XHYF vs. ESHY

Last updated Jun 5, 2026

XHYF (BondBloxx US High Yield Financial & REIT Sector ETF) and ESHY (Xtrackers J.P. Morgan ESG USD High Yield Corporate Bond ETF) are both High Yield Bonds funds - XHYF tracks the ICE Diversified US Cash Pay High Yield Financial & REIT while ESHY tracks the JPMorgan ESG DM Corporate High Yield USD Index. Both are passively managed. XHYF charges 0.35%/yr vs 0.20%/yr for ESHY.

Performance

XHYF vs. ESHY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BondBloxx US High Yield Financial & REIT Sector ETF (XHYF) and Xtrackers J.P. Morgan ESG USD High Yield Corporate Bond ETF (ESHY). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

XHYF

• 1D: 0.00%
• 1M: -0.35%
• YTD: -0.10%
• 6M: 0.51%
• 1Y: 4.79%
• 3Y*: 9.29%
• 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)

XHYF vs. ESHY - Yearly Performance Comparison

	2026 (YTD)
XHYF BondBloxx US High Yield Financial & REIT Sector ETF	-0.50%
ESHY Xtrackers J.P. Morgan ESG USD High Yield Corporate Bond ETF	0.00%

Return for Risk

XHYF vs. ESHY — Risk / Return Rank

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

XHYF

XHYF Risk / Return Rank: 45
XHYF Sharpe Ratio Rank: 45
XHYF Sortino Ratio Rank: 51
XHYF Omega Ratio Rank: 48
XHYF Calmar Ratio Rank: 35
XHYF Martin Ratio Rank: 46

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.

XHYF vs. ESHY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BondBloxx US High Yield Financial & REIT Sector ETF (XHYF) 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.

	XHYF	ESHY	Difference
Sharpe ratio: Return per unit of total volatility	1.57	—	—
Sortino ratio: Return per unit of downside risk	2.47	—	—
Omega ratio: Gain probability vs. loss probability	1.30	—	—
Calmar ratio: Return relative to maximum drawdown	1.71	—	—
Martin ratio: Return relative to average drawdown	7.44	—	—
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

	XHYF	ESHY	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.57	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.73	—	—

Drawdowns

XHYF vs. ESHY - Drawdown Comparison

The maximum XHYF drawdown since its inception was -12.92%, which is greater than ESHY's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for XHYF and ESHY.

Drawdown Indicators

	XHYF	ESHY	Difference
Max Drawdown Largest peak-to-trough decline	-12.92%	0.00%	-12.92%
Max Drawdown (1Y) Largest decline over 1 year	-3.22%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-4.19%	—	—
Current Drawdown Current decline from peak	-0.61%	0.00%	-0.61%
Average Drawdown Average peak-to-trough decline	-2.54%	0.00%	-2.54%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.74%	—	—

Volatility

Volatility by Period

	XHYF	ESHY	Difference
Volatility (1M) Calculated over the trailing 1-month period	0.94%	—	—
Volatility (6M) Calculated over the trailing 6-month period	2.58%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	3.52%	0.00%	+3.52%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	7.14%	0.00%	+7.14%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	7.14%	0.00%	+7.14%

XHYF vs. ESHY - Expense Ratio Comparison

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

Dividends

XHYF vs. ESHY - Dividend Comparison

XHYF's dividend yield for the trailing twelve months is around 6.27%, while ESHY has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022
ESHY Xtrackers J.P. Morgan ESG USD High Yield Corporate Bond ETF	0.00%	0.00%	0.00%	0.00%	0.00%
XHYF BondBloxx US High Yield Financial & REIT Sector ETF	6.27%	6.73%	7.11%	7.00%	5.47%

Frequently Asked Questions

Which ETF is better, XHYF or ESHY?

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.

Which ETF is cheaper, XHYF or ESHY?

ESHY is cheaper with a 0.20% expense ratio, compared with 0.35% for XHYF.

Which ETF pays a higher dividend yield, XHYF or ESHY?

XHYF has the higher dividend yield at 6.27%, compared with 0.00% for ESHY.

What is the main difference between XHYF and ESHY?

XHYF tracks ICE Diversified US Cash Pay High Yield Financial & REIT, 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 XHYF and 0.20% for ESHY.