HYSA vs. XHYF

Last updated Apr 2, 2026

Compare and contrast key facts about Bondbloxx USD High Yield Bond Sector Rotation ETF (HYSA) and BondBloxx US High Yield Financial & REIT Sector ETF (XHYF).

HYSA and XHYF 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. XHYF is a passively managed fund by BondBloxx that tracks the performance of the ICE Diversified US Cash Pay High Yield Financial & REIT. It was launched on Feb 15, 2022.

Performance

HYSA vs. XHYF - 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 BondBloxx US High Yield Financial & REIT Sector ETF (XHYF). The values are adjusted to include any dividend payments, if applicable.

HYSA vs. XHYF - 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%
XHYF BondBloxx US High Yield Financial & REIT Sector ETF	-1.42%	8.69%	8.65%	6.65%

Returns By Period

In the year-to-date period, HYSA achieves a -0.51% return, which is significantly higher than XHYF's -1.42% return.

HYSA

• 1D: 0.48%
• 1M: -0.88%
• YTD: -0.51%
• 6M: 0.27%
• 1Y: 6.03%
• 3Y*: —
• 5Y*: —
• 10Y*: —

XHYF

• 1D: 0.41%
• 1M: -0.87%
• YTD: -1.42%
• 6M: -0.07%
• 1Y: 5.44%
• 3Y*: 8.51%
• 5Y*: —
• 10Y*: —

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

HYSA vs. XHYF - Expense Ratio Comparison

HYSA has a 0.55% expense ratio, which is higher than XHYF's 0.35% expense ratio.

HYSA

Bondbloxx USD High Yield Bond Sector Rotation ETF

XHYF

BondBloxx US High Yield Financial & REIT Sector ETF

Return for Risk

HYSA vs. XHYF — Risk / Return Rank

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

HYSA

HYSA Risk / Return Rank: 57
HYSA Sharpe Ratio Rank: 54
HYSA Sortino Ratio Rank: 56
HYSA Omega Ratio Rank: 52
HYSA Calmar Ratio Rank: 58
HYSA Martin Ratio Rank: 63

XHYF

XHYF Risk / Return Rank: 61
XHYF Sharpe Ratio Rank: 63
XHYF Sortino Ratio Rank: 65
XHYF Omega Ratio Rank: 64
XHYF Calmar Ratio Rank: 53
XHYF Martin Ratio Rank: 59

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. XHYF - 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 BondBloxx US High Yield Financial & REIT Sector ETF (XHYF). 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	XHYF	Difference
Sharpe ratio Return per unit of total volatility	1.01	1.16	-0.15
Sortino ratio Return per unit of downside risk	1.51	1.74	-0.22
Omega ratio Gain probability vs. loss probability	1.20	1.25	-0.05
Calmar ratio Return relative to maximum drawdown	1.54	1.51	+0.03
Martin ratio Return relative to average drawdown	6.57	6.45	+0.12
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

HYSA vs. XHYF - Sharpe Ratio Comparison

The current HYSA Sharpe Ratio is 1.01, which is comparable to the XHYF Sharpe Ratio of 1.16. The chart below compares the historical Sharpe Ratios of HYSA and XHYF, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	HYSA	XHYF	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.01	1.16	-0.15
Sharpe Ratio (All Time) Calculated using the full available price history	1.33	0.70	+0.63

Correlation

The correlation between HYSA and XHYF is 0.60, 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. XHYF - Dividend Comparison

HYSA's dividend yield for the trailing twelve months is around 6.89%, which matches XHYF's 6.95% yield.

	TTM	2025	2024	2023	2022
HYSA Bondbloxx USD High Yield Bond Sector Rotation ETF	6.89%	6.70%	6.99%	2.65%	0.00%
XHYF BondBloxx US High Yield Financial & REIT Sector ETF	6.95%	6.73%	7.11%	7.00%	5.47%

Drawdowns

HYSA vs. XHYF - Drawdown Comparison

The maximum HYSA drawdown since its inception was -4.90%, smaller than the maximum XHYF drawdown of -12.92%. Use the drawdown chart below to compare losses from any high point for HYSA and XHYF.

Drawdown Indicators

	HYSA	XHYF	Difference
Max Drawdown Largest peak-to-trough decline	-4.90%	-12.92%	+8.02%
Max Drawdown (1Y) Largest decline over 1 year	-3.81%	-3.70%	-0.11%
Current Drawdown Current decline from peak	-1.69%	-1.92%	+0.23%
Average Drawdown Average peak-to-trough decline	-0.69%	-2.61%	+1.92%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.94%	0.87%	+0.07%

Volatility

HYSA vs. XHYF - Volatility Comparison

Bondbloxx USD High Yield Bond Sector Rotation ETF (HYSA) has a higher volatility of 2.17% compared to BondBloxx US High Yield Financial & REIT Sector ETF (XHYF) at 1.61%. This indicates that HYSA's price experiences larger fluctuations and is considered to be riskier than XHYF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	HYSA	XHYF	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.17%	1.61%	+0.56%
Volatility (6M) Calculated over the trailing 6-month period	3.56%	2.49%	+1.07%
Volatility (1Y) Calculated over the trailing 1-year period	6.02%	4.73%	+1.29%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	6.17%	7.22%	-1.05%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	6.17%	7.22%	-1.05%