XBB vs. VYM
Compare and contrast key facts about BondBloxx BB Rated USD High Yield Corporate Bond ETF (XBB) and Vanguard High Dividend Yield ETF (VYM).
XBB and VYM are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. XBB is a passively managed fund by BondBloxx that tracks the performance of the ICE BofA BB US Cash Pay High Yield Constrained Index. It was launched on May 24, 2022. VYM is a passively managed fund by Vanguard that tracks the performance of the FTSE High Dividend Yield Index. It was launched on Feb 7, 2019. Both XBB and VYM are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
XBB vs. VYM - Performance Comparison
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XBB vs. VYM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
XBB BondBloxx BB Rated USD High Yield Corporate Bond ETF | 0.02% | 8.59% | 6.41% | 10.63% | -3.77% |
VYM Vanguard High Dividend Yield ETF | 3.69% | 15.42% | 17.60% | 6.57% | 0.37% |
Returns By Period
In the year-to-date period, XBB achieves a 0.02% return, which is significantly lower than VYM's 3.69% return.
XBB
- 1D
- 0.28%
- 1M
- -0.91%
- YTD
- 0.02%
- 6M
- 1.10%
- 1Y
- 6.68%
- 3Y*
- 7.13%
- 5Y*
- —
- 10Y*
- —
VYM
- 1D
- -0.10%
- 1M
- -4.02%
- YTD
- 3.69%
- 6M
- 6.19%
- 1Y
- 17.89%
- 3Y*
- 15.17%
- 5Y*
- 11.02%
- 10Y*
- 11.22%
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XBB vs. VYM - Expense Ratio Comparison
XBB has a 0.20% expense ratio, which is higher than VYM's 0.04% 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. VYM — Risk / Return Rank
XBB
VYM
XBB vs. VYM - 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 Vanguard High Dividend Yield ETF (VYM). 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.
| XBB | VYM | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.33 | 1.19 | +0.14 |
Sortino ratioReturn per unit of downside risk | 1.93 | 1.70 | +0.23 |
Omega ratioGain probability vs. loss probability | 1.28 | 1.26 | +0.02 |
Calmar ratioReturn relative to maximum drawdown | 1.84 | 1.56 | +0.28 |
Martin ratioReturn relative to average drawdown | 7.81 | 6.86 | +0.95 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| XBB | VYM | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.33 | 1.19 | +0.14 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.79 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.69 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.77 | 0.49 | +0.29 |
Correlation
The correlation between XBB and VYM is 0.57, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
XBB vs. VYM - Dividend Comparison
XBB's dividend yield for the trailing twelve months is around 5.66%, more than VYM's 2.37% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% | 0.00% |
VYM Vanguard High Dividend Yield ETF | 2.37% | 2.44% | 2.74% | 3.12% | 3.01% | 2.76% | 3.18% | 3.03% | 3.40% | 2.80% | 2.91% | 3.22% |
Drawdowns
XBB vs. VYM - Drawdown Comparison
The maximum XBB drawdown since its inception was -8.87%, smaller than the maximum VYM drawdown of -56.98%. Use the drawdown chart below to compare losses from any high point for XBB and VYM.
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Drawdown Indicators
| XBB | VYM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -8.87% | -56.98% | +48.11% |
Max Drawdown (1Y)Largest decline over 1 year | -3.51% | -11.32% | +7.81% |
Max Drawdown (5Y)Largest decline over 5 years | — | -15.84% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -35.21% | — |
Current DrawdownCurrent decline from peak | -1.41% | -4.91% | +3.50% |
Average DrawdownAverage peak-to-trough decline | -1.37% | -7.25% | +5.88% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.83% | 2.57% | -1.74% |
Volatility
XBB vs. VYM - Volatility Comparison
The current volatility for BondBloxx BB Rated USD High Yield Corporate Bond ETF (XBB) is 1.95%, while Vanguard High Dividend Yield ETF (VYM) has a volatility of 3.60%. This indicates that XBB experiences smaller price fluctuations and is considered to be less risky than VYM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XBB | VYM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.95% | 3.60% | -1.65% |
Volatility (6M)Calculated over the trailing 6-month period | 3.16% | 7.96% | -4.80% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.04% | 15.14% | -10.10% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.20% | 13.97% | -6.77% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.20% | 16.33% | -9.13% |