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BYLD vs. HTRB
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BYLD vs. HTRB - Performance Comparison

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

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BYLD vs. HTRB - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BYLD
iShares Yield Optimized Bond ETF
-0.20%8.41%4.17%8.30%-10.33%-1.25%4.25%12.79%-1.50%0.51%
HTRB
Hartford Total Return Bond ETF
-0.21%7.38%2.35%7.15%-14.36%-0.80%8.87%10.39%-0.88%1.02%

Returns By Period

The year-to-date returns for both stocks are quite close, with BYLD having a -0.20% return and HTRB slightly lower at -0.21%.


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%

HTRB

1D
0.24%
1M
-2.01%
YTD
-0.21%
6M
0.79%
1Y
4.36%
3Y*
4.23%
5Y*
0.50%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BYLD vs. HTRB - Expense Ratio Comparison

BYLD has a 0.17% expense ratio, which is lower than HTRB's 0.29% expense ratio.


Return for Risk

BYLD vs. HTRB — 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

HTRB
HTRB Risk / Return Rank: 5353
Overall Rank
HTRB Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
HTRB Sortino Ratio Rank: 5252
Sortino Ratio Rank
HTRB Omega Ratio Rank: 4747
Omega Ratio Rank
HTRB Calmar Ratio Rank: 6363
Calmar Ratio Rank
HTRB Martin Ratio Rank: 4848
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. HTRB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Yield Optimized Bond ETF (BYLD) and Hartford Total Return Bond ETF (HTRB). 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.


BYLDHTRBDifference

Sharpe ratio

Return per unit of total volatility

1.30

0.98

+0.32

Sortino ratio

Return per unit of downside risk

1.83

1.38

+0.45

Omega ratio

Gain probability vs. loss probability

1.26

1.18

+0.08

Calmar ratio

Return relative to maximum drawdown

2.22

1.59

+0.62

Martin ratio

Return relative to average drawdown

8.14

4.57

+3.56

BYLD vs. HTRB - Sharpe Ratio Comparison

The current BYLD Sharpe Ratio is 1.30, which is higher than the HTRB Sharpe Ratio of 0.98. The chart below compares the historical Sharpe Ratios of BYLD and HTRB, 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


BYLDHTRBDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.30

0.98

+0.32

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.42

0.08

+0.34

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

0.39

+0.16

Correlation

The correlation between BYLD and HTRB is 0.68, 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

BYLD vs. HTRB - Dividend Comparison

BYLD's dividend yield for the trailing twelve months is around 5.36%, more than HTRB's 4.67% 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%
HTRB
Hartford Total Return Bond ETF
4.67%4.66%4.45%3.87%3.08%4.22%4.79%6.30%2.37%0.96%0.00%0.00%

Drawdowns

BYLD vs. HTRB - Drawdown Comparison

The maximum BYLD drawdown since its inception was -14.75%, smaller than the maximum HTRB drawdown of -19.48%. Use the drawdown chart below to compare losses from any high point for BYLD and HTRB.


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Drawdown Indicators


BYLDHTRBDifference

Max Drawdown

Largest peak-to-trough decline

-14.75%

-19.48%

+4.73%

Max Drawdown (1Y)

Largest decline over 1 year

-2.72%

-2.87%

+0.15%

Max Drawdown (5Y)

Largest decline over 5 years

-14.65%

-19.48%

+4.83%

Max Drawdown (10Y)

Largest decline over 10 years

-14.75%

Current Drawdown

Current decline from peak

-1.76%

-2.01%

+0.25%

Average Drawdown

Average peak-to-trough decline

-2.54%

-4.88%

+2.34%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.74%

1.00%

-0.26%

Volatility

BYLD vs. HTRB - Volatility Comparison

iShares Yield Optimized Bond ETF (BYLD) has a higher volatility of 1.98% compared to Hartford Total Return Bond ETF (HTRB) at 1.73%. This indicates that BYLD's price experiences larger fluctuations and is considered to be riskier than HTRB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BYLDHTRBDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.98%

1.73%

+0.25%

Volatility (6M)

Calculated over the trailing 6-month period

2.70%

2.61%

+0.09%

Volatility (1Y)

Calculated over the trailing 1-year period

4.60%

4.46%

+0.14%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.16%

6.11%

-0.95%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.43%

5.60%

-0.17%