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XHYD vs. IBHD
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

XHYD vs. IBHD - 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 iShares iBonds 2024 Term High Yield & Income ETF (IBHD). The values are adjusted to include any dividend payments, if applicable.

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XHYD vs. IBHD - Yearly Performance Comparison


Returns By Period


XHYD

1D
0.59%
1M
-0.93%
YTD
0.14%
6M
1.63%
1Y
6.71%
3Y*
7.08%
5Y*
10Y*

IBHD

1D
0.00%
1M
0.00%
YTD
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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XHYD vs. IBHD - Expense Ratio Comparison

Both XHYD and IBHD have an expense ratio of 0.35%.


Return for Risk

XHYD vs. IBHD — Risk / Return Rank

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

XHYD
XHYD Risk / Return Rank: 7979
Overall Rank
XHYD Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
XHYD Sortino Ratio Rank: 8080
Sortino Ratio Rank
XHYD Omega Ratio Rank: 8282
Omega Ratio Rank
XHYD Calmar Ratio Rank: 7272
Calmar Ratio Rank
XHYD Martin Ratio Rank: 8585
Martin Ratio Rank

IBHD
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. IBHD - 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 iShares iBonds 2024 Term High Yield & Income ETF (IBHD). 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.


XHYDIBHDDifference

Sharpe ratio

Return per unit of total volatility

1.52

Sortino ratio

Return per unit of downside risk

2.17

Omega ratio

Gain probability vs. loss probability

1.34

Calmar ratio

Return relative to maximum drawdown

2.09

Martin ratio

Return relative to average drawdown

10.79

XHYD vs. IBHD - Sharpe Ratio Comparison


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Sharpe Ratios by Period


XHYDIBHDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.52

Sharpe Ratio (All Time)

Calculated using the full available price history

0.67

Dividends

XHYD vs. IBHD - Dividend Comparison

XHYD's dividend yield for the trailing twelve months is around 5.85%, while IBHD has not paid dividends to shareholders.


TTM2025202420232022
XHYD
BondBloxx US High Yield Consumer Non-Cyclicals Sector ETF
5.85%5.83%6.32%5.80%5.01%
IBHD
iShares iBonds 2024 Term High Yield & Income ETF
0.00%0.00%0.00%0.00%0.00%

Drawdowns

XHYD vs. IBHD - Drawdown Comparison

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


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Drawdown Indicators


XHYDIBHDDifference

Max Drawdown

Largest peak-to-trough decline

-11.02%

0.00%

-11.02%

Max Drawdown (1Y)

Largest decline over 1 year

-3.38%

Current Drawdown

Current decline from peak

-1.31%

0.00%

-1.31%

Average Drawdown

Average peak-to-trough decline

-2.08%

0.00%

-2.08%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.65%

Volatility

XHYD vs. IBHD - Volatility Comparison


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Volatility by Period


XHYDIBHDDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.05%

Volatility (6M)

Calculated over the trailing 6-month period

2.80%

Volatility (1Y)

Calculated over the trailing 1-year period

4.43%

0.00%

+4.43%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.19%

0.00%

+7.19%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.19%

0.00%

+7.19%