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XJH vs. HYXF
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XJH vs. HYXF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares ESG Screened S&P Mid-Cap ETF (XJH) and iShares ESG Advanced High Yield Corporate Bond ETF (HYXF). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, XJH achieves a 15.50% return, which is significantly higher than HYXF's 1.34% return.


XJH

1D
0.41%
1M
5.84%
YTD
15.50%
6M
14.25%
1Y
29.19%
3Y*
15.17%
5Y*
8.10%
10Y*

HYXF

1D
0.29%
1M
1.24%
YTD
1.34%
6M
1.95%
1Y
6.13%
3Y*
8.59%
5Y*
3.71%
10Y*
5.12%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XJH vs. HYXF - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
XJH
iShares ESG Screened S&P Mid-Cap ETF
15.50%8.12%12.27%16.74%-14.36%23.43%29.59%
HYXF
iShares ESG Advanced High Yield Corporate Bond ETF
1.34%8.88%8.35%11.87%-11.90%2.60%6.10%

Correlation

The correlation between XJH and HYXF is 0.69, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.69

Correlation (3Y)
Calculated over the trailing 3-year period

0.63

Correlation (5Y)
Calculated over the trailing 5-year period

0.66

Correlation (All Time)
Calculated using the full available price history since Sep 24, 2020

0.64

The correlation between XJH and HYXF has been stable across timeframes, ranging from 0.63 to 0.69 - a consistent structural relationship.

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Return for Risk

XJH vs. HYXF — Risk / Return Rank

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

XJH
XJH Risk / Return Rank: 6060
Overall Rank
XJH Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
XJH Sortino Ratio Rank: 5959
Sortino Ratio Rank
XJH Omega Ratio Rank: 5252
Omega Ratio Rank
XJH Calmar Ratio Rank: 6666
Calmar Ratio Rank
XJH Martin Ratio Rank: 6767
Martin Ratio Rank

HYXF
HYXF Risk / Return Rank: 5454
Overall Rank
HYXF Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
HYXF Sortino Ratio Rank: 5454
Sortino Ratio Rank
HYXF Omega Ratio Rank: 5151
Omega Ratio Rank
HYXF Calmar Ratio Rank: 5151
Calmar Ratio Rank
HYXF Martin Ratio Rank: 6363
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.

XJH vs. HYXF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares ESG Screened S&P Mid-Cap ETF (XJH) and iShares ESG Advanced High Yield Corporate Bond ETF (HYXF). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


XJHHYXFDifference
Sharpe ratioReturn per unit of total volatility

+0.16

Sortino ratioReturn per unit of downside risk

+0.13

Omega ratioGain probability vs. loss probability

1.30

1.30

0.00

Calmar ratioReturn relative to maximum drawdown

3.05

2.40

+0.66

Martin ratioReturn relative to average drawdown

11.24

10.72

+0.52

XJH vs. HYXF - Sharpe Ratio Comparison

The current XJH Sharpe Ratio is 1.77, which is comparable to the HYXF Sharpe Ratio of 1.61. The chart below compares the historical Sharpe Ratios of XJH and HYXF, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

XJH vs. HYXF - Drawdown Comparison

The maximum XJH drawdown since its inception was -25.07%, which is greater than HYXF's maximum drawdown of -18.75%. Use the drawdown chart below to compare losses from any high point for XJH and HYXF.


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Drawdown Indicators


XJHHYXFDifference

Max Drawdown

Largest peak-to-trough decline

-25.07%

-18.75%

-6.32%

Max Drawdown (1Y)

Largest decline over 1 year

-9.61%

-2.57%

-7.04%

Max Drawdown (3Y)

Largest decline over 3 years

-24.56%

-4.81%

-19.75%

Max Drawdown (5Y)

Largest decline over 5 years

-25.07%

-16.00%

-9.07%

Max Drawdown (10Y)

Largest decline over 10 years

-18.75%

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-6.79%

-2.57%

-4.22%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.60%

0.57%

+2.03%

Volatility

XJH vs. HYXF - Volatility Comparison

iShares ESG Screened S&P Mid-Cap ETF (XJH) has a higher volatility of 5.22% compared to iShares ESG Advanced High Yield Corporate Bond ETF (HYXF) at 1.29%. This indicates that XJH's price experiences larger fluctuations and is considered to be riskier than HYXF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XJHHYXFDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.22%

1.29%

+3.93%

Volatility (6M)

Calculated over the trailing 6-month period

12.32%

3.01%

+9.31%

Volatility (1Y)

Calculated over the trailing 1-year period

16.61%

3.83%

+12.78%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.99%

8.05%

+11.94%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.89%

8.31%

+11.58%

XJH vs. HYXF - Expense Ratio Comparison

XJH has a 0.12% expense ratio, which is lower than HYXF's 0.35% expense ratio.


Dividends

XJH vs. HYXF - Dividend Comparison

XJH's dividend yield for the trailing twelve months is around 1.31%, less than HYXF's 6.07% yield.


PositionTTM2025202420232022202120202019201820172016
HYXF
iShares ESG Advanced High Yield Corporate Bond ETF
6.07%6.19%6.40%5.93%5.37%4.56%4.96%5.29%6.14%5.85%3.16%
XJH
iShares ESG Screened S&P Mid-Cap ETF
1.31%1.24%1.24%1.38%1.45%1.04%0.36%0.00%0.00%0.00%0.00%

Frequently Asked Questions


XJH and HYXF have a correlation of 0.69, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

XJH has higher volatility (5.22%) compared to HYXF (1.29%). In terms of maximum drawdown, XJH dropped -25.07% vs HYXF's -18.75%.

On 5-year performance, XJH leads with 8.10% vs 3.71% for HYXF. On fees, XJH is cheaper at 0.12% per year. On volatility, HYXF has been the lower-risk option at 1.29%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, XJH has performed better with a 8.10% return vs 3.71%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

XJH is cheaper with a 0.12% expense ratio, compared with 0.35% for HYXF.

HYXF has the higher dividend yield at 6.07%, compared with 1.31% for XJH.

XJH is categorized as Mid Cap Blend Equities, while HYXF is High Yield Bonds. XJH tracks S&P MidCap 400 Sustainability Screened Index, while HYXF tracks Bloomberg MSCI US High Yield Corporate Choice ESG Screened. Their fees differ too: 0.12% for XJH and 0.35% for HYXF.

XJH currently has the higher Sharpe Ratio (1.77 vs 1.61), 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.

Portfolio Optimizer

Find the right allocation for XJH and HYXF

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