ONOF vs BKHY

Comparison between GLOBAL X ADAPTIVE U.S. RISK MANAGEMENT ETF (ONOF, ETF) and BNY MELLON HIGH YIELD ETF (BKHY, ETF).

5-Year PerformanceONOF has outperformed BKHY, delivering a return of +8.9% compared to +4.1%

ONOF vs BKHY - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	ONOF(ETF)	BKHY(ETF)
Net Assets	$148M	$148M
Expense Ratio	0.39%	0.22%
Max Drawdown	26.71%	22.43%
Sharpe Ratio	1.39	0.81
5Y Beta	0.86	0.23
P/E Ratio	29.58	N/A
Forward P/E	22.35	N/A
5Y Dividends CAGR	N/A	0.31%
5Y EPS CAGR	26.00%	N/A
Debt to Equity	34.03%	N/A
P/S Ratio	3.84	N/A
P/B Ratio	5.78	N/A

Net Assets

Winner

ONOF

$148M

BKHY

$148M

Expense Ratio

ONOF

0.39%

Winner

BKHY

0.22%

Max Drawdown

ONOF

26.71%

Winner

BKHY

22.43%

Sharpe Ratio

Winner

ONOF

1.39

BKHY

0.81

5Y Beta

ONOF

0.86

Winner

BKHY

0.23

P/E Ratio

ONOF

29.58

BKHY

N/A

Forward P/E

ONOF

22.35

BKHY

N/A

5Y Dividends CAGR

ONOF

N/A

BKHY

0.31%

5Y EPS CAGR

ONOF

26.00%

BKHY

N/A

Debt to Equity

ONOF

34.03%

BKHY

N/A

P/S Ratio

ONOF

3.84

BKHY

N/A

P/B Ratio

ONOF

5.78

BKHY

N/A

ONOF vs BKHY - Historical Returns

Returns include dividend reinvestment.

Period	ONOF	BKHY
1 month	+2.09%	+0.15%
3 months	+5.33%	+1.11%
6 months	+4.66%	+1.71%
1 year	+21.60%	+6.98%
5 years(CAGR)	+8.85%	+4.10%
Max(CAGR)	+10.10%	+6.54%

Winner

ONOF

+2.09%

BKHY

+0.15%

Winner

ONOF

+5.33%

BKHY

+1.11%

Winner

ONOF

+4.66%

BKHY

+1.71%

Winner

ONOF

+21.60%

BKHY

+6.98%

5Y(CAGR)

Winner

ONOF

+8.85%

BKHY

+4.10%

Max(CAGR)

Winner

ONOF

+10.10%

BKHY

+6.54%

ONOF vs BKHY - Annual Returns (2020 - 2026)

Returns include dividend reinvestment.

Year	ONOF	BKHY
2026	+4.89%	+1.38%
2025	+9.04%	+8.27%
2024	+20.01%	+8.85%
2023	+11.58%	+12.42%
2022	-12.03%	-10.93%
2021	+25.19%	+5.02%
2020	N/A	+17.82%

ONOF vs BKHY Drawdown Comparison

The maximum drawdown for ONOF was -26.21%, occurring on Jun 16, 2022. Recovery took 520 trading sessions.

The maximum drawdown for BKHY was -15.89%, occurring on Sep 27, 2022. Recovery took 503 trading sessions.

The current ONOF drawdown is -2.88%. The current BKHY drawdown is -0.55%.

Rank	ONOF	BKHY
#1	-26.21% Dec 29, 2021 - Jan 25, 2024	-15.89% Dec 27, 2021 - Dec 27, 2023
#2	-21.67% Feb 19, 2025 - Sep 15, 2025	-4.87% Feb 28, 2025 - May 12, 2025
#3	-8.87% Jul 16, 2024 - Nov 6, 2024	-3.59% Jun 8, 2020 - Jul 20, 2020
#4	-6.86% Jan 12, 2026 - Apr 30, 2026	-2.53% Feb 20, 2026 - Apr 14, 2026
#5	-5.42% Mar 28, 2024 - May 14, 2024	-2.50% Sep 2, 2020 - Oct 9, 2020
#6	-5.40% Sep 3, 2021 - Oct 20, 2021	-2.21% Nov 9, 2021 - Dec 23, 2021
#7	-5.25% Oct 28, 2025 - Dec 11, 2025	-2.08% Mar 20, 2024 - May 6, 2024
#8	-5.13% Feb 12, 2021 - Mar 17, 2021	-1.86% Feb 12, 2021 - Apr 7, 2021
#9	-4.41% Nov 17, 2021 - Dec 23, 2021	-1.85% Oct 12, 2020 - Nov 4, 2020
#10	-4.36% Dec 6, 2024 - Jan 22, 2025	-1.75% Dec 6, 2024 - Jan 23, 2025
#11	-4.27% Jan 21, 2021 - Feb 8, 2021	-1.48% Sep 15, 2021 - Nov 9, 2021
#12	-4.20% Apr 29, 2021 - Jun 4, 2021	-1.41% Dec 27, 2023 - Jan 29, 2024
#13	-2.93% Oct 8, 2025 - Oct 24, 2025	-1.31% Apr 30, 2020 - May 18, 2020
#14	-2.88% Jun 2, 2026 - Jun 5, 2026	-1.20% Aug 6, 2020 - Aug 26, 2020
#15	-2.74% Jul 12, 2021 - Jul 23, 2021	-1.14% Feb 1, 2024 - Mar 1, 2024