...

Sharpe Ratios by Period


ESHYXHYIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.41

Sharpe Ratio (All Time)

Calculated using the full available price history

0.72

Dividends

ESHY vs. XHYI - Dividend Comparison

ESHY has not paid dividends to shareholders, while XHYI's dividend yield for the trailing twelve months is around 6.70%.


TTM2025202420232022
ESHY
Xtrackers J.P. Morgan ESG USD High Yield Corporate Bond ETF
0.00%0.00%0.00%0.00%0.00%
XHYI
BondBloxx US High Yield Industrial Sector ETF
6.70%6.49%6.89%6.41%5.57%

Drawdowns

ESHY vs. XHYI - Drawdown Comparison

The maximum ESHY drawdown since its inception was 0.00%, smaller than the maximum XHYI drawdown of -10.96%. Use the drawdown chart below to compare losses from any high point for ESHY and XHYI.


Loading graphics...

Drawdown Indicators


ESHYXHYIDifference

Max Drawdown

Largest peak-to-trough decline

0.00%

-10.96%

+10.96%

Max Drawdown (1Y)

Largest decline over 1 year

-3.37%

Current Drawdown

Current decline from peak

0.00%

-1.60%

+1.60%

Average Drawdown

Average peak-to-trough decline

0.00%

-1.77%

+1.77%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.73%

Volatility

ESHY vs. XHYI - Volatility Comparison


Loading graphics...

Volatility by Period


ESHYXHYIDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.98%

Volatility (6M)

Calculated over the trailing 6-month period

2.83%

Volatility (1Y)

Calculated over the trailing 1-year period

0.00%

4.63%

-4.63%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.00%

7.06%

-7.06%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.00%

7.06%

-7.06%