SIHY vs. ESHY

Last updated Jun 5, 2026

SIHY (Harbor Scientific Alpha High-Yield ETF) and ESHY (Xtrackers J.P. Morgan ESG USD High Yield Corporate Bond ETF) are both High Yield Bonds funds - SIHY tracks the ICE BofA US High Yield while ESHY tracks the JPMorgan ESG DM Corporate High Yield USD Index. Both are passively managed. SIHY charges 0.48%/yr vs 0.20%/yr for ESHY.

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.

Returns By Period

SIHY

• 1D: 0.01%
• 1M: 0.89%
• YTD: 1.75%
• 6M: 2.15%
• 1Y: 8.21%
• 3Y*: 9.35%
• 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

	2026 (YTD)
SIHY Harbor Scientific Alpha High-Yield ETF	0.92%
ESHY Xtrackers J.P. Morgan ESG USD High Yield Corporate Bond ETF	0.00%

SIHY vs. ESHY - Sectors Allocation Comparison

Sectors	SIHY	ESHY
Industrials	14.8%	-
Consumer Cyclical	13.9%	-
Energy	11.9%	100.0%
Technology	8.8%	-
Financial Services	6.3%	-
Real Estate	5.3%	-
Basic Materials	3.2%	-
Communication Services	3.0%	-
Utilities	3.0%	-
Consumer Defensive	2.0%	-
Healthcare	1.5%	-

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: 61
SIHY Sharpe Ratio Rank: 60
SIHY Sortino Ratio Rank: 68
SIHY Omega Ratio Rank: 65
SIHY Calmar Ratio Rank: 54
SIHY Martin Ratio Rank: 61

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.

	SIHY	ESHY	Difference
Sharpe ratio: Return per unit of total volatility	1.98	—	—
Sortino ratio: Return per unit of downside risk	3.08	—	—
Omega ratio: Gain probability vs. loss probability	1.38	—	—
Calmar ratio: Return relative to maximum drawdown	2.60	—	—
Martin ratio: Return relative to average drawdown	10.75	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	SIHY	ESHY	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.98	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.64	—	—

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.

Drawdown Indicators

	SIHY	ESHY	Difference
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	-0.12%	0.00%	-0.12%
Average Drawdown Average peak-to-trough decline	-2.78%	0.00%	-2.78%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.76%	—	—

Volatility

Volatility by Period

	SIHY	ESHY	Difference
Volatility (1M) Calculated over the trailing 1-month period	1.16%	—	—
Volatility (6M) Calculated over the trailing 6-month period	3.09%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	4.17%	0.00%	+4.17%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	7.57%	0.00%	+7.57%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	7.57%	0.00%	+7.57%

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 7.26%, while ESHY has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021
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	7.26%	7.61%	7.54%	7.06%	6.31%	1.30%

Frequently Asked Questions

Which ETF is better, SIHY or ESHY?

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.

Which ETF is cheaper, SIHY or ESHY?

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

Which ETF pays a higher dividend yield, SIHY or ESHY?

SIHY has the higher dividend yield at 7.26%, compared with 0.00% for ESHY.

What is the main difference between SIHY and 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.