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HNDL vs. HYGV
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between HNDL and HYGV is 0.73, 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.


-0.50.00.51.0
Correlation: 0.7

Performance

HNDL vs. HYGV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Strategy Shares Nasdaq 7HANDL Index ETF (HNDL) and FlexShares High Yield Value-Scored US Bond Index Fund (HYGV). The values are adjusted to include any dividend payments, if applicable.

30.00%35.00%40.00%45.00%NovemberDecember2025FebruaryMarchApril
35.61%
34.70%
HNDL
HYGV

Key characteristics

Sharpe Ratio

HNDL:

0.68

HYGV:

1.22

Sortino Ratio

HNDL:

1.05

HYGV:

1.71

Omega Ratio

HNDL:

1.15

HYGV:

1.27

Calmar Ratio

HNDL:

0.73

HYGV:

1.35

Martin Ratio

HNDL:

3.21

HYGV:

6.84

Ulcer Index

HNDL:

2.77%

HYGV:

1.10%

Daily Std Dev

HNDL:

13.05%

HYGV:

6.14%

Max Drawdown

HNDL:

-23.72%

HYGV:

-23.47%

Current Drawdown

HNDL:

-5.89%

HYGV:

-1.76%

Returns By Period

In the year-to-date period, HNDL achieves a -1.74% return, which is significantly lower than HYGV's 0.20% return.


HNDL

YTD

-1.74%

1M

-2.95%

6M

-3.03%

1Y

8.20%

5Y*

4.84%

10Y*

N/A

HYGV

YTD

0.20%

1M

-0.98%

6M

1.09%

1Y

7.11%

5Y*

6.72%

10Y*

N/A

*Annualized

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HNDL vs. HYGV - Expense Ratio Comparison

HNDL has a 0.97% expense ratio, which is higher than HYGV's 0.37% expense ratio.


Expense ratio chart for HNDL: current value is 0.97%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
HNDL: 0.97%
Expense ratio chart for HYGV: current value is 0.37%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
HYGV: 0.37%

Risk-Adjusted Performance

HNDL vs. HYGV — Risk-Adjusted Performance Rank

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

HNDL
The Risk-Adjusted Performance Rank of HNDL is 7272
Overall Rank
The Sharpe Ratio Rank of HNDL is 7070
Sharpe Ratio Rank
The Sortino Ratio Rank of HNDL is 6969
Sortino Ratio Rank
The Omega Ratio Rank of HNDL is 6969
Omega Ratio Rank
The Calmar Ratio Rank of HNDL is 7676
Calmar Ratio Rank
The Martin Ratio Rank of HNDL is 7575
Martin Ratio Rank

HYGV
The Risk-Adjusted Performance Rank of HYGV is 8787
Overall Rank
The Sharpe Ratio Rank of HYGV is 8686
Sharpe Ratio Rank
The Sortino Ratio Rank of HYGV is 8585
Sortino Ratio Rank
The Omega Ratio Rank of HYGV is 8888
Omega Ratio Rank
The Calmar Ratio Rank of HYGV is 8888
Calmar Ratio Rank
The Martin Ratio Rank of HYGV is 8989
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

HNDL vs. HYGV - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Strategy Shares Nasdaq 7HANDL Index ETF (HNDL) and FlexShares High Yield Value-Scored US Bond Index Fund (HYGV). 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 chart of Sharpe ratio for HNDL, currently valued at 0.68, compared to the broader market-1.000.001.002.003.004.00
HNDL: 0.68
HYGV: 1.22
The chart of Sortino ratio for HNDL, currently valued at 1.05, compared to the broader market-2.000.002.004.006.008.00
HNDL: 1.05
HYGV: 1.71
The chart of Omega ratio for HNDL, currently valued at 1.15, compared to the broader market0.501.001.502.002.50
HNDL: 1.15
HYGV: 1.27
The chart of Calmar ratio for HNDL, currently valued at 0.73, compared to the broader market0.002.004.006.008.0010.0012.00
HNDL: 0.73
HYGV: 1.35
The chart of Martin ratio for HNDL, currently valued at 3.21, compared to the broader market0.0020.0040.0060.00
HNDL: 3.21
HYGV: 6.84

The current HNDL Sharpe Ratio is 0.68, which is lower than the HYGV Sharpe Ratio of 1.22. The chart below compares the historical Sharpe Ratios of HNDL and HYGV, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.68
1.22
HNDL
HYGV

Dividends

HNDL vs. HYGV - Dividend Comparison

HNDL's dividend yield for the trailing twelve months is around 7.33%, less than HYGV's 8.01% yield.


TTM2024202320222021202020192018
HNDL
Strategy Shares Nasdaq 7HANDL Index ETF
7.33%7.02%6.78%7.87%6.86%6.69%6.39%6.91%
HYGV
FlexShares High Yield Value-Scored US Bond Index Fund
8.01%8.20%8.77%7.64%6.07%6.18%7.95%5.63%

Drawdowns

HNDL vs. HYGV - Drawdown Comparison

The maximum HNDL drawdown since its inception was -23.72%, roughly equal to the maximum HYGV drawdown of -23.47%. Use the drawdown chart below to compare losses from any high point for HNDL and HYGV. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%NovemberDecember2025FebruaryMarchApril
-5.89%
-1.76%
HNDL
HYGV

Volatility

HNDL vs. HYGV - Volatility Comparison

Strategy Shares Nasdaq 7HANDL Index ETF (HNDL) has a higher volatility of 9.68% compared to FlexShares High Yield Value-Scored US Bond Index Fund (HYGV) at 4.84%. This indicates that HNDL's price experiences larger fluctuations and is considered to be riskier than HYGV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%2.00%4.00%6.00%8.00%10.00%NovemberDecember2025FebruaryMarchApril
9.68%
4.84%
HNDL
HYGV