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XHYE vs. ESHY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XHYE vs. ESHY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BondBloxx US High Yield Energy Sector ETF (XHYE) 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


XHYE

1D
0.00%
1M
-0.36%
YTD
3.57%
6M
4.05%
1Y
9.74%
3Y*
8.50%
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)

XHYE vs. ESHY - Yearly Performance Comparison


XHYE vs. ESHY - Sectors Allocation Comparison


Sectors
XHYE
ESHY

Energy

49.2%
100.0%

Technology

0.3%

-

Basic Materials

-

-

Communication Services

-

-

Consumer Cyclical

-

-

Consumer Defensive

-

-

Financial Services

-

-

Healthcare

-

-

Industrials

-

-

Real Estate

-

-

Utilities

-

-

Energy

XHYE
49.2%
ESHY
100.0%

Technology

XHYE
0.3%
ESHY

-

Basic Materials

XHYE

-

ESHY

-

Communication Services

XHYE

-

ESHY

-

Consumer Cyclical

XHYE

-

ESHY

-

Consumer Defensive

XHYE

-

ESHY

-

Financial Services

XHYE

-

ESHY

-

Healthcare

XHYE

-

ESHY

-

Industrials

XHYE

-

ESHY

-

Real Estate

XHYE

-

ESHY

-

Utilities

XHYE

-

ESHY

-

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Return for Risk

XHYE vs. ESHY — Risk / Return Rank

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

XHYE
XHYE Risk / Return Rank: 9494
Overall Rank
XHYE Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
XHYE Sortino Ratio Rank: 9595
Sortino Ratio Rank
XHYE Omega Ratio Rank: 9494
Omega Ratio Rank
XHYE Calmar Ratio Rank: 9595
Calmar Ratio Rank
XHYE Martin Ratio Rank: 9494
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.

XHYE vs. ESHY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BondBloxx US High Yield Energy Sector ETF (XHYE) 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.


XHYEESHYDifference

Sharpe ratio

Return per unit of total volatility

3.18

Sortino ratio

Return per unit of downside risk

5.13

Omega ratio

Gain probability vs. loss probability

1.69

Calmar ratio

Return relative to maximum drawdown

8.67

Martin ratio

Return relative to average drawdown

27.59

XHYE vs. ESHY - Sharpe Ratio Comparison


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Sharpe Ratios by Period


XHYEESHYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.18

Sharpe Ratio (All Time)

Calculated using the full available price history

0.84

Drawdowns

XHYE vs. ESHY - Drawdown Comparison

The maximum XHYE drawdown since its inception was -8.87%, which is greater than ESHY's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for XHYE and ESHY.


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Drawdown Indicators


XHYEESHYDifference

Max Drawdown

Largest peak-to-trough decline

-8.87%

0.00%

-8.87%

Max Drawdown (1Y)

Largest decline over 1 year

-1.21%

Max Drawdown (3Y)

Largest decline over 3 years

-6.40%

Current Drawdown

Current decline from peak

-0.36%

0.00%

-0.36%

Average Drawdown

Average peak-to-trough decline

-1.42%

0.00%

-1.42%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.38%

Volatility

XHYE vs. ESHY - Volatility Comparison


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Volatility by Period


XHYEESHYDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.56%

Volatility (6M)

Calculated over the trailing 6-month period

1.98%

Volatility (1Y)

Calculated over the trailing 1-year period

3.24%

0.00%

+3.24%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.60%

0.00%

+7.60%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.60%

0.00%

+7.60%

XHYE vs. ESHY - Expense Ratio Comparison

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


Dividends

XHYE vs. ESHY - Dividend Comparison

XHYE's dividend yield for the trailing twelve months is around 5.79%, 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%
XHYE
BondBloxx US High Yield Energy Sector ETF
5.79%6.55%7.04%6.46%5.46%

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 XHYE.

XHYE has the higher dividend yield at 5.79%, compared with 0.00% for ESHY.

XHYE tracks ICE Diversified US Cash Pay High Yield Energy Index, 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 XHYE and 0.20% for ESHY.

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