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XHYE vs. IBHD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XHYE vs. IBHD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BondBloxx US High Yield Energy Sector ETF (XHYE) and iShares iBonds 2024 Term High Yield & Income ETF (IBHD). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


XHYE

1D
0.00%
1M
-0.13%
YTD
3.57%
6M
3.93%
1Y
9.25%
3Y*
8.50%
5Y*
10Y*

IBHD

1D
0.00%
1M
0.00%
YTD
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

XHYE vs. IBHD - Yearly Performance Comparison


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Return for Risk

XHYE vs. IBHD — 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: 9191
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

IBHD
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. IBHD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BondBloxx US High Yield Energy Sector ETF (XHYE) and iShares iBonds 2024 Term High Yield & Income ETF (IBHD). 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.


XHYEIBHDDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.69

Calmar ratioReturn relative to maximum drawdown

8.50

Martin ratioReturn relative to average drawdown

26.98

XHYE vs. IBHD - Sharpe Ratio Comparison


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Sharpe Ratios by Period


XHYEIBHDDifference

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. IBHD - Drawdown Comparison

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


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Drawdown Indicators


XHYEIBHDDifference

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. IBHD - Volatility Comparison


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Volatility by Period


XHYEIBHDDifference

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. IBHD - Expense Ratio Comparison

Both XHYE and IBHD have an expense ratio of 0.35%.


Dividends

XHYE vs. IBHD - Dividend Comparison

XHYE's dividend yield for the trailing twelve months is around 5.79%, while IBHD has not paid dividends to shareholders.


PositionTTM2025202420232022
IBHD
iShares iBonds 2024 Term High Yield & Income 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


Both ETFs have the same 0.35% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

XHYE and IBHD have the same expense ratio: 0.35% per year.

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

XHYE tracks ICE Diversified US Cash Pay High Yield Energy Index, while IBHD tracks Bloomberg 2024 Term High Yield and Income Index. They also come from different issuers: BondBloxx and iShares.

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