XHYD vs. BBDD.L
Compare and contrast key facts about BondBloxx US High Yield Consumer Non-Cyclicals Sector ETF (XHYD) and JPMorgan BetaBuilders US Equity UCITS ETF (Dist) (BBDD.L).
XHYD and BBDD.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. XHYD is a passively managed fund by BondBloxx that tracks the performance of the ICE Diversified US Cash Pay High Yield Consumer Non-Cyclical. It was launched on Feb 15, 2022. BBDD.L is a passively managed fund by JPMorgan that tracks the performance of the Russell 1000 TR USD. It was launched on Apr 3, 2019. Both XHYD and BBDD.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: XHYD or BBDD.L.
Key characteristics
| XHYD | BBDD.L | |
|---|---|---|
| YTD Return | 6.94% | 24.01% |
| 1Y Return | 12.14% | 30.64% |
| Sharpe Ratio | 2.63 | 2.60 |
| Sortino Ratio | 4.35 | 3.78 |
| Omega Ratio | 1.51 | 1.51 |
| Calmar Ratio | 6.57 | 4.47 |
| Martin Ratio | 22.81 | 17.54 |
| Ulcer Index | 0.56% | 1.72% |
| Daily Std Dev | 4.80% | 11.56% |
| Max Drawdown | -11.02% | -25.72% |
| Current Drawdown | -0.21% | 0.00% |
Correlation
The correlation between XHYD and BBDD.L is 0.48, 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
XHYD vs. BBDD.L - Performance Comparison
In the year-to-date period, XHYD achieves a 6.94% return, which is significantly lower than BBDD.L's 24.01% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
XHYD vs. BBDD.L - Expense Ratio Comparison
XHYD has a 0.35% expense ratio, which is higher than BBDD.L's 0.05% expense ratio.
Risk-Adjusted Performance
XHYD vs. BBDD.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for BondBloxx US High Yield Consumer Non-Cyclicals Sector ETF (XHYD) and JPMorgan BetaBuilders US Equity UCITS ETF (Dist) (BBDD.L). 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.
Dividends
XHYD vs. BBDD.L - Dividend Comparison
XHYD's dividend yield for the trailing twelve months is around 6.34%, while BBDD.L has not paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|
XHYD BondBloxx US High Yield Consumer Non-Cyclicals Sector ETF | 6.34% | 5.80% | 5.01% | 0.00% | 0.00% | 0.00% |
BBDD.L JPMorgan BetaBuilders US Equity UCITS ETF (Dist) | 0.00% | 0.00% | 0.00% | 0.00% | 0.01% | 0.00% |
Drawdowns
XHYD vs. BBDD.L - Drawdown Comparison
The maximum XHYD drawdown since its inception was -11.02%, smaller than the maximum BBDD.L drawdown of -25.72%. Use the drawdown chart below to compare losses from any high point for XHYD and BBDD.L. For additional features, visit the drawdowns tool.
Volatility
XHYD vs. BBDD.L - Volatility Comparison
The current volatility for BondBloxx US High Yield Consumer Non-Cyclicals Sector ETF (XHYD) is 1.55%, while JPMorgan BetaBuilders US Equity UCITS ETF (Dist) (BBDD.L) has a volatility of 3.33%. This indicates that XHYD experiences smaller price fluctuations and is considered to be less risky than BBDD.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.