HYBB vs. VDC
Compare and contrast key facts about iShares BB Rated Corporate Bond ETF (HYBB) and Vanguard Consumer Staples ETF (VDC).
HYBB and VDC are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. HYBB is a passively managed fund by iShares that tracks the performance of the ICE BofA BB US High Yield Constrained Index (USD). It was launched on Oct 6, 2020. VDC is a passively managed fund by Vanguard that tracks the performance of the MSCI US Investable Market Consumer Staples 25/50 Index. It was launched on Jan 26, 2004. Both HYBB and VDC are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: HYBB or VDC.
Performance
HYBB vs. VDC - Performance Comparison
Returns By Period
In the year-to-date period, HYBB achieves a 6.60% return, which is significantly lower than VDC's 16.14% return.
HYBB
6.60%
0.53%
4.95%
10.49%
N/A
N/A
VDC
16.14%
0.50%
7.58%
20.65%
9.63%
8.51%
Key characteristics
| HYBB | VDC | |
|---|---|---|
| Sharpe Ratio | 2.47 | 2.19 |
| Sortino Ratio | 3.74 | 3.16 |
| Omega Ratio | 1.47 | 1.38 |
| Calmar Ratio | 2.28 | 2.76 |
| Martin Ratio | 18.98 | 14.10 |
| Ulcer Index | 0.57% | 1.53% |
| Daily Std Dev | 4.37% | 9.88% |
| Max Drawdown | -15.27% | -34.24% |
| Current Drawdown | -0.61% | -0.96% |
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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%.
Correlation
The correlation between HYBB and VDC is 0.47, 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.
Risk-Adjusted Performance
HYBB vs. VDC - Risk-Adjusted Performance 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.
Dividends
HYBB vs. VDC - Dividend Comparison
HYBB's dividend yield for the trailing twelve months is around 6.14%, more than VDC's 2.53% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HYBB iShares BB Rated Corporate Bond ETF | 6.14% | 6.28% | 5.05% | 4.18% | 0.76% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VDC Vanguard Consumer Staples ETF | 2.53% | 2.65% | 2.37% | 2.14% | 2.50% | 2.44% | 2.78% | 2.52% | 2.39% | 2.55% | 1.93% | 2.21% |
Drawdowns
HYBB vs. VDC - Drawdown Comparison
The maximum HYBB drawdown since its inception was -15.27%, 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. For additional features, visit the drawdowns tool.
Volatility
HYBB vs. VDC - Volatility Comparison
The current volatility for iShares BB Rated Corporate Bond ETF (HYBB) is 0.98%, while Vanguard Consumer Staples ETF (VDC) has a volatility of 2.96%. 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.