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HYSA vs. HYHG
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

HYSA vs. HYHG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Bondbloxx USD High Yield Bond Sector Rotation ETF (HYSA) and ProShares High Yield-Interest Rate Hedged (HYHG). The values are adjusted to include any dividend payments, if applicable.

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HYSA vs. HYHG - Yearly Performance Comparison


2026 (YTD)202520242023
HYSA
Bondbloxx USD High Yield Bond Sector Rotation ETF
-0.48%8.37%6.71%5.98%
HYHG
ProShares High Yield-Interest Rate Hedged
0.77%5.31%11.41%3.91%

Returns By Period

In the year-to-date period, HYSA achieves a -0.48% return, which is significantly lower than HYHG's 0.77% return.


HYSA

1D
0.03%
1M
-0.69%
YTD
-0.48%
6M
0.52%
1Y
6.31%
3Y*
5Y*
10Y*

HYHG

1D
0.02%
1M
0.72%
YTD
0.77%
6M
2.34%
1Y
6.89%
3Y*
9.60%
5Y*
6.54%
10Y*
6.30%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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HYSA vs. HYHG - Expense Ratio Comparison

HYSA has a 0.55% expense ratio, which is higher than HYHG's 0.50% expense ratio.


Return for Risk

HYSA vs. HYHG — Risk / Return Rank

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

HYSA
HYSA Risk / Return Rank: 5555
Overall Rank
HYSA Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
HYSA Sortino Ratio Rank: 5757
Sortino Ratio Rank
HYSA Omega Ratio Rank: 5353
Omega Ratio Rank
HYSA Calmar Ratio Rank: 5353
Calmar Ratio Rank
HYSA Martin Ratio Rank: 5757
Martin Ratio Rank

HYHG
HYHG Risk / Return Rank: 5252
Overall Rank
HYHG Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
HYHG Sortino Ratio Rank: 4343
Sortino Ratio Rank
HYHG Omega Ratio Rank: 4343
Omega Ratio Rank
HYHG Calmar Ratio Rank: 6060
Calmar Ratio Rank
HYHG Martin Ratio Rank: 7171
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.

HYSA vs. HYHG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Bondbloxx USD High Yield Bond Sector Rotation ETF (HYSA) and ProShares High Yield-Interest Rate Hedged (HYHG). 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.


HYSAHYHGDifference

Sharpe ratio

Return per unit of total volatility

1.05

0.86

+0.20

Sortino ratio

Return per unit of downside risk

1.58

1.29

+0.29

Omega ratio

Gain probability vs. loss probability

1.21

1.18

+0.03

Calmar ratio

Return relative to maximum drawdown

1.59

1.77

-0.17

Martin ratio

Return relative to average drawdown

6.61

8.44

-1.84

HYSA vs. HYHG - Sharpe Ratio Comparison

The current HYSA Sharpe Ratio is 1.05, which is comparable to the HYHG Sharpe Ratio of 0.86. The chart below compares the historical Sharpe Ratios of HYSA and HYHG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


HYSAHYHGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.05

0.86

+0.20

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.81

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.69

Sharpe Ratio (All Time)

Calculated using the full available price history

1.33

0.45

+0.88

Correlation

The correlation between HYSA and HYHG is 0.29, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

HYSA vs. HYHG - Dividend Comparison

HYSA's dividend yield for the trailing twelve months is around 6.89%, which matches HYHG's 6.92% yield.


TTM20252024202320222021202020192018201720162015
HYSA
Bondbloxx USD High Yield Bond Sector Rotation ETF
6.89%6.70%6.99%2.65%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
HYHG
ProShares High Yield-Interest Rate Hedged
6.92%6.97%6.57%6.07%5.58%4.54%5.21%6.06%6.45%5.57%5.37%6.37%

Drawdowns

HYSA vs. HYHG - Drawdown Comparison

The maximum HYSA drawdown since its inception was -4.90%, smaller than the maximum HYHG drawdown of -25.71%. Use the drawdown chart below to compare losses from any high point for HYSA and HYHG.


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Drawdown Indicators


HYSAHYHGDifference

Max Drawdown

Largest peak-to-trough decline

-4.90%

-25.71%

+20.81%

Max Drawdown (1Y)

Largest decline over 1 year

-3.15%

-3.03%

-0.12%

Max Drawdown (5Y)

Largest decline over 5 years

-9.21%

Max Drawdown (10Y)

Largest decline over 10 years

-25.71%

Current Drawdown

Current decline from peak

-1.66%

-0.55%

-1.11%

Average Drawdown

Average peak-to-trough decline

-0.70%

-3.08%

+2.38%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.92%

0.89%

+0.03%

Volatility

HYSA vs. HYHG - Volatility Comparison

The current volatility for Bondbloxx USD High Yield Bond Sector Rotation ETF (HYSA) is 2.12%, while ProShares High Yield-Interest Rate Hedged (HYHG) has a volatility of 2.35%. This indicates that HYSA experiences smaller price fluctuations and is considered to be less risky than HYHG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HYSAHYHGDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.12%

2.35%

-0.23%

Volatility (6M)

Calculated over the trailing 6-month period

3.56%

4.48%

-0.92%

Volatility (1Y)

Calculated over the trailing 1-year period

6.02%

8.09%

-2.07%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.16%

8.12%

-1.96%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.16%

9.20%

-3.04%