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BYLD vs. APCB
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BYLD vs. APCB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Yield Optimized Bond ETF (BYLD) and ActivePassive Core Bond ETF (APCB). The values are adjusted to include any dividend payments, if applicable.

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BYLD vs. APCB - Yearly Performance Comparison


2026 (YTD)202520242023
BYLD
iShares Yield Optimized Bond ETF
-0.20%8.41%4.17%5.20%
APCB
ActivePassive Core Bond ETF
-0.22%6.87%1.45%1.57%

Returns By Period

In the year-to-date period, BYLD achieves a -0.20% return, which is significantly higher than APCB's -0.22% return.


BYLD

1D
0.54%
1M
-1.76%
YTD
-0.20%
6M
0.93%
1Y
5.97%
3Y*
6.04%
5Y*
2.16%
10Y*
3.00%

APCB

1D
0.29%
1M
-1.91%
YTD
-0.22%
6M
0.90%
1Y
4.07%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BYLD vs. APCB - Expense Ratio Comparison

BYLD has a 0.17% expense ratio, which is lower than APCB's 0.36% expense ratio.


Return for Risk

BYLD vs. APCB — Risk / Return Rank

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

BYLD
BYLD Risk / Return Rank: 7676
Overall Rank
BYLD Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
BYLD Sortino Ratio Rank: 7474
Sortino Ratio Rank
BYLD Omega Ratio Rank: 7070
Omega Ratio Rank
BYLD Calmar Ratio Rank: 8181
Calmar Ratio Rank
BYLD Martin Ratio Rank: 7979
Martin Ratio Rank

APCB
APCB Risk / Return Rank: 5656
Overall Rank
APCB Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
APCB Sortino Ratio Rank: 5555
Sortino Ratio Rank
APCB Omega Ratio Rank: 4848
Omega Ratio Rank
APCB Calmar Ratio Rank: 6565
Calmar Ratio Rank
APCB Martin Ratio Rank: 5353
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.

BYLD vs. APCB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Yield Optimized Bond ETF (BYLD) and ActivePassive Core Bond ETF (APCB). 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.


BYLDAPCBDifference

Sharpe ratio

Return per unit of total volatility

1.30

1.05

+0.25

Sortino ratio

Return per unit of downside risk

1.83

1.47

+0.36

Omega ratio

Gain probability vs. loss probability

1.26

1.19

+0.07

Calmar ratio

Return relative to maximum drawdown

2.22

1.70

+0.51

Martin ratio

Return relative to average drawdown

8.14

5.23

+2.91

BYLD vs. APCB - Sharpe Ratio Comparison

The current BYLD Sharpe Ratio is 1.30, which is comparable to the APCB Sharpe Ratio of 1.05. The chart below compares the historical Sharpe Ratios of BYLD and APCB, 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


BYLDAPCBDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.30

1.05

+0.25

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.42

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.56

Sharpe Ratio (All Time)

Calculated using the full available price history

0.55

0.67

-0.12

Correlation

The correlation between BYLD and APCB is 0.84, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

BYLD vs. APCB - Dividend Comparison

BYLD's dividend yield for the trailing twelve months is around 5.36%, more than APCB's 4.32% yield.


TTM20252024202320222021202020192018201720162015
BYLD
iShares Yield Optimized Bond ETF
5.36%5.32%5.31%4.45%3.39%2.18%3.41%3.67%4.22%3.22%3.14%3.37%
APCB
ActivePassive Core Bond ETF
4.32%4.35%4.74%2.22%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

BYLD vs. APCB - Drawdown Comparison

The maximum BYLD drawdown since its inception was -14.75%, which is greater than APCB's maximum drawdown of -6.42%. Use the drawdown chart below to compare losses from any high point for BYLD and APCB.


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Drawdown Indicators


BYLDAPCBDifference

Max Drawdown

Largest peak-to-trough decline

-14.75%

-6.42%

-8.33%

Max Drawdown (1Y)

Largest decline over 1 year

-2.72%

-2.51%

-0.21%

Max Drawdown (5Y)

Largest decline over 5 years

-14.65%

Max Drawdown (10Y)

Largest decline over 10 years

-14.75%

Current Drawdown

Current decline from peak

-1.76%

-1.91%

+0.15%

Average Drawdown

Average peak-to-trough decline

-2.54%

-1.51%

-1.03%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.74%

0.82%

-0.08%

Volatility

BYLD vs. APCB - Volatility Comparison

iShares Yield Optimized Bond ETF (BYLD) has a higher volatility of 1.98% compared to ActivePassive Core Bond ETF (APCB) at 1.48%. This indicates that BYLD's price experiences larger fluctuations and is considered to be riskier than APCB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BYLDAPCBDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.98%

1.48%

+0.50%

Volatility (6M)

Calculated over the trailing 6-month period

2.70%

2.32%

+0.38%

Volatility (1Y)

Calculated over the trailing 1-year period

4.60%

3.90%

+0.70%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.16%

4.91%

+0.25%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.43%

4.91%

+0.52%