HYBI vs. VNQ
Compare and contrast key facts about NEOS Enhanced Income Credit Select ETF (HYBI) and Vanguard Real Estate ETF (VNQ).
HYBI and VNQ are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. HYBI is an actively managed fund by Neos. It was launched on Sep 27, 2024. VNQ is a passively managed fund by Vanguard that tracks the performance of the MSCI US Investable Market Real Estate 25/50 Index. It was launched on Sep 23, 2004.
Performance
HYBI vs. VNQ - Performance Comparison
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HYBI vs. VNQ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
HYBI NEOS Enhanced Income Credit Select ETF | 0.31% | 6.97% | -0.48% |
VNQ Vanguard Real Estate ETF | 1.67% | 3.24% | -7.68% |
Returns By Period
In the year-to-date period, HYBI achieves a 0.31% return, which is significantly lower than VNQ's 1.67% return.
HYBI
- 1D
- -0.00%
- 1M
- -0.57%
- YTD
- 0.31%
- 6M
- 1.46%
- 1Y
- 7.36%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
VNQ
- 1D
- 0.36%
- 1M
- -6.21%
- YTD
- 1.67%
- 6M
- -0.84%
- 1Y
- 2.18%
- 3Y*
- 6.57%
- 5Y*
- 2.86%
- 10Y*
- 4.69%
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HYBI vs. VNQ - Expense Ratio Comparison
HYBI has a 0.68% expense ratio, which is higher than VNQ's 0.13% expense ratio.
Return for Risk
HYBI vs. VNQ — Risk / Return Rank
HYBI
VNQ
HYBI vs. VNQ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for NEOS Enhanced Income Credit Select ETF (HYBI) and Vanguard Real Estate ETF (VNQ). 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.
| HYBI | VNQ | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.33 | 0.13 | +1.20 |
Sortino ratioReturn per unit of downside risk | 2.01 | 0.30 | +1.71 |
Omega ratioGain probability vs. loss probability | 1.36 | 1.04 | +0.32 |
Calmar ratioReturn relative to maximum drawdown | 2.49 | 0.18 | +2.31 |
Martin ratioReturn relative to average drawdown | 12.04 | 0.70 | +11.35 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| HYBI | VNQ | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.33 | 0.13 | +1.20 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.15 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.23 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.88 | 0.26 | +0.63 |
Correlation
The correlation between HYBI and VNQ is 0.54, 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
HYBI vs. VNQ - Dividend Comparison
HYBI's dividend yield for the trailing twelve months is around 8.37%, more than VNQ's 3.92% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HYBI NEOS Enhanced Income Credit Select ETF | 8.37% | 8.48% | 2.21% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VNQ Vanguard Real Estate ETF | 3.92% | 3.92% | 3.85% | 3.95% | 3.91% | 2.56% | 3.93% | 3.39% | 4.74% | 4.23% | 4.82% | 3.92% |
Drawdowns
HYBI vs. VNQ - Drawdown Comparison
The maximum HYBI drawdown since its inception was -4.68%, smaller than the maximum VNQ drawdown of -73.07%. Use the drawdown chart below to compare losses from any high point for HYBI and VNQ.
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Drawdown Indicators
| HYBI | VNQ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -4.68% | -73.07% | +68.39% |
Max Drawdown (1Y)Largest decline over 1 year | -3.07% | -12.44% | +9.37% |
Max Drawdown (5Y)Largest decline over 5 years | — | -34.48% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -42.40% | — |
Current DrawdownCurrent decline from peak | -0.96% | -9.24% | +8.28% |
Average DrawdownAverage peak-to-trough decline | -0.66% | -13.71% | +13.05% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.63% | 3.21% | -2.58% |
Volatility
HYBI vs. VNQ - Volatility Comparison
The current volatility for NEOS Enhanced Income Credit Select ETF (HYBI) is 1.14%, while Vanguard Real Estate ETF (VNQ) has a volatility of 4.57%. This indicates that HYBI experiences smaller price fluctuations and is considered to be less risky than VNQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| HYBI | VNQ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.14% | 4.57% | -3.43% |
Volatility (6M)Calculated over the trailing 6-month period | 2.44% | 9.28% | -6.84% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.56% | 16.31% | -10.75% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.10% | 18.80% | -13.70% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.10% | 20.70% | -15.60% |