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HYXF vs. IBHG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

HYXF vs. IBHG - 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 iShares iBonds 2027 Term High Yield and Income ETF (IBHG). 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 0.91% return, which is significantly lower than IBHG's 0.96% return.


HYXF

1D
-0.24%
1M
0.34%
YTD
0.91%
6M
1.51%
1Y
5.86%
3Y*
8.56%
5Y*
3.66%
10Y*

IBHG

1D
-0.09%
1M
0.21%
YTD
0.96%
6M
1.46%
1Y
4.61%
3Y*
7.37%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

HYXF vs. IBHG - Yearly Performance Comparison


2026 (YTD)20252024202320222021
HYXF
iShares ESG Advanced High Yield Corporate Bond ETF
0.91%8.88%8.35%11.87%-11.90%0.84%
IBHG
iShares iBonds 2027 Term High Yield and Income ETF
0.96%6.90%7.42%11.27%-8.88%1.07%

Correlation

The correlation between HYXF and IBHG is 0.71, 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

0.71

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

0.76

Correlation (All Time)
Calculated using the full available price history since Jul 12, 2021

0.82

The correlation between HYXF and IBHG shifts across timeframes, from 0.71 (1 year) to 0.82 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

HYXF vs. IBHG — Risk / Return Rank

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

HYXF
HYXF Risk / Return Rank: 4949
Overall Rank
HYXF Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
HYXF Sortino Ratio Rank: 4848
Sortino Ratio Rank
HYXF Omega Ratio Rank: 4646
Omega Ratio Rank
HYXF Calmar Ratio Rank: 4747
Calmar Ratio Rank
HYXF Martin Ratio Rank: 5959
Martin Ratio Rank

IBHG
IBHG Risk / Return Rank: 7979
Overall Rank
IBHG Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
IBHG Sortino Ratio Rank: 7676
Sortino Ratio Rank
IBHG Omega Ratio Rank: 7070
Omega Ratio Rank
IBHG Calmar Ratio Rank: 9292
Calmar Ratio Rank
IBHG Martin Ratio Rank: 9292
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. IBHG - 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 iBonds 2027 Term High Yield and Income ETF (IBHG). 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.


HYXFIBHGDifference
Sharpe ratioReturn per unit of total volatility

-0.64

Sortino ratioReturn per unit of downside risk

-1.07

Omega ratioGain probability vs. loss probability

1.29

1.42

-0.13

Calmar ratioReturn relative to maximum drawdown

2.29

6.38

-4.09

Martin ratioReturn relative to average drawdown

10.32

23.30

-12.98

HYXF vs. IBHG - Sharpe Ratio Comparison

The current HYXF Sharpe Ratio is 1.56, which is comparable to the IBHG Sharpe Ratio of 2.20. The chart below compares the historical Sharpe Ratios of HYXF and IBHG, 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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Sharpe Ratios by Period


HYXFIBHGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.56

2.20

-0.64

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.46

Sharpe Ratio (All Time)

Calculated using the full available price history

0.61

0.56

+0.05

Drawdowns

HYXF vs. IBHG - Drawdown Comparison

The maximum HYXF drawdown since its inception was -18.75%, which is greater than IBHG's maximum drawdown of -13.85%. Use the drawdown chart below to compare losses from any high point for HYXF and IBHG.


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Drawdown Indicators


HYXFIBHGDifference

Max Drawdown

Largest peak-to-trough decline

-18.75%

-13.85%

-4.90%

Max Drawdown (1Y)

Largest decline over 1 year

-2.57%

-0.73%

-1.84%

Max Drawdown (3Y)

Largest decline over 3 years

-4.81%

-3.39%

-1.42%

Max Drawdown (5Y)

Largest decline over 5 years

-16.00%

Current Drawdown

Current decline from peak

-0.27%

-0.22%

-0.05%

Average Drawdown

Average peak-to-trough decline

-2.58%

-2.67%

+0.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.57%

0.20%

+0.37%

Volatility

HYXF vs. IBHG - Volatility Comparison

iShares ESG Advanced High Yield Corporate Bond ETF (HYXF) has a higher volatility of 1.15% compared to iShares iBonds 2027 Term High Yield and Income ETF (IBHG) at 0.58%. This indicates that HYXF's price experiences larger fluctuations and is considered to be riskier than IBHG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HYXFIBHGDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.15%

0.58%

+0.57%

Volatility (6M)

Calculated over the trailing 6-month period

2.93%

1.53%

+1.40%

Volatility (1Y)

Calculated over the trailing 1-year period

3.78%

2.11%

+1.67%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.04%

6.37%

+1.67%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.32%

6.37%

+1.95%

HYXF vs. IBHG - Expense Ratio Comparison

Both HYXF and IBHG have an expense ratio of 0.35%.


Dividends

HYXF vs. IBHG - Dividend Comparison

HYXF's dividend yield for the trailing twelve months is around 6.09%, which matches IBHG's 6.08% yield.


PositionTTM2025202420232022202120202019201820172016
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%
IBHG
iShares iBonds 2027 Term High Yield and Income ETF
6.08%6.33%7.02%6.66%5.62%2.13%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


HYXF and IBHG have a correlation of 0.71, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

HYXF has higher volatility (1.15%) compared to IBHG (0.58%). In terms of maximum drawdown, HYXF dropped -18.75% vs IBHG's -13.85%.

On 3-year performance, HYXF leads with 8.56% vs 7.37% for IBHG. Both ETFs have the same 0.35% expense ratio. On volatility, IBHG has been the lower-risk option at 0.58%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, HYXF has performed better with a 8.56% return vs 7.37%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

HYXF and IBHG have the same expense ratio: 0.35% per year.

HYXF has the higher dividend yield at 6.09%, compared with 6.08% for IBHG.

HYXF tracks Bloomberg MSCI US High Yield Corporate Choice ESG Screened, while IBHG tracks Bloomberg 2027 Term High Yield and Income Index - Benchmark TR Gross.

IBHG currently has the higher Sharpe Ratio (2.20 vs 1.56), 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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