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XHYD vs. XHYF
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

XHYD vs. XHYF - 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 BondBloxx US High Yield Financial & REIT Sector ETF (XHYF). The values are adjusted to include any dividend payments, if applicable.

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XHYD vs. XHYF - Yearly Performance Comparison


2026 (YTD)2025202420232022
XHYD
BondBloxx US High Yield Consumer Non-Cyclicals Sector ETF
0.14%8.33%6.29%11.75%-5.80%
XHYF
BondBloxx US High Yield Financial & REIT Sector ETF
-1.42%8.69%8.65%13.29%-7.22%

Returns By Period

In the year-to-date period, XHYD achieves a 0.14% return, which is significantly higher than XHYF's -1.42% return.


XHYD

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

XHYF

1D
0.41%
1M
-0.87%
YTD
-1.42%
6M
-0.07%
1Y
5.44%
3Y*
8.51%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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XHYD vs. XHYF - Expense Ratio Comparison

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


Return for Risk

XHYD vs. XHYF — 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

XHYF
XHYF Risk / Return Rank: 6161
Overall Rank
XHYF Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
XHYF Sortino Ratio Rank: 6565
Sortino Ratio Rank
XHYF Omega Ratio Rank: 6464
Omega Ratio Rank
XHYF Calmar Ratio Rank: 5353
Calmar Ratio Rank
XHYF Martin Ratio Rank: 5959
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. XHYF - 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 BondBloxx US High Yield Financial & REIT Sector ETF (XHYF). 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.


XHYDXHYFDifference

Sharpe ratio

Return per unit of total volatility

1.52

1.16

+0.37

Sortino ratio

Return per unit of downside risk

2.17

1.74

+0.43

Omega ratio

Gain probability vs. loss probability

1.34

1.25

+0.09

Calmar ratio

Return relative to maximum drawdown

2.09

1.51

+0.58

Martin ratio

Return relative to average drawdown

10.79

6.45

+4.34

XHYD vs. XHYF - Sharpe Ratio Comparison

The current XHYD Sharpe Ratio is 1.52, which is higher than the XHYF Sharpe Ratio of 1.16. The chart below compares the historical Sharpe Ratios of XHYD and XHYF, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


XHYDXHYFDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.52

1.16

+0.37

Sharpe Ratio (All Time)

Calculated using the full available price history

0.67

0.70

-0.03

Correlation

The correlation between XHYD and XHYF is 0.87, 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. XHYF - Dividend Comparison

XHYD's dividend yield for the trailing twelve months is around 5.85%, less than XHYF's 6.95% yield.


TTM2025202420232022
XHYD
BondBloxx US High Yield Consumer Non-Cyclicals Sector ETF
5.85%5.83%6.32%5.80%5.01%
XHYF
BondBloxx US High Yield Financial & REIT Sector ETF
6.95%6.73%7.11%7.00%5.47%

Drawdowns

XHYD vs. XHYF - Drawdown Comparison

The maximum XHYD drawdown since its inception was -11.02%, smaller than the maximum XHYF drawdown of -12.92%. Use the drawdown chart below to compare losses from any high point for XHYD and XHYF.


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Drawdown Indicators


XHYDXHYFDifference

Max Drawdown

Largest peak-to-trough decline

-11.02%

-12.92%

+1.90%

Max Drawdown (1Y)

Largest decline over 1 year

-3.38%

-3.70%

+0.32%

Current Drawdown

Current decline from peak

-1.31%

-1.92%

+0.61%

Average Drawdown

Average peak-to-trough decline

-2.08%

-2.61%

+0.53%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.65%

0.87%

-0.22%

Volatility

XHYD vs. XHYF - Volatility Comparison

BondBloxx US High Yield Consumer Non-Cyclicals Sector ETF (XHYD) has a higher volatility of 2.05% compared to BondBloxx US High Yield Financial & REIT Sector ETF (XHYF) at 1.61%. This indicates that XHYD's price experiences larger fluctuations and is considered to be riskier than XHYF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XHYDXHYFDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.05%

1.61%

+0.44%

Volatility (6M)

Calculated over the trailing 6-month period

2.80%

2.49%

+0.31%

Volatility (1Y)

Calculated over the trailing 1-year period

4.43%

4.73%

-0.30%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.19%

7.22%

-0.03%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.19%

7.22%

-0.03%