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HYXF vs. HYEM
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

HYXF vs. HYEM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares ESG Advanced High Yield Corporate Bond ETF (HYXF) and VanEck Vectors Emerging Markets High Yield Bond ETF (HYEM). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, HYXF achieves a 1.31% return, which is significantly lower than HYEM's 3.97% return. Over the past 10 years, HYXF has outperformed HYEM with an annualized return of 5.17%, while HYEM has yielded a comparatively lower 4.63% annualized return.


HYXF

1D
0.04%
1M
0.41%
YTD
1.31%
6M
1.35%
1Y
5.06%
3Y*
8.92%
5Y*
3.58%
10Y*
5.17%

HYEM

1D
-0.15%
1M
0.66%
YTD
3.97%
6M
3.83%
1Y
8.96%
3Y*
10.22%
5Y*
2.91%
10Y*
4.63%
*Multi-year figures are annualized to reflect compound growth (CAGR)

HYXF vs. HYEM - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
HYXF
iShares ESG Advanced High Yield Corporate Bond ETF
1.31%8.88%8.35%11.87%-11.90%2.60%6.07%14.87%-0.24%6.89%
HYEM
VanEck Vectors Emerging Markets High Yield Bond ETF
3.97%9.24%12.14%8.35%-13.39%-1.31%6.87%12.85%-3.38%7.94%

Correlation

The correlation between HYXF and HYEM is 0.47, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.47

Correlation (3Y)
Calculated over the trailing 3-year period

0.49

Correlation (5Y)
Calculated over the trailing 5-year period

0.55

Correlation (10Y)
Calculated over the trailing 10-year period

0.43

Correlation (All Time)
Calculated using the full available price history since Jun 17, 2016

0.43

The correlation between HYXF and HYEM shifts across timeframes, from 0.43 (all time) to 0.55 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

HYXF vs. HYEM — Risk / Return Rank

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

HYXF
HYXF Risk / Return Rank: 4545
Overall Rank
HYXF Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
HYXF Sortino Ratio Rank: 4343
Sortino Ratio Rank
HYXF Omega Ratio Rank: 4242
Omega Ratio Rank
HYXF Calmar Ratio Rank: 4444
Calmar Ratio Rank
HYXF Martin Ratio Rank: 5757
Martin Ratio Rank

HYEM
HYEM Risk / Return Rank: 7676
Overall Rank
HYEM Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
HYEM Sortino Ratio Rank: 7777
Sortino Ratio Rank
HYEM Omega Ratio Rank: 7777
Omega Ratio Rank
HYEM Calmar Ratio Rank: 7474
Calmar Ratio Rank
HYEM Martin Ratio Rank: 7979
Martin Ratio Rank
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.

HYXF vs. HYEM - 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 VanEck Vectors Emerging Markets High Yield Bond ETF (HYEM). 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.


HYXFHYEMDifference
Sharpe ratioReturn per unit of total volatility

-0.71

Sortino ratioReturn per unit of downside risk

-0.97

Omega ratioGain probability vs. loss probability

1.25

1.39

-0.15

Calmar ratioReturn relative to maximum drawdown

1.98

3.30

-1.32

Martin ratioReturn relative to average drawdown

8.84

13.39

-4.55

HYXF vs. HYEM - Sharpe Ratio Comparison

The current HYXF Sharpe Ratio is 1.33, which is lower than the HYEM Sharpe Ratio of 2.04. The chart below compares the historical Sharpe Ratios of HYXF and HYEM, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

HYXF vs. HYEM - Drawdown Comparison

The maximum HYXF drawdown since its inception was -18.75%, smaller than the maximum HYEM drawdown of -30.96%. Use the drawdown chart below to compare losses from any high point for HYXF and HYEM.


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Drawdown Indicators


HYXFHYEMDifference

Max Drawdown

Largest peak-to-trough decline

-18.75%

-30.96%

+12.21%

Max Drawdown (1Y)

Largest decline over 1 year

-2.57%

-2.73%

+0.16%

Max Drawdown (3Y)

Largest decline over 3 years

-4.81%

-5.23%

+0.42%

Max Drawdown (5Y)

Largest decline over 5 years

-16.00%

-26.29%

+10.29%

Max Drawdown (10Y)

Largest decline over 10 years

-18.75%

-30.96%

+12.21%

Current Drawdown

Current decline from peak

-0.11%

-0.49%

+0.38%

Average Drawdown

Average peak-to-trough decline

-2.56%

-4.38%

+1.82%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.57%

0.67%

-0.10%

Volatility

HYXF vs. HYEM - Volatility Comparison

The current volatility for iShares ESG Advanced High Yield Corporate Bond ETF (HYXF) is 1.07%, while VanEck Vectors Emerging Markets High Yield Bond ETF (HYEM) has a volatility of 1.14%. This indicates that HYXF experiences smaller price fluctuations and is considered to be less risky than HYEM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HYXFHYEMDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.07%

1.14%

-0.07%

Volatility (6M)

Calculated over the trailing 6-month period

3.03%

3.26%

-0.23%

Volatility (1Y)

Calculated over the trailing 1-year period

3.82%

4.40%

-0.58%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.05%

7.50%

+0.55%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.31%

9.27%

-0.96%

HYXF vs. HYEM - Expense Ratio Comparison

HYXF has a 0.35% expense ratio, which is lower than HYEM's 0.40% expense ratio.


Dividends

HYXF vs. HYEM - Dividend Comparison

HYXF's dividend yield for the trailing twelve months is around 6.07%, less than HYEM's 6.52% yield.


PositionTTM20252024202320222021202020192018201720162015
HYEM
VanEck Vectors Emerging Markets High Yield Bond ETF
6.52%6.67%6.34%6.27%6.47%5.33%5.56%6.14%5.71%5.86%6.25%7.64%
HYXF
iShares ESG Advanced High Yield Corporate Bond ETF
6.07%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 HYEM have a correlation of 0.47, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

HYEM has higher volatility (1.14%) compared to HYXF (1.07%). In terms of maximum drawdown, HYXF dropped -18.75% vs HYEM's -30.96%.

On 10-year performance, HYXF leads with 5.17% vs 4.63% for HYEM. On fees, HYXF is cheaper at 0.35% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, HYXF has performed better with a 5.17% return vs 4.63%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

HYXF is cheaper with a 0.35% expense ratio, compared with 0.40% for HYEM.

HYEM has the higher dividend yield at 6.52%, compared with 6.07% for HYXF.

HYXF tracks Bloomberg MSCI US High Yield Corporate Choice ESG Screened, while HYEM tracks BofA Merrill Lynch Diversified High Yield US Emerging Markets Corporate Plus Index. They also come from different issuers: iShares and VanEck. Their fees differ too: 0.35% for HYXF and 0.40% for HYEM.

HYEM currently has the higher Sharpe Ratio (2.04 vs 1.33), 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.

Portfolio Optimizer

Find the right allocation for HYXF and HYEM

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