EUSB vs. HYXF
EUSB (iShares ESG Advanced Total USD Bond Market ETF) and HYXF (iShares ESG Advanced High Yield Corporate Bond ETF) are both exchange-traded funds - EUSB is a Intermediate Core-Plus Bond fund tracking the Bloomberg MSCI US Universal Choice ESG Screened 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, EUSB returned 0.31%/yr vs 3.62%/yr for HYXF. At a 0.48 correlation, their price movements are largely independent. EUSB charges 0.12%/yr vs 0.35%/yr for HYXF.
Performance
EUSB vs. HYXF - Performance Comparison
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Returns By Period
In the year-to-date period, EUSB achieves a 0.28% return, which is significantly lower than HYXF's 1.19% return.
EUSB
- 1D
- -0.18%
- 1M
- 0.64%
- YTD
- 0.28%
- 6M
- 0.49%
- 1Y
- 4.51%
- 3Y*
- 4.30%
- 5Y*
- 0.31%
- 10Y*
- —
HYXF
- 1D
- -0.21%
- 1M
- 0.67%
- YTD
- 1.19%
- 6M
- 1.61%
- 1Y
- 5.53%
- 3Y*
- 8.93%
- 5Y*
- 3.62%
- 10Y*
- 5.07%
EUSB vs. HYXF - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
EUSB iShares ESG Advanced Total USD Bond Market ETF | 0.28% | 7.45% | 1.83% | 5.80% | -12.81% | -1.29% | 1.47% |
HYXF iShares ESG Advanced High Yield Corporate Bond ETF | 1.19% | 8.88% | 8.35% | 11.87% | -11.90% | 2.60% | 9.33% |
Correlation
The correlation between EUSB and HYXF is 0.60, 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 | 0.60 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.56 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.52 |
Correlation (All Time) Calculated using the full available price history since Jun 25, 2020 | 0.48 |
The correlation between EUSB and HYXF shifts across timeframes, from 0.48 (all time) to 0.60 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
EUSB vs. HYXF — Risk / Return Rank
EUSB
HYXF
EUSB vs. HYXF - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares ESG Advanced Total USD Bond Market ETF (EUSB) 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.
| EUSB | HYXF | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.15 | ||
| Sortino ratioReturn per unit of downside risk | -0.23 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 1.27 | -0.04 |
| Calmar ratioReturn relative to maximum drawdown | 1.83 | 2.16 | -0.33 |
| Martin ratioReturn relative to average drawdown | 5.20 | 9.66 | -4.46 |
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Drawdowns
EUSB vs. HYXF - Drawdown Comparison
The maximum EUSB drawdown since its inception was -17.87%, roughly equal to the maximum HYXF drawdown of -18.75%. Use the drawdown chart below to compare losses from any high point for EUSB and HYXF.
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Drawdown Indicators
| EUSB | HYXF | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -17.87% | -18.75% | +0.88% |
Max Drawdown (1Y)Largest decline over 1 year | -2.48% | -2.57% | +0.09% |
Max Drawdown (3Y)Largest decline over 3 years | -5.76% | -4.81% | -0.95% |
Max Drawdown (5Y)Largest decline over 5 years | -17.45% | -16.00% | -1.45% |
Max Drawdown (10Y)Largest decline over 10 years | — | -18.75% | — |
Current DrawdownCurrent decline from peak | -1.22% | -0.22% | -1.00% |
Average DrawdownAverage peak-to-trough decline | -6.45% | -2.57% | -3.88% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.87% | 0.57% | +0.30% |
Volatility
EUSB vs. HYXF - Volatility Comparison
The current volatility for iShares ESG Advanced Total USD Bond Market ETF (EUSB) is 0.99%, while iShares ESG Advanced High Yield Corporate Bond ETF (HYXF) has a volatility of 1.14%. This indicates that EUSB experiences smaller price fluctuations and is considered to be less risky 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
| EUSB | HYXF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.99% | 1.14% | -0.15% |
Volatility (6M)Calculated over the trailing 6-month period | 2.58% | 3.04% | -0.46% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.50% | 3.84% | -0.34% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.78% | 8.05% | -2.27% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.40% | 8.31% | -2.91% |
EUSB vs. HYXF - Expense Ratio Comparison
EUSB has a 0.12% expense ratio, which is lower than HYXF's 0.35% expense ratio.
Dividends
EUSB vs. HYXF - Dividend Comparison
EUSB's dividend yield for the trailing twelve months is around 3.96%, less than HYXF's 6.08% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
EUSB iShares ESG Advanced Total USD Bond Market ETF | 3.96% | 3.84% | 3.67% | 3.08% | 2.21% | 1.10% | 0.57% | 0.00% | 0.00% | 0.00% | 0.00% |
HYXF iShares ESG Advanced High Yield Corporate Bond ETF | 6.08% | 6.19% | 6.40% | 5.93% | 5.37% | 4.56% | 4.96% | 5.29% | 6.14% | 5.85% | 3.16% |
Frequently Asked Questions
EUSB and HYXF have a correlation of 0.60, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
HYXF has higher volatility (1.14%) compared to EUSB (0.99%). In terms of maximum drawdown, EUSB dropped -17.87% vs HYXF's -18.75%.
On 5-year performance, HYXF leads with 3.62% vs 0.31% for EUSB. On fees, EUSB is cheaper at 0.12% per year. On volatility, EUSB has been the lower-risk option at 0.99%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 5-year period, HYXF has performed better with a 3.62% return vs 0.31%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
EUSB is cheaper with a 0.12% expense ratio, compared with 0.35% for HYXF.
HYXF has the higher dividend yield at 6.08%, compared with 3.96% for EUSB.
EUSB is categorized as Intermediate Core-Plus Bond, while HYXF is High Yield Bonds. EUSB tracks Bloomberg MSCI US Universal Choice ESG Screened Index, while HYXF tracks Bloomberg MSCI US High Yield Corporate Choice ESG Screened. Their fees differ too: 0.12% for EUSB and 0.35% for HYXF.
HYXF currently has the higher Sharpe Ratio (1.45 vs 1.29), 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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