HYSA vs. USHY
Compare and contrast key facts about Bondbloxx USD High Yield Bond Sector Rotation ETF (HYSA) and iShares Broad USD High Yield Corporate Bond ETF (USHY).
HYSA and USHY are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. HYSA is an actively managed fund by BondBloxx. It was launched on Sep 18, 2023. USHY is a passively managed fund by iShares that tracks the performance of the ICE BofA US High Yield Constrained. It was launched on Oct 25, 2017.
Performance
HYSA vs. USHY - Performance Comparison
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HYSA vs. USHY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
HYSA Bondbloxx USD High Yield Bond Sector Rotation ETF | -0.51% | 8.37% | 6.71% | 5.98% |
USHY iShares Broad USD High Yield Corporate Bond ETF | -0.05% | 8.81% | 8.45% | 5.75% |
Returns By Period
In the year-to-date period, HYSA achieves a -0.51% return, which is significantly lower than USHY's -0.05% return.
HYSA
- 1D
- 0.48%
- 1M
- -0.88%
- YTD
- -0.51%
- 6M
- 0.27%
- 1Y
- 6.03%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
USHY
- 1D
- 0.33%
- 1M
- -0.67%
- YTD
- -0.05%
- 6M
- 0.98%
- 1Y
- 7.26%
- 3Y*
- 8.45%
- 5Y*
- 4.21%
- 10Y*
- —
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HYSA vs. USHY - Expense Ratio Comparison
HYSA has a 0.55% expense ratio, which is higher than USHY's 0.15% expense ratio.
Return for Risk
HYSA vs. USHY — Risk / Return Rank
HYSA
USHY
HYSA vs. USHY - 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 iShares Broad USD High Yield Corporate Bond ETF (USHY). 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.
| HYSA | USHY | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.01 | 1.32 | -0.32 |
Sortino ratioReturn per unit of downside risk | 1.51 | 1.94 | -0.43 |
Omega ratioGain probability vs. loss probability | 1.20 | 1.31 | -0.11 |
Calmar ratioReturn relative to maximum drawdown | 1.54 | 1.91 | -0.37 |
Martin ratioReturn relative to average drawdown | 6.57 | 9.64 | -3.07 |
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
| HYSA | USHY | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.01 | 1.32 | -0.32 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.58 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.33 | 0.56 | +0.76 |
Correlation
The correlation between HYSA and USHY is 0.62, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
HYSA vs. USHY - Dividend Comparison
HYSA's dividend yield for the trailing twelve months is around 6.89%, which matches USHY's 6.95% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
USHY iShares Broad USD High Yield Corporate Bond ETF | 6.95% | 6.79% | 6.89% | 6.63% | 6.08% | 5.07% | 5.30% | 5.92% | 6.30% | 0.73% |
Drawdowns
HYSA vs. USHY - Drawdown Comparison
The maximum HYSA drawdown since its inception was -4.90%, smaller than the maximum USHY drawdown of -22.44%. Use the drawdown chart below to compare losses from any high point for HYSA and USHY.
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Drawdown Indicators
| HYSA | USHY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -4.90% | -22.44% | +17.54% |
Max Drawdown (1Y)Largest decline over 1 year | -3.81% | -3.92% | +0.11% |
Max Drawdown (5Y)Largest decline over 5 years | — | -15.56% | — |
Current DrawdownCurrent decline from peak | -1.69% | -1.03% | -0.66% |
Average DrawdownAverage peak-to-trough decline | -0.69% | -2.71% | +2.02% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.94% | 0.77% | +0.17% |
Volatility
HYSA vs. USHY - Volatility Comparison
Bondbloxx USD High Yield Bond Sector Rotation ETF (HYSA) and iShares Broad USD High Yield Corporate Bond ETF (USHY) have volatilities of 2.17% and 2.21%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| HYSA | USHY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.17% | 2.21% | -0.04% |
Volatility (6M)Calculated over the trailing 6-month period | 3.56% | 2.84% | +0.72% |
Volatility (1Y)Calculated over the trailing 1-year period | 6.02% | 5.52% | +0.50% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.17% | 7.33% | -1.16% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6.17% | 8.32% | -2.15% |