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XB vs. JPHY
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

XB vs. JPHY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BondBloxx B Rated USD High Yield Corporate Bond ETF (XB) and JPMorgan High Yield Research Enhanced ETF (JPHY). The values are adjusted to include any dividend payments, if applicable.

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XB vs. JPHY - Yearly Performance Comparison


Returns By Period

In the year-to-date period, XB achieves a 0.18% return, which is significantly lower than JPHY's 0.38% return.


XB

1D
0.39%
1M
-0.40%
YTD
0.18%
6M
1.55%
1Y
7.19%
3Y*
7.92%
5Y*
10Y*

JPHY

1D
0.22%
1M
-0.10%
YTD
0.38%
6M
1.54%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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XB vs. JPHY - Expense Ratio Comparison

XB has a 0.30% expense ratio, which is higher than JPHY's 0.24% expense ratio.


Return for Risk

XB vs. JPHY — Risk / Return Rank

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

XB
XB Risk / Return Rank: 7474
Overall Rank
XB Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
XB Sortino Ratio Rank: 7373
Sortino Ratio Rank
XB Omega Ratio Rank: 7979
Omega Ratio Rank
XB Calmar Ratio Rank: 6464
Calmar Ratio Rank
XB Martin Ratio Rank: 8383
Martin Ratio Rank

JPHY
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.

XB vs. JPHY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BondBloxx B Rated USD High Yield Corporate Bond ETF (XB) and JPMorgan High Yield Research Enhanced ETF (JPHY). 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.


XBJPHYDifference

Sharpe ratio

Return per unit of total volatility

1.29

Sortino ratio

Return per unit of downside risk

1.92

Omega ratio

Gain probability vs. loss probability

1.31

Calmar ratio

Return relative to maximum drawdown

1.75

Martin ratio

Return relative to average drawdown

10.09

XB vs. JPHY - Sharpe Ratio Comparison


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Sharpe Ratios by Period


XBJPHYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.29

Sharpe Ratio (All Time)

Calculated using the full available price history

0.81

1.87

-1.06

Correlation

The correlation between XB and JPHY is 0.83, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

XB vs. JPHY - Dividend Comparison

XB's dividend yield for the trailing twelve months is around 7.18%, more than JPHY's 4.91% yield.


TTM2025202420232022
XB
BondBloxx B Rated USD High Yield Corporate Bond ETF
7.18%6.96%7.74%7.87%5.01%
JPHY
JPMorgan High Yield Research Enhanced ETF
4.91%3.32%0.00%0.00%0.00%

Drawdowns

XB vs. JPHY - Drawdown Comparison

The maximum XB drawdown since its inception was -9.25%, which is greater than JPHY's maximum drawdown of -1.65%. Use the drawdown chart below to compare losses from any high point for XB and JPHY.


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Drawdown Indicators


XBJPHYDifference

Max Drawdown

Largest peak-to-trough decline

-9.25%

-1.65%

-7.60%

Max Drawdown (1Y)

Largest decline over 1 year

-4.27%

Current Drawdown

Current decline from peak

-0.65%

-0.43%

-0.22%

Average Drawdown

Average peak-to-trough decline

-1.36%

-0.23%

-1.13%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.74%

Volatility

XB vs. JPHY - Volatility Comparison


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Volatility by Period


XBJPHYDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.06%

Volatility (6M)

Calculated over the trailing 6-month period

2.77%

Volatility (1Y)

Calculated over the trailing 1-year period

5.61%

3.09%

+2.52%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.54%

3.09%

+4.45%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.54%

3.09%

+4.45%