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

Correlation

The correlation between HYSA and XLSR is 0.39, 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.


-0.50.00.51.0
Correlation: 0.4

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.

20.00%40.00%60.00%80.00%100.00%120.00%NovemberDecember2025FebruaryMarchApril
14.96%
86.13%
HYSA
XLSR

Key characteristics

Sharpe Ratio

HYSA:

1.25

XLSR:

0.18

Sortino Ratio

HYSA:

1.86

XLSR:

0.40

Omega Ratio

HYSA:

1.24

XLSR:

1.06

Calmar Ratio

HYSA:

1.68

XLSR:

0.19

Martin Ratio

HYSA:

7.94

XLSR:

0.72

Ulcer Index

HYSA:

1.04%

XLSR:

5.33%

Daily Std Dev

HYSA:

6.60%

XLSR:

21.20%

Max Drawdown

HYSA:

-18.74%

XLSR:

-32.94%

Current Drawdown

HYSA:

-1.24%

XLSR:

-11.60%

Returns By Period

In the year-to-date period, HYSA achieves a 1.35% return, which is significantly higher than XLSR's -7.00% return.


HYSA

YTD

1.35%

1M

0.07%

6M

1.24%

1Y

8.84%

5Y*

4.39%

10Y*

2.29%

XLSR

YTD

-7.00%

1M

-1.88%

6M

-5.12%

1Y

3.65%

5Y*

12.07%

10Y*

N/A

*Annualized

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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.


Expense ratio chart for XLSR: current value is 0.70%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
XLSR: 0.70%
Expense ratio chart for HYSA: current value is 0.55%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
HYSA: 0.55%

Risk-Adjusted Performance

HYSA vs. XLSR — Risk-Adjusted Performance Rank

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

HYSA
The Risk-Adjusted Performance Rank of HYSA is 8888
Overall Rank
The Sharpe Ratio Rank of HYSA is 8686
Sharpe Ratio Rank
The Sortino Ratio Rank of HYSA is 8787
Sortino Ratio Rank
The Omega Ratio Rank of HYSA is 8484
Omega Ratio Rank
The Calmar Ratio Rank of HYSA is 9191
Calmar Ratio Rank
The Martin Ratio Rank of HYSA is 9191
Martin Ratio Rank

XLSR
The Risk-Adjusted Performance Rank of XLSR is 3737
Overall Rank
The Sharpe Ratio Rank of XLSR is 3535
Sharpe Ratio Rank
The Sortino Ratio Rank of XLSR is 3636
Sortino Ratio Rank
The Omega Ratio Rank of XLSR is 3737
Omega Ratio Rank
The Calmar Ratio Rank of XLSR is 3939
Calmar Ratio Rank
The Martin Ratio Rank of XLSR is 3838
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


The chart of Sharpe ratio for HYSA, currently valued at 1.25, compared to the broader market-1.000.001.002.003.004.00
HYSA: 1.25
XLSR: 0.18
The chart of Sortino ratio for HYSA, currently valued at 1.86, compared to the broader market-2.000.002.004.006.008.00
HYSA: 1.86
XLSR: 0.40
The chart of Omega ratio for HYSA, currently valued at 1.24, compared to the broader market0.501.001.502.002.50
HYSA: 1.24
XLSR: 1.06
The chart of Calmar ratio for HYSA, currently valued at 1.68, compared to the broader market0.002.004.006.008.0010.0012.00
HYSA: 1.68
XLSR: 0.19
The chart of Martin ratio for HYSA, currently valued at 7.94, compared to the broader market0.0020.0040.0060.00
HYSA: 7.94
XLSR: 0.72

The current HYSA Sharpe Ratio is 1.25, which is higher than the XLSR Sharpe Ratio of 0.18. 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 Ratio-1.000.001.002.003.00NovemberDecember2025FebruaryMarchApril
1.25
0.18
HYSA
XLSR

Dividends

HYSA vs. XLSR - Dividend Comparison

HYSA's dividend yield for the trailing twelve months is around 6.88%, more than XLSR's 0.72% yield.


TTM20242023202220212020201920182017201620152014
HYSA
Bondbloxx USD High Yield Bond Sector Rotation ETF
6.88%7.00%8.00%4.88%2.83%3.21%4.72%5.03%4.75%4.36%4.36%4.41%
XLSR
SPDR SSGA US Sector Rotation ETF
0.72%0.66%1.04%1.79%6.06%1.25%0.94%0.00%0.00%0.00%0.00%0.00%

Drawdowns

HYSA vs. XLSR - Drawdown Comparison

The maximum HYSA drawdown since its inception was -18.74%, 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.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-1.24%
-11.60%
HYSA
XLSR

Volatility

HYSA vs. XLSR - Volatility Comparison

The current volatility for Bondbloxx USD High Yield Bond Sector Rotation ETF (HYSA) is 3.95%, while SPDR SSGA US Sector Rotation ETF (XLSR) has a volatility of 15.29%. 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%5.00%10.00%15.00%NovemberDecember2025FebruaryMarchApril
3.95%
15.29%
HYSA
XLSR