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HYSA vs. SECT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

HYSA vs. SECT - 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 Main Sector Rotation ETF (SECT). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, HYSA achieves a 1.64% return, which is significantly lower than SECT's 13.46% return.


HYSA

1D
0.37%
1M
-0.18%
6M
1.09%
YTD
1.64%
1Y
3.82%
3Y*
5Y*
10Y*
ALL TIME*
7.92%

SECT

1D
2.58%
1M
2.63%
6M
13.78%
YTD
13.46%
1Y
24.46%
3Y*
19.32%
5Y*
12.52%
10Y*
ALL TIME*
13.78%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$394.63K$835.56K$981.20K
$7.41M$6.97M$6.84M

HYSA vs. SECT - Yearly Performance Comparison


2026 (YTD)202520242023
HYSA
Bondbloxx USD High Yield Bond Sector Rotation ETF
1.64%8.37%6.71%5.95%
SECT
Main Sector Rotation ETF
13.46%17.80%18.61%8.25%

Correlation

The correlation between HYSA and SECT is 0.51, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.51

Correlation (All Time)
Calculated using the full available price history since Sep 18, 2023

0.50

The correlation between HYSA and SECT has been stable across timeframes, ranging from 0.50 to 0.51 - a consistent structural relationship.

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Return for Risk

HYSA vs. SECT — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

HYSA
HYSA Risk / Return Rank: 3232
Overall Rank
HYSA Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
HYSA Sortino Ratio Rank: 2929
Sortino Ratio Rank
HYSA Omega Ratio Rank: 2727
Omega Ratio Rank
HYSA Calmar Ratio Rank: 3333
Calmar Ratio Rank
HYSA Martin Ratio Rank: 4141
Martin Ratio Rank

SECT
SECT Risk / Return Rank: 6161
Overall Rank
SECT Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
SECT Sortino Ratio Rank: 6161
Sortino Ratio Rank
SECT Omega Ratio Rank: 6060
Omega Ratio Rank
SECT Calmar Ratio Rank: 5757
Calmar Ratio Rank
SECT Martin Ratio Rank: 6666
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

HYSA vs. SECT - 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 Main Sector Rotation ETF (SECT). 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.


HYSASECTDifference
Sharpe ratioReturn per unit of total volatility

-0.85

Sortino ratioReturn per unit of downside risk

-1.12

Omega ratioGain probability vs. loss probability

1.14

1.29

-0.15

Calmar ratioReturn relative to maximum drawdown

1.22

2.29

-1.08

Martin ratioReturn relative to average drawdown

4.85

8.93

-4.08

HYSA vs. SECT - Sharpe Ratio Comparison

The current HYSA Sharpe Ratio is 0.82, which is lower than the SECT Sharpe Ratio of 1.66. The chart below compares the historical Sharpe Ratios of HYSA and SECT, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

HYSA vs. SECT - Drawdown Comparison

The maximum HYSA drawdown since its inception was -4.90%, smaller than the maximum SECT drawdown of -38.09%. Use the drawdown chart below to compare losses from any high point for HYSA and SECT.


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Drawdown Indicators


HYSASECTDifference

Max Drawdown

Largest peak-to-trough decline

-4.90%

-38.09%

+33.19%

Max Drawdown (1Y)

Largest decline over 1 year

-3.15%

-10.71%

+7.56%

Max Drawdown (3Y)

Largest decline over 3 years

-21.71%

Max Drawdown (5Y)

Largest decline over 5 years

-21.71%

Current Drawdown

Current decline from peak

-0.23%

0.00%

-0.23%

Average Drawdown

Average peak-to-trough decline

-0.67%

-4.60%

+3.93%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.81%

2.75%

-1.94%

Volatility

HYSA vs. SECT - Volatility Comparison

The current volatility for Bondbloxx USD High Yield Bond Sector Rotation ETF (HYSA) is 1.28%, while Main Sector Rotation ETF (SECT) has a volatility of 5.32%. This indicates that HYSA experiences smaller price fluctuations and is considered to be less risky than SECT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HYSASECTDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.28%

5.32%

-4.04%

Volatility (6M)

Calculated over the trailing 6-month period

3.62%

12.05%

-8.43%

Volatility (1Y)

Calculated over the trailing 1-year period

4.80%

14.84%

-10.04%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.97%

18.05%

-12.08%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.97%

20.13%

-14.16%

HYSA vs. SECT - Expense Ratio Comparison

HYSA has a 0.55% expense ratio, which is lower than SECT's 0.78% expense ratio.


Dividends

HYSA vs. SECT - Dividend Comparison

HYSA's dividend yield for the trailing twelve months is around 6.73%, more than SECT's 0.71% yield.


PositionTTM202520242023202220212020201920182017
HYSA
Bondbloxx USD High Yield Bond Sector Rotation ETF
6.73%6.70%6.99%2.65%0.00%0.00%0.00%0.00%0.00%0.00%
SECT
Main Sector Rotation ETF
0.71%0.32%0.45%0.84%0.86%0.60%1.37%0.77%1.67%0.50%

Frequently Asked Questions


HYSA and SECT have a correlation of 0.51, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SECT has higher volatility (5.32%) compared to HYSA (1.28%). In terms of maximum drawdown, HYSA dropped -4.90% vs SECT's -38.09%.

On 1-year performance, SECT leads with 24.46% vs 3.82% for HYSA. On fees, HYSA is cheaper at 0.55% per year. On volatility, HYSA has been the lower-risk option at 1.28%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, SECT has performed better with a 24.46% return vs 3.82%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

HYSA is cheaper with a 0.55% expense ratio, compared with 0.78% for SECT.

HYSA has the higher dividend yield at 6.73%, compared with 0.71% for SECT.

HYSA is categorized as High Yield Bonds, while SECT is Large Cap Blend Equities. They also come from different issuers: BondBloxx and Main. Their fees differ too: 0.55% for HYSA and 0.78% for SECT.

SECT currently has the higher Sharpe Ratio (1.66 vs 0.82), 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.

Portfolio Optimizer

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