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XHYI vs. HYLB
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

XHYI vs. HYLB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BondBloxx US High Yield Industrial Sector ETF (XHYI) and Xtrackers USD High Yield Corporate Bond ETF (HYLB). The values are adjusted to include any dividend payments, if applicable.

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XHYI vs. HYLB - Yearly Performance Comparison


2026 (YTD)2025202420232022
XHYI
BondBloxx US High Yield Industrial Sector ETF
-0.78%7.90%7.46%11.86%-4.70%
HYLB
Xtrackers USD High Yield Corporate Bond ETF
0.02%8.74%8.14%12.03%-6.80%

Returns By Period

In the year-to-date period, XHYI achieves a -0.78% return, which is significantly lower than HYLB's 0.02% return.


XHYI

1D
0.36%
1M
-1.10%
YTD
-0.78%
6M
0.58%
1Y
6.50%
3Y*
7.09%
5Y*
10Y*

HYLB

1D
0.84%
1M
-0.65%
YTD
0.02%
6M
1.21%
1Y
7.21%
3Y*
8.18%
5Y*
3.95%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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XHYI vs. HYLB - Expense Ratio Comparison

XHYI has a 0.35% expense ratio, which is higher than HYLB's 0.15% expense ratio.


Return for Risk

XHYI vs. HYLB — Risk / Return Rank

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

XHYI
XHYI Risk / Return Rank: 7575
Overall Rank
XHYI Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
XHYI Sortino Ratio Rank: 8080
Sortino Ratio Rank
XHYI Omega Ratio Rank: 7575
Omega Ratio Rank
XHYI Calmar Ratio Rank: 6969
Calmar Ratio Rank
XHYI Martin Ratio Rank: 7777
Martin Ratio Rank

HYLB
HYLB Risk / Return Rank: 7676
Overall Rank
HYLB Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
HYLB Sortino Ratio Rank: 7575
Sortino Ratio Rank
HYLB Omega Ratio Rank: 7979
Omega Ratio Rank
HYLB Calmar Ratio Rank: 7171
Calmar Ratio Rank
HYLB Martin Ratio Rank: 8484
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.

XHYI vs. HYLB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BondBloxx US High Yield Industrial Sector ETF (XHYI) and Xtrackers USD High Yield Corporate Bond ETF (HYLB). 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.


XHYIHYLBDifference

Sharpe ratio

Return per unit of total volatility

1.41

1.32

+0.09

Sortino ratio

Return per unit of downside risk

2.17

1.97

+0.21

Omega ratio

Gain probability vs. loss probability

1.30

1.31

-0.02

Calmar ratio

Return relative to maximum drawdown

1.99

1.92

+0.06

Martin ratio

Return relative to average drawdown

9.19

10.01

-0.82

XHYI vs. HYLB - Sharpe Ratio Comparison

The current XHYI Sharpe Ratio is 1.41, which is comparable to the HYLB Sharpe Ratio of 1.32. The chart below compares the historical Sharpe Ratios of XHYI and HYLB, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


XHYIHYLBDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.41

1.32

+0.09

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.53

Sharpe Ratio (All Time)

Calculated using the full available price history

0.72

0.57

+0.16

Correlation

The correlation between XHYI and HYLB is 0.89, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

XHYI vs. HYLB - Dividend Comparison

XHYI's dividend yield for the trailing twelve months is around 6.70%, more than HYLB's 6.51% yield.


TTM2025202420232022202120202019201820172016
XHYI
BondBloxx US High Yield Industrial Sector ETF
6.70%6.49%6.89%6.41%5.57%0.00%0.00%0.00%0.00%0.00%0.00%
HYLB
Xtrackers USD High Yield Corporate Bond ETF
6.51%6.29%6.31%5.84%5.53%4.45%5.22%5.71%5.95%5.85%0.27%

Drawdowns

XHYI vs. HYLB - Drawdown Comparison

The maximum XHYI drawdown since its inception was -10.96%, smaller than the maximum HYLB drawdown of -22.91%. Use the drawdown chart below to compare losses from any high point for XHYI and HYLB.


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Drawdown Indicators


XHYIHYLBDifference

Max Drawdown

Largest peak-to-trough decline

-10.96%

-22.91%

+11.95%

Max Drawdown (1Y)

Largest decline over 1 year

-3.37%

-3.88%

+0.51%

Max Drawdown (5Y)

Largest decline over 5 years

-15.54%

Current Drawdown

Current decline from peak

-1.60%

-1.02%

-0.58%

Average Drawdown

Average peak-to-trough decline

-1.77%

-2.47%

+0.70%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.73%

0.75%

-0.02%

Volatility

XHYI vs. HYLB - Volatility Comparison

The current volatility for BondBloxx US High Yield Industrial Sector ETF (XHYI) is 1.98%, while Xtrackers USD High Yield Corporate Bond ETF (HYLB) has a volatility of 2.22%. This indicates that XHYI experiences smaller price fluctuations and is considered to be less risky than HYLB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XHYIHYLBDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.98%

2.22%

-0.24%

Volatility (6M)

Calculated over the trailing 6-month period

2.83%

2.83%

0.00%

Volatility (1Y)

Calculated over the trailing 1-year period

4.63%

5.49%

-0.86%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.06%

7.45%

-0.39%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.06%

8.24%

-1.18%