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XHYE vs. IBHH
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XHYE vs. IBHH - 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 2028 Term High Yield and Income ETF (IBHH). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, XHYE achieves a 3.57% return, which is significantly higher than IBHH's 1.66% return.


XHYE

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

IBHH

1D
-0.06%
1M
0.40%
YTD
1.66%
6M
2.20%
1Y
6.59%
3Y*
8.48%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

XHYE vs. IBHH - Yearly Performance Comparison


2026 (YTD)2025202420232022
XHYE
BondBloxx US High Yield Energy Sector ETF
3.57%6.73%7.46%11.49%-2.73%
IBHH
iShares iBonds 2028 Term High Yield and Income ETF
1.66%8.02%7.53%12.87%-6.70%

Correlation

The correlation between XHYE and IBHH is 0.39, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.39

Correlation (3Y)
Calculated over the trailing 3-year period

0.67

Correlation (All Time)
Calculated using the full available price history since Mar 11, 2022

0.78

Over the past year, the correlation between XHYE and IBHH has dropped to 0.39 - well below their long-term average of 0.78, suggesting their price drivers have been diverging.

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Return for Risk

XHYE vs. IBHH — 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

IBHH
IBHH Risk / Return Rank: 8282
Overall Rank
IBHH Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
IBHH Sortino Ratio Rank: 8080
Sortino Ratio Rank
IBHH Omega Ratio Rank: 7777
Omega Ratio Rank
IBHH Calmar Ratio Rank: 8989
Calmar Ratio Rank
IBHH Martin Ratio Rank: 9191
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.

XHYE vs. IBHH - 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 2028 Term High Yield and Income ETF (IBHH). 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.


XHYEIBHHDifference
Sharpe ratioReturn per unit of total volatility

+0.82

Sortino ratioReturn per unit of downside risk

+1.53

Omega ratioGain probability vs. loss probability

1.69

1.46

+0.23

Calmar ratioReturn relative to maximum drawdown

8.50

5.41

+3.09

Martin ratioReturn relative to average drawdown

26.98

21.70

+5.28

XHYE vs. IBHH - Sharpe Ratio Comparison

The current XHYE Sharpe Ratio is 3.18, which is higher than the IBHH Sharpe Ratio of 2.35. The chart below compares the historical Sharpe Ratios of XHYE and IBHH, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


XHYEIBHHDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.18

2.35

+0.82

Sharpe Ratio (All Time)

Calculated using the full available price history

0.84

0.73

+0.11

Drawdowns

XHYE vs. IBHH - Drawdown Comparison

The maximum XHYE drawdown since its inception was -8.87%, smaller than the maximum IBHH drawdown of -12.05%. Use the drawdown chart below to compare losses from any high point for XHYE and IBHH.


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Drawdown Indicators


XHYEIBHHDifference

Max Drawdown

Largest peak-to-trough decline

-8.87%

-12.05%

+3.18%

Max Drawdown (1Y)

Largest decline over 1 year

-1.21%

-1.22%

+0.01%

Max Drawdown (3Y)

Largest decline over 3 years

-6.40%

-4.66%

-1.74%

Current Drawdown

Current decline from peak

-0.36%

-0.07%

-0.29%

Average Drawdown

Average peak-to-trough decline

-1.42%

-2.30%

+0.88%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.38%

0.30%

+0.08%

Volatility

XHYE vs. IBHH - Volatility Comparison

The current volatility for BondBloxx US High Yield Energy Sector ETF (XHYE) is 0.56%, while iShares iBonds 2028 Term High Yield and Income ETF (IBHH) has a volatility of 0.77%. This indicates that XHYE experiences smaller price fluctuations and is considered to be less risky than IBHH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XHYEIBHHDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.56%

0.77%

-0.21%

Volatility (6M)

Calculated over the trailing 6-month period

1.98%

2.08%

-0.10%

Volatility (1Y)

Calculated over the trailing 1-year period

3.24%

2.82%

+0.42%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.60%

7.26%

+0.34%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.60%

7.26%

+0.34%

XHYE vs. IBHH - Expense Ratio Comparison

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


Dividends

XHYE vs. IBHH - Dividend Comparison

XHYE's dividend yield for the trailing twelve months is around 5.79%, less than IBHH's 6.27% yield.


PositionTTM2025202420232022
IBHH
iShares iBonds 2028 Term High Yield and Income ETF
6.27%6.39%6.93%6.65%5.36%
XHYE
BondBloxx US High Yield Energy Sector ETF
5.79%6.55%7.04%6.46%5.46%

Frequently Asked Questions


XHYE and IBHH have a correlation of 0.39, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IBHH has higher volatility (0.77%) compared to XHYE (0.56%). In terms of maximum drawdown, XHYE dropped -8.87% vs IBHH's -12.05%.

On 3-year performance, XHYE leads with 8.50% vs 8.48% for IBHH. Both ETFs have the same 0.35% expense ratio. On volatility, XHYE has been the lower-risk option at 0.56%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, XHYE has performed better with a 8.50% return vs 8.48%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

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

IBHH has the higher dividend yield at 6.27%, compared with 5.79% for XHYE.

XHYE tracks ICE Diversified US Cash Pay High Yield Energy Index, while IBHH tracks Bloomberg 2028 Term High Yield and Income Index - Benchmark TR Gross. They also come from different issuers: BondBloxx and iShares.

XHYE currently has the higher Sharpe Ratio (3.18 vs 2.35), 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.

Portfolio Optimizer

Find the right allocation for XHYE and IBHH

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