XHYC vs. THY

Last updated Apr 2, 2026

Compare and contrast key facts about BondBloxx US High Yield Consumer Cyclicals Sector ETF (XHYC) and Agility Shares Dynamic Tactical Income ETF (THY).

XHYC and THY 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. THY is an actively managed fund by Toews Corp.. It was launched on Jun 25, 2020.

Performance

XHYC vs. THY - 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 Agility Shares Dynamic Tactical Income ETF (THY). The values are adjusted to include any dividend payments, if applicable.

XHYC vs. THY - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
XHYC BondBloxx US High Yield Consumer Cyclicals Sector ETF	-0.18%	6.80%	7.99%	15.00%	-9.00%
THY Agility Shares Dynamic Tactical Income ETF	0.19%	4.44%	5.38%	4.97%	-4.37%

Returns By Period

In the year-to-date period, XHYC achieves a -0.18% return, which is significantly lower than THY's 0.19% return.

XHYC

• 1D: 0.43%
• 1M: -1.19%
• YTD: -0.18%
• 6M: 1.02%
• 1Y: 6.47%
• 3Y*: 7.76%
• 5Y*: —
• 10Y*: —

THY

• 1D: -0.07%
• 1M: -0.49%
• YTD: 0.19%
• 6M: -0.60%
• 1Y: 5.75%
• 3Y*: 4.77%
• 5Y*: 1.77%
• 10Y*: —

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

XHYC vs. THY - Expense Ratio Comparison

XHYC has a 0.35% expense ratio, which is lower than THY's 1.36% expense ratio.

THY

Agility Shares Dynamic Tactical Income ETF

XHYC

BondBloxx US High Yield Consumer Cyclicals Sector ETF

Return for Risk

XHYC vs. THY — 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: 75
XHYC Sortino Ratio Rank: 77
XHYC Omega Ratio Rank: 81
XHYC Calmar Ratio Rank: 58
XHYC Martin Ratio Rank: 70

THY

THY Risk / Return Rank: 87
THY Sharpe Ratio Rank: 86
THY Sortino Ratio Rank: 92
THY Omega Ratio Rank: 86
THY Calmar Ratio Rank: 91
THY Martin Ratio Rank: 77

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. THY - 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 Agility Shares Dynamic Tactical Income ETF (THY). 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	THY	Difference
Sharpe ratio Return per unit of total volatility	1.44	1.82	-0.38
Sortino ratio Return per unit of downside risk	2.09	2.83	-0.74
Omega ratio Gain probability vs. loss probability	1.33	1.36	-0.03
Calmar ratio Return relative to maximum drawdown	1.70	3.49	-1.79
Martin ratio Return relative to average drawdown	8.21	8.98	-0.78
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

XHYC vs. THY - Sharpe Ratio Comparison

The current XHYC Sharpe Ratio is 1.44, which is comparable to the THY Sharpe Ratio of 1.82. The chart below compares the historical Sharpe Ratios of XHYC and THY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	XHYC	THY	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.44	1.82	-0.38
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.39	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.62	0.48	+0.14

Correlation

The correlation between XHYC and THY is 0.62, 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

XHYC vs. THY - Dividend Comparison

XHYC's dividend yield for the trailing twelve months is around 6.82%, more than THY's 5.48% yield.

	TTM	2025	2024	2023	2022	2021	2020
XHYC BondBloxx US High Yield Consumer Cyclicals Sector ETF	6.82%	6.64%	6.71%	6.48%	5.78%	0.00%	0.00%
THY Agility Shares Dynamic Tactical Income ETF	5.48%	6.00%	5.09%	4.59%	2.56%	3.46%	2.53%

Drawdowns

XHYC vs. THY - Drawdown Comparison

The maximum XHYC drawdown since its inception was -13.72%, which is greater than THY's maximum drawdown of -8.56%. Use the drawdown chart below to compare losses from any high point for XHYC and THY.

Drawdown Indicators

	XHYC	THY	Difference
Max Drawdown Largest peak-to-trough decline	-13.72%	-8.56%	-5.16%
Max Drawdown (1Y) Largest decline over 1 year	-3.81%	-1.60%	-2.21%
Max Drawdown (5Y) Largest decline over 5 years	—	-8.56%	—
Current Drawdown Current decline from peak	-1.35%	-0.90%	-0.45%
Average Drawdown Average peak-to-trough decline	-2.75%	-2.68%	-0.07%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.79%	0.62%	+0.17%

Volatility

XHYC vs. THY - Volatility Comparison

BondBloxx US High Yield Consumer Cyclicals Sector ETF (XHYC) has a higher volatility of 1.55% compared to Agility Shares Dynamic Tactical Income ETF (THY) at 0.62%. This indicates that XHYC's price experiences larger fluctuations and is considered to be riskier than THY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	XHYC	THY	Difference
Volatility (1M) Calculated over the trailing 1-month period	1.55%	0.62%	+0.93%
Volatility (6M) Calculated over the trailing 6-month period	2.33%	1.96%	+0.37%
Volatility (1Y) Calculated over the trailing 1-year period	4.52%	3.18%	+1.34%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	7.55%	4.52%	+3.03%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	7.55%	4.51%	+3.04%