HYXF vs. EUSB
HYXF (iShares ESG Advanced High Yield Corporate Bond ETF) and EUSB (iShares ESG Advanced Total USD Bond Market 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 EUSB is a Intermediate Core-Plus Bond fund tracking the Bloomberg MSCI US Universal Choice ESG Screened Index. Both are passively managed. Over the past 5 years, HYXF returned 3.42%/yr vs -0.11%/yr for EUSB. Their 0.48 correlation means their historical movements had little consistent relationship. HYXF charges 0.35%/yr vs 0.12%/yr for EUSB.
Performance
HYXF vs. EUSB - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, HYXF achieves a 1.08% return, which is significantly higher than EUSB's -0.60% return.
HYXF
- 1D
- -0.15%
- 1M
- -0.35%
- 6M
- 0.82%
- YTD
- 1.08%
- 1Y
- 4.47%
- 3Y*
- 8.17%
- 5Y*
- 3.42%
- 10Y*
- 4.78%
- ALL TIME*
- 5.04%
EUSB
- 1D
- -0.16%
- 1M
- -1.13%
- 6M
- -0.73%
- YTD
- -0.60%
- 1Y
- 1.95%
- 3Y*
- 4.22%
- 5Y*
- -0.11%
- 10Y*
- —
- ALL TIME*
- 0.08%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $1.71M | $1.61M | $2.23M | |
| $633.04K | $1.36M | $996.57K |
HYXF vs. EUSB - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
HYXF iShares ESG Advanced High Yield Corporate Bond ETF | 1.08% | 8.88% | 8.35% | 11.87% | -11.90% | 2.60% | 9.33% |
EUSB iShares ESG Advanced Total USD Bond Market ETF | -0.60% | 7.45% | 1.83% | 5.80% | -12.81% | -1.29% | 1.47% |
Correlation
The correlation between HYXF and EUSB is 0.60, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.60 |
Correlation (3Y) Balances recent behavior with more history. | 0.55 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.52 |
Correlation (All Time) Calculated using the full available price history since Jun 25, 2020 | 0.48 |
The correlation between HYXF and EUSB shifts across timeframes, from 0.48 (all time) to 0.60 (1 year), reflecting how their relationship changes across market environments.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
HYXF vs. EUSB — Risk / Return Rank
HYXF
EUSB
HYXF vs. EUSB - 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 ESG Advanced Total USD Bond Market ETF (EUSB). 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 | EUSB | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.37 | ||
| Sortino ratioReturn per unit of downside risk | +0.59 | ||
| Omega ratioGain probability vs. loss probability | 1.22 | 1.14 | +0.08 |
| Calmar ratioReturn relative to maximum drawdown | 1.72 | 1.12 | +0.60 |
| Martin ratioReturn relative to average drawdown | 7.62 | 2.80 | +4.82 |
Loading charts...
Drawdowns
HYXF vs. EUSB - Drawdown Comparison
The maximum HYXF drawdown since its inception was -18.75%, roughly equal to the maximum EUSB drawdown of -17.87%. Use the drawdown chart below to compare losses from any high point for HYXF and EUSB.
Loading charts...
Drawdown Indicators
| HYXF | EUSB | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -18.75% | -17.87% | -0.88% |
Max Drawdown (1Y)Largest decline over 1 year | -2.57% | -2.48% | -0.09% |
Max Drawdown (3Y)Largest decline over 3 years | -4.81% | -4.91% | +0.10% |
Max Drawdown (5Y)Largest decline over 5 years | -16.00% | -17.43% | +1.43% |
Max Drawdown (10Y)Largest decline over 10 years | -18.75% | — | — |
Current DrawdownCurrent decline from peak | -0.53% | -2.08% | +1.55% |
Average DrawdownAverage peak-to-trough decline | -2.54% | -6.36% | +3.82% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.58% | 0.99% | -0.41% |
Volatility
HYXF vs. EUSB - Volatility Comparison
The current volatility for iShares ESG Advanced High Yield Corporate Bond ETF (HYXF) is 0.70%, while iShares ESG Advanced Total USD Bond Market ETF (EUSB) has a volatility of 0.93%. This indicates that HYXF experiences smaller price fluctuations and is considered to be less risky than EUSB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| HYXF | EUSB | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.70% | 0.93% | -0.23% |
Volatility (6M)Calculated over the trailing 6-month period | 3.07% | 2.69% | +0.38% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.79% | 3.49% | +0.30% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 8.05% | 5.78% | +2.27% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 8.26% | 5.37% | +2.89% |
HYXF vs. EUSB - Expense Ratio Comparison
HYXF has a 0.35% expense ratio, which is higher than EUSB's 0.12% expense ratio.
Dividends
HYXF vs. EUSB - Dividend Comparison
HYXF's dividend yield for the trailing twelve months is around 6.07%, more than EUSB's 4.01% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
EUSB iShares ESG Advanced Total USD Bond Market ETF | 3.68% | 3.84% | 3.67% | 3.08% | 2.21% | 1.10% | 0.57% | 0.00% | 0.00% | 0.00% | 0.00% |
HYXF iShares ESG Advanced High Yield Corporate Bond ETF | 5.54% | 6.19% | 6.40% | 5.93% | 5.37% | 4.56% | 4.96% | 5.29% | 6.14% | 5.85% | 3.16% |
Frequently Asked Questions
HYXF and EUSB have a correlation of 0.60, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
EUSB has higher volatility (0.93%) compared to HYXF (0.70%). In terms of maximum drawdown, HYXF dropped -18.75% vs EUSB's -17.87%.
On 5-year performance, HYXF leads with 3.42% vs -0.11% for EUSB. On fees, EUSB is cheaper at 0.12% per year. On volatility, HYXF has been the lower-risk option at 0.70%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 5-year period, HYXF has performed better with a 3.42% return vs -0.11%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
EUSB is cheaper with a 0.12% expense ratio, compared with 0.35% for HYXF.
HYXF has the higher dividend yield at 5.54%, compared with 3.68% for EUSB.
HYXF is categorized as High Yield Bonds, while EUSB is Intermediate Core-Plus Bond. HYXF tracks Bloomberg MSCI US High Yield Corporate Choice ESG Screened, while EUSB tracks Bloomberg MSCI US Universal Choice ESG Screened Index. Their fees differ too: 0.35% for HYXF and 0.12% for EUSB.
HYXF currently has the higher Sharpe Ratio (1.17 vs 0.79), 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.
Find the right allocation for HYXF and EUSB
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer