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HYXF vs. SCYB
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

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

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HYXF vs. SCYB - Yearly Performance Comparison


2026 (YTD)202520242023
HYXF
iShares ESG Advanced High Yield Corporate Bond ETF
-1.02%8.88%8.35%7.20%
SCYB
Schwab High Yield Bond ETF
-0.10%8.33%8.15%6.74%

Returns By Period

In the year-to-date period, HYXF achieves a -1.02% return, which is significantly lower than SCYB's -0.10% return.


HYXF

1D
0.82%
1M
-1.26%
YTD
-1.02%
6M
0.48%
1Y
6.36%
3Y*
8.02%
5Y*
3.44%
10Y*

SCYB

1D
0.36%
1M
-0.82%
YTD
-0.10%
6M
0.87%
1Y
7.00%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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HYXF vs. SCYB - Expense Ratio Comparison

HYXF has a 0.35% expense ratio, which is higher than SCYB's 0.03% expense ratio.


Return for Risk

HYXF vs. SCYB — 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: 3838
Sharpe Ratio Rank
HYXF Sortino Ratio Rank: 3737
Sortino Ratio Rank
HYXF Omega Ratio Rank: 6060
Omega Ratio Rank
HYXF Calmar Ratio Rank: 5151
Calmar Ratio Rank
HYXF Martin Ratio Rank: 3636
Martin Ratio Rank

SCYB
SCYB Risk / Return Rank: 7171
Overall Rank
SCYB Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
SCYB Sortino Ratio Rank: 7070
Sortino Ratio Rank
SCYB Omega Ratio Rank: 7575
Omega Ratio Rank
SCYB Calmar Ratio Rank: 6464
Calmar Ratio Rank
SCYB 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. SCYB - 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 Schwab High Yield Bond ETF (SCYB). 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.


HYXFSCYBDifference

Sharpe ratio

Return per unit of total volatility

0.71

1.24

-0.53

Sortino ratio

Return per unit of downside risk

1.07

1.82

-0.75

Omega ratio

Gain probability vs. loss probability

1.22

1.29

-0.07

Calmar ratio

Return relative to maximum drawdown

1.30

1.68

-0.38

Martin ratio

Return relative to average drawdown

3.36

8.84

-5.48

HYXF vs. SCYB - Sharpe Ratio Comparison

The current HYXF Sharpe Ratio is 0.71, which is lower than the SCYB Sharpe Ratio of 1.24. The chart below compares the historical Sharpe Ratios of HYXF and SCYB, 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


HYXFSCYBDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.71

1.24

-0.53

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.43

Sharpe Ratio (All Time)

Calculated using the full available price history

0.60

1.64

-1.05

Correlation

The correlation between HYXF and SCYB is 0.87, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

HYXF vs. SCYB - Dividend Comparison

HYXF's dividend yield for the trailing twelve months is around 6.25%, less than SCYB's 7.06% yield.


TTM2025202420232022202120202019201820172016
HYXF
iShares ESG Advanced High Yield Corporate Bond ETF
5.73%6.19%6.40%5.93%5.37%4.56%4.96%5.29%6.14%5.85%3.16%
SCYB
Schwab High Yield Bond ETF
7.06%6.99%7.06%3.36%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

HYXF vs. SCYB - Drawdown Comparison

The maximum HYXF drawdown since its inception was -18.75%, which is greater than SCYB's maximum drawdown of -4.92%. Use the drawdown chart below to compare losses from any high point for HYXF and SCYB.


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Drawdown Indicators


HYXFSCYBDifference

Max Drawdown

Largest peak-to-trough decline

-18.75%

-4.92%

-13.83%

Max Drawdown (1Y)

Largest decline over 1 year

-4.81%

-4.22%

-0.59%

Max Drawdown (5Y)

Largest decline over 5 years

-16.00%

Current Drawdown

Current decline from peak

-1.56%

-1.14%

-0.42%

Average Drawdown

Average peak-to-trough decline

-2.62%

-0.53%

-2.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.86%

0.80%

+1.06%

Volatility

HYXF vs. SCYB - Volatility Comparison

iShares ESG Advanced High Yield Corporate Bond ETF (HYXF) and Schwab High Yield Bond ETF (SCYB) have volatilities of 2.24% and 2.28%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HYXFSCYBDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.24%

2.28%

-0.04%

Volatility (6M)

Calculated over the trailing 6-month period

2.89%

2.93%

-0.04%

Volatility (1Y)

Calculated over the trailing 1-year period

9.00%

5.68%

+3.32%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.03%

5.20%

+2.83%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.38%

5.20%

+3.18%