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BBHY vs. YLD
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BBHY vs. YLD - 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 Principal Active High Yield ETF (YLD). The values are adjusted to include any dividend payments, if applicable.

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BBHY vs. YLD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BBHY
JPMorgan BetaBuilders USD High Yield Corporate Bond ETF
0.13%8.51%7.81%11.98%-10.37%3.88%5.36%14.35%-2.50%6.57%
YLD
Principal Active High Yield ETF
0.72%6.55%9.19%12.93%-8.78%9.17%1.50%13.58%-3.30%9.12%

Returns By Period

In the year-to-date period, BBHY achieves a 0.13% return, which is significantly lower than YLD's 0.72% return.


BBHY

1D
0.18%
1M
-0.25%
YTD
0.13%
6M
1.25%
1Y
7.03%
3Y*
8.25%
5Y*
4.01%
10Y*

YLD

1D
-0.16%
1M
-0.29%
YTD
0.72%
6M
1.05%
1Y
6.41%
3Y*
8.22%
5Y*
4.90%
10Y*
5.94%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BBHY vs. YLD - Expense Ratio Comparison

BBHY has a 0.15% expense ratio, which is lower than YLD's 0.39% expense ratio.


Return for Risk

BBHY vs. YLD — Risk / Return Rank

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

BBHY
BBHY Risk / Return Rank: 6868
Overall Rank
BBHY Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
BBHY Sortino Ratio Rank: 6767
Sortino Ratio Rank
BBHY Omega Ratio Rank: 7676
Omega Ratio Rank
BBHY Calmar Ratio Rank: 5656
Calmar Ratio Rank
BBHY Martin Ratio Rank: 7474
Martin Ratio Rank

YLD
YLD Risk / Return Rank: 5555
Overall Rank
YLD Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
YLD Sortino Ratio Rank: 5252
Sortino Ratio Rank
YLD Omega Ratio Rank: 5959
Omega Ratio Rank
YLD Calmar Ratio Rank: 4848
Calmar Ratio Rank
YLD 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. YLD - 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 Principal Active High Yield ETF (YLD). 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.


BBHYYLDDifference

Sharpe ratio

Return per unit of total volatility

1.23

0.99

+0.24

Sortino ratio

Return per unit of downside risk

1.81

1.47

+0.34

Omega ratio

Gain probability vs. loss probability

1.30

1.23

+0.07

Calmar ratio

Return relative to maximum drawdown

1.67

1.49

+0.17

Martin ratio

Return relative to average drawdown

9.00

7.84

+1.16

BBHY vs. YLD - Sharpe Ratio Comparison

The current BBHY Sharpe Ratio is 1.23, which is comparable to the YLD Sharpe Ratio of 0.99. The chart below compares the historical Sharpe Ratios of BBHY and YLD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


BBHYYLDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.23

0.99

+0.24

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.56

0.77

-0.21

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.72

Sharpe Ratio (All Time)

Calculated using the full available price history

0.63

0.63

0.00

Correlation

The correlation between BBHY and YLD is 0.56, 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

BBHY vs. YLD - Dividend Comparison

BBHY's dividend yield for the trailing twelve months is around 7.13%, less than YLD's 7.39% yield.


TTM20252024202320222021202020192018201720162015
BBHY
JPMorgan BetaBuilders USD High Yield Corporate Bond ETF
7.13%7.24%7.18%6.49%5.92%4.06%4.73%4.99%5.02%4.81%1.42%0.00%
YLD
Principal Active High Yield ETF
7.39%7.33%7.12%6.46%6.51%3.92%4.40%4.81%5.42%6.28%4.47%2.56%

Drawdowns

BBHY vs. YLD - Drawdown Comparison

The maximum BBHY drawdown since its inception was -24.98%, smaller than the maximum YLD drawdown of -28.34%. Use the drawdown chart below to compare losses from any high point for BBHY and YLD.


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Drawdown Indicators


BBHYYLDDifference

Max Drawdown

Largest peak-to-trough decline

-24.98%

-28.34%

+3.36%

Max Drawdown (1Y)

Largest decline over 1 year

-3.14%

-2.99%

-0.15%

Max Drawdown (5Y)

Largest decline over 5 years

-15.32%

-13.89%

-1.43%

Max Drawdown (10Y)

Largest decline over 10 years

-28.34%

Current Drawdown

Current decline from peak

-0.87%

-1.01%

+0.14%

Average Drawdown

Average peak-to-trough decline

-2.41%

-2.74%

+0.33%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.80%

0.84%

-0.04%

Volatility

BBHY vs. YLD - Volatility Comparison

JPMorgan BetaBuilders USD High Yield Corporate Bond ETF (BBHY) and Principal Active High Yield ETF (YLD) have volatilities of 2.16% and 2.27%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BBHYYLDDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.16%

2.27%

-0.11%

Volatility (6M)

Calculated over the trailing 6-month period

2.80%

3.41%

-0.61%

Volatility (1Y)

Calculated over the trailing 1-year period

5.72%

6.50%

-0.78%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.24%

6.38%

+0.86%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.58%

8.26%

-0.68%