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XHYC vs. BSJP
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between XHYC and BSJP is 0.66, 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.


Performance

XHYC vs. BSJP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BondBloxx US High Yield Consumer Cyclicals Sector ETF (XHYC) and Invesco BulletShares 2025 High Yield Corporate Bond ETF (BSJP). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

XHYC:

1.09

BSJP:

3.73

Sortino Ratio

XHYC:

1.52

BSJP:

6.40

Omega Ratio

XHYC:

1.21

BSJP:

1.93

Calmar Ratio

XHYC:

1.11

BSJP:

7.10

Martin Ratio

XHYC:

4.72

BSJP:

53.58

Ulcer Index

XHYC:

1.19%

BSJP:

0.12%

Daily Std Dev

XHYC:

5.34%

BSJP:

1.77%

Max Drawdown

XHYC:

-13.72%

BSJP:

-23.58%

Current Drawdown

XHYC:

-1.10%

BSJP:

-0.04%

Returns By Period

In the year-to-date period, XHYC achieves a 0.67% return, which is significantly lower than BSJP's 2.13% return.


XHYC

YTD

0.67%

1M

2.34%

6M

0.96%

1Y

5.77%

3Y*

7.24%

5Y*

N/A

10Y*

N/A

BSJP

YTD

2.13%

1M

0.54%

6M

2.54%

1Y

6.55%

3Y*

7.04%

5Y*

6.37%

10Y*

N/A

*Annualized

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XHYC vs. BSJP - Expense Ratio Comparison

XHYC has a 0.35% expense ratio, which is lower than BSJP's 0.42% expense ratio.


Risk-Adjusted Performance

XHYC vs. BSJP — Risk-Adjusted Performance Rank

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

XHYC
The Risk-Adjusted Performance Rank of XHYC is 8484
Overall Rank
The Sharpe Ratio Rank of XHYC is 8585
Sharpe Ratio Rank
The Sortino Ratio Rank of XHYC is 8383
Sortino Ratio Rank
The Omega Ratio Rank of XHYC is 8383
Omega Ratio Rank
The Calmar Ratio Rank of XHYC is 8585
Calmar Ratio Rank
The Martin Ratio Rank of XHYC is 8484
Martin Ratio Rank

BSJP
The Risk-Adjusted Performance Rank of BSJP is 9999
Overall Rank
The Sharpe Ratio Rank of BSJP is 9999
Sharpe Ratio Rank
The Sortino Ratio Rank of BSJP is 9999
Sortino Ratio Rank
The Omega Ratio Rank of BSJP is 9898
Omega Ratio Rank
The Calmar Ratio Rank of BSJP is 9898
Calmar Ratio Rank
The Martin Ratio Rank of BSJP is 9999
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

XHYC vs. BSJP - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for BondBloxx US High Yield Consumer Cyclicals Sector ETF (XHYC) and Invesco BulletShares 2025 High Yield Corporate Bond ETF (BSJP). 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.


The current XHYC Sharpe Ratio is 1.09, which is lower than the BSJP Sharpe Ratio of 3.73. The chart below compares the historical Sharpe Ratios of XHYC and BSJP, 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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Dividends

XHYC vs. BSJP - Dividend Comparison

XHYC's dividend yield for the trailing twelve months is around 6.81%, more than BSJP's 5.83% yield.


TTM20242023202220212020201920182017
XHYC
BondBloxx US High Yield Consumer Cyclicals Sector ETF
6.81%6.71%6.48%5.78%0.00%0.00%0.00%0.00%0.00%
BSJP
Invesco BulletShares 2025 High Yield Corporate Bond ETF
5.83%6.25%7.07%5.37%4.27%4.96%5.49%5.84%1.32%

Drawdowns

XHYC vs. BSJP - Drawdown Comparison

The maximum XHYC drawdown since its inception was -13.72%, smaller than the maximum BSJP drawdown of -23.58%. Use the drawdown chart below to compare losses from any high point for XHYC and BSJP. For additional features, visit the drawdowns tool.


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Volatility

XHYC vs. BSJP - Volatility Comparison

BondBloxx US High Yield Consumer Cyclicals Sector ETF (XHYC) has a higher volatility of 1.15% compared to Invesco BulletShares 2025 High Yield Corporate Bond ETF (BSJP) at 0.26%. This indicates that XHYC's price experiences larger fluctuations and is considered to be riskier than BSJP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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