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HYSA vs. XLSR
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between HYSA and XLSR is 0.41, 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.


-0.50.00.51.00.4

Performance

HYSA vs. XLSR - 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 SPDR SSGA US Sector Rotation ETF (XLSR). The values are adjusted to include any dividend payments, if applicable.

-10.00%-5.00%0.00%5.00%10.00%AugustSeptemberOctoberNovemberDecember
4.21%
5.18%
HYSA
XLSR

Key characteristics

Sharpe Ratio

HYSA:

1.13

XLSR:

1.28

Sortino Ratio

HYSA:

1.71

XLSR:

1.76

Omega Ratio

HYSA:

1.19

XLSR:

1.24

Calmar Ratio

HYSA:

2.31

XLSR:

1.73

Martin Ratio

HYSA:

7.53

XLSR:

7.24

Ulcer Index

HYSA:

0.82%

XLSR:

2.44%

Daily Std Dev

HYSA:

5.50%

XLSR:

13.83%

Max Drawdown

HYSA:

-3.29%

XLSR:

-32.94%

Current Drawdown

HYSA:

-2.35%

XLSR:

-3.37%

Returns By Period

In the year-to-date period, HYSA achieves a 6.33% return, which is significantly lower than XLSR's 18.10% return.


HYSA

YTD

6.33%

1M

-1.31%

6M

4.99%

1Y

6.33%

5Y*

N/A

10Y*

N/A

XLSR

YTD

18.10%

1M

-2.01%

6M

5.70%

1Y

18.10%

5Y*

12.02%

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

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HYSA vs. XLSR - Expense Ratio Comparison

HYSA has a 0.55% expense ratio, which is lower than XLSR's 0.70% expense ratio.


XLSR
SPDR SSGA US Sector Rotation ETF
Expense ratio chart for XLSR: current value at 0.70% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.70%
Expense ratio chart for HYSA: current value at 0.55% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.55%

Risk-Adjusted Performance

HYSA vs. XLSR - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Bondbloxx USD High Yield Bond Sector Rotation ETF (HYSA) and SPDR SSGA US Sector Rotation ETF (XLSR). 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.


Sharpe ratio
The chart of Sharpe ratio for HYSA, currently valued at 1.13, compared to the broader market0.002.004.001.131.28
The chart of Sortino ratio for HYSA, currently valued at 1.71, compared to the broader market-2.000.002.004.006.008.0010.001.711.76
The chart of Omega ratio for HYSA, currently valued at 1.19, compared to the broader market0.501.001.502.002.503.001.191.24
The chart of Calmar ratio for HYSA, currently valued at 2.31, compared to the broader market0.005.0010.0015.002.311.73
The chart of Martin ratio for HYSA, currently valued at 7.53, compared to the broader market0.0020.0040.0060.0080.00100.007.537.24
HYSA
XLSR

The current HYSA Sharpe Ratio is 1.13, which is comparable to the XLSR Sharpe Ratio of 1.28. The chart below compares the historical Sharpe Ratios of HYSA and XLSR, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.001.502.002.503.00Sep 22Sep 29Oct 06Oct 13Oct 20Oct 27Nov 03Nov 10Nov 17Nov 24DecemberDec 08Dec 15Dec 22Dec 29
1.13
1.28
HYSA
XLSR

Dividends

HYSA vs. XLSR - Dividend Comparison

HYSA's dividend yield for the trailing twelve months is around 6.40%, more than XLSR's 0.66% yield.


TTM20232022202120202019
HYSA
Bondbloxx USD High Yield Bond Sector Rotation ETF
6.40%2.65%0.00%0.00%0.00%0.00%
XLSR
SPDR SSGA US Sector Rotation ETF
0.66%1.04%1.79%6.06%1.25%0.94%

Drawdowns

HYSA vs. XLSR - Drawdown Comparison

The maximum HYSA drawdown since its inception was -3.29%, smaller than the maximum XLSR drawdown of -32.94%. Use the drawdown chart below to compare losses from any high point for HYSA and XLSR. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%AugustSeptemberOctoberNovemberDecember
-2.35%
-3.37%
HYSA
XLSR

Volatility

HYSA vs. XLSR - Volatility Comparison

The current volatility for Bondbloxx USD High Yield Bond Sector Rotation ETF (HYSA) is 2.15%, while SPDR SSGA US Sector Rotation ETF (XLSR) has a volatility of 4.68%. This indicates that HYSA experiences smaller price fluctuations and is considered to be less risky than XLSR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%2.00%4.00%6.00%8.00%AugustSeptemberOctoberNovemberDecember
2.15%
4.68%
HYSA
XLSR
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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