XHYE vs. ESHY

Last updated Apr 2, 2026

Compare and contrast key facts about BondBloxx US High Yield Energy Sector ETF (XHYE) and Xtrackers J.P. Morgan ESG USD High Yield Corporate Bond ETF (ESHY).

XHYE and ESHY are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. XHYE is a passively managed fund by BondBloxx that tracks the performance of the ICE Diversified US Cash Pay High Yield Energy Index. It was launched on Feb 15, 2022. ESHY is a passively managed fund by Deutsche Bank that tracks the performance of the JPMorgan ESG DM Corporate High Yield USD Index. It was launched on Mar 3, 2015. Both XHYE and ESHY are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

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.

XHYE vs. ESHY - Yearly Performance Comparison

	2026 (YTD)
XHYE BondBloxx US High Yield Energy Sector ETF	0.87%
ESHY Xtrackers J.P. Morgan ESG USD High Yield Corporate Bond ETF	0.00%

Returns By Period

XHYE

• 1D: 0.42%
• 1M: -0.19%
• YTD: 2.70%
• 6M: 3.36%
• 1Y: 8.26%
• 3Y*: 7.85%
• 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 - Expense Ratio Comparison

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

XHYE

BondBloxx US High Yield Energy Sector ETF

ESHY

Xtrackers J.P. Morgan ESG USD High Yield Corporate Bond ETF

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: 64
XHYE Sharpe Ratio Rank: 69
XHYE Sortino Ratio Rank: 66
XHYE Omega Ratio Rank: 79
XHYE Calmar Ratio Rank: 49
XHYE Martin Ratio Rank: 58

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.

	XHYE	ESHY	Difference
Sharpe ratio Return per unit of total volatility	1.29	—	—
Sortino ratio Return per unit of downside risk	1.77	—	—
Omega ratio Gain probability vs. loss probability	1.32	—	—
Calmar ratio Return relative to maximum drawdown	1.48	—	—
Martin ratio Return relative to average drawdown	6.58	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	XHYE	ESHY	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.29	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.83	—	—

Dividends

XHYE vs. ESHY - Dividend Comparison

XHYE's dividend yield for the trailing twelve months is around 6.44%, while ESHY has not paid dividends to shareholders.

	TTM	2025	2024	2023	2022
XHYE BondBloxx US High Yield Energy Sector ETF	6.44%	6.55%	7.04%	6.46%	5.46%
ESHY Xtrackers J.P. Morgan ESG USD High Yield Corporate Bond ETF	0.00%	0.00%	0.00%	0.00%	0.00%

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.

Drawdown Indicators

	XHYE	ESHY	Difference
Max Drawdown Largest peak-to-trough decline	-8.87%	0.00%	-8.87%
Max Drawdown (1Y) Largest decline over 1 year	-5.69%	—	—
Current Drawdown Current decline from peak	-0.27%	0.00%	-0.27%
Average Drawdown Average peak-to-trough decline	-1.47%	0.00%	-1.47%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.28%	—	—

Volatility

Volatility by Period

	XHYE	ESHY	Difference
Volatility (1M) Calculated over the trailing 1-month period	1.01%	—	—
Volatility (6M) Calculated over the trailing 6-month period	2.52%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	6.41%	0.00%	+6.41%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	7.73%	0.00%	+7.73%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	7.73%	0.00%	+7.73%