PortfoliosLab logoPortfoliosLab logo
XHYD vs. BSJR
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

XHYD vs. BSJR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BondBloxx US High Yield Consumer Non-Cyclicals Sector ETF (XHYD) and Invesco BulletShares 2027 High Yield Corporate Bond ETF (BSJR). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

XHYD vs. BSJR - Yearly Performance Comparison


2026 (YTD)2025202420232022
XHYD
BondBloxx US High Yield Consumer Non-Cyclicals Sector ETF
0.21%8.33%6.29%11.75%-5.80%
BSJR
Invesco BulletShares 2027 High Yield Corporate Bond ETF
0.39%7.41%7.15%11.91%-7.62%

Returns By Period

In the year-to-date period, XHYD achieves a 0.21% return, which is significantly lower than BSJR's 0.39% return.


XHYD

1D
0.07%
1M
-0.85%
YTD
0.21%
6M
1.59%
1Y
7.35%
3Y*
7.11%
5Y*
10Y*

BSJR

1D
0.04%
1M
-0.16%
YTD
0.39%
6M
1.34%
1Y
6.60%
3Y*
7.62%
5Y*
3.46%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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. BSJR - Expense Ratio Comparison

XHYD has a 0.35% expense ratio, which is lower than BSJR's 0.42% expense ratio.


Return for Risk

XHYD vs. BSJR — Risk / Return Rank

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

XHYD
XHYD Risk / Return Rank: 7676
Overall Rank
XHYD Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
XHYD Sortino Ratio Rank: 8080
Sortino Ratio Rank
XHYD Omega Ratio Rank: 8383
Omega Ratio Rank
XHYD Calmar Ratio Rank: 6363
Calmar Ratio Rank
XHYD Martin Ratio Rank: 7878
Martin Ratio Rank

BSJR
BSJR Risk / Return Rank: 8282
Overall Rank
BSJR Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
BSJR Sortino Ratio Rank: 8686
Sortino Ratio Rank
BSJR Omega Ratio Rank: 9191
Omega Ratio Rank
BSJR Calmar Ratio Rank: 6464
Calmar Ratio Rank
BSJR Martin Ratio Rank: 9090
Martin Ratio Rank
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.

XHYD vs. BSJR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BondBloxx US High Yield Consumer Non-Cyclicals Sector ETF (XHYD) and Invesco BulletShares 2027 High Yield Corporate Bond ETF (BSJR). 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.


XHYDBSJRDifference

Sharpe ratio

Return per unit of total volatility

1.54

1.56

-0.02

Sortino ratio

Return per unit of downside risk

2.18

2.44

-0.26

Omega ratio

Gain probability vs. loss probability

1.34

1.40

-0.06

Calmar ratio

Return relative to maximum drawdown

2.01

2.06

-0.05

Martin ratio

Return relative to average drawdown

10.29

14.05

-3.75

XHYD vs. BSJR - Sharpe Ratio Comparison

The current XHYD Sharpe Ratio is 1.54, which is comparable to the BSJR Sharpe Ratio of 1.56. The chart below compares the historical Sharpe Ratios of XHYD and BSJR, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading graphics...

Sharpe Ratios by Period


XHYDBSJRDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.54

1.56

-0.02

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.52

Sharpe Ratio (All Time)

Calculated using the full available price history

0.68

0.42

+0.25

Correlation

The correlation between XHYD and BSJR is 0.85, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

XHYD vs. BSJR - Dividend Comparison

XHYD's dividend yield for the trailing twelve months is around 5.84%, less than BSJR's 5.97% yield.


TTM2025202420232022202120202019
XHYD
BondBloxx US High Yield Consumer Non-Cyclicals Sector ETF
5.84%5.83%6.32%5.80%5.01%0.00%0.00%0.00%
BSJR
Invesco BulletShares 2027 High Yield Corporate Bond ETF
5.97%6.19%6.75%6.48%5.37%4.49%4.53%1.20%

Drawdowns

XHYD vs. BSJR - Drawdown Comparison

The maximum XHYD drawdown since its inception was -11.02%, smaller than the maximum BSJR drawdown of -22.58%. Use the drawdown chart below to compare losses from any high point for XHYD and BSJR.


Loading graphics...

Drawdown Indicators


XHYDBSJRDifference

Max Drawdown

Largest peak-to-trough decline

-11.02%

-22.58%

+11.56%

Max Drawdown (1Y)

Largest decline over 1 year

-2.49%

-1.49%

-1.00%

Max Drawdown (5Y)

Largest decline over 5 years

-16.37%

Current Drawdown

Current decline from peak

-1.24%

-0.25%

-0.99%

Average Drawdown

Average peak-to-trough decline

-2.08%

-3.33%

+1.25%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.66%

0.43%

+0.23%

Volatility

XHYD vs. BSJR - Volatility Comparison

BondBloxx US High Yield Consumer Non-Cyclicals Sector ETF (XHYD) has a higher volatility of 2.03% compared to Invesco BulletShares 2027 High Yield Corporate Bond ETF (BSJR) at 1.04%. This indicates that XHYD's price experiences larger fluctuations and is considered to be riskier than BSJR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


XHYDBSJRDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.03%

1.04%

+0.99%

Volatility (6M)

Calculated over the trailing 6-month period

2.80%

1.48%

+1.32%

Volatility (1Y)

Calculated over the trailing 1-year period

4.42%

3.74%

+0.68%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.19%

6.74%

+0.45%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.19%

9.48%

-2.29%