XHYF vs. FTSL
XHYF (BondBloxx US High Yield Financial & REIT Sector ETF) and FTSL (First Trust Senior Loan Fund) are both High Yield Bonds funds. XHYF is passively managed, while FTSL is actively managed. Over the past 3 years, XHYF returned 9.29%/yr vs 7.36%/yr for FTSL. At a 0.48 correlation, their price movements are largely independent. XHYF charges 0.35%/yr vs 0.86%/yr for FTSL.
Performance
XHYF vs. FTSL - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, XHYF achieves a -0.10% return, which is significantly lower than FTSL's 0.65% return.
XHYF
- 1D
- 0.00%
- 1M
- -0.35%
- YTD
- -0.10%
- 6M
- 0.51%
- 1Y
- 4.79%
- 3Y*
- 9.29%
- 5Y*
- —
- 10Y*
- —
FTSL
- 1D
- 0.03%
- 1M
- 0.20%
- YTD
- 0.65%
- 6M
- 0.98%
- 1Y
- 4.56%
- 3Y*
- 7.36%
- 5Y*
- 5.02%
- 10Y*
- 4.44%
XHYF vs. FTSL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
XHYF BondBloxx US High Yield Financial & REIT Sector ETF | -0.10% | 8.69% | 8.65% | 13.29% | -7.22% |
FTSL First Trust Senior Loan Fund | 0.65% | 5.98% | 8.27% | 11.58% | -1.99% |
Correlation
The correlation between XHYF and FTSL is 0.36, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.36 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.43 |
Correlation (All Time) Calculated using the full available price history since Feb 18, 2022 | 0.48 |
The correlation between XHYF and FTSL shifts across timeframes, from 0.36 (1 year) to 0.48 (all time), reflecting how their relationship changes across market environments.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
XHYF vs. FTSL — Risk / Return Rank
XHYF
FTSL
XHYF vs. FTSL - 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 First Trust Senior Loan Fund (FTSL). 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 | FTSL | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.60 | ||
| Sortino ratioReturn per unit of downside risk | -0.90 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.51 | -0.21 |
| Calmar ratioReturn relative to maximum drawdown | 1.71 | 1.97 | -0.26 |
| Martin ratioReturn relative to average drawdown | 7.44 | 7.30 | +0.14 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| XHYF | FTSL | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.57 | 2.17 | -0.60 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 1.51 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.86 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.73 | 0.85 | -0.12 |
Drawdowns
XHYF vs. FTSL - Drawdown Comparison
The maximum XHYF drawdown since its inception was -12.92%, smaller than the maximum FTSL drawdown of -22.67%. Use the drawdown chart below to compare losses from any high point for XHYF and FTSL.
Loading charts...
Drawdown Indicators
| XHYF | FTSL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -12.92% | -22.67% | +9.75% |
Max Drawdown (1Y)Largest decline over 1 year | -3.22% | -2.33% | -0.89% |
Max Drawdown (3Y)Largest decline over 3 years | -4.19% | -2.66% | -1.53% |
Max Drawdown (5Y)Largest decline over 5 years | — | -6.96% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -22.67% | — |
Current DrawdownCurrent decline from peak | -0.61% | 0.00% | -0.61% |
Average DrawdownAverage peak-to-trough decline | -2.54% | -0.76% | -1.78% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.74% | 0.63% | +0.11% |
Volatility
XHYF vs. FTSL - Volatility Comparison
BondBloxx US High Yield Financial & REIT Sector ETF (XHYF) has a higher volatility of 0.94% compared to First Trust Senior Loan Fund (FTSL) at 0.36%. This indicates that XHYF's price experiences larger fluctuations and is considered to be riskier than FTSL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| XHYF | FTSL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.94% | 0.36% | +0.58% |
Volatility (6M)Calculated over the trailing 6-month period | 2.58% | 1.95% | +0.63% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.52% | 2.11% | +1.41% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.14% | 3.35% | +3.79% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.14% | 5.18% | +1.96% |
XHYF vs. FTSL - Expense Ratio Comparison
XHYF has a 0.35% expense ratio, which is lower than FTSL's 0.86% expense ratio.
Dividends
XHYF vs. FTSL - Dividend Comparison
XHYF's dividend yield for the trailing twelve months is around 6.27%, less than FTSL's 6.46% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FTSL First Trust Senior Loan Fund | 6.46% | 6.59% | 7.56% | 7.59% | 4.77% | 3.17% | 3.48% | 4.44% | 4.29% | 3.64% | 3.70% | 3.95% |
XHYF BondBloxx US High Yield Financial & REIT Sector ETF | 6.27% | 6.73% | 7.11% | 7.00% | 5.47% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
XHYF and FTSL have a correlation of 0.36, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
XHYF has higher volatility (0.94%) compared to FTSL (0.36%). In terms of maximum drawdown, XHYF dropped -12.92% vs FTSL's -22.67%.
On 3-year performance, XHYF leads with 9.29% vs 7.36% for FTSL. On fees, XHYF is cheaper at 0.35% per year. On volatility, FTSL has been the lower-risk option at 0.36%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 3-year period, XHYF has performed better with a 9.29% return vs 7.36%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
XHYF is cheaper with a 0.35% expense ratio, compared with 0.86% for FTSL.
FTSL has the higher dividend yield at 6.46%, compared with 6.27% for XHYF.
They also come from different issuers: BondBloxx and First Trust. Their fees differ too: 0.35% for XHYF and 0.86% for FTSL.
FTSL currently has the higher Sharpe Ratio (2.17 vs 1.57), 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.
Find the right allocation for XHYF and FTSL
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer