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SIHY vs. ESHY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SIHY vs. ESHY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Harbor Scientific Alpha High-Yield ETF (SIHY) and Xtrackers J.P. Morgan ESG USD High Yield Corporate Bond ETF (ESHY). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


SIHY

1D
0.07%
1M
0.88%
YTD
2.37%
6M
2.46%
1Y
7.25%
3Y*
9.70%
5Y*
10Y*

ESHY

1D
0.00%
1M
0.00%
YTD
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SIHY vs. ESHY - Yearly Performance Comparison


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Return for Risk

SIHY vs. ESHY — Risk / Return Rank

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

SIHY
SIHY Risk / Return Rank: 6060
Overall Rank
SIHY Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
SIHY Sortino Ratio Rank: 6767
Sortino Ratio Rank
SIHY Omega Ratio Rank: 6262
Omega Ratio Rank
SIHY Calmar Ratio Rank: 5353
Calmar Ratio Rank
SIHY Martin Ratio Rank: 6161
Martin Ratio Rank

ESHY

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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.

SIHY vs. ESHY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Harbor Scientific Alpha High-Yield ETF (SIHY) and Xtrackers J.P. Morgan ESG USD High Yield Corporate Bond ETF (ESHY). 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.


SIHYESHYDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.33

Calmar ratioReturn relative to maximum drawdown

2.30

Martin ratioReturn relative to average drawdown

9.48

SIHY vs. ESHY - Sharpe Ratio Comparison


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Drawdowns

SIHY vs. ESHY - Drawdown Comparison

The maximum SIHY drawdown since its inception was -13.30%, which is greater than ESHY's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for SIHY and ESHY.


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Drawdown Indicators


SIHYESHYDifference

Max Drawdown

Largest peak-to-trough decline

-13.30%

0.00%

-13.30%

Max Drawdown (1Y)

Largest decline over 1 year

-3.17%

Max Drawdown (3Y)

Largest decline over 3 years

-5.36%

Current Drawdown

Current decline from peak

-0.24%

0.00%

-0.24%

Average Drawdown

Average peak-to-trough decline

-2.74%

0.00%

-2.74%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.77%

Volatility

SIHY vs. ESHY - Volatility Comparison


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Volatility by Period


SIHYESHYDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.20%

Volatility (6M)

Calculated over the trailing 6-month period

3.16%

Volatility (1Y)

Calculated over the trailing 1-year period

4.21%

0.00%

+4.21%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.54%

0.00%

+7.54%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.54%

0.00%

+7.54%

SIHY vs. ESHY - Expense Ratio Comparison

SIHY has a 0.48% expense ratio, which is higher than ESHY's 0.20% expense ratio.


Dividends

SIHY vs. ESHY - Dividend Comparison

SIHY's dividend yield for the trailing twelve months is around 7.22%, while ESHY has not paid dividends to shareholders.


PositionTTM20252024202320222021
ESHY
Xtrackers J.P. Morgan ESG USD High Yield Corporate Bond ETF
0.00%0.00%0.00%0.00%0.00%0.00%
SIHY
Harbor Scientific Alpha High-Yield ETF
7.22%7.61%7.54%7.06%6.31%1.30%

Frequently Asked Questions


On fees, ESHY is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

ESHY is cheaper with a 0.20% expense ratio, compared with 0.48% for SIHY.

SIHY has the higher dividend yield at 7.22%, compared with 0.00% for ESHY.

SIHY tracks ICE BofA US High Yield, while ESHY tracks JPMorgan ESG DM Corporate High Yield USD Index. They also come from different issuers: Harbor and Deutsche Bank. Their fees differ too: 0.48% for SIHY and 0.20% for ESHY.

Portfolio Optimizer

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