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SIHY vs. HYXU
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SIHY vs. HYXU - Performance Comparison

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

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Returns By Period


SIHY

1D
0.01%
1M
0.89%
YTD
1.75%
6M
2.15%
1Y
8.21%
3Y*
9.35%
5Y*
10Y*

HYXU

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

SIHY vs. HYXU - Yearly Performance Comparison


SIHY vs. HYXU - Sectors Allocation Comparison


Sectors
SIHY
HYXU

Industrials

14.8%

-

Consumer Cyclical

13.9%

-

Energy

11.9%

-

Technology

8.8%

-

Financial Services

6.3%

-

Real Estate

5.3%

-

Basic Materials

3.2%

-

Communication Services

3.0%
100.0%

Utilities

3.0%

-

Consumer Defensive

2.0%

-

Healthcare

1.5%

-

Industrials

SIHY
14.8%
HYXU

-

Consumer Cyclical

SIHY
13.9%
HYXU

-

Energy

SIHY
11.9%
HYXU

-

Technology

SIHY
8.8%
HYXU

-

Financial Services

SIHY
6.3%
HYXU

-

Real Estate

SIHY
5.3%
HYXU

-

Basic Materials

SIHY
3.2%
HYXU

-

Communication Services

SIHY
3.0%
HYXU
100.0%

Utilities

SIHY
3.0%
HYXU

-

Consumer Defensive

SIHY
2.0%
HYXU

-

Healthcare

SIHY
1.5%
HYXU

-

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Return for Risk

SIHY vs. HYXU — Risk / Return Rank

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

SIHY
SIHY Risk / Return Rank: 6161
Overall Rank
SIHY Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
SIHY Sortino Ratio Rank: 6868
Sortino Ratio Rank
SIHY Omega Ratio Rank: 6565
Omega Ratio Rank
SIHY Calmar Ratio Rank: 5454
Calmar Ratio Rank
SIHY Martin Ratio Rank: 6161
Martin Ratio Rank

HYXU
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. HYXU - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Harbor Scientific Alpha High-Yield ETF (SIHY) and iShares Euro High Yield Corporate Bond USD Hedged ETF (HYXU). 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.


SIHYHYXUDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.38

Calmar ratioReturn relative to maximum drawdown

2.60

Martin ratioReturn relative to average drawdown

10.75

SIHY vs. HYXU - Sharpe Ratio Comparison


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Sharpe Ratios by Period


SIHYHYXUDifference

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. HYXU - Drawdown Comparison

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


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Drawdown Indicators


SIHYHYXUDifference

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

SIHY vs. HYXU - Volatility Comparison


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Volatility by Period


SIHYHYXUDifference

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. HYXU - Expense Ratio Comparison

SIHY has a 0.48% expense ratio, which is higher than HYXU's 0.35% expense ratio.


Dividends

SIHY vs. HYXU - Dividend Comparison

SIHY's dividend yield for the trailing twelve months is around 7.26%, while HYXU has not paid dividends to shareholders.


PositionTTM20252024202320222021
HYXU
iShares Euro High Yield Corporate Bond USD Hedged 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


On fees, HYXU is cheaper at 0.35% per year. The better choice depends on whether you care most about return, fees, risk, or income.

HYXU is cheaper with a 0.35% expense ratio, compared with 0.48% for SIHY.

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

SIHY tracks ICE BofA US High Yield, while HYXU tracks BBG Pan-European High Yield (Euro) Total Return 100% USD Hedged Index. They also come from different issuers: Harbor and iShares. Their fees differ too: 0.48% for SIHY and 0.35% for HYXU.

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