XHYH vs. LLY

Last updated Jun 3, 2026

XHYH (BondBloxx US High Yield Healthcare Sector ETF) is High Yield Bonds fund tracking the ICE Diversified US Cash Pay High Yield Healthcare Index, while LLY (Eli Lilly and Company) is a stock. Over the past 3 years, XHYH returned 9.88%/yr vs 34.95%/yr for LLY. At a 0.17 correlation, their price movements are largely independent.

Performance

XHYH vs. LLY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BondBloxx US High Yield Healthcare Sector ETF (XHYH) and Eli Lilly and Company (LLY). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, XHYH achieves a 1.24% return, which is significantly higher than LLY's -0.64% return.

XHYH

• 1D: 0.00%
• 1M: -0.48%
• YTD: 1.24%
• 6M: 1.37%
• 1Y: 7.81%
• 3Y*: 9.88%
• 5Y*: —
• 10Y*: —

LLY

• 1D: -1.67%
• 1M: 10.66%
• YTD: -0.64%
• 6M: 2.07%
• 1Y: 43.44%
• 3Y*: 34.95%
• 5Y*: 40.65%
• 10Y*: 32.48%

*Multi-year figures are annualized to reflect compound growth (CAGR)

XHYH vs. LLY - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
XHYH BondBloxx US High Yield Healthcare Sector ETF	1.24%	10.30%	9.65%	12.93%	-12.71%
LLY Eli Lilly and Company	-0.64%	40.25%	33.30%	60.91%	53.25%

Correlation

The correlation between XHYH and LLY is 0.06, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.06
Correlation (3Y) Calculated over the trailing 3-year period	0.16
Correlation (All Time) Calculated using the full available price history since Feb 18, 2022	0.17

The correlation between XHYH and LLY shifts across timeframes, from 0.06 (1 year) to 0.17 (all time), reflecting how their relationship changes across market environments.

Return for Risk

XHYH vs. LLY — Risk / Return Rank

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

XHYH

XHYH Risk / Return Rank: 61
XHYH Sharpe Ratio Rank: 54
XHYH Sortino Ratio Rank: 65
XHYH Omega Ratio Rank: 59
XHYH Calmar Ratio Rank: 60
XHYH Martin Ratio Rank: 65

LLY

LLY Risk / Return Rank: 72
LLY Sharpe Ratio Rank: 75
LLY Sortino Ratio Rank: 69
LLY Omega Ratio Rank: 70
LLY Calmar Ratio Rank: 73
LLY Martin Ratio Rank: 74

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.

XHYH vs. LLY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BondBloxx US High Yield Healthcare Sector ETF (XHYH) and Eli Lilly and Company (LLY). 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.

	XHYH	LLY	Difference
Sharpe ratio Return per unit of total volatility	1.88	1.15	+0.73
Sortino ratio Return per unit of downside risk	3.06	1.71	+1.34
Omega ratio Gain probability vs. loss probability	1.37	1.23	+0.14
Calmar ratio Return relative to maximum drawdown	3.04	1.92	+1.12
Martin ratio Return relative to average drawdown	12.13	4.78	+7.36
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

XHYH vs. LLY - Sharpe Ratio Comparison

The current XHYH Sharpe Ratio is 1.88, which is higher than the LLY Sharpe Ratio of 1.15. The chart below compares the historical Sharpe Ratios of XHYH and LLY, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	XHYH	LLY	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.88	1.15	+0.73
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	1.25	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	1.08	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.53	0.57	-0.04

Drawdowns

XHYH vs. LLY - Drawdown Comparison

The maximum XHYH drawdown since its inception was -17.84%, smaller than the maximum LLY drawdown of -68.24%. Use the drawdown chart below to compare losses from any high point for XHYH and LLY.

Drawdown Indicators

	XHYH	LLY	Difference
Max Drawdown Largest peak-to-trough decline	-17.84%	-68.24%	+50.40%
Max Drawdown (1Y) Largest decline over 1 year	-2.62%	-23.64%	+21.02%
Max Drawdown (3Y) Largest decline over 3 years	-5.09%	-34.48%	+29.39%
Max Drawdown (5Y) Largest decline over 5 years	—	-34.48%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-34.48%	—
Current Drawdown Current decline from peak	-0.51%	-5.56%	+5.05%
Average Drawdown Average peak-to-trough decline	-4.62%	-19.22%	+14.60%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.66%	9.48%	-8.82%

Volatility

XHYH vs. LLY - Volatility Comparison

The current volatility for BondBloxx US High Yield Healthcare Sector ETF (XHYH) is 0.87%, while Eli Lilly and Company (LLY) has a volatility of 9.11%. This indicates that XHYH experiences smaller price fluctuations and is considered to be less risky than LLY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	XHYH	LLY	Difference
Volatility (1M) Calculated over the trailing 1-month period	0.87%	9.11%	-8.24%
Volatility (6M) Calculated over the trailing 6-month period	3.15%	26.83%	-23.68%
Volatility (1Y) Calculated over the trailing 1-year period	4.32%	37.88%	-33.56%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	8.55%	32.79%	-24.24%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	8.55%	30.15%	-21.60%

Dividends

XHYH vs. LLY - Dividend Comparison

XHYH's dividend yield for the trailing twelve months is around 6.58%, more than LLY's 0.61% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
LLY Eli Lilly and Company	0.61%	0.56%	0.67%	0.78%	1.07%	1.23%	1.75%	1.96%	1.94%	2.46%	2.77%	2.37%
XHYH BondBloxx US High Yield Healthcare Sector ETF	6.58%	6.95%	6.95%	7.73%	6.99%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both XHYH and LLY in my portfolio?

XHYH and LLY have a correlation of 0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, XHYH or LLY?

LLY has higher volatility (9.11%) compared to XHYH (0.87%). In terms of maximum drawdown, XHYH dropped -17.84% vs LLY's -68.24%.

Which has better risk-adjusted returns?

XHYH currently has the higher Sharpe Ratio (1.88 vs 1.15), 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.