PortfoliosLab logoPortfoliosLab logo
HYXF vs. LDEM
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

HYXF vs. LDEM - 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 ESG MSCI EM Leaders ETF (LDEM). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, HYXF achieves a 1.34% return, which is significantly lower than LDEM's 8.26% return.


HYXF

1D
0.29%
1M
1.24%
YTD
1.34%
6M
1.95%
1Y
6.13%
3Y*
8.59%
5Y*
3.71%
10Y*
5.12%

LDEM

1D
2.52%
1M
3.00%
YTD
8.26%
6M
9.66%
1Y
24.07%
3Y*
13.85%
5Y*
2.60%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

HYXF vs. LDEM - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
HYXF
iShares ESG Advanced High Yield Corporate Bond ETF
1.34%8.88%8.35%11.87%-11.90%2.60%4.89%
LDEM
iShares ESG MSCI EM Leaders ETF
8.26%32.49%5.87%6.49%-22.46%-2.03%16.30%

Correlation

The correlation between HYXF and LDEM is 0.57, 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

0.57

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

0.47

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

0.48

Correlation (All Time)
Calculated using the full available price history since Feb 12, 2020

0.49

The correlation between HYXF and LDEM shifts across timeframes, from 0.47 (3 years) to 0.57 (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. LDEM — Risk / Return Rank

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

HYXF
HYXF Risk / Return Rank: 5454
Overall Rank
HYXF Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
HYXF Sortino Ratio Rank: 5454
Sortino Ratio Rank
HYXF Omega Ratio Rank: 5151
Omega Ratio Rank
HYXF Calmar Ratio Rank: 5151
Calmar Ratio Rank
HYXF Martin Ratio Rank: 6363
Martin Ratio Rank

LDEM
LDEM Risk / Return Rank: 3939
Overall Rank
LDEM Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
LDEM Sortino Ratio Rank: 3737
Sortino Ratio Rank
LDEM Omega Ratio Rank: 4040
Omega Ratio Rank
LDEM Calmar Ratio Rank: 3939
Calmar Ratio Rank
LDEM Martin Ratio Rank: 3939
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. LDEM - 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 MSCI EM Leaders ETF (LDEM). 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.


HYXFLDEMDifference
Sharpe ratioReturn per unit of total volatility

+0.33

Sortino ratioReturn per unit of downside risk

+0.62

Omega ratioGain probability vs. loss probability

1.30

1.25

+0.06

Calmar ratioReturn relative to maximum drawdown

2.40

1.83

+0.57

Martin ratioReturn relative to average drawdown

10.72

5.76

+4.95

HYXF vs. LDEM - Sharpe Ratio Comparison

The current HYXF Sharpe Ratio is 1.61, which is comparable to the LDEM Sharpe Ratio of 1.28. The chart below compares the historical Sharpe Ratios of HYXF and LDEM, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

HYXF vs. LDEM - Drawdown Comparison

The maximum HYXF drawdown since its inception was -18.75%, smaller than the maximum LDEM drawdown of -40.82%. Use the drawdown chart below to compare losses from any high point for HYXF and LDEM.


Loading charts...

Drawdown Indicators


HYXFLDEMDifference

Max Drawdown

Largest peak-to-trough decline

-18.75%

-40.82%

+22.07%

Max Drawdown (1Y)

Largest decline over 1 year

-2.57%

-13.21%

+10.64%

Max Drawdown (3Y)

Largest decline over 3 years

-4.81%

-15.12%

+10.31%

Max Drawdown (5Y)

Largest decline over 5 years

-16.00%

-39.17%

+23.17%

Max Drawdown (10Y)

Largest decline over 10 years

-18.75%

Current Drawdown

Current decline from peak

0.00%

-2.72%

+2.72%

Average Drawdown

Average peak-to-trough decline

-2.57%

-17.30%

+14.73%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.57%

4.19%

-3.62%

Volatility

HYXF vs. LDEM - Volatility Comparison

The current volatility for iShares ESG Advanced High Yield Corporate Bond ETF (HYXF) is 1.29%, while iShares ESG MSCI EM Leaders ETF (LDEM) has a volatility of 8.65%. This indicates that HYXF experiences smaller price fluctuations and is considered to be less risky than LDEM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


HYXFLDEMDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.29%

8.65%

-7.36%

Volatility (6M)

Calculated over the trailing 6-month period

3.01%

15.64%

-12.63%

Volatility (1Y)

Calculated over the trailing 1-year period

3.83%

18.96%

-15.13%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.05%

19.34%

-11.29%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.31%

20.87%

-12.56%

HYXF vs. LDEM - Expense Ratio Comparison

HYXF has a 0.35% expense ratio, which is higher than LDEM's 0.16% expense ratio.


Dividends

HYXF vs. LDEM - Dividend Comparison

HYXF's dividend yield for the trailing twelve months is around 6.07%, more than LDEM's 3.83% yield.


PositionTTM2025202420232022202120202019201820172016
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%
LDEM
iShares ESG MSCI EM Leaders ETF
3.83%3.26%2.64%3.20%4.93%1.82%1.89%0.00%0.00%0.00%0.00%

Frequently Asked Questions


HYXF and LDEM have a correlation of 0.57, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

LDEM has higher volatility (8.65%) compared to HYXF (1.29%). In terms of maximum drawdown, HYXF dropped -18.75% vs LDEM's -40.82%.

On 5-year performance, HYXF leads with 3.71% vs 2.60% for LDEM. On fees, LDEM is cheaper at 0.16% per year. On volatility, HYXF has been the lower-risk option at 1.29%. 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 3.71% return vs 2.60%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

LDEM is cheaper with a 0.16% expense ratio, compared with 0.35% for HYXF.

HYXF has the higher dividend yield at 6.07%, compared with 3.83% for LDEM.

HYXF is categorized as High Yield Bonds, while LDEM is Emerging Markets Equities. HYXF tracks Bloomberg MSCI US High Yield Corporate Choice ESG Screened, while LDEM tracks MSCI EM Extended ESG Leaders 5% Issuer Capped Index. Their fees differ too: 0.35% for HYXF and 0.16% for LDEM.

HYXF currently has the higher Sharpe Ratio (1.61 vs 1.28), 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 LDEM

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