XHYI vs. JPHY

Last updated Apr 2, 2026

Compare and contrast key facts about BondBloxx US High Yield Industrial Sector ETF (XHYI) and JPMorgan High Yield Research Enhanced ETF (JPHY).

XHYI and JPHY are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. XHYI is a passively managed fund by BondBloxx that tracks the performance of the ICE Diversified US Cash Pay High Yield Core Industrial Index. It was launched on Feb 15, 2022. JPHY is an actively managed fund by JPMorgan. It was launched on Sep 14, 2016.

Performance

XHYI vs. JPHY - Performance Comparison

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

XHYI vs. JPHY - Yearly Performance Comparison

	2026 (YTD)	2025
XHYI BondBloxx US High Yield Industrial Sector ETF	-0.78%	4.25%
JPHY JPMorgan High Yield Research Enhanced ETF	0.38%	4.00%

Returns By Period

In the year-to-date period, XHYI achieves a -0.78% return, which is significantly lower than JPHY's 0.38% return.

XHYI

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

JPHY

• 1D: 0.22%
• 1M: -0.10%
• YTD: 0.38%
• 6M: 1.54%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

XHYI vs. JPHY - Expense Ratio Comparison

XHYI has a 0.35% expense ratio, which is higher than JPHY's 0.24% expense ratio.

XHYI

BondBloxx US High Yield Industrial Sector ETF

JPHY

JPMorgan High Yield Research Enhanced ETF

Return for Risk

XHYI vs. JPHY — Risk / Return Rank

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

XHYI

XHYI Risk / Return Rank: 75
XHYI Sharpe Ratio Rank: 74
XHYI Sortino Ratio Rank: 80
XHYI Omega Ratio Rank: 75
XHYI Calmar Ratio Rank: 69
XHYI Martin Ratio Rank: 77

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. JPHY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BondBloxx US High Yield Industrial Sector ETF (XHYI) 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.

	XHYI	JPHY	Difference
Sharpe ratio Return per unit of total volatility	1.41	—	—
Sortino ratio Return per unit of downside risk	2.17	—	—
Omega ratio Gain probability vs. loss probability	1.30	—	—
Calmar ratio Return relative to maximum drawdown	1.99	—	—
Martin ratio Return relative to average drawdown	9.19	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	XHYI	JPHY	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.41	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.72	1.87	-1.15

Correlation

The correlation between XHYI and JPHY is 0.59, 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

XHYI vs. JPHY - Dividend Comparison

XHYI's dividend yield for the trailing twelve months is around 6.70%, more than JPHY's 4.91% yield.

	TTM	2025	2024	2023	2022
XHYI BondBloxx US High Yield Industrial Sector ETF	6.70%	6.49%	6.89%	6.41%	5.57%
JPHY JPMorgan High Yield Research Enhanced ETF	4.91%	3.32%	0.00%	0.00%	0.00%

Drawdowns

XHYI vs. JPHY - Drawdown Comparison

The maximum XHYI drawdown since its inception was -10.96%, which is greater than JPHY's maximum drawdown of -1.65%. Use the drawdown chart below to compare losses from any high point for XHYI and JPHY.

Drawdown Indicators

	XHYI	JPHY	Difference
Max Drawdown Largest peak-to-trough decline	-10.96%	-1.65%	-9.31%
Max Drawdown (1Y) Largest decline over 1 year	-3.37%	—	—
Current Drawdown Current decline from peak	-1.60%	-0.43%	-1.17%
Average Drawdown Average peak-to-trough decline	-1.77%	-0.23%	-1.54%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.73%	—	—

Volatility

Volatility by Period

	XHYI	JPHY	Difference
Volatility (1M) Calculated over the trailing 1-month period	1.98%	—	—
Volatility (6M) Calculated over the trailing 6-month period	2.83%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	4.63%	3.09%	+1.54%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	7.06%	3.09%	+3.97%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	7.06%	3.09%	+3.97%