HLLVX vs. XSEN.L

Last updated Jun 4, 2026

HLLVX (JPMorgan Short Duration Bond Fund) and XSEN.L (Xtrackers MSCI USA Energy UCITS ETF 1D) are both funds - HLLVX is a Short-Term Bond fund managed by JPMorgan, while XSEN.L is a Energy Equities fund tracking the MSCI World/Energy NR USD. Over the past 5 years, HLLVX returned 2.39%/yr vs 20.17%/yr for XSEN.L. At a correlation of -0.08, they often move in opposite directions. HLLVX charges 0.34%/yr vs 0.12%/yr for XSEN.L.

Performance

HLLVX vs. XSEN.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPMorgan Short Duration Bond Fund (HLLVX) and Xtrackers MSCI USA Energy UCITS ETF 1D (XSEN.L). The values are adjusted to include any dividend payments, if applicable.

Different Trading Currencies

HLLVX is traded in USD, while XSEN.L is traded in GBp. To make them comparable, the XSEN.L values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, HLLVX achieves a 0.36% return, which is significantly lower than XSEN.L's 30.17% return.

HLLVX

• 1D: 0.00%
• 1M: 0.25%
• YTD: 0.36%
• 6M: 0.71%
• 1Y: 3.62%
• 3Y*: 4.89%
• 5Y*: 2.39%
• 10Y*: 2.29%

XSEN.L

• 1D: 2.30%
• 1M: 0.05%
• YTD: 30.17%
• 6M: 29.70%
• 1Y: 42.68%
• 3Y*: 17.31%
• 5Y*: 20.17%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

HLLVX vs. XSEN.L - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018
HLLVX JPMorgan Short Duration Bond Fund	0.36%	5.57%	5.15%	5.40%	-3.71%	-0.07%	4.51%	4.26%	1.64%
XSEN.L Xtrackers MSCI USA Energy UCITS ETF 1D	30.17%	9.55%	4.89%	-0.92%	63.31%	49.53%	-33.98%	9.22%	-19.68%

Correlation

The correlation between HLLVX and XSEN.L is -0.19, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	-0.19
Correlation (3Y) Calculated over the trailing 3-year period	-0.05
Correlation (5Y) Calculated over the trailing 5-year period	-0.06
Correlation (All Time) Calculated using the full available price history since Apr 24, 2018	-0.08

The correlation between HLLVX and XSEN.L shifts across timeframes, from -0.19 (1 year) to -0.05 (3 years), reflecting how their relationship changes across market environments.

Return for Risk

HLLVX vs. XSEN.L — Risk / Return Rank

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

HLLVX

HLLVX Risk / Return Rank: 75
HLLVX Sharpe Ratio Rank: 77
HLLVX Sortino Ratio Rank: 88
HLLVX Omega Ratio Rank: 86
HLLVX Calmar Ratio Rank: 72
HLLVX Martin Ratio Rank: 54

XSEN.L

XSEN.L Risk / Return Rank: 51
XSEN.L Sharpe Ratio Rank: 54
XSEN.L Sortino Ratio Rank: 47
XSEN.L Omega Ratio Rank: 52
XSEN.L Calmar Ratio Rank: 54
XSEN.L Martin Ratio Rank: 50

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.

HLLVX vs. XSEN.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan Short Duration Bond Fund (HLLVX) and Xtrackers MSCI USA Energy UCITS ETF 1D (XSEN.L). 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.

	HLLVX	XSEN.L	Difference
Sharpe ratio: Return per unit of total volatility	2.55	1.86	+0.69
Sortino ratio: Return per unit of downside risk	4.21	2.36	+1.85
Omega ratio: Gain probability vs. loss probability	1.59	1.32	+0.27
Calmar ratio: Return relative to maximum drawdown	3.32	2.93	+0.39
Martin ratio: Return relative to average drawdown	11.01	9.27	+1.75
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

HLLVX vs. XSEN.L - Sharpe Ratio Comparison

The current HLLVX Sharpe Ratio is 2.55, which is higher than the XSEN.L Sharpe Ratio of 1.86. The chart below compares the historical Sharpe Ratios of HLLVX and XSEN.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	HLLVX	XSEN.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.55	1.86	+0.69
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	1.21	0.76	+0.45
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	1.38	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	2.03	0.32	+1.71

Drawdowns

HLLVX vs. XSEN.L - Drawdown Comparison

The maximum HLLVX drawdown since its inception was -5.77%, smaller than the maximum XSEN.L drawdown of -66.93%. Use the drawdown chart below to compare losses from any high point for HLLVX and XSEN.L.

Drawdown Indicators

	HLLVX	XSEN.L	Difference
Max Drawdown Largest peak-to-trough decline	-5.77%	-66.93%	+61.16%
Max Drawdown (1Y) Largest decline over 1 year	-1.09%	-14.49%	+13.40%
Max Drawdown (3Y) Largest decline over 3 years	-1.09%	-20.32%	+19.23%
Max Drawdown (5Y) Largest decline over 5 years	-5.77%	-27.39%	+21.62%
Max Drawdown (10Y) Largest decline over 10 years	-5.77%	—	—
Current Drawdown Current decline from peak	-0.48%	-7.38%	+6.90%
Average Drawdown Average peak-to-trough decline	-0.42%	-16.10%	+15.68%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.33%	4.59%	-4.26%

Volatility

HLLVX vs. XSEN.L - Volatility Comparison

The current volatility for JPMorgan Short Duration Bond Fund (HLLVX) is 0.43%, while Xtrackers MSCI USA Energy UCITS ETF 1D (XSEN.L) has a volatility of 8.64%. This indicates that HLLVX experiences smaller price fluctuations and is considered to be less risky than XSEN.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	HLLVX	XSEN.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	0.43%	8.64%	-8.21%
Volatility (6M) Calculated over the trailing 6-month period	0.99%	19.91%	-18.92%
Volatility (1Y) Calculated over the trailing 1-year period	1.43%	22.96%	-21.53%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	1.99%	26.55%	-24.56%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	1.66%	30.37%	-28.71%

HLLVX vs. XSEN.L - Expense Ratio Comparison

HLLVX has a 0.34% expense ratio, which is higher than XSEN.L's 0.12% expense ratio.

Dividends

HLLVX vs. XSEN.L - Dividend Comparison

HLLVX's dividend yield for the trailing twelve months is around 3.86%, more than XSEN.L's 2.07% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
HLLVX JPMorgan Short Duration Bond Fund	3.86%	4.21%	3.98%	2.95%	1.45%	1.21%	2.03%	2.40%	1.71%	1.23%	0.95%	0.99%
XSEN.L Xtrackers MSCI USA Energy UCITS ETF 1D	2.07%	2.70%	2.70%	3.24%	3.69%	3.27%	7.11%	2.78%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both HLLVX and XSEN.L in my portfolio?

HLLVX and XSEN.L have a correlation of -0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.