XHYF vs. JPHY
XHYF (BondBloxx US High Yield Financial & REIT Sector ETF) and JPHY (JPMorgan High Yield Research Enhanced ETF) are both High Yield Bonds funds. XHYF is passively managed, while JPHY is actively managed. A 0.53 correlation means they provide meaningful diversification when combined. XHYF charges 0.35%/yr vs 0.24%/yr for JPHY.
Performance
XHYF vs. JPHY - Performance Comparison
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Returns By Period
In the year-to-date period, XHYF achieves a -0.10% return, which is significantly lower than JPHY's 2.06% return.
XHYF
- 1D
- 0.00%
- 1M
- -0.35%
- YTD
- -0.10%
- 6M
- 0.51%
- 1Y
- 4.79%
- 3Y*
- 9.29%
- 5Y*
- —
- 10Y*
- —
JPHY
- 1D
- -0.01%
- 1M
- 0.35%
- YTD
- 2.06%
- 6M
- 2.42%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
XHYF vs. JPHY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
XHYF BondBloxx US High Yield Financial & REIT Sector ETF | -0.10% | 4.04% |
JPHY JPMorgan High Yield Research Enhanced ETF | 2.06% | 4.00% |
Correlation
The correlation between XHYF and JPHY is 0.53, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Jun 26, 2025 | 0.53 |
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Return for Risk
XHYF vs. JPHY — Risk / Return Rank
XHYF
JPHY
XHYF vs. JPHY - 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 JPMorgan High Yield Research Enhanced ETF (JPHY). 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 | JPHY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.30 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 1.71 | — | — |
| Martin ratioReturn 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. | |||
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Sharpe Ratios by Period
| XHYF | JPHY | 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 | 2.16 | -1.43 |
Drawdowns
XHYF vs. JPHY - Drawdown Comparison
The maximum XHYF drawdown since its inception was -12.92%, which is greater than JPHY's maximum drawdown of -1.65%. Use the drawdown chart below to compare losses from any high point for XHYF and JPHY.
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Drawdown Indicators
| XHYF | JPHY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -12.92% | -1.65% | -11.27% |
Max Drawdown (1Y)Largest decline over 1 year | -3.22% | — | — |
Max Drawdown (3Y)Largest decline over 3 years | -4.19% | — | — |
Current DrawdownCurrent decline from peak | -0.61% | -0.10% | -0.51% |
Average DrawdownAverage peak-to-trough decline | -2.54% | -0.21% | -2.33% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.74% | — | — |
Volatility
XHYF vs. JPHY - Volatility Comparison
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Volatility by Period
| XHYF | JPHY | 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% | 3.04% | +0.48% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.14% | 3.04% | +4.10% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.14% | 3.04% | +4.10% |
XHYF vs. JPHY - Expense Ratio Comparison
XHYF has a 0.35% expense ratio, which is higher than JPHY's 0.24% expense ratio.
Dividends
XHYF vs. JPHY - Dividend Comparison
XHYF's dividend yield for the trailing twelve months is around 6.27%, more than JPHY's 5.92% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 |
|---|---|---|---|---|---|
JPHY JPMorgan High Yield Research Enhanced ETF | 5.92% | 3.32% | 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
XHYF and JPHY have a correlation of 0.53, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, JPHY is cheaper at 0.24% per year. The better choice depends on whether you care most about return, fees, risk, or income.
JPHY is cheaper with a 0.24% expense ratio, compared with 0.35% for XHYF.
XHYF has the higher dividend yield at 6.27%, compared with 5.92% for JPHY.
They also come from different issuers: BondBloxx and JPMorgan. Their fees differ too: 0.35% for XHYF and 0.24% for JPHY.
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