HDGE vs. SHY

In the year-to-date period, HDGE achieves a 5.63% return, which is significantly higher than SHY's 1.82% return. Over the past 10 years, HDGE has underperformed SHY with an annualized return of -15.31%, while SHY has yielded a comparatively higher 1.38% annualized return.

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HDGE has a 3.36% expense ratio, which is higher than SHY's 0.15% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for AdvisorShares Ranger Equity Bear ETF (HDGE) and iShares 1-3 Year Treasury Bond ETF (SHY). 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.

The current HDGE Sharpe Ratio is -0.40, which is lower than the SHY Sharpe Ratio of 3.16. The chart below compares the historical Sharpe Ratios of HDGE and SHY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

HDGE's dividend yield for the trailing twelve months is around 7.42%, more than SHY's 3.96% yield.

The maximum HDGE drawdown since its inception was -93.88%, which is greater than SHY's maximum drawdown of -5.73%. Use the drawdown chart below to compare losses from any high point for HDGE and SHY. For additional features, visit the drawdowns tool.

AdvisorShares Ranger Equity Bear ETF (HDGE) has a higher volatility of 5.72% compared to iShares 1-3 Year Treasury Bond ETF (SHY) at 0.55%. This indicates that HDGE's price experiences larger fluctuations and is considered to be riskier than SHY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.