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

Performance

XHYD vs. SKOR - 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 FlexShares Credit-Scored US Corporate Bond Index Fund (SKOR). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

XHYD vs. SKOR - Yearly Performance Comparison


2026 (YTD)2025202420232022
XHYD
BondBloxx US High Yield Consumer Non-Cyclicals Sector ETF
-0.44%8.33%6.29%11.75%-5.80%
SKOR
FlexShares Credit-Scored US Corporate Bond Index Fund
-0.28%7.99%4.42%7.64%-6.87%

Returns By Period

In the year-to-date period, XHYD achieves a -0.44% return, which is significantly lower than SKOR's -0.28% return.


XHYD

1D
0.38%
1M
-1.67%
YTD
-0.44%
6M
1.11%
1Y
6.43%
3Y*
6.87%
5Y*
10Y*

SKOR

1D
0.41%
1M
-1.39%
YTD
-0.28%
6M
0.98%
1Y
5.43%
3Y*
5.60%
5Y*
1.89%
10Y*
2.89%
*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. SKOR - Expense Ratio Comparison

XHYD has a 0.35% expense ratio, which is higher than SKOR's 0.22% expense ratio.


Return for Risk

XHYD vs. SKOR — 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: 7979
Sortino Ratio Rank
XHYD Omega Ratio Rank: 8282
Omega Ratio Rank
XHYD Calmar Ratio Rank: 7373
Calmar Ratio Rank
XHYD Martin Ratio Rank: 8585
Martin Ratio Rank

SKOR
SKOR Risk / Return Rank: 8585
Overall Rank
SKOR Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
SKOR Sortino Ratio Rank: 8787
Sortino Ratio Rank
SKOR Omega Ratio Rank: 8484
Omega Ratio Rank
SKOR Calmar Ratio Rank: 8484
Calmar Ratio Rank
SKOR Martin Ratio Rank: 8484
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. SKOR - 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 FlexShares Credit-Scored US Corporate Bond Index Fund (SKOR). 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.


XHYDSKORDifference

Sharpe ratio

Return per unit of total volatility

1.47

1.66

-0.19

Sortino ratio

Return per unit of downside risk

2.08

2.32

-0.24

Omega ratio

Gain probability vs. loss probability

1.32

1.33

0.00

Calmar ratio

Return relative to maximum drawdown

1.93

2.45

-0.53

Martin ratio

Return relative to average drawdown

10.03

9.56

+0.47

XHYD vs. SKOR - Sharpe Ratio Comparison

The current XHYD Sharpe Ratio is 1.47, which is comparable to the SKOR Sharpe Ratio of 1.66. The chart below compares the historical Sharpe Ratios of XHYD and SKOR, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


XHYDSKORDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.47

1.66

-0.19

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.43

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.59

Sharpe Ratio (All Time)

Calculated using the full available price history

0.65

0.62

+0.03

Correlation

The correlation between XHYD and SKOR is 0.64, 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

XHYD vs. SKOR - Dividend Comparison

XHYD's dividend yield for the trailing twelve months is around 5.81%, more than SKOR's 4.71% yield.


TTM20252024202320222021202020192018201720162015
XHYD
BondBloxx US High Yield Consumer Non-Cyclicals Sector ETF
5.81%5.83%6.32%5.80%5.01%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SKOR
FlexShares Credit-Scored US Corporate Bond Index Fund
4.71%4.70%4.90%3.90%2.57%2.55%3.38%3.53%2.85%2.46%2.74%2.25%

Drawdowns

XHYD vs. SKOR - Drawdown Comparison

The maximum XHYD drawdown since its inception was -11.02%, smaller than the maximum SKOR drawdown of -15.98%. Use the drawdown chart below to compare losses from any high point for XHYD and SKOR.


Loading graphics...

Drawdown Indicators


XHYDSKORDifference

Max Drawdown

Largest peak-to-trough decline

-11.02%

-15.98%

+4.96%

Max Drawdown (1Y)

Largest decline over 1 year

-3.38%

-2.23%

-1.15%

Max Drawdown (5Y)

Largest decline over 5 years

-15.13%

Max Drawdown (10Y)

Largest decline over 10 years

-15.98%

Current Drawdown

Current decline from peak

-1.88%

-1.39%

-0.49%

Average Drawdown

Average peak-to-trough decline

-2.09%

-2.68%

+0.59%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.65%

0.57%

+0.08%

Volatility

XHYD vs. SKOR - Volatility Comparison

BondBloxx US High Yield Consumer Non-Cyclicals Sector ETF (XHYD) has a higher volatility of 1.99% compared to FlexShares Credit-Scored US Corporate Bond Index Fund (SKOR) at 1.34%. This indicates that XHYD's price experiences larger fluctuations and is considered to be riskier than SKOR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


XHYDSKORDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.99%

1.34%

+0.65%

Volatility (6M)

Calculated over the trailing 6-month period

2.74%

1.86%

+0.88%

Volatility (1Y)

Calculated over the trailing 1-year period

4.39%

3.28%

+1.11%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.19%

4.41%

+2.78%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.19%

4.91%

+2.28%