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HYXF vs. IBND
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

HYXF vs. IBND - 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 SPDR Bloomberg Barclays International Corporate Bond ETF (IBND). 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 higher than IBND's -1.08% return.


HYXF

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

IBND

1D
-0.44%
1M
-0.01%
YTD
-1.08%
6M
-0.51%
1Y
2.86%
3Y*
6.69%
5Y*
-1.50%
10Y*
0.65%
*Multi-year figures are annualized to reflect compound growth (CAGR)

HYXF vs. IBND - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
HYXF
iShares ESG Advanced High Yield Corporate Bond ETF
0.91%8.88%8.35%11.87%-11.90%2.60%6.07%14.87%-0.24%6.89%
IBND
SPDR Bloomberg Barclays International Corporate Bond ETF
-1.08%16.17%-2.81%10.38%-19.44%-8.40%11.50%4.41%-6.15%14.84%

Correlation

The correlation between HYXF and IBND is 0.51, 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

0.51

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

0.48

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

0.51

Correlation (All Time)
Calculated using the full available price history since Jun 20, 2016

0.34

The correlation between HYXF and IBND shifts across timeframes, from 0.34 (all time) to 0.51 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

HYXF vs. IBND — 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

IBND
IBND Risk / Return Rank: 1313
Overall Rank
IBND Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
IBND Sortino Ratio Rank: 1313
Sortino Ratio Rank
IBND Omega Ratio Rank: 1313
Omega Ratio Rank
IBND Calmar Ratio Rank: 1414
Calmar Ratio Rank
IBND Martin Ratio Rank: 1414
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. IBND - 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 SPDR Bloomberg Barclays International Corporate Bond ETF (IBND). 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.


HYXFIBNDDifference
Sharpe ratioReturn per unit of total volatility

+1.20

Sortino ratioReturn per unit of downside risk

+1.78

Omega ratioGain probability vs. loss probability

1.29

1.07

+0.22

Calmar ratioReturn relative to maximum drawdown

2.29

0.42

+1.86

Martin ratioReturn relative to average drawdown

10.32

1.16

+9.15

HYXF vs. IBND - Sharpe Ratio Comparison

The current HYXF Sharpe Ratio is 1.56, which is higher than the IBND Sharpe Ratio of 0.36. The chart below compares the historical Sharpe Ratios of HYXF and IBND, 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


HYXFIBNDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.56

0.36

+1.20

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.46

-0.15

+0.61

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.07

Sharpe Ratio (All Time)

Calculated using the full available price history

0.61

0.15

+0.46

Drawdowns

HYXF vs. IBND - Drawdown Comparison

The maximum HYXF drawdown since its inception was -18.75%, smaller than the maximum IBND drawdown of -35.62%. Use the drawdown chart below to compare losses from any high point for HYXF and IBND.


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Drawdown Indicators


HYXFIBNDDifference

Max Drawdown

Largest peak-to-trough decline

-18.75%

-35.62%

+16.87%

Max Drawdown (1Y)

Largest decline over 1 year

-2.57%

-6.75%

+4.18%

Max Drawdown (3Y)

Largest decline over 3 years

-4.81%

-9.18%

+4.37%

Max Drawdown (5Y)

Largest decline over 5 years

-16.00%

-34.32%

+18.32%

Max Drawdown (10Y)

Largest decline over 10 years

-35.62%

Current Drawdown

Current decline from peak

-0.27%

-9.45%

+9.18%

Average Drawdown

Average peak-to-trough decline

-2.58%

-10.64%

+8.06%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.57%

2.46%

-1.89%

Volatility

HYXF vs. IBND - Volatility Comparison

The current volatility for iShares ESG Advanced High Yield Corporate Bond ETF (HYXF) is 1.15%, while SPDR Bloomberg Barclays International Corporate Bond ETF (IBND) has a volatility of 2.04%. This indicates that HYXF experiences smaller price fluctuations and is considered to be less risky than IBND based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HYXFIBNDDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.15%

2.04%

-0.89%

Volatility (6M)

Calculated over the trailing 6-month period

2.93%

6.15%

-3.22%

Volatility (1Y)

Calculated over the trailing 1-year period

3.78%

7.97%

-4.19%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.04%

9.74%

-1.70%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.32%

8.94%

-0.62%

HYXF vs. IBND - Expense Ratio Comparison

HYXF has a 0.35% expense ratio, which is lower than IBND's 0.50% expense ratio.


Dividends

HYXF vs. IBND - Dividend Comparison

HYXF's dividend yield for the trailing twelve months is around 6.09%, more than IBND's 2.74% yield.


PositionTTM20252024202320222021202020192018201720162015
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%
IBND
SPDR Bloomberg Barclays International Corporate Bond ETF
2.74%2.49%2.61%2.08%0.54%0.38%0.45%0.67%0.71%0.34%0.01%0.01%

Frequently Asked Questions


HYXF and IBND have a correlation of 0.51, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IBND has higher volatility (2.04%) compared to HYXF (1.15%). In terms of maximum drawdown, HYXF dropped -18.75% vs IBND's -35.62%.

On 5-year performance, HYXF leads with 3.66% vs -1.50% for IBND. On fees, HYXF is cheaper at 0.35% per year. On volatility, HYXF has been the lower-risk option at 1.15%. 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 3.66% return vs -1.50%. 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 0.50% for IBND.

HYXF has the higher dividend yield at 6.09%, compared with 2.74% for IBND.

HYXF is categorized as High Yield Bonds, while IBND is Corporate Bonds. HYXF tracks Bloomberg MSCI US High Yield Corporate Choice ESG Screened, while IBND tracks Bloomberg Global Aggregate x USD >$1B: Corporate Bond. They also come from different issuers: iShares and State Street. Their fees differ too: 0.35% for HYXF and 0.50% for IBND.

HYXF currently has the higher Sharpe Ratio (1.56 vs 0.36), 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

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