SKOR vs. XHYF
SKOR (FlexShares Credit-Scored US Corporate Bond Index Fund) and XHYF (BondBloxx US High Yield Financial & REIT Sector ETF) are both exchange-traded funds - SKOR is a Corporate Bonds fund tracking the NorthernTrustUS Corporate Bond Quality Value Index, while XHYF is a High Yield Bonds fund tracking the ICE Diversified US Cash Pay High Yield Financial & REIT. Both are passively managed. Over the past 3 years, SKOR returned 5.94%/yr vs 9.29%/yr for XHYF. A 0.61 correlation means they provide meaningful diversification when combined. SKOR charges 0.22%/yr vs 0.35%/yr for XHYF.
Performance
SKOR vs. XHYF - Performance Comparison
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Returns By Period
In the year-to-date period, SKOR achieves a 0.45% return, which is significantly higher than XHYF's -0.10% return.
SKOR
- 1D
- 0.11%
- 1M
- 0.25%
- YTD
- 0.45%
- 6M
- 0.78%
- 1Y
- 5.01%
- 3Y*
- 5.94%
- 5Y*
- 1.81%
- 10Y*
- 2.88%
XHYF
- 1D
- 0.00%
- 1M
- -0.35%
- YTD
- -0.10%
- 6M
- 0.51%
- 1Y
- 4.79%
- 3Y*
- 9.29%
- 5Y*
- —
- 10Y*
- —
SKOR vs. XHYF - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
SKOR FlexShares Credit-Scored US Corporate Bond Index Fund | 0.45% | 7.99% | 4.42% | 7.64% | -6.87% |
XHYF BondBloxx US High Yield Financial & REIT Sector ETF | -0.10% | 8.69% | 8.65% | 13.29% | -7.22% |
Correlation
The correlation between SKOR and XHYF is 0.34, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.34 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.59 |
Correlation (All Time) Calculated using the full available price history since Feb 18, 2022 | 0.61 |
Over the past year, the correlation between SKOR and XHYF has dropped to 0.34 - well below their long-term average of 0.61, suggesting their price drivers have been diverging.
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Return for Risk
SKOR vs. XHYF — Risk / Return Rank
SKOR
XHYF
SKOR vs. XHYF - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for FlexShares Credit-Scored US Corporate Bond Index Fund (SKOR) and BondBloxx US High Yield Financial & REIT Sector ETF (XHYF). 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.
| SKOR | XHYF | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.30 | ||
| Sortino ratioReturn per unit of downside risk | +0.29 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 1.30 | +0.05 |
| Calmar ratioReturn relative to maximum drawdown | 2.41 | 1.71 | +0.70 |
| Martin ratioReturn relative to average drawdown | 8.60 | 7.44 | +1.16 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SKOR | XHYF | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.86 | 1.57 | +0.30 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.41 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.59 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.63 | 0.73 | -0.10 |
Drawdowns
SKOR vs. XHYF - Drawdown Comparison
The maximum SKOR drawdown since its inception was -15.98%, which is greater than XHYF's maximum drawdown of -12.92%. Use the drawdown chart below to compare losses from any high point for SKOR and XHYF.
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Drawdown Indicators
| SKOR | XHYF | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -15.98% | -12.92% | -3.06% |
Max Drawdown (1Y)Largest decline over 1 year | -2.09% | -3.22% | +1.13% |
Max Drawdown (3Y)Largest decline over 3 years | -3.11% | -4.19% | +1.08% |
Max Drawdown (5Y)Largest decline over 5 years | -15.13% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -15.98% | — | — |
Current DrawdownCurrent decline from peak | -0.67% | -0.61% | -0.06% |
Average DrawdownAverage peak-to-trough decline | -2.65% | -2.54% | -0.11% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.58% | 0.74% | -0.16% |
Volatility
SKOR vs. XHYF - Volatility Comparison
The current volatility for FlexShares Credit-Scored US Corporate Bond Index Fund (SKOR) is 0.84%, while BondBloxx US High Yield Financial & REIT Sector ETF (XHYF) has a volatility of 0.94%. This indicates that SKOR experiences smaller price fluctuations and is considered to be less risky than XHYF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SKOR | XHYF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.84% | 0.94% | -0.10% |
Volatility (6M)Calculated over the trailing 6-month period | 1.99% | 2.58% | -0.59% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.72% | 3.52% | -0.80% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.42% | 7.14% | -2.72% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.90% | 7.14% | -2.24% |
SKOR vs. XHYF - Expense Ratio Comparison
SKOR has a 0.22% expense ratio, which is lower than XHYF's 0.35% expense ratio.
Dividends
SKOR vs. XHYF - Dividend Comparison
SKOR's dividend yield for the trailing twelve months is around 4.66%, less than XHYF's 6.27% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SKOR FlexShares Credit-Scored US Corporate Bond Index Fund | 4.66% | 4.70% | 4.90% | 3.90% | 2.57% | 2.55% | 3.38% | 3.53% | 2.85% | 2.46% | 2.74% | 2.25% |
XHYF BondBloxx US High Yield Financial & REIT Sector ETF | 6.27% | 6.73% | 7.11% | 7.00% | 5.47% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
SKOR and XHYF have a correlation of 0.34, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
XHYF has higher volatility (0.94%) compared to SKOR (0.84%). In terms of maximum drawdown, SKOR dropped -15.98% vs XHYF's -12.92%.
On 3-year performance, XHYF leads with 9.29% vs 5.94% for SKOR. On fees, SKOR is cheaper at 0.22% per year. On volatility, SKOR has been the lower-risk option at 0.84%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 3-year period, XHYF has performed better with a 9.29% return vs 5.94%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
SKOR is cheaper with a 0.22% expense ratio, compared with 0.35% for XHYF.
XHYF has the higher dividend yield at 6.27%, compared with 4.66% for SKOR.
SKOR is categorized as Corporate Bonds, while XHYF is High Yield Bonds. SKOR tracks NorthernTrustUS Corporate Bond Quality Value Index, while XHYF tracks ICE Diversified US Cash Pay High Yield Financial & REIT. They also come from different issuers: Northern Trust and BondBloxx. Their fees differ too: 0.22% for SKOR and 0.35% for XHYF.
SKOR currently has the higher Sharpe Ratio (1.86 vs 1.57), 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.
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