PortfoliosLab logoPortfoliosLab logo
XHYH vs. XEMD
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

XHYH vs. XEMD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BondBloxx US High Yield Healthcare Sector ETF (XHYH) and BondBloxx JP Morgan USD Emerging Markets 1-10 Year Bond ETF (XEMD). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

XHYH vs. XEMD - Yearly Performance Comparison


2026 (YTD)2025202420232022
XHYH
BondBloxx US High Yield Healthcare Sector ETF
0.14%10.30%9.65%12.93%-0.22%
XEMD
BondBloxx JP Morgan USD Emerging Markets 1-10 Year Bond ETF
-0.24%13.98%8.77%10.26%1.82%

Returns By Period

In the year-to-date period, XHYH achieves a 0.14% return, which is significantly higher than XEMD's -0.24% return.


XHYH

1D
0.47%
1M
-0.80%
YTD
0.14%
6M
1.93%
1Y
9.21%
3Y*
9.08%
5Y*
10Y*

XEMD

1D
0.27%
1M
-2.11%
YTD
-0.24%
6M
3.46%
1Y
10.90%
3Y*
10.20%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


XHYH vs. XEMD - Expense Ratio Comparison

XHYH has a 0.35% expense ratio, which is higher than XEMD's 0.29% expense ratio.


Return for Risk

XHYH vs. XEMD — Risk / Return Rank

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

XHYH
XHYH Risk / Return Rank: 7676
Overall Rank
XHYH Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
XHYH Sortino Ratio Rank: 7171
Sortino Ratio Rank
XHYH Omega Ratio Rank: 8484
Omega Ratio Rank
XHYH Calmar Ratio Rank: 7878
Calmar Ratio Rank
XHYH Martin Ratio Rank: 8383
Martin Ratio Rank

XEMD
XEMD Risk / Return Rank: 9090
Overall Rank
XEMD Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
XEMD Sortino Ratio Rank: 9090
Sortino Ratio Rank
XEMD Omega Ratio Rank: 9191
Omega Ratio Rank
XEMD Calmar Ratio Rank: 9090
Calmar Ratio Rank
XEMD Martin Ratio Rank: 9191
Martin Ratio Rank
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. XEMD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BondBloxx US High Yield Healthcare Sector ETF (XHYH) and BondBloxx JP Morgan USD Emerging Markets 1-10 Year Bond ETF (XEMD). 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.


XHYHXEMDDifference

Sharpe ratio

Return per unit of total volatility

1.20

1.88

-0.69

Sortino ratio

Return per unit of downside risk

1.88

2.65

-0.77

Omega ratio

Gain probability vs. loss probability

1.35

1.40

-0.06

Calmar ratio

Return relative to maximum drawdown

2.35

3.17

-0.82

Martin ratio

Return relative to average drawdown

10.16

13.31

-3.15

XHYH vs. XEMD - Sharpe Ratio Comparison

The current XHYH Sharpe Ratio is 1.20, which is lower than the XEMD Sharpe Ratio of 1.88. The chart below compares the historical Sharpe Ratios of XHYH and XEMD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


XHYHXEMDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.20

1.88

-0.69

Sharpe Ratio (All Time)

Calculated using the full available price history

0.51

1.32

-0.81

Correlation

The correlation between XHYH and XEMD is 0.66, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

XHYH vs. XEMD - Dividend Comparison

XHYH's dividend yield for the trailing twelve months is around 7.28%, more than XEMD's 6.06% yield.


TTM2025202420232022
XHYH
BondBloxx US High Yield Healthcare Sector ETF
7.28%6.95%6.95%7.73%6.99%
XEMD
BondBloxx JP Morgan USD Emerging Markets 1-10 Year Bond ETF
6.06%6.15%6.30%6.19%3.08%

Drawdowns

XHYH vs. XEMD - Drawdown Comparison

The maximum XHYH drawdown since its inception was -17.84%, which is greater than XEMD's maximum drawdown of -10.01%. Use the drawdown chart below to compare losses from any high point for XHYH and XEMD.


Loading graphics...

Drawdown Indicators


XHYHXEMDDifference

Max Drawdown

Largest peak-to-trough decline

-17.84%

-10.01%

-7.83%

Max Drawdown (1Y)

Largest decline over 1 year

-4.11%

-3.52%

-0.59%

Current Drawdown

Current decline from peak

-1.18%

-2.46%

+1.28%

Average Drawdown

Average peak-to-trough decline

-4.75%

-1.29%

-3.46%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.95%

0.84%

+0.11%

Volatility

XHYH vs. XEMD - Volatility Comparison

The current volatility for BondBloxx US High Yield Healthcare Sector ETF (XHYH) is 2.12%, while BondBloxx JP Morgan USD Emerging Markets 1-10 Year Bond ETF (XEMD) has a volatility of 2.45%. This indicates that XHYH experiences smaller price fluctuations and is considered to be less risky than XEMD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


XHYHXEMDDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.12%

2.45%

-0.33%

Volatility (6M)

Calculated over the trailing 6-month period

3.23%

3.39%

-0.16%

Volatility (1Y)

Calculated over the trailing 1-year period

7.75%

5.81%

+1.94%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.66%

6.94%

+1.72%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.66%

6.94%

+1.72%