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XBB vs. HYLB
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

XBB vs. HYLB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BondBloxx BB Rated USD High Yield Corporate Bond ETF (XBB) and Xtrackers USD High Yield Corporate Bond ETF (HYLB). The values are adjusted to include any dividend payments, if applicable.

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XBB vs. HYLB - Yearly Performance Comparison


2026 (YTD)2025202420232022
XBB
BondBloxx BB Rated USD High Yield Corporate Bond ETF
0.02%8.59%6.41%10.63%-3.77%
HYLB
Xtrackers USD High Yield Corporate Bond ETF
0.02%8.74%8.14%12.03%-3.89%

Returns By Period

As of year-to-date, both investments have demonstrated similar returns, with XBB at 0.02% and HYLB at 0.02%.


XBB

1D
0.28%
1M
-0.91%
YTD
0.02%
6M
1.10%
1Y
6.68%
3Y*
7.13%
5Y*
10Y*

HYLB

1D
0.84%
1M
-0.65%
YTD
0.02%
6M
1.21%
1Y
7.21%
3Y*
8.18%
5Y*
3.95%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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XBB vs. HYLB - Expense Ratio Comparison

XBB has a 0.20% expense ratio, which is higher than HYLB's 0.15% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Return for Risk

XBB vs. HYLB — Risk / Return Rank

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

XBB
XBB Risk / Return Rank: 7171
Overall Rank
XBB Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
XBB Sortino Ratio Rank: 7373
Sortino Ratio Rank
XBB Omega Ratio Rank: 7171
Omega Ratio Rank
XBB Calmar Ratio Rank: 6868
Calmar Ratio Rank
XBB Martin Ratio Rank: 7171
Martin Ratio Rank

HYLB
HYLB Risk / Return Rank: 7676
Overall Rank
HYLB Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
HYLB Sortino Ratio Rank: 7575
Sortino Ratio Rank
HYLB Omega Ratio Rank: 7979
Omega Ratio Rank
HYLB Calmar Ratio Rank: 7171
Calmar Ratio Rank
HYLB Martin Ratio Rank: 8484
Martin Ratio Rank
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.

XBB vs. HYLB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BondBloxx BB Rated USD High Yield Corporate Bond ETF (XBB) and Xtrackers USD High Yield Corporate Bond ETF (HYLB). 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.


XBBHYLBDifference

Sharpe ratio

Return per unit of total volatility

1.33

1.32

+0.01

Sortino ratio

Return per unit of downside risk

1.93

1.97

-0.03

Omega ratio

Gain probability vs. loss probability

1.28

1.31

-0.04

Calmar ratio

Return relative to maximum drawdown

1.84

1.92

-0.09

Martin ratio

Return relative to average drawdown

7.81

10.01

-2.20

XBB vs. HYLB - Sharpe Ratio Comparison

The current XBB Sharpe Ratio is 1.33, which is comparable to the HYLB Sharpe Ratio of 1.32. The chart below compares the historical Sharpe Ratios of XBB and HYLB, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


XBBHYLBDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.33

1.32

+0.01

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.53

Sharpe Ratio (All Time)

Calculated using the full available price history

0.77

0.57

+0.21

Correlation

The correlation between XBB and HYLB is 0.88, 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

XBB vs. HYLB - Dividend Comparison

XBB's dividend yield for the trailing twelve months is around 5.66%, less than HYLB's 6.51% yield.


TTM2025202420232022202120202019201820172016
XBB
BondBloxx BB Rated USD High Yield Corporate Bond ETF
5.66%5.42%6.35%6.15%3.73%0.00%0.00%0.00%0.00%0.00%0.00%
HYLB
Xtrackers USD High Yield Corporate Bond ETF
6.51%6.29%6.31%5.84%5.53%4.45%5.22%5.71%5.95%5.85%0.27%

Drawdowns

XBB vs. HYLB - Drawdown Comparison

The maximum XBB drawdown since its inception was -8.87%, smaller than the maximum HYLB drawdown of -22.91%. Use the drawdown chart below to compare losses from any high point for XBB and HYLB.


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Drawdown Indicators


XBBHYLBDifference

Max Drawdown

Largest peak-to-trough decline

-8.87%

-22.91%

+14.04%

Max Drawdown (1Y)

Largest decline over 1 year

-3.51%

-3.88%

+0.37%

Max Drawdown (5Y)

Largest decline over 5 years

-15.54%

Current Drawdown

Current decline from peak

-1.41%

-1.02%

-0.39%

Average Drawdown

Average peak-to-trough decline

-1.37%

-2.47%

+1.10%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.83%

0.75%

+0.08%

Volatility

XBB vs. HYLB - Volatility Comparison

The current volatility for BondBloxx BB Rated USD High Yield Corporate Bond ETF (XBB) is 1.95%, while Xtrackers USD High Yield Corporate Bond ETF (HYLB) has a volatility of 2.22%. This indicates that XBB experiences smaller price fluctuations and is considered to be less risky than HYLB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XBBHYLBDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.95%

2.22%

-0.27%

Volatility (6M)

Calculated over the trailing 6-month period

3.16%

2.83%

+0.33%

Volatility (1Y)

Calculated over the trailing 1-year period

5.04%

5.49%

-0.45%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.20%

7.45%

-0.25%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.20%

8.24%

-1.04%