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BBHY vs. HYG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BBHY vs. HYG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPMorgan BetaBuilders USD High Yield Corporate Bond ETF (BBHY) and iShares iBoxx $ High Yield Corporate Bond ETF (HYG). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, BBHY achieves a 1.89% return, which is significantly higher than HYG's 1.65% return.


BBHY

1D
-0.08%
1M
0.64%
YTD
1.89%
6M
2.20%
1Y
6.68%
3Y*
8.90%
5Y*
4.05%
10Y*

HYG

1D
-0.09%
1M
0.55%
YTD
1.65%
6M
1.90%
1Y
6.23%
3Y*
8.78%
5Y*
3.77%
10Y*
5.00%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BBHY vs. HYG - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BBHY
JPMorgan BetaBuilders USD High Yield Corporate Bond ETF
1.89%8.51%7.81%11.98%-10.37%3.88%5.36%14.35%-2.50%6.57%
HYG
iShares iBoxx $ High Yield Corporate Bond ETF
1.65%8.59%7.97%11.54%-10.98%3.76%4.47%14.09%-2.02%6.07%

Correlation

The correlation between BBHY and HYG is 0.97 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


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

0.97

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

0.97

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

0.98

Correlation (All Time)
Calculated using the full available price history since Sep 15, 2016

0.87

The correlation between BBHY and HYG shifts across timeframes, from 0.87 (all time) to 0.98 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

BBHY vs. HYG — Risk / Return Rank

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

BBHY
BBHY Risk / Return Rank: 6161
Overall Rank
BBHY Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
BBHY Sortino Ratio Rank: 6161
Sortino Ratio Rank
BBHY Omega Ratio Rank: 6060
Omega Ratio Rank
BBHY Calmar Ratio Rank: 5959
Calmar Ratio Rank
BBHY Martin Ratio Rank: 7070
Martin Ratio Rank

HYG
HYG Risk / Return Rank: 5454
Overall Rank
HYG Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
HYG Sortino Ratio Rank: 5151
Sortino Ratio Rank
HYG Omega Ratio Rank: 5050
Omega Ratio Rank
HYG Calmar Ratio Rank: 5656
Calmar Ratio Rank
HYG Martin Ratio Rank: 6666
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.

BBHY vs. HYG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan BetaBuilders USD High Yield Corporate Bond ETF (BBHY) and iShares iBoxx $ High Yield Corporate Bond ETF (HYG). 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.


BBHYHYGDifference
Sharpe ratioReturn per unit of total volatility

+0.22

Sortino ratioReturn per unit of downside risk

+0.34

Omega ratioGain probability vs. loss probability

1.36

1.31

+0.05

Calmar ratioReturn relative to maximum drawdown

2.83

2.67

+0.15

Martin ratioReturn relative to average drawdown

12.61

11.73

+0.88

BBHY vs. HYG - Sharpe Ratio Comparison

The current BBHY Sharpe Ratio is 1.83, which is comparable to the HYG Sharpe Ratio of 1.61. The chart below compares the historical Sharpe Ratios of BBHY and HYG, 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

BBHY vs. HYG - Drawdown Comparison

The maximum BBHY drawdown since its inception was -24.98%, smaller than the maximum HYG drawdown of -34.25%. Use the drawdown chart below to compare losses from any high point for BBHY and HYG.


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Drawdown Indicators


BBHYHYGDifference

Max Drawdown

Largest peak-to-trough decline

-24.98%

-34.25%

+9.27%

Max Drawdown (1Y)

Largest decline over 1 year

-2.37%

-2.34%

-0.03%

Max Drawdown (3Y)

Largest decline over 3 years

-5.00%

-4.56%

-0.44%

Max Drawdown (5Y)

Largest decline over 5 years

-15.32%

-15.79%

+0.47%

Max Drawdown (10Y)

Largest decline over 10 years

-22.03%

Current Drawdown

Current decline from peak

-0.14%

-0.12%

-0.02%

Average Drawdown

Average peak-to-trough decline

-2.36%

-3.23%

+0.87%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.53%

0.53%

0.00%

Volatility

BBHY vs. HYG - Volatility Comparison

The current volatility for JPMorgan BetaBuilders USD High Yield Corporate Bond ETF (BBHY) is 1.04%, while iShares iBoxx $ High Yield Corporate Bond ETF (HYG) has a volatility of 1.12%. This indicates that BBHY experiences smaller price fluctuations and is considered to be less risky than HYG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BBHYHYGDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.04%

1.12%

-0.08%

Volatility (6M)

Calculated over the trailing 6-month period

2.94%

3.12%

-0.18%

Volatility (1Y)

Calculated over the trailing 1-year period

3.68%

3.89%

-0.21%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.28%

7.54%

-0.26%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.52%

8.29%

-0.77%

BBHY vs. HYG - Expense Ratio Comparison

BBHY has a 0.15% expense ratio, which is lower than HYG's 0.49% expense ratio.


Dividends

BBHY vs. HYG - Dividend Comparison

BBHY's dividend yield for the trailing twelve months is around 6.92%, more than HYG's 5.90% yield.


PositionTTM20252024202320222021202020192018201720162015
BBHY
JPMorgan BetaBuilders USD High Yield Corporate Bond ETF
6.92%7.24%7.18%6.49%5.92%4.06%4.73%4.99%5.02%4.81%1.42%0.00%
HYG
iShares iBoxx $ High Yield Corporate Bond ETF
5.90%5.71%6.01%5.74%5.30%4.02%4.88%4.99%5.54%5.12%5.27%5.90%

Frequently Asked Questions


With a correlation of 0.97, BBHY and HYG move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

HYG has higher volatility (1.12%) compared to BBHY (1.04%). In terms of maximum drawdown, BBHY dropped -24.98% vs HYG's -34.25%.

On 5-year performance, BBHY leads with 4.05% vs 3.77% for HYG. On fees, BBHY is cheaper at 0.15% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, BBHY has performed better with a 4.05% return vs 3.77%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

BBHY is cheaper with a 0.15% expense ratio, compared with 0.49% for HYG.

BBHY has the higher dividend yield at 6.92%, compared with 5.90% for HYG.

BBHY tracks ICE BofA US High Yield Index, while HYG tracks Markit iBoxx USD Liquid High Yield Index. They also come from different issuers: JPMorgan and iShares. Their fees differ too: 0.15% for BBHY and 0.49% for HYG.

BBHY currently has the higher Sharpe Ratio (1.83 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

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