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HYBB vs. BBBL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

HYBB vs. BBBL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares BB Rated Corporate Bond ETF (HYBB) and Bondbloxx BBB Rated 10+ Year Corporate Bond ETF (BBBL). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, HYBB achieves a 1.39% return, which is significantly lower than BBBL's 1.50% return.


HYBB

1D
0.08%
1M
0.42%
YTD
1.39%
6M
1.78%
1Y
6.52%
3Y*
7.96%
5Y*
3.63%
10Y*

BBBL

1D
0.27%
1M
1.28%
YTD
1.50%
6M
0.79%
1Y
6.99%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

HYBB vs. BBBL - Yearly Performance Comparison


2026 (YTD)20252024
HYBB
iShares BB Rated Corporate Bond ETF
1.39%8.95%5.91%
BBBL
Bondbloxx BBB Rated 10+ Year Corporate Bond ETF
1.50%7.02%0.89%

Correlation

The correlation between HYBB and BBBL is 0.68, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.68

Correlation (All Time)
Calculated using the full available price history since Jan 26, 2024

0.66

The correlation between HYBB and BBBL has been stable across timeframes, ranging from 0.66 to 0.68 - a consistent structural relationship.

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Return for Risk

HYBB vs. BBBL — Risk / Return Rank

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

HYBB
HYBB Risk / Return Rank: 6262
Overall Rank
HYBB Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
HYBB Sortino Ratio Rank: 6666
Sortino Ratio Rank
HYBB Omega Ratio Rank: 6666
Omega Ratio Rank
HYBB Calmar Ratio Rank: 5454
Calmar Ratio Rank
HYBB Martin Ratio Rank: 6666
Martin Ratio Rank

BBBL
BBBL Risk / Return Rank: 2525
Overall Rank
BBBL Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
BBBL Sortino Ratio Rank: 2525
Sortino Ratio Rank
BBBL Omega Ratio Rank: 2424
Omega Ratio Rank
BBBL Calmar Ratio Rank: 2727
Calmar Ratio Rank
BBBL Martin Ratio Rank: 2424
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.

HYBB vs. BBBL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares BB Rated Corporate Bond ETF (HYBB) and Bondbloxx BBB Rated 10+ Year Corporate Bond ETF (BBBL). 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.


HYBBBBBLDifference
Sharpe ratioReturn per unit of total volatility

+1.10

Sortino ratioReturn per unit of downside risk

+1.68

Omega ratioGain probability vs. loss probability

1.39

1.16

+0.23

Calmar ratioReturn relative to maximum drawdown

2.63

1.29

+1.34

Martin ratioReturn relative to average drawdown

11.88

3.23

+8.66

HYBB vs. BBBL - Sharpe Ratio Comparison

The current HYBB Sharpe Ratio is 2.00, which is higher than the BBBL Sharpe Ratio of 0.90. The chart below compares the historical Sharpe Ratios of HYBB and BBBL, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


HYBBBBBLDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.00

0.90

+1.10

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.53

Sharpe Ratio (All Time)

Calculated using the full available price history

0.62

0.41

+0.22

Drawdowns

HYBB vs. BBBL - Drawdown Comparison

The maximum HYBB drawdown since its inception was -15.28%, which is greater than BBBL's maximum drawdown of -9.43%. Use the drawdown chart below to compare losses from any high point for HYBB and BBBL.


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Drawdown Indicators


HYBBBBBLDifference

Max Drawdown

Largest peak-to-trough decline

-15.28%

-9.43%

-5.85%

Max Drawdown (1Y)

Largest decline over 1 year

-2.48%

-5.45%

+2.97%

Max Drawdown (3Y)

Largest decline over 3 years

-4.01%

Max Drawdown (5Y)

Largest decline over 5 years

-15.28%

Current Drawdown

Current decline from peak

-0.26%

-1.62%

+1.36%

Average Drawdown

Average peak-to-trough decline

-3.23%

-3.30%

+0.07%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.55%

2.17%

-1.62%

Volatility

HYBB vs. BBBL - Volatility Comparison

The current volatility for iShares BB Rated Corporate Bond ETF (HYBB) is 0.98%, while Bondbloxx BBB Rated 10+ Year Corporate Bond ETF (BBBL) has a volatility of 2.39%. This indicates that HYBB experiences smaller price fluctuations and is considered to be less risky than BBBL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HYBBBBBLDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.98%

2.39%

-1.41%

Volatility (6M)

Calculated over the trailing 6-month period

2.57%

5.75%

-3.18%

Volatility (1Y)

Calculated over the trailing 1-year period

3.28%

7.86%

-4.58%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.93%

9.80%

-2.87%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.67%

9.80%

-3.13%

HYBB vs. BBBL - Expense Ratio Comparison

HYBB has a 0.25% expense ratio, which is higher than BBBL's 0.19% 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

HYBB vs. BBBL - Dividend Comparison

HYBB's dividend yield for the trailing twelve months is around 5.86%, more than BBBL's 5.72% yield.


PositionTTM202520242023202220212020
BBBL
Bondbloxx BBB Rated 10+ Year Corporate Bond ETF
5.72%5.77%5.19%0.00%0.00%0.00%0.00%
HYBB
iShares BB Rated Corporate Bond ETF
5.86%6.08%6.22%6.28%5.04%3.86%0.76%

Frequently Asked Questions


HYBB and BBBL have a correlation of 0.68, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BBBL has higher volatility (2.39%) compared to HYBB (0.98%). In terms of maximum drawdown, HYBB dropped -15.28% vs BBBL's -9.43%.

On 1-year performance, BBBL leads with 6.99% vs 6.52% for HYBB. On fees, BBBL is cheaper at 0.19% per year. On volatility, HYBB has been the lower-risk option at 0.98%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, BBBL has performed better with a 6.99% return vs 6.52%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

BBBL is cheaper with a 0.19% expense ratio, compared with 0.25% for HYBB.

HYBB has the higher dividend yield at 5.86%, compared with 5.72% for BBBL.

HYBB is categorized as High Yield Bonds, while BBBL is Long-Term Bond. HYBB tracks ICE BofA BB US High Yield Constrained Index (USD), while BBBL tracks Bloomberg U.S. Corporate BBB 10+ Year Index - Benchmark TR Gross. They also come from different issuers: iShares and BondBloxx. Their fees differ too: 0.25% for HYBB and 0.19% for BBBL.

HYBB currently has the higher Sharpe Ratio (2.00 vs 0.90), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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