USXF vs. HYP
USXF (iShares ESG Advanced MSCI USA ETF) and HYP (Golden Eagle Dynamic Hypergrowth ETF) are both Large Cap Growth Equities funds. USXF is passively managed, while HYP is actively managed. A 0.72 correlation means they provide meaningful diversification when combined. USXF charges 0.10%/yr vs 0.85%/yr for HYP.
Performance
USXF vs. HYP - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, USXF achieves a 21.17% return, which is significantly lower than HYP's 36.25% return.
USXF
- 1D
- 0.37%
- 1M
- 4.92%
- YTD
- 21.17%
- 6M
- 20.48%
- 1Y
- 36.70%
- 3Y*
- 26.99%
- 5Y*
- 15.57%
- 10Y*
- —
HYP
- 1D
- 2.01%
- 1M
- 6.37%
- YTD
- 36.25%
- 6M
- 30.21%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
USXF vs. HYP - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
USXF iShares ESG Advanced MSCI USA ETF | 21.17% | 0.82% |
HYP Golden Eagle Dynamic Hypergrowth ETF | 36.25% | -6.61% |
Correlation
The correlation between USXF and HYP is 0.72, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Sep 23, 2025 | 0.72 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
USXF vs. HYP — Risk / Return Rank
USXF
HYP
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
USXF vs. HYP - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares ESG Advanced MSCI USA ETF (USXF) and Golden Eagle Dynamic Hypergrowth ETF (HYP). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| USXF | HYP | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.37 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 3.62 | — | — |
| Martin ratioReturn relative to average drawdown | 13.89 | — | — |
Loading charts...
Drawdowns
USXF vs. HYP - Drawdown Comparison
The maximum USXF drawdown since its inception was -29.54%, which is greater than HYP's maximum drawdown of -19.58%. Use the drawdown chart below to compare losses from any high point for USXF and HYP.
Loading charts...
Drawdown Indicators
| USXF | HYP | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -29.54% | -19.58% | -9.96% |
Max Drawdown (1Y)Largest decline over 1 year | -10.19% | — | — |
Max Drawdown (3Y)Largest decline over 3 years | -20.93% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -29.54% | — | — |
Current DrawdownCurrent decline from peak | -0.18% | 0.00% | -0.18% |
Average DrawdownAverage peak-to-trough decline | -6.39% | -6.44% | +0.05% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.65% | — | — |
Volatility
USXF vs. HYP - Volatility Comparison
Loading charts...
Volatility by Period
| USXF | HYP | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.80% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 14.29% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 17.45% | 42.95% | -25.50% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.79% | 42.95% | -23.16% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.32% | 42.95% | -23.63% |
USXF vs. HYP - Expense Ratio Comparison
USXF has a 0.10% expense ratio, which is lower than HYP's 0.85% expense ratio.
Dividends
USXF vs. HYP - Dividend Comparison
USXF's dividend yield for the trailing twelve months is around 0.79%, more than HYP's 0.10% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
HYP Golden Eagle Dynamic Hypergrowth ETF | 0.10% | 0.14% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
USXF iShares ESG Advanced MSCI USA ETF | 0.79% | 0.93% | 1.00% | 1.21% | 1.39% | 0.86% | 0.58% |
Frequently Asked Questions
USXF and HYP have a correlation of 0.72, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, USXF is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.
USXF is cheaper with a 0.10% expense ratio, compared with 0.85% for HYP.
USXF has the higher dividend yield at 0.79%, compared with 0.10% for HYP.
They also come from different issuers: iShares and Golden Eagle. Their fees differ too: 0.10% for USXF and 0.85% for HYP.
Find the right allocation for USXF and HYP
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer