HYXF vs. DSI
HYXF (iShares ESG Advanced High Yield Corporate Bond ETF) and DSI (iShares MSCI KLD 400 Social ETF) are both exchange-traded funds - HYXF is a High Yield Bonds fund tracking the Bloomberg MSCI US High Yield Corporate Choice ESG Screened, while DSI is a Large Cap Growth Equities fund tracking the MSCI KLD 400 Social Index. Both are passively managed. Over the past 5 years, HYXF returned 3.61%/yr vs 12.74%/yr for DSI. A 0.60 correlation means they provide meaningful diversification when combined. HYXF charges 0.35%/yr vs 0.25%/yr for DSI.
Performance
HYXF vs. DSI - Performance Comparison
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Returns By Period
In the year-to-date period, HYXF achieves a 1.06% return, which is significantly lower than DSI's 9.87% return.
HYXF
- 1D
- -0.05%
- 1M
- 0.47%
- YTD
- 1.06%
- 6M
- 1.78%
- 1Y
- 5.83%
- 3Y*
- 8.51%
- 5Y*
- 3.61%
- 10Y*
- —
DSI
- 1D
- 0.83%
- 1M
- -1.12%
- YTD
- 9.87%
- 6M
- 10.52%
- 1Y
- 27.10%
- 3Y*
- 20.62%
- 5Y*
- 12.74%
- 10Y*
- 15.40%
HYXF vs. DSI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
HYXF iShares ESG Advanced High Yield Corporate Bond ETF | 1.06% | 8.88% | 8.35% | 11.87% | -11.90% | 2.60% | 6.07% | 14.87% | -0.24% | 6.89% |
DSI iShares MSCI KLD 400 Social ETF | 9.87% | 18.03% | 22.38% | 28.51% | -21.71% | 31.32% | 20.94% | 31.15% | -3.90% | 20.89% |
Correlation
The correlation between HYXF and DSI is 0.69, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.69 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.62 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.67 |
Correlation (All Time) Calculated using the full available price history since Jun 17, 2016 | 0.60 |
The correlation between HYXF and DSI has been stable across timeframes, ranging from 0.60 to 0.69 - a consistent structural relationship.
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Return for Risk
HYXF vs. DSI — Risk / Return Rank
HYXF
DSI
HYXF vs. DSI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares ESG Advanced High Yield Corporate Bond ETF (HYXF) and iShares MSCI KLD 400 Social ETF (DSI). 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.
| HYXF | DSI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.36 | ||
| Sortino ratioReturn per unit of downside risk | -0.26 | ||
| Omega ratioGain probability vs. loss probability | 1.29 | 1.34 | -0.05 |
| Calmar ratioReturn relative to maximum drawdown | 2.26 | 2.31 | -0.05 |
| Martin ratioReturn relative to average drawdown | 10.11 | 9.56 | +0.55 |
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Drawdowns
HYXF vs. DSI - Drawdown Comparison
The maximum HYXF drawdown since its inception was -18.75%, smaller than the maximum DSI drawdown of -54.23%. Use the drawdown chart below to compare losses from any high point for HYXF and DSI.
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Drawdown Indicators
| HYXF | DSI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -18.75% | -54.23% | +35.48% |
Max Drawdown (1Y)Largest decline over 1 year | -2.57% | -11.05% | +8.48% |
Max Drawdown (3Y)Largest decline over 3 years | -4.81% | -20.58% | +15.77% |
Max Drawdown (5Y)Largest decline over 5 years | -16.00% | -28.36% | +12.36% |
Max Drawdown (10Y)Largest decline over 10 years | — | -34.10% | — |
Current DrawdownCurrent decline from peak | -0.13% | -2.26% | +2.13% |
Average DrawdownAverage peak-to-trough decline | -2.57% | -7.51% | +4.94% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.57% | 2.67% | -2.10% |
Volatility
HYXF vs. DSI - Volatility Comparison
The current volatility for iShares ESG Advanced High Yield Corporate Bond ETF (HYXF) is 1.26%, while iShares MSCI KLD 400 Social ETF (DSI) has a volatility of 5.22%. This indicates that HYXF experiences smaller price fluctuations and is considered to be less risky than DSI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| HYXF | DSI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.26% | 5.22% | -3.96% |
Volatility (6M)Calculated over the trailing 6-month period | 3.00% | 10.81% | -7.81% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.82% | 13.60% | -9.78% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 8.05% | 18.00% | -9.95% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 8.31% | 18.74% | -10.43% |
HYXF vs. DSI - Expense Ratio Comparison
HYXF has a 0.35% expense ratio, which is higher than DSI's 0.25% expense ratio.
Dividends
HYXF vs. DSI - Dividend Comparison
HYXF's dividend yield for the trailing twelve months is around 6.09%, more than DSI's 0.86% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DSI iShares MSCI KLD 400 Social ETF | 0.86% | 0.92% | 1.03% | 1.19% | 1.39% | 0.99% | 1.22% | 1.40% | 1.63% | 1.28% | 1.51% | 1.46% |
HYXF iShares ESG Advanced High Yield Corporate Bond ETF | 6.09% | 6.19% | 6.40% | 5.93% | 5.37% | 4.56% | 4.96% | 5.29% | 6.14% | 5.85% | 3.16% | 0.00% |
Frequently Asked Questions
HYXF and DSI have a correlation of 0.69, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DSI has higher volatility (5.22%) compared to HYXF (1.26%). In terms of maximum drawdown, HYXF dropped -18.75% vs DSI's -54.23%.
On 5-year performance, DSI leads with 12.74% vs 3.61% for HYXF. On fees, DSI is cheaper at 0.25% per year. On volatility, HYXF has been the lower-risk option at 1.26%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 5-year period, DSI has performed better with a 12.74% return vs 3.61%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
DSI is cheaper with a 0.25% expense ratio, compared with 0.35% for HYXF.
HYXF has the higher dividend yield at 6.09%, compared with 0.86% for DSI.
HYXF is categorized as High Yield Bonds, while DSI is Large Cap Growth Equities. HYXF tracks Bloomberg MSCI US High Yield Corporate Choice ESG Screened, while DSI tracks MSCI KLD 400 Social Index. Their fees differ too: 0.35% for HYXF and 0.25% for DSI.
DSI currently has the higher Sharpe Ratio (1.88 vs 1.52), 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.
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