XHYC vs. ESHY

Last updated Apr 1, 2026

Compare and contrast key facts about BondBloxx US High Yield Consumer Cyclicals Sector ETF (XHYC) and Xtrackers J.P. Morgan ESG USD High Yield Corporate Bond ETF (ESHY).

XHYC and ESHY are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. XHYC is a passively managed fund by BondBloxx that tracks the performance of the ICE Diversified US Cash Pay High Yield Consumer Cyclical Index. It was launched on Feb 15, 2022. ESHY is a passively managed fund by Deutsche Bank that tracks the performance of the JPMorgan ESG DM Corporate High Yield USD Index. It was launched on Mar 3, 2015. Both XHYC and ESHY 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

XHYC vs. ESHY - 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 Xtrackers J.P. Morgan ESG USD High Yield Corporate Bond ETF (ESHY). The values are adjusted to include any dividend payments, if applicable.

XHYC vs. ESHY - Yearly Performance Comparison

	2026 (YTD)
XHYC BondBloxx US High Yield Consumer Cyclicals Sector ETF	-1.26%
ESHY Xtrackers J.P. Morgan ESG USD High Yield Corporate Bond ETF	0.00%

Returns By Period

XHYC

• 1D: 0.58%
• 1M: -1.66%
• YTD: -0.61%
• 6M: 0.61%
• 1Y: 6.03%
• 3Y*: 7.60%
• 5Y*: —
• 10Y*: —

ESHY

• 1D: 0.00%
• 1M: 0.00%
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

XHYC vs. ESHY - Expense Ratio Comparison

XHYC has a 0.35% expense ratio, which is higher than ESHY's 0.20% expense ratio.

XHYC

BondBloxx US High Yield Consumer Cyclicals Sector ETF

ESHY

Xtrackers J.P. Morgan ESG USD High Yield Corporate Bond ETF

Return for Risk

XHYC vs. ESHY — Risk / Return Rank

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

XHYC

XHYC Risk / Return Rank: 72
XHYC Sharpe Ratio Rank: 73
XHYC Sortino Ratio Rank: 75
XHYC Omega Ratio Rank: 79
XHYC Calmar Ratio Rank: 61
XHYC Martin Ratio Rank: 72

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.

XHYC vs. ESHY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BondBloxx US High Yield Consumer Cyclicals Sector ETF (XHYC) and Xtrackers J.P. Morgan ESG USD High Yield Corporate Bond ETF (ESHY). 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.

	XHYC	ESHY	Difference
Sharpe ratio Return per unit of total volatility	1.35	—	—
Sortino ratio Return per unit of downside risk	1.95	—	—
Omega ratio Gain probability vs. loss probability	1.31	—	—
Calmar ratio Return relative to maximum drawdown	1.59	—	—
Martin ratio Return relative to average drawdown	7.73	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	XHYC	ESHY	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.35	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.60	—	—

Dividends

XHYC vs. ESHY - Dividend Comparison

XHYC's dividend yield for the trailing twelve months is around 6.66%, while ESHY has not paid dividends to shareholders.

	TTM	2025	2024	2023	2022
XHYC BondBloxx US High Yield Consumer Cyclicals Sector ETF	6.66%	6.64%	6.71%	6.48%	5.78%
ESHY Xtrackers J.P. Morgan ESG USD High Yield Corporate Bond ETF	0.00%	0.00%	0.00%	0.00%	0.00%

Drawdowns

XHYC vs. ESHY - Drawdown Comparison

The maximum XHYC drawdown since its inception was -13.72%, which is greater than ESHY's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for XHYC and ESHY.

Drawdown Indicators

	XHYC	ESHY	Difference
Max Drawdown Largest peak-to-trough decline	-13.72%	0.00%	-13.72%
Max Drawdown (1Y) Largest decline over 1 year	-3.81%	—	—
Current Drawdown Current decline from peak	-1.77%	0.00%	-1.77%
Average Drawdown Average peak-to-trough decline	-2.75%	0.00%	-2.75%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.79%	—	—

Volatility

Volatility by Period

	XHYC	ESHY	Difference
Volatility (1M) Calculated over the trailing 1-month period	1.48%	—	—
Volatility (6M) Calculated over the trailing 6-month period	2.29%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	4.50%	0.00%	+4.50%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	7.55%	0.00%	+7.55%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	7.55%	0.00%	+7.55%