XHYD vs. XHYF
XHYD (BondBloxx US High Yield Consumer Non-Cyclicals Sector ETF) and XHYF (BondBloxx US High Yield Financial & REIT Sector ETF) are both High Yield Bonds funds from BondBloxx - XHYD tracks the ICE Diversified US Cash Pay High Yield Consumer Non-Cyclical while XHYF tracks the ICE Diversified US Cash Pay High Yield Financial & REIT. Both are passively managed. Over the past 3 years, XHYD returned 7.51%/yr vs 9.29%/yr for XHYF. Their correlation of 0.85 suggests significant overlap in exposure. Both charge a 0.35% expense ratio.
Performance
XHYD vs. XHYF - Performance Comparison
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Returns By Period
In the year-to-date period, XHYD achieves a 0.44% return, which is significantly higher than XHYF's -0.10% return.
XHYD
- 1D
- 0.00%
- 1M
- -0.60%
- YTD
- 0.44%
- 6M
- 0.86%
- 1Y
- 5.28%
- 3Y*
- 7.51%
- 5Y*
- —
- 10Y*
- —
XHYF
- 1D
- 0.00%
- 1M
- -0.35%
- YTD
- -0.10%
- 6M
- 0.51%
- 1Y
- 4.79%
- 3Y*
- 9.29%
- 5Y*
- —
- 10Y*
- —
XHYD vs. XHYF - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
XHYD BondBloxx US High Yield Consumer Non-Cyclicals Sector ETF | 0.44% | 8.33% | 6.29% | 11.75% | -5.80% |
XHYF BondBloxx US High Yield Financial & REIT Sector ETF | -0.10% | 8.69% | 8.65% | 13.29% | -7.22% |
Correlation
The correlation between XHYD and XHYF is 0.46, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.46 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.77 |
Correlation (All Time) Calculated using the full available price history since Feb 18, 2022 | 0.85 |
Over the past year, the correlation between XHYD and XHYF has dropped to 0.46 - well below their long-term average of 0.85, suggesting their price drivers have been diverging.
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Return for Risk
XHYD vs. XHYF — Risk / Return Rank
XHYD
XHYF
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.
| XHYD | XHYF | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.02 | ||
| Sortino ratioReturn per unit of downside risk | -0.28 | ||
| Omega ratioGain probability vs. loss probability | 1.32 | 1.30 | +0.02 |
| Calmar ratioReturn relative to maximum drawdown | 2.36 | 1.71 | +0.65 |
| Martin ratioReturn relative to average drawdown | 10.53 | 7.44 | +3.09 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| XHYD | XHYF | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.55 | 1.57 | -0.02 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.67 | 0.73 | -0.06 |
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
| XHYD | XHYF | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -11.02% | -12.92% | +1.90% |
Max Drawdown (1Y)Largest decline over 1 year | -2.49% | -3.22% | +0.73% |
Max Drawdown (3Y)Largest decline over 3 years | -3.70% | -4.19% | +0.49% |
Current DrawdownCurrent decline from peak | -1.08% | -0.61% | -0.47% |
Average DrawdownAverage peak-to-trough decline | -2.04% | -2.54% | +0.50% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.56% | 0.74% | -0.18% |
Volatility
XHYD vs. XHYF - Volatility Comparison
BondBloxx US High Yield Consumer Non-Cyclicals Sector ETF (XHYD) has a higher volatility of 1.83% compared to BondBloxx US High Yield Financial & REIT Sector ETF (XHYF) at 0.94%. 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
| XHYD | XHYF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.83% | 0.94% | +0.89% |
Volatility (6M)Calculated over the trailing 6-month period | 3.28% | 2.58% | +0.70% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.79% | 3.52% | +0.27% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.15% | 7.14% | +0.01% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.15% | 7.14% | +0.01% |
XHYD vs. XHYF - Expense Ratio Comparison
Both XHYD and XHYF have an expense ratio of 0.35%.
Dividends
XHYD vs. XHYF - Dividend Comparison
XHYD's dividend yield for the trailing twelve months is around 5.31%, less than XHYF's 6.27% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 |
|---|---|---|---|---|---|
XHYD BondBloxx US High Yield Consumer Non-Cyclicals Sector ETF | 5.31% | 5.83% | 6.32% | 5.80% | 5.01% |
XHYF BondBloxx US High Yield Financial & REIT Sector ETF | 6.27% | 6.73% | 7.11% | 7.00% | 5.47% |
Frequently Asked Questions
XHYD and XHYF have a correlation of 0.46, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
XHYD has higher volatility (1.83%) compared to XHYF (0.94%). In terms of maximum drawdown, XHYD dropped -11.02% vs XHYF's -12.92%.
On 3-year performance, XHYF leads with 9.29% vs 7.51% for XHYD. Both ETFs have the same 0.35% expense ratio. On volatility, XHYF has been the lower-risk option at 0.94%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 3-year period, XHYF has performed better with a 9.29% return vs 7.51%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
XHYD and XHYF have the same expense ratio: 0.35% per year.
XHYF has the higher dividend yield at 6.27%, compared with 5.31% for XHYD.
XHYD tracks ICE Diversified US Cash Pay High Yield Consumer Non-Cyclical, while XHYF tracks ICE Diversified US Cash Pay High Yield Financial & REIT.
XHYF currently has the higher Sharpe Ratio (1.57 vs 1.55), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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