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HYBL vs. MHY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

HYBL vs. MHY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in State Street Blackstone High Income ETF (HYBL) and Man Active High Yield ETF (MHY). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, HYBL achieves a 1.89% return, which is significantly lower than MHY's 6.16% return.


HYBL

1D
0.11%
1M
0.63%
6M
1.55%
YTD
1.89%
1Y
5.35%
3Y*
8.31%
5Y*
10Y*
ALL TIME*
5.64%

MHY

1D
0.25%
1M
1.34%
6M
4.77%
YTD
6.16%
1Y
3Y*
5Y*
10Y*
ALL TIME*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$3.24M$2.71M$2.98M
$400.13K$934.73K$456.03K

HYBL vs. MHY - Yearly Performance Comparison


Correlation

The correlation between HYBL and MHY is 0.66, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


Correlation
Correlation (All Time)
Calculated using the full available price history since Sep 18, 2025

0.66

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Return for Risk

HYBL vs. MHY — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

HYBL
HYBL Risk / Return Rank: 7878
Overall Rank
HYBL Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
HYBL Sortino Ratio Rank: 8989
Sortino Ratio Rank
HYBL Omega Ratio Rank: 8888
Omega Ratio Rank
HYBL Calmar Ratio Rank: 6161
Calmar Ratio Rank
HYBL Martin Ratio Rank: 6565
Martin Ratio Rank

MHY

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

HYBL vs. MHY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for State Street Blackstone High Income ETF (HYBL) and Man Active High Yield ETF (MHY). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


HYBLMHYDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.41

Calmar ratioReturn relative to maximum drawdown

2.23

Martin ratioReturn relative to average drawdown

8.15

HYBL vs. MHY - Sharpe Ratio Comparison


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Drawdowns

HYBL vs. MHY - Drawdown Comparison

The maximum HYBL drawdown since its inception was -8.46%, which is greater than MHY's maximum drawdown of -1.58%. Use the drawdown chart below to compare losses from any high point for HYBL and MHY.


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Drawdown Indicators


HYBLMHYDifference

Max Drawdown

Largest peak-to-trough decline

-8.46%

-1.58%

-6.88%

Max Drawdown (1Y)

Largest decline over 1 year

-2.41%

Max Drawdown (3Y)

Largest decline over 3 years

-4.32%

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-1.31%

-0.26%

-1.05%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.66%

Volatility

HYBL vs. MHY - Volatility Comparison


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Volatility by Period


HYBLMHYDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.45%

Volatility (6M)

Calculated over the trailing 6-month period

2.10%

Volatility (1Y)

Calculated over the trailing 1-year period

2.63%

2.91%

-0.28%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.50%

2.91%

+1.59%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.50%

2.91%

+1.59%

HYBL vs. MHY - Expense Ratio Comparison

HYBL has a 0.70% expense ratio, which is higher than MHY's 0.69% expense ratio.


Dividends

HYBL vs. MHY - Dividend Comparison

HYBL's dividend yield for the trailing twelve months is around 7.05%, more than MHY's 5.20% yield.


PositionTTM2025202420232022
HYBL
State Street Blackstone High Income ETF
7.05%7.22%7.88%7.93%5.10%
MHY
Man Active High Yield ETF
5.20%3.42%0.00%0.00%0.00%

Frequently Asked Questions


HYBL and MHY have a correlation of 0.66, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, MHY is cheaper at 0.69% per year. The better choice depends on whether you care most about return, fees, risk, or income.

MHY is cheaper with a 0.69% expense ratio, compared with 0.70% for HYBL.

HYBL has the higher dividend yield at 7.05%, compared with 5.20% for MHY.

They also come from different issuers: State Street and Man Group. Their fees differ too: 0.70% for HYBL and 0.69% for MHY.

Portfolio Optimizer

Find the right allocation for HYBL and MHY

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