XHYF vs. SKOR
XHYF (BondBloxx US High Yield Financial & REIT Sector ETF) and SKOR (FlexShares Credit-Scored US Corporate Bond Index Fund) are both exchange-traded funds - XHYF is a High Yield Bonds fund tracking the ICE Diversified US Cash Pay High Yield Financial & REIT, while SKOR is a Corporate Bonds fund tracking the NorthernTrustUS Corporate Bond Quality Value Index. Both are passively managed. Over the past 3 years, XHYF returned 9.29%/yr vs 5.94%/yr for SKOR. A 0.61 correlation means they provide meaningful diversification when combined. XHYF charges 0.35%/yr vs 0.22%/yr for SKOR.
Performance
XHYF vs. SKOR - 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 SKOR's 0.45% return.
XHYF
- 1D
- 0.00%
- 1M
- -0.35%
- YTD
- -0.10%
- 6M
- 0.51%
- 1Y
- 4.79%
- 3Y*
- 9.29%
- 5Y*
- —
- 10Y*
- —
SKOR
- 1D
- 0.11%
- 1M
- 0.25%
- YTD
- 0.45%
- 6M
- 0.78%
- 1Y
- 5.01%
- 3Y*
- 5.94%
- 5Y*
- 1.81%
- 10Y*
- 2.88%
XHYF vs. SKOR - 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% |
SKOR FlexShares Credit-Scored US Corporate Bond Index Fund | 0.45% | 7.99% | 4.42% | 7.64% | -6.87% |
Correlation
The correlation between XHYF and SKOR is 0.34, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.34 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.59 |
Correlation (All Time) Calculated using the full available price history since Feb 18, 2022 | 0.61 |
Over the past year, the correlation between XHYF and SKOR has dropped to 0.34 - well below their long-term average of 0.61, suggesting their price drivers have been diverging.
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Return for Risk
XHYF vs. SKOR — Risk / Return Rank
XHYF
SKOR
XHYF vs. SKOR - 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 FlexShares Credit-Scored US Corporate Bond Index Fund (SKOR). 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 | SKOR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.30 | ||
| Sortino ratioReturn per unit of downside risk | -0.29 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.34 | -0.05 |
| Calmar ratioReturn relative to maximum drawdown | 1.71 | 2.41 | -0.70 |
| Martin ratioReturn relative to average drawdown | 7.44 | 8.60 | -1.16 |
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 | SKOR | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.57 | 1.86 | -0.30 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.41 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.59 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.73 | 0.63 | +0.10 |
Drawdowns
XHYF vs. SKOR - Drawdown Comparison
The maximum XHYF drawdown since its inception was -12.92%, smaller than the maximum SKOR drawdown of -15.98%. Use the drawdown chart below to compare losses from any high point for XHYF and SKOR.
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Drawdown Indicators
| XHYF | SKOR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -12.92% | -15.98% | +3.06% |
Max Drawdown (1Y)Largest decline over 1 year | -3.22% | -2.09% | -1.13% |
Max Drawdown (3Y)Largest decline over 3 years | -4.19% | -3.11% | -1.08% |
Max Drawdown (5Y)Largest decline over 5 years | — | -15.13% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -15.98% | — |
Current DrawdownCurrent decline from peak | -0.61% | -0.67% | +0.06% |
Average DrawdownAverage peak-to-trough decline | -2.54% | -2.65% | +0.11% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.74% | 0.58% | +0.16% |
Volatility
XHYF vs. SKOR - Volatility Comparison
BondBloxx US High Yield Financial & REIT Sector ETF (XHYF) has a higher volatility of 0.94% compared to FlexShares Credit-Scored US Corporate Bond Index Fund (SKOR) at 0.84%. This indicates that XHYF's price experiences larger fluctuations and is considered to be riskier than SKOR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XHYF | SKOR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.94% | 0.84% | +0.10% |
Volatility (6M)Calculated over the trailing 6-month period | 2.58% | 1.99% | +0.59% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.52% | 2.72% | +0.80% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.14% | 4.42% | +2.72% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.14% | 4.90% | +2.24% |
XHYF vs. SKOR - Expense Ratio Comparison
XHYF has a 0.35% expense ratio, which is higher than SKOR's 0.22% expense ratio.
Dividends
XHYF vs. SKOR - Dividend Comparison
XHYF's dividend yield for the trailing twelve months is around 6.27%, more than SKOR's 4.66% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SKOR FlexShares Credit-Scored US Corporate Bond Index Fund | 4.66% | 4.70% | 4.90% | 3.90% | 2.57% | 2.55% | 3.38% | 3.53% | 2.85% | 2.46% | 2.74% | 2.25% |
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 SKOR have a correlation of 0.34, 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 SKOR (0.84%). In terms of maximum drawdown, XHYF dropped -12.92% vs SKOR's -15.98%.
On 3-year performance, XHYF leads with 9.29% vs 5.94% for SKOR. On fees, SKOR is cheaper at 0.22% per year. On volatility, SKOR has been the lower-risk option at 0.84%. 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 5.94%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
SKOR is cheaper with a 0.22% expense ratio, compared with 0.35% for XHYF.
XHYF has the higher dividend yield at 6.27%, compared with 4.66% for SKOR.
XHYF is categorized as High Yield Bonds, while SKOR is Corporate Bonds. XHYF tracks ICE Diversified US Cash Pay High Yield Financial & REIT, while SKOR tracks NorthernTrustUS Corporate Bond Quality Value Index. They also come from different issuers: BondBloxx and Northern Trust. Their fees differ too: 0.35% for XHYF and 0.22% for SKOR.
SKOR currently has the higher Sharpe Ratio (1.86 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.
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