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XHYD vs. ESHY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

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

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Returns By Period


XHYD

1D
0.00%
1M
-0.60%
YTD
0.44%
6M
0.86%
1Y
5.28%
3Y*
7.51%
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)

XHYD vs. ESHY - Yearly Performance Comparison


XHYD vs. ESHY - Sectors Allocation Comparison


Sectors
XHYD
ESHY

Consumer Defensive

29.7%

-

Utilities

23.8%

-

Consumer Cyclical

9.7%

-

Financial Services

2.0%

-

Industrials

1.8%

-

Basic Materials

1.0%

-

Communication Services

-

-

Energy

-

100.0%

Healthcare

-

-

Real Estate

-

-

Technology

-

-

Consumer Defensive

XHYD
29.7%
ESHY

-

Utilities

XHYD
23.8%
ESHY

-

Consumer Cyclical

XHYD
9.7%
ESHY

-

Financial Services

XHYD
2.0%
ESHY

-

Industrials

XHYD
1.8%
ESHY

-

Basic Materials

XHYD
1.0%
ESHY

-

Communication Services

XHYD

-

ESHY

-

Energy

XHYD

-

ESHY
100.0%

Healthcare

XHYD

-

ESHY

-

Real Estate

XHYD

-

ESHY

-

Technology

XHYD

-

ESHY

-

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Return for Risk

XHYD vs. ESHY — Risk / Return Rank

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

XHYD
XHYD Risk / Return Rank: 5050
Overall Rank
XHYD Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
XHYD Sortino Ratio Rank: 4545
Sortino Ratio Rank
XHYD Omega Ratio Rank: 5151
Omega Ratio Rank
XHYD Calmar Ratio Rank: 4848
Calmar Ratio Rank
XHYD Martin Ratio Rank: 6060
Martin Ratio Rank

ESHY
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. ESHY - 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 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.


XHYDESHYDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.32

Calmar ratioReturn relative to maximum drawdown

2.36

Martin ratioReturn relative to average drawdown

10.53

XHYD vs. ESHY - Sharpe Ratio Comparison


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Sharpe Ratios by Period


XHYDESHYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.55

Sharpe Ratio (All Time)

Calculated using the full available price history

0.67

Drawdowns

XHYD vs. ESHY - Drawdown Comparison

The maximum XHYD drawdown since its inception was -11.02%, which is greater than ESHY's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for XHYD and ESHY.


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Drawdown Indicators


XHYDESHYDifference

Max Drawdown

Largest peak-to-trough decline

-11.02%

0.00%

-11.02%

Max Drawdown (1Y)

Largest decline over 1 year

-2.49%

Max Drawdown (3Y)

Largest decline over 3 years

-3.70%

Current Drawdown

Current decline from peak

-1.08%

0.00%

-1.08%

Average Drawdown

Average peak-to-trough decline

-2.04%

0.00%

-2.04%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.56%

Volatility

XHYD vs. ESHY - Volatility Comparison


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Volatility by Period


XHYDESHYDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.83%

Volatility (6M)

Calculated over the trailing 6-month period

3.28%

Volatility (1Y)

Calculated over the trailing 1-year period

3.79%

0.00%

+3.79%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.15%

0.00%

+7.15%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.15%

0.00%

+7.15%

XHYD vs. ESHY - Expense Ratio Comparison

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


Dividends

XHYD vs. ESHY - Dividend Comparison

XHYD's dividend yield for the trailing twelve months is around 5.31%, while ESHY has not paid dividends to shareholders.


PositionTTM2025202420232022
ESHY
Xtrackers J.P. Morgan ESG USD High Yield Corporate Bond ETF
0.00%0.00%0.00%0.00%0.00%
XHYD
BondBloxx US High Yield Consumer Non-Cyclicals Sector ETF
5.31%5.83%6.32%5.80%5.01%

Frequently Asked Questions


On fees, ESHY is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

ESHY is cheaper with a 0.20% expense ratio, compared with 0.35% for XHYD.

XHYD has the higher dividend yield at 5.31%, compared with 0.00% for ESHY.

XHYD tracks ICE Diversified US Cash Pay High Yield Consumer Non-Cyclical, while ESHY tracks JPMorgan ESG DM Corporate High Yield USD Index. They also come from different issuers: BondBloxx and Deutsche Bank. Their fees differ too: 0.35% for XHYD and 0.20% for ESHY.

Portfolio Optimizer

Find the right allocation for XHYD and ESHY

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