HYLS vs. XHYE
Compare and contrast key facts about First Trust Tactical High Yield ETF (HYLS) and BondBloxx US High Yield Energy Sector ETF (XHYE).
HYLS and XHYE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. HYLS is an actively managed fund by First Trust. It was launched on Feb 27, 2013. XHYE is a passively managed fund by BondBloxx that tracks the performance of the ICE Diversified US Cash Pay High Yield Energy Index. It was launched on Feb 15, 2022.
Performance
HYLS vs. XHYE - Performance Comparison
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HYLS vs. XHYE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
HYLS First Trust Tactical High Yield ETF | -1.29% | 8.00% | 5.85% | 13.66% | -9.82% |
XHYE BondBloxx US High Yield Energy Sector ETF | 2.70% | 6.73% | 7.46% | 11.49% | -1.77% |
Returns By Period
In the year-to-date period, HYLS achieves a -1.29% return, which is significantly lower than XHYE's 2.70% return.
HYLS
- 1D
- 0.17%
- 1M
- -0.42%
- YTD
- -1.29%
- 6M
- -0.27%
- 1Y
- 5.37%
- 3Y*
- 7.33%
- 5Y*
- 2.70%
- 10Y*
- 4.39%
XHYE
- 1D
- 0.42%
- 1M
- -0.19%
- YTD
- 2.70%
- 6M
- 3.36%
- 1Y
- 8.26%
- 3Y*
- 7.85%
- 5Y*
- —
- 10Y*
- —
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HYLS vs. XHYE - Expense Ratio Comparison
HYLS has a 1.01% expense ratio, which is higher than XHYE's 0.35% expense ratio.
Return for Risk
HYLS vs. XHYE — Risk / Return Rank
HYLS
XHYE
HYLS vs. XHYE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for First Trust Tactical High Yield ETF (HYLS) and BondBloxx US High Yield Energy Sector ETF (XHYE). 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.
| HYLS | XHYE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.14 | 1.29 | -0.16 |
Sortino ratioReturn per unit of downside risk | 1.69 | 1.77 | -0.08 |
Omega ratioGain probability vs. loss probability | 1.25 | 1.32 | -0.07 |
Calmar ratioReturn relative to maximum drawdown | 1.72 | 1.48 | +0.23 |
Martin ratioReturn relative to average drawdown | 7.06 | 6.58 | +0.48 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| HYLS | XHYE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.14 | 1.29 | -0.16 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.41 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.66 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.67 | 0.83 | -0.16 |
Correlation
The correlation between HYLS and XHYE is 0.71, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
HYLS vs. XHYE - Dividend Comparison
HYLS's dividend yield for the trailing twelve months is around 6.67%, more than XHYE's 6.44% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HYLS First Trust Tactical High Yield ETF | 6.67% | 6.38% | 6.25% | 5.98% | 7.38% | 5.48% | 5.09% | 5.17% | 5.81% | 5.53% | 5.37% | 6.11% |
XHYE BondBloxx US High Yield Energy Sector ETF | 6.44% | 6.55% | 7.04% | 6.46% | 5.46% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
HYLS vs. XHYE - Drawdown Comparison
The maximum HYLS drawdown since its inception was -22.99%, which is greater than XHYE's maximum drawdown of -8.87%. Use the drawdown chart below to compare losses from any high point for HYLS and XHYE.
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Drawdown Indicators
| HYLS | XHYE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -22.99% | -8.87% | -14.12% |
Max Drawdown (1Y)Largest decline over 1 year | -3.33% | -5.69% | +2.36% |
Max Drawdown (5Y)Largest decline over 5 years | -15.75% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -22.99% | — | — |
Current DrawdownCurrent decline from peak | -1.76% | -0.27% | -1.49% |
Average DrawdownAverage peak-to-trough decline | -2.17% | -1.47% | -0.70% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.81% | 1.28% | -0.47% |
Volatility
HYLS vs. XHYE - Volatility Comparison
First Trust Tactical High Yield ETF (HYLS) has a higher volatility of 2.10% compared to BondBloxx US High Yield Energy Sector ETF (XHYE) at 1.01%. This indicates that HYLS's price experiences larger fluctuations and is considered to be riskier than XHYE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| HYLS | XHYE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.10% | 1.01% | +1.09% |
Volatility (6M)Calculated over the trailing 6-month period | 2.68% | 2.52% | +0.16% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.76% | 6.41% | -1.65% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.59% | 7.73% | -1.14% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6.70% | 7.73% | -1.03% |