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HYXF vs. SPHY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

HYXF vs. SPHY - 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 Portfolio High Yield Bond ETF (SPHY). 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 1.31% return, which is significantly lower than SPHY's 1.89% return. Both investments have delivered pretty close results over the past 10 years, with HYXF having a 5.17% annualized return and SPHY not far ahead at 5.23%.


HYXF

1D
0.04%
1M
0.41%
YTD
1.31%
6M
1.35%
1Y
5.06%
3Y*
8.92%
5Y*
3.58%
10Y*
5.17%

SPHY

1D
0.09%
1M
0.33%
YTD
1.89%
6M
1.89%
1Y
6.35%
3Y*
9.12%
5Y*
4.29%
10Y*
5.23%
*Multi-year figures are annualized to reflect compound growth (CAGR)

HYXF vs. SPHY - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
HYXF
iShares ESG Advanced High Yield Corporate Bond ETF
1.31%8.88%8.35%11.87%-11.90%2.60%6.07%14.87%-0.24%6.89%
SPHY
SPDR Portfolio High Yield Bond ETF
1.89%8.59%8.54%12.81%-10.57%5.61%6.65%13.16%-3.35%7.35%

Correlation

The correlation between HYXF and SPHY is 0.92, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.92

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

0.88

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

0.90

Correlation (10Y)
Calculated over the trailing 10-year period

0.72

Correlation (All Time)
Calculated using the full available price history since Jun 17, 2016

0.71

Over the past year, HYXF and SPHY have become more correlated (0.92) than their long-term average of 0.71, meaning their price movements have been converging.

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Return for Risk

HYXF vs. SPHY — 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: 4141
Sharpe Ratio Rank
HYXF Sortino Ratio Rank: 4343
Sortino Ratio Rank
HYXF Omega Ratio Rank: 4242
Omega Ratio Rank
HYXF Calmar Ratio Rank: 4444
Calmar Ratio Rank
HYXF Martin Ratio Rank: 5757
Martin Ratio Rank

SPHY
SPHY Risk / Return Rank: 6565
Overall Rank
SPHY Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
SPHY Sortino Ratio Rank: 6666
Sortino Ratio Rank
SPHY Omega Ratio Rank: 6565
Omega Ratio Rank
SPHY Calmar Ratio Rank: 6262
Calmar Ratio Rank
SPHY Martin Ratio Rank: 7373
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. SPHY - 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 Portfolio High Yield Bond ETF (SPHY). 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.


HYXFSPHYDifference
Sharpe ratioReturn per unit of total volatility

-0.39

Sortino ratioReturn per unit of downside risk

-0.61

Omega ratioGain probability vs. loss probability

1.25

1.34

-0.09

Calmar ratioReturn relative to maximum drawdown

1.98

2.64

-0.66

Martin ratioReturn relative to average drawdown

8.84

11.91

-3.07

HYXF vs. SPHY - Sharpe Ratio Comparison

The current HYXF Sharpe Ratio is 1.33, which is comparable to the SPHY Sharpe Ratio of 1.72. The chart below compares the historical Sharpe Ratios of HYXF and SPHY, 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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Drawdowns

HYXF vs. SPHY - Drawdown Comparison

The maximum HYXF drawdown since its inception was -18.75%, smaller than the maximum SPHY drawdown of -21.97%. Use the drawdown chart below to compare losses from any high point for HYXF and SPHY.


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Drawdown Indicators


HYXFSPHYDifference

Max Drawdown

Largest peak-to-trough decline

-18.75%

-21.97%

+3.22%

Max Drawdown (1Y)

Largest decline over 1 year

-2.57%

-2.41%

-0.16%

Max Drawdown (3Y)

Largest decline over 3 years

-4.81%

-4.85%

+0.04%

Max Drawdown (5Y)

Largest decline over 5 years

-16.00%

-15.29%

-0.71%

Max Drawdown (10Y)

Largest decline over 10 years

-18.75%

-21.97%

+3.22%

Current Drawdown

Current decline from peak

-0.11%

-0.13%

+0.02%

Average Drawdown

Average peak-to-trough decline

-2.56%

-2.28%

-0.28%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.57%

0.53%

+0.04%

Volatility

HYXF vs. SPHY - Volatility Comparison

iShares ESG Advanced High Yield Corporate Bond ETF (HYXF) has a higher volatility of 1.07% compared to SPDR Portfolio High Yield Bond ETF (SPHY) at 0.92%. This indicates that HYXF's price experiences larger fluctuations and is considered to be riskier than SPHY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HYXFSPHYDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.07%

0.92%

+0.15%

Volatility (6M)

Calculated over the trailing 6-month period

3.03%

2.97%

+0.06%

Volatility (1Y)

Calculated over the trailing 1-year period

3.82%

3.71%

+0.11%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.05%

7.18%

+0.87%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.31%

7.86%

+0.45%

HYXF vs. SPHY - Expense Ratio Comparison

HYXF has a 0.35% expense ratio, which is higher than SPHY's 0.05% expense ratio.


Dividends

HYXF vs. SPHY - Dividend Comparison

HYXF's dividend yield for the trailing twelve months is around 6.07%, less than SPHY's 7.24% yield.


PositionTTM20252024202320222021202020192018201720162015
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%0.00%
SPHY
SPDR Portfolio High Yield Bond ETF
7.24%7.38%7.80%7.30%6.47%5.13%5.63%5.73%4.09%4.41%4.27%4.29%

Frequently Asked Questions


With a correlation of 0.92, HYXF and SPHY move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

HYXF has higher volatility (1.07%) compared to SPHY (0.92%). In terms of maximum drawdown, HYXF dropped -18.75% vs SPHY's -21.97%.

On 10-year performance, SPHY leads with 5.23% vs 5.17% for HYXF. On fees, SPHY is cheaper at 0.05% per year. On volatility, SPHY has been the lower-risk option at 0.92%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, SPHY has performed better with a 5.23% return vs 5.17%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

SPHY is cheaper with a 0.05% expense ratio, compared with 0.35% for HYXF.

SPHY has the higher dividend yield at 7.24%, compared with 6.07% for HYXF.

HYXF tracks Bloomberg MSCI US High Yield Corporate Choice ESG Screened, while SPHY tracks ICE BofA US High Yield Index. They also come from different issuers: iShares and State Street. Their fees differ too: 0.35% for HYXF and 0.05% for SPHY.

SPHY currently has the higher Sharpe Ratio (1.72 vs 1.33), 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 SPHY

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