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HYXF vs. IHY
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

HYXF vs. IHY - 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 International High Yield Bond ETF (IHY). The values are adjusted to include any dividend payments, if applicable.

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HYXF vs. IHY - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
HYXF
iShares ESG Advanced High Yield Corporate Bond ETF
-0.72%8.88%8.35%11.87%-11.90%2.60%6.07%14.87%-0.24%6.89%
IHY
VanEck Vectors International High Yield Bond ETF
-1.31%13.39%3.55%12.11%-14.34%-2.82%8.65%12.77%-4.52%12.54%

Returns By Period

In the year-to-date period, HYXF achieves a -0.72% return, which is significantly higher than IHY's -1.31% return.


HYXF

1D
0.31%
1M
-1.00%
YTD
-0.72%
6M
0.54%
1Y
6.29%
3Y*
8.13%
5Y*
3.50%
10Y*

IHY

1D
0.36%
1M
-1.93%
YTD
-1.31%
6M
-0.10%
1Y
8.29%
3Y*
8.02%
5Y*
1.78%
10Y*
4.15%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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HYXF vs. IHY - Expense Ratio Comparison

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


Return for Risk

HYXF vs. IHY — Risk / Return Rank

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

HYXF
HYXF Risk / Return Rank: 4242
Overall Rank
HYXF Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
HYXF Sortino Ratio Rank: 3434
Sortino Ratio Rank
HYXF Omega Ratio Rank: 5656
Omega Ratio Rank
HYXF Calmar Ratio Rank: 4949
Calmar Ratio Rank
HYXF Martin Ratio Rank: 3636
Martin Ratio Rank

IHY
IHY Risk / Return Rank: 6868
Overall Rank
IHY Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
IHY Sortino Ratio Rank: 7272
Sortino Ratio Rank
IHY Omega Ratio Rank: 6767
Omega Ratio Rank
IHY Calmar Ratio Rank: 6666
Calmar Ratio Rank
IHY Martin Ratio Rank: 6363
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. IHY - 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 International High Yield Bond ETF (IHY). 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.


HYXFIHYDifference

Sharpe ratio

Return per unit of total volatility

0.70

1.32

-0.62

Sortino ratio

Return per unit of downside risk

1.06

1.89

-0.84

Omega ratio

Gain probability vs. loss probability

1.22

1.26

-0.04

Calmar ratio

Return relative to maximum drawdown

1.39

1.78

-0.39

Martin ratio

Return relative to average drawdown

3.58

6.77

-3.19

HYXF vs. IHY - Sharpe Ratio Comparison

The current HYXF Sharpe Ratio is 0.70, which is lower than the IHY Sharpe Ratio of 1.32. The chart below compares the historical Sharpe Ratios of HYXF and IHY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


HYXFIHYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.70

1.32

-0.62

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.44

0.23

+0.21

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.54

Sharpe Ratio (All Time)

Calculated using the full available price history

0.60

0.52

+0.08

Correlation

The correlation between HYXF and IHY is 0.51, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

HYXF vs. IHY - Dividend Comparison

HYXF's dividend yield for the trailing twelve months is around 6.26%, more than IHY's 5.65% yield.


TTM20252024202320222021202020192018201720162015
HYXF
iShares ESG Advanced High Yield Corporate Bond ETF
6.26%6.19%6.40%5.93%5.37%4.56%4.96%5.29%6.14%5.85%3.16%0.00%
IHY
VanEck Vectors International High Yield Bond ETF
5.65%5.31%5.60%5.26%4.97%4.55%4.65%4.86%4.70%4.36%5.11%5.79%

Drawdowns

HYXF vs. IHY - Drawdown Comparison

The maximum HYXF drawdown since its inception was -18.75%, smaller than the maximum IHY drawdown of -27.63%. Use the drawdown chart below to compare losses from any high point for HYXF and IHY.


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Drawdown Indicators


HYXFIHYDifference

Max Drawdown

Largest peak-to-trough decline

-18.75%

-27.63%

+8.88%

Max Drawdown (1Y)

Largest decline over 1 year

-4.81%

-4.75%

-0.06%

Max Drawdown (5Y)

Largest decline over 5 years

-16.00%

-27.63%

+11.63%

Max Drawdown (10Y)

Largest decline over 10 years

-27.63%

Current Drawdown

Current decline from peak

-1.26%

-3.33%

+2.07%

Average Drawdown

Average peak-to-trough decline

-2.62%

-5.33%

+2.71%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.87%

1.25%

+0.62%

Volatility

HYXF vs. IHY - Volatility Comparison

The current volatility for iShares ESG Advanced High Yield Corporate Bond ETF (HYXF) is 2.23%, while VanEck Vectors International High Yield Bond ETF (IHY) has a volatility of 2.51%. This indicates that HYXF experiences smaller price fluctuations and is considered to be less risky than IHY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HYXFIHYDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.23%

2.51%

-0.28%

Volatility (6M)

Calculated over the trailing 6-month period

2.90%

3.72%

-0.82%

Volatility (1Y)

Calculated over the trailing 1-year period

9.00%

6.31%

+2.69%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.03%

7.74%

+0.29%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.38%

7.72%

+0.66%