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FLBL vs. HYXU
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FLBL vs. HYXU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Franklin Liberty Senior Loan ETF (FLBL) and iShares Euro High Yield Corporate Bond USD Hedged ETF (HYXU). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


FLBL

1D
-0.17%
1M
0.19%
YTD
0.73%
6M
0.48%
1Y
2.34%
3Y*
7.28%
5Y*
5.18%
10Y*

HYXU

1D
0.00%
1M
YTD
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

FLBL vs. HYXU - Yearly Performance Comparison


FLBL vs. HYXU - Sectors Allocation Comparison


Sectors
FLBL
HYXU

Financial Services

2.5%

-

Consumer Cyclical

0.6%

-

Healthcare

0.2%

-

Industrials

0.1%

-

Basic Materials

-

-

Communication Services

-

100.0%

Consumer Defensive

-

-

Energy

-

-

Real Estate

-

-

Technology

-

-

Utilities

-

-

Financial Services

FLBL
2.5%
HYXU

-

Consumer Cyclical

FLBL
0.6%
HYXU

-

Healthcare

FLBL
0.2%
HYXU

-

Industrials

FLBL
0.1%
HYXU

-

Basic Materials

FLBL

-

HYXU

-

Communication Services

FLBL

-

HYXU
100.0%

Consumer Defensive

FLBL

-

HYXU

-

Energy

FLBL

-

HYXU

-

Real Estate

FLBL

-

HYXU

-

Technology

FLBL

-

HYXU

-

Utilities

FLBL

-

HYXU

-

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Return for Risk

FLBL vs. HYXU — Risk / Return Rank

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

FLBL
FLBL Risk / Return Rank: 2323
Overall Rank
FLBL Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
FLBL Sortino Ratio Rank: 2424
Sortino Ratio Rank
FLBL Omega Ratio Rank: 2727
Omega Ratio Rank
FLBL Calmar Ratio Rank: 1818
Calmar Ratio Rank
FLBL Martin Ratio Rank: 2121
Martin Ratio Rank

HYXU
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.

FLBL vs. HYXU - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin Liberty Senior Loan ETF (FLBL) and iShares Euro High Yield Corporate Bond USD Hedged ETF (HYXU). 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.


FLBLHYXUDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.18

Calmar ratioReturn relative to maximum drawdown

0.74

Martin ratioReturn relative to average drawdown

2.49

FLBL vs. HYXU - Sharpe Ratio Comparison


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Sharpe Ratios by Period


FLBLHYXUDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.90

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.35

Sharpe Ratio (All Time)

Calculated using the full available price history

0.79

Drawdowns

FLBL vs. HYXU - Drawdown Comparison

The maximum FLBL drawdown since its inception was -19.52%, which is greater than HYXU's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for FLBL and HYXU.


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Drawdown Indicators


FLBLHYXUDifference

Max Drawdown

Largest peak-to-trough decline

-19.52%

0.00%

-19.52%

Max Drawdown (1Y)

Largest decline over 1 year

-3.18%

Max Drawdown (3Y)

Largest decline over 3 years

-3.91%

Max Drawdown (5Y)

Largest decline over 5 years

-6.80%

Current Drawdown

Current decline from peak

-0.26%

0.00%

-0.26%

Average Drawdown

Average peak-to-trough decline

-1.00%

0.00%

-1.00%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.94%

Volatility

FLBL vs. HYXU - Volatility Comparison


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Volatility by Period


FLBLHYXUDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.67%

Volatility (6M)

Calculated over the trailing 6-month period

2.24%

Volatility (1Y)

Calculated over the trailing 1-year period

2.61%

0.00%

+2.61%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.86%

0.00%

+3.86%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.71%

0.00%

+5.71%

FLBL vs. HYXU - Expense Ratio Comparison

FLBL has a 0.45% expense ratio, which is higher than HYXU's 0.35% expense ratio.


Dividends

FLBL vs. HYXU - Dividend Comparison

FLBL's dividend yield for the trailing twelve months is around 7.59%, while HYXU has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018
FLBL
Franklin Liberty Senior Loan ETF
7.59%7.24%8.05%8.37%5.53%3.57%3.22%3.97%2.21%
HYXU
iShares Euro High Yield Corporate Bond USD Hedged ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


On fees, HYXU is cheaper at 0.35% per year. The better choice depends on whether you care most about return, fees, risk, or income.

HYXU is cheaper with a 0.35% expense ratio, compared with 0.45% for FLBL.

FLBL has the higher dividend yield at 7.59%, compared with 0.00% for HYXU.

They also come from different issuers: Franklin Templeton and iShares. Their fees differ too: 0.45% for FLBL and 0.35% for HYXU.

Portfolio Optimizer

Find the right allocation for FLBL and HYXU

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