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WFHY vs. HYXU
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

WFHY vs. HYXU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree U.S. High Yield Corporate Bond Fund (WFHY) 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


WFHY

1D
-0.39%
1M
-0.26%
YTD
1.11%
6M
1.31%
1Y
6.84%
3Y*
7.96%
5Y*
3.14%
10Y*
4.87%

HYXU

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

WFHY vs. HYXU - Yearly Performance Comparison


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Return for Risk

WFHY vs. HYXU — Risk / Return Rank

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

WFHY
WFHY Risk / Return Rank: 6262
Overall Rank
WFHY Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
WFHY Sortino Ratio Rank: 6666
Sortino Ratio Rank
WFHY Omega Ratio Rank: 6565
Omega Ratio Rank
WFHY Calmar Ratio Rank: 5353
Calmar Ratio Rank
WFHY Martin Ratio Rank: 6666
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.

WFHY vs. HYXU - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree U.S. High Yield Corporate Bond Fund (WFHY) 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.


WFHYHYXUDifference
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

2.48

Martin ratioReturn relative to average drawdown

11.27

WFHY vs. HYXU - Sharpe Ratio Comparison


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Sharpe Ratios by Period


WFHYHYXUDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.88

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.42

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.60

Sharpe Ratio (All Time)

Calculated using the full available price history

0.61

Drawdowns

WFHY vs. HYXU - Drawdown Comparison

The maximum WFHY drawdown since its inception was -22.74%, which is greater than HYXU's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for WFHY and HYXU.


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Drawdown Indicators


WFHYHYXUDifference

Max Drawdown

Largest peak-to-trough decline

-22.74%

0.00%

-22.74%

Max Drawdown (1Y)

Largest decline over 1 year

-2.77%

Max Drawdown (3Y)

Largest decline over 3 years

-4.58%

Max Drawdown (5Y)

Largest decline over 5 years

-16.21%

Max Drawdown (10Y)

Largest decline over 10 years

-22.74%

Current Drawdown

Current decline from peak

-0.43%

0.00%

-0.43%

Average Drawdown

Average peak-to-trough decline

-2.75%

0.00%

-2.75%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.61%

Volatility

WFHY vs. HYXU - Volatility Comparison


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Volatility by Period


WFHYHYXUDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.10%

Volatility (6M)

Calculated over the trailing 6-month period

2.89%

Volatility (1Y)

Calculated over the trailing 1-year period

3.66%

0.00%

+3.66%

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

8.20%

0.00%

+8.20%

WFHY vs. HYXU - Expense Ratio Comparison

WFHY has a 0.38% expense ratio, which is higher than HYXU's 0.35% expense ratio.


Dividends

WFHY vs. HYXU - Dividend Comparison

WFHY's dividend yield for the trailing twelve months is around 6.28%, while HYXU has not paid dividends to shareholders.


PositionTTM2025202420232022202120202019201820172016
HYXU
iShares Euro High Yield Corporate Bond USD Hedged ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
WFHY
WisdomTree U.S. High Yield Corporate Bond Fund
6.28%6.26%6.40%6.11%5.44%4.09%4.80%5.21%5.93%6.47%4.39%

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 0.38% for WFHY.

WFHY has the higher dividend yield at 6.28%, compared with 0.00% for HYXU.

WFHY tracks WisdomTree Fundamental U.S. High Yield Corporate Bond Index, while HYXU tracks BBG Pan-European High Yield (Euro) Total Return 100% USD Hedged Index. They also come from different issuers: WisdomTree and iShares. Their fees differ too: 0.38% for WFHY and 0.35% for HYXU.

Portfolio Optimizer

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