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BBHY vs. USHY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BBHY vs. USHY - 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 Broad USD High Yield Corporate Bond ETF (USHY). 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 USHY's 1.78% return.


BBHY

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

USHY

1D
-0.05%
1M
0.57%
YTD
1.78%
6M
2.04%
1Y
6.67%
3Y*
9.21%
5Y*
4.21%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

BBHY vs. USHY - 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%-0.05%
USHY
iShares Broad USD High Yield Corporate Bond ETF
1.78%8.81%8.45%12.73%-11.18%5.02%6.17%14.24%-2.41%0.16%

Correlation

The correlation between BBHY and USHY 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

0.97

Correlation (All Time)
Calculated using the full available price history since Oct 26, 2017

0.89

The correlation between BBHY and USHY has been stable across timeframes, ranging from 0.89 to 0.97 - a consistent structural relationship.

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Return for Risk

BBHY vs. USHY — 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

USHY
USHY Risk / Return Rank: 6060
Overall Rank
USHY Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
USHY Sortino Ratio Rank: 6060
Sortino Ratio Rank
USHY Omega Ratio Rank: 5959
Omega Ratio Rank
USHY Calmar Ratio Rank: 5757
Calmar Ratio Rank
USHY Martin Ratio Rank: 6969
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. USHY - 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 Broad USD High Yield Corporate Bond ETF (USHY). 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.


BBHYUSHYDifference
Sharpe ratioReturn per unit of total volatility

+0.01

Sortino ratioReturn per unit of downside risk

+0.03

Omega ratioGain probability vs. loss probability

1.36

1.35

0.00

Calmar ratioReturn relative to maximum drawdown

2.83

2.76

+0.07

Martin ratioReturn relative to average drawdown

12.61

12.34

+0.27

BBHY vs. USHY - Sharpe Ratio Comparison

The current BBHY Sharpe Ratio is 1.83, which is comparable to the USHY Sharpe Ratio of 1.82. The chart below compares the historical Sharpe Ratios of BBHY and USHY, 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. USHY - Drawdown Comparison

The maximum BBHY drawdown since its inception was -24.98%, which is greater than USHY's maximum drawdown of -22.44%. Use the drawdown chart below to compare losses from any high point for BBHY and USHY.


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Drawdown Indicators


BBHYUSHYDifference

Max Drawdown

Largest peak-to-trough decline

-24.98%

-22.44%

-2.54%

Max Drawdown (1Y)

Largest decline over 1 year

-2.37%

-2.43%

+0.06%

Max Drawdown (3Y)

Largest decline over 3 years

-5.00%

-4.66%

-0.34%

Max Drawdown (5Y)

Largest decline over 5 years

-15.32%

-15.56%

+0.24%

Current Drawdown

Current decline from peak

-0.14%

-0.11%

-0.03%

Average Drawdown

Average peak-to-trough decline

-2.36%

-2.65%

+0.29%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.53%

0.54%

-0.01%

Volatility

BBHY vs. USHY - Volatility Comparison

JPMorgan BetaBuilders USD High Yield Corporate Bond ETF (BBHY) has a higher volatility of 1.04% compared to iShares Broad USD High Yield Corporate Bond ETF (USHY) at 0.94%. This indicates that BBHY's price experiences larger fluctuations and is considered to be riskier than USHY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BBHYUSHYDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.04%

0.94%

+0.10%

Volatility (6M)

Calculated over the trailing 6-month period

2.94%

2.97%

-0.03%

Volatility (1Y)

Calculated over the trailing 1-year period

3.68%

3.68%

0.00%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.28%

7.35%

-0.07%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.52%

8.23%

-0.71%

BBHY vs. USHY - Expense Ratio Comparison

Both BBHY and USHY have an expense ratio of 0.15%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

BBHY vs. USHY - Dividend Comparison

BBHY's dividend yield for the trailing twelve months is around 6.92%, which matches USHY's 6.90% yield.


PositionTTM2025202420232022202120202019201820172016
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%
USHY
iShares Broad USD High Yield Corporate Bond ETF
6.90%6.79%6.89%6.63%6.08%5.07%5.30%5.92%6.30%0.73%0.00%

Frequently Asked Questions


With a correlation of 0.97, BBHY and USHY 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.

BBHY has higher volatility (1.04%) compared to USHY (0.94%). In terms of maximum drawdown, BBHY dropped -24.98% vs USHY's -22.44%.

On 5-year performance, USHY leads with 4.21% vs 4.05% for BBHY. Both ETFs have the same 0.15% expense ratio. 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, USHY has performed better with a 4.21% return vs 4.05%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

BBHY and USHY have the same expense ratio: 0.15% per year.

BBHY has the higher dividend yield at 6.92%, compared with 6.90% for USHY.

BBHY tracks ICE BofA US High Yield Index, while USHY tracks ICE BofA US High Yield Constrained Index. They also come from different issuers: JPMorgan and iShares.

BBHY currently has the higher Sharpe Ratio (1.83 vs 1.82), 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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