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HYBB vs. VDC
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

HYBB vs. VDC - Performance Comparison

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

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HYBB vs. VDC - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
HYBB
iShares BB Rated Corporate Bond ETF
-0.11%8.95%6.35%10.53%-10.11%3.36%4.29%
VDC
Vanguard Consumer Staples ETF
6.50%2.17%13.30%2.38%-1.79%17.64%5.18%

Returns By Period

In the year-to-date period, HYBB achieves a -0.11% return, which is significantly lower than VDC's 6.50% return.


HYBB

1D
0.29%
1M
-0.94%
YTD
-0.11%
6M
1.05%
1Y
6.89%
3Y*
7.26%
5Y*
3.57%
10Y*

VDC

1D
-0.38%
1M
-6.62%
YTD
6.50%
6M
6.10%
1Y
4.14%
3Y*
7.55%
5Y*
7.26%
10Y*
7.68%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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HYBB vs. VDC - Expense Ratio Comparison

HYBB has a 0.25% expense ratio, which is higher than VDC's 0.10% 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%.


Return for Risk

HYBB vs. VDC — Risk / Return Rank

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

HYBB
HYBB Risk / Return Rank: 7575
Overall Rank
HYBB Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
HYBB Sortino Ratio Rank: 7474
Sortino Ratio Rank
HYBB Omega Ratio Rank: 7979
Omega Ratio Rank
HYBB Calmar Ratio Rank: 7171
Calmar Ratio Rank
HYBB Martin Ratio Rank: 8383
Martin Ratio Rank

VDC
VDC Risk / Return Rank: 2020
Overall Rank
VDC Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
VDC Sortino Ratio Rank: 1919
Sortino Ratio Rank
VDC Omega Ratio Rank: 1818
Omega Ratio Rank
VDC Calmar Ratio Rank: 2323
Calmar Ratio Rank
VDC Martin Ratio Rank: 2020
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. VDC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares BB Rated Corporate Bond ETF (HYBB) and Vanguard Consumer Staples ETF (VDC). 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.


HYBBVDCDifference

Sharpe ratio

Return per unit of total volatility

1.27

0.30

+0.97

Sortino ratio

Return per unit of downside risk

1.93

0.54

+1.39

Omega ratio

Gain probability vs. loss probability

1.32

1.06

+0.25

Calmar ratio

Return relative to maximum drawdown

1.95

0.49

+1.46

Martin ratio

Return relative to average drawdown

9.97

1.21

+8.77

HYBB vs. VDC - Sharpe Ratio Comparison

The current HYBB Sharpe Ratio is 1.27, which is higher than the VDC Sharpe Ratio of 0.30. The chart below compares the historical Sharpe Ratios of HYBB and VDC, 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


HYBBVDCDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.27

0.30

+0.97

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.52

0.56

-0.04

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.53

Sharpe Ratio (All Time)

Calculated using the full available price history

0.60

0.67

-0.08

Correlation

The correlation between HYBB and VDC is 0.42, 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

HYBB vs. VDC - Dividend Comparison

HYBB's dividend yield for the trailing twelve months is around 6.13%, more than VDC's 2.15% yield.


TTM20252024202320222021202020192018201720162015
HYBB
iShares BB Rated Corporate Bond ETF
6.13%6.08%6.22%6.28%5.04%3.86%0.76%0.00%0.00%0.00%0.00%0.00%
VDC
Vanguard Consumer Staples ETF
2.15%2.26%2.33%2.65%2.37%2.14%2.50%2.44%2.78%2.52%2.39%2.55%

Drawdowns

HYBB vs. VDC - Drawdown Comparison

The maximum HYBB drawdown since its inception was -15.28%, smaller than the maximum VDC drawdown of -34.24%. Use the drawdown chart below to compare losses from any high point for HYBB and VDC.


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Drawdown Indicators


HYBBVDCDifference

Max Drawdown

Largest peak-to-trough decline

-15.28%

-34.24%

+18.96%

Max Drawdown (1Y)

Largest decline over 1 year

-3.71%

-9.28%

+5.57%

Max Drawdown (5Y)

Largest decline over 5 years

-15.28%

-16.55%

+1.27%

Max Drawdown (10Y)

Largest decline over 10 years

-25.31%

Current Drawdown

Current decline from peak

-1.16%

-7.87%

+6.71%

Average Drawdown

Average peak-to-trough decline

-3.32%

-3.71%

+0.39%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.72%

3.76%

-3.04%

Volatility

HYBB vs. VDC - Volatility Comparison

The current volatility for iShares BB Rated Corporate Bond ETF (HYBB) is 1.91%, while Vanguard Consumer Staples ETF (VDC) has a volatility of 3.84%. This indicates that HYBB experiences smaller price fluctuations and is considered to be less risky than VDC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HYBBVDCDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.91%

3.84%

-1.93%

Volatility (6M)

Calculated over the trailing 6-month period

2.54%

8.98%

-6.44%

Volatility (1Y)

Calculated over the trailing 1-year period

5.45%

13.67%

-8.22%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.92%

12.98%

-6.06%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.75%

14.58%

-7.83%