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THY vs. HYXU
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

THY vs. HYXU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Agility Shares Dynamic Tactical Income ETF (THY) 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


THY

1D
-0.26%
1M
-0.43%
YTD
0.45%
6M
0.64%
1Y
4.31%
3Y*
5.21%
5Y*
1.71%
10Y*

HYXU

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

THY vs. HYXU - Yearly Performance Comparison


THY vs. HYXU - Sectors Allocation Comparison


Sectors
THY
HYXU

Financial Services

99.9%

-

Energy

0.1%

-

Basic Materials

-

-

Communication Services

-

100.0%

Consumer Cyclical

-

-

Consumer Defensive

-

-

Healthcare

-

-

Industrials

-

-

Real Estate

-

-

Technology

-

-

Utilities

-

-

Financial Services

THY
99.9%
HYXU

-

Energy

THY
0.1%
HYXU

-

Basic Materials

THY

-

HYXU

-

Communication Services

THY

-

HYXU
100.0%

Consumer Cyclical

THY

-

HYXU

-

Consumer Defensive

THY

-

HYXU

-

Healthcare

THY

-

HYXU

-

Industrials

THY

-

HYXU

-

Real Estate

THY

-

HYXU

-

Technology

THY

-

HYXU

-

Utilities

THY

-

HYXU

-

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Return for Risk

THY vs. HYXU — Risk / Return Rank

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

THY
THY Risk / Return Rank: 4444
Overall Rank
THY Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
THY Sortino Ratio Rank: 4343
Sortino Ratio Rank
THY Omega Ratio Rank: 4141
Omega Ratio Rank
THY Calmar Ratio Rank: 5555
Calmar Ratio Rank
THY Martin Ratio Rank: 4141
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.

THY vs. HYXU - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Agility Shares Dynamic Tactical Income ETF (THY) 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.


THYHYXUDifference

Sharpe ratio

Return per unit of total volatility

1.46

Sortino ratio

Return per unit of downside risk

2.18

Omega ratio

Gain probability vs. loss probability

1.27

Calmar ratio

Return relative to maximum drawdown

2.70

Martin ratio

Return relative to average drawdown

6.56

THY vs. HYXU - Sharpe Ratio Comparison


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Sharpe Ratios by Period


THYHYXUDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.46

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.38

Sharpe Ratio (All Time)

Calculated using the full available price history

0.48

Drawdowns

THY vs. HYXU - Drawdown Comparison

The maximum THY drawdown since its inception was -8.56%, which is greater than HYXU's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for THY and HYXU.


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Drawdown Indicators


THYHYXUDifference

Max Drawdown

Largest peak-to-trough decline

-8.56%

0.00%

-8.56%

Max Drawdown (1Y)

Largest decline over 1 year

-1.60%

Max Drawdown (3Y)

Largest decline over 3 years

-2.74%

Max Drawdown (5Y)

Largest decline over 5 years

-8.56%

Current Drawdown

Current decline from peak

-0.83%

0.00%

-0.83%

Average Drawdown

Average peak-to-trough decline

-2.61%

0.00%

-2.61%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.66%

Volatility

THY vs. HYXU - Volatility Comparison


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Volatility by Period


THYHYXUDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.93%

Volatility (6M)

Calculated over the trailing 6-month period

1.87%

Volatility (1Y)

Calculated over the trailing 1-year period

2.97%

0.00%

+2.97%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.55%

0.00%

+4.55%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.48%

0.00%

+4.48%

THY vs. HYXU - Expense Ratio Comparison

THY has a 1.36% expense ratio, which is higher than HYXU's 0.35% expense ratio.


Dividends

THY vs. HYXU - Dividend Comparison

THY's dividend yield for the trailing twelve months is around 5.40%, while HYXU has not paid dividends to shareholders.


PositionTTM202520242023202220212020
HYXU
iShares Euro High Yield Corporate Bond USD Hedged ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%
THY
Agility Shares Dynamic Tactical Income ETF
5.40%6.00%5.09%4.59%2.56%3.46%2.53%

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 1.36% for THY.

THY has the higher dividend yield at 5.40%, compared with 0.00% for HYXU.

They also come from different issuers: Toews Corp. and iShares. Their fees differ too: 1.36% for THY and 0.35% for HYXU.

Portfolio Optimizer

Find the right allocation for THY and HYXU

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