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CDX vs. NHYB
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CDX vs. NHYB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Simplify High Yield PLUS Credit Hedge ETF (CDX) and Nuveen High Yield Corporate Bond ETF (NHYB). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, CDX achieves a -1.51% return, which is significantly lower than NHYB's 1.91% return.


CDX

1D
0.00%
1M
0.19%
YTD
-1.51%
6M
-1.29%
1Y
-1.35%
3Y*
7.96%
5Y*
10Y*

NHYB

1D
-0.04%
1M
0.52%
YTD
1.91%
6M
1.99%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

CDX vs. NHYB - Yearly Performance Comparison


Correlation

The correlation between CDX and NHYB is 0.48, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (All Time)
Calculated using the full available price history since Sep 24, 2025

0.48

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Return for Risk

CDX vs. NHYB — Risk / Return Rank

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

CDX
CDX Risk / Return Rank: 66
Overall Rank
CDX Sharpe Ratio Rank: 77
Sharpe Ratio Rank
CDX Sortino Ratio Rank: 66
Sortino Ratio Rank
CDX Omega Ratio Rank: 66
Omega Ratio Rank
CDX Calmar Ratio Rank: 66
Calmar Ratio Rank
CDX Martin Ratio Rank: 66
Martin Ratio Rank

NHYB

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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.

CDX vs. NHYB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Simplify High Yield PLUS Credit Hedge ETF (CDX) and Nuveen High Yield Corporate Bond ETF (NHYB). 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.


CDXNHYBDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

0.97

Calmar ratioReturn relative to maximum drawdown

-0.32

Martin ratioReturn relative to average drawdown

-0.71

CDX vs. NHYB - Sharpe Ratio Comparison


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Drawdowns

CDX vs. NHYB - Drawdown Comparison

The maximum CDX drawdown since its inception was -13.24%, which is greater than NHYB's maximum drawdown of -2.40%. Use the drawdown chart below to compare losses from any high point for CDX and NHYB.


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Drawdown Indicators


CDXNHYBDifference

Max Drawdown

Largest peak-to-trough decline

-13.24%

-2.40%

-10.84%

Max Drawdown (1Y)

Largest decline over 1 year

-4.18%

Max Drawdown (3Y)

Largest decline over 3 years

-8.88%

Current Drawdown

Current decline from peak

-6.53%

-0.20%

-6.33%

Average Drawdown

Average peak-to-trough decline

-4.36%

-0.36%

-4.00%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.90%

Volatility

CDX vs. NHYB - Volatility Comparison


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Volatility by Period


CDXNHYBDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.58%

Volatility (6M)

Calculated over the trailing 6-month period

4.83%

Volatility (1Y)

Calculated over the trailing 1-year period

5.78%

3.64%

+2.14%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.05%

3.64%

+7.41%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.05%

3.64%

+7.41%

CDX vs. NHYB - Expense Ratio Comparison

CDX has a 0.26% expense ratio, which is higher than NHYB's 0.08% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

CDX vs. NHYB - Dividend Comparison

CDX's dividend yield for the trailing twelve months is around 8.29%, more than NHYB's 4.25% yield.


PositionTTM2025202420232022
CDX
Simplify High Yield PLUS Credit Hedge ETF
8.29%7.18%12.60%5.26%7.51%
NHYB
Nuveen High Yield Corporate Bond ETF
4.25%1.28%0.00%0.00%0.00%

Frequently Asked Questions


CDX and NHYB have a correlation of 0.48, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, NHYB is cheaper at 0.08% per year. The better choice depends on whether you care most about return, fees, risk, or income.

NHYB is cheaper with a 0.08% expense ratio, compared with 0.26% for CDX.

CDX has the higher dividend yield at 8.29%, compared with 4.25% for NHYB.

They also come from different issuers: Simplify and Nuveen. Their fees differ too: 0.26% for CDX and 0.08% for NHYB.

Portfolio Optimizer

Find the right allocation for CDX and NHYB

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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