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SYFI vs. HYXU
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SYFI vs. HYXU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AB Short Duration High Yield ETF (SYFI) 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


SYFI

1D
0.14%
1M
0.27%
YTD
1.72%
6M
2.33%
1Y
6.81%
3Y*
5Y*
10Y*

HYXU

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

SYFI vs. HYXU - Yearly Performance Comparison


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Return for Risk

SYFI vs. HYXU — Risk / Return Rank

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

SYFI
SYFI Risk / Return Rank: 7373
Overall Rank
SYFI Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
SYFI Sortino Ratio Rank: 7373
Sortino Ratio Rank
SYFI Omega Ratio Rank: 7272
Omega Ratio Rank
SYFI Calmar Ratio Rank: 7171
Calmar Ratio Rank
SYFI Martin Ratio Rank: 8282
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.

SYFI vs. HYXU - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AB Short Duration High Yield ETF (SYFI) 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.


SYFIHYXUDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.42

Calmar ratioReturn relative to maximum drawdown

3.52

Martin ratioReturn relative to average drawdown

16.16

SYFI vs. HYXU - Sharpe Ratio Comparison


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Sharpe Ratios by Period


SYFIHYXUDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.14

Sharpe Ratio (All Time)

Calculated using the full available price history

1.68

Drawdowns

SYFI vs. HYXU - Drawdown Comparison

The maximum SYFI drawdown since its inception was -4.49%, which is greater than HYXU's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for SYFI and HYXU.


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Drawdown Indicators


SYFIHYXUDifference

Max Drawdown

Largest peak-to-trough decline

-4.49%

0.00%

-4.49%

Max Drawdown (1Y)

Largest decline over 1 year

-1.94%

Current Drawdown

Current decline from peak

-0.12%

0.00%

-0.12%

Average Drawdown

Average peak-to-trough decline

-0.35%

0.00%

-0.35%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.42%

Volatility

SYFI vs. HYXU - Volatility Comparison


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Volatility by Period


SYFIHYXUDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.84%

Volatility (6M)

Calculated over the trailing 6-month period

2.42%

Volatility (1Y)

Calculated over the trailing 1-year period

3.19%

0.00%

+3.19%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.23%

0.00%

+4.23%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.23%

0.00%

+4.23%

SYFI vs. HYXU - Expense Ratio Comparison

SYFI has a 0.40% expense ratio, which is higher than HYXU's 0.35% expense ratio.


Dividends

SYFI vs. HYXU - Dividend Comparison

SYFI's dividend yield for the trailing twelve months is around 6.12%, while HYXU has not paid dividends to shareholders.


PositionTTM20252024
HYXU
iShares Euro High Yield Corporate Bond USD Hedged ETF
0.00%0.00%0.00%
SYFI
AB Short Duration High Yield ETF
6.12%6.20%3.26%

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 0.40% for SYFI.

SYFI has the higher dividend yield at 6.12%, compared with 0.00% for HYXU.

They also come from different issuers: AllianceBernstein and iShares. Their fees differ too: 0.40% for SYFI and 0.35% for HYXU.

Portfolio Optimizer

Find the right allocation for SYFI and HYXU

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