PortfoliosLab logoPortfoliosLab logo
HYD vs. BBHY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

HYD vs. BBHY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VanEck Vectors High-Yield Municipal Index ETF (HYD) and JPMorgan BetaBuilders USD High Yield Corporate Bond ETF (BBHY). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, HYD achieves a 2.33% return, which is significantly higher than BBHY's 1.89% return.


HYD

1D
-0.19%
1M
1.54%
YTD
2.33%
6M
2.54%
1Y
7.42%
3Y*
4.24%
5Y*
-0.12%
10Y*
1.91%

BBHY

1D
-0.08%
1M
0.64%
YTD
1.89%
6M
2.20%
1Y
6.68%
3Y*
8.90%
5Y*
4.05%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

HYD vs. BBHY - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
HYD
VanEck Vectors High-Yield Municipal Index ETF
2.33%2.83%4.94%6.52%-15.97%5.05%0.17%9.34%2.19%9.78%
BBHY
JPMorgan BetaBuilders USD High Yield Corporate Bond ETF
1.89%8.51%7.81%11.98%-10.37%3.88%5.36%14.35%-2.50%6.57%

Correlation

The correlation between HYD and BBHY is 0.50, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.50

Correlation (3Y)
Calculated over the trailing 3-year period

0.52

Correlation (5Y)
Calculated over the trailing 5-year period

0.52

Correlation (All Time)
Calculated using the full available price history since Sep 15, 2016

0.34

The correlation between HYD and BBHY shifts across timeframes, from 0.34 (all time) to 0.52 (3 years), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

HYD vs. BBHY — Risk / Return Rank

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

HYD
HYD Risk / Return Rank: 5757
Overall Rank
HYD Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
HYD Sortino Ratio Rank: 6060
Sortino Ratio Rank
HYD Omega Ratio Rank: 6969
Omega Ratio Rank
HYD Calmar Ratio Rank: 4848
Calmar Ratio Rank
HYD Martin Ratio Rank: 4949
Martin Ratio Rank

BBHY
BBHY Risk / Return Rank: 6161
Overall Rank
BBHY Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
BBHY Sortino Ratio Rank: 6161
Sortino Ratio Rank
BBHY Omega Ratio Rank: 6060
Omega Ratio Rank
BBHY Calmar Ratio Rank: 5959
Calmar Ratio Rank
BBHY Martin Ratio Rank: 7070
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.

HYD vs. BBHY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VanEck Vectors High-Yield Municipal Index ETF (HYD) and JPMorgan BetaBuilders USD High Yield Corporate Bond ETF (BBHY). 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.


HYDBBHYDifference
Sharpe ratioReturn per unit of total volatility

+0.05

Sortino ratioReturn per unit of downside risk

-0.03

Omega ratioGain probability vs. loss probability

1.39

1.36

+0.04

Calmar ratioReturn relative to maximum drawdown

2.33

2.83

-0.50

Martin ratioReturn relative to average drawdown

8.00

12.61

-4.61

HYD vs. BBHY - Sharpe Ratio Comparison

The current HYD Sharpe Ratio is 1.87, which is comparable to the BBHY Sharpe Ratio of 1.83. The chart below compares the historical Sharpe Ratios of HYD and BBHY, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

HYD vs. BBHY - Drawdown Comparison

The maximum HYD drawdown since its inception was -35.61%, which is greater than BBHY's maximum drawdown of -24.98%. Use the drawdown chart below to compare losses from any high point for HYD and BBHY.


Loading charts...

Drawdown Indicators


HYDBBHYDifference

Max Drawdown

Largest peak-to-trough decline

-35.61%

-24.98%

-10.63%

Max Drawdown (1Y)

Largest decline over 1 year

-3.21%

-2.37%

-0.84%

Max Drawdown (3Y)

Largest decline over 3 years

-7.23%

-5.00%

-2.23%

Max Drawdown (5Y)

Largest decline over 5 years

-20.72%

-15.32%

-5.40%

Max Drawdown (10Y)

Largest decline over 10 years

-35.61%

Current Drawdown

Current decline from peak

-1.84%

-0.14%

-1.70%

Average Drawdown

Average peak-to-trough decline

-4.32%

-2.36%

-1.96%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.93%

0.53%

+0.40%

Volatility

HYD vs. BBHY - Volatility Comparison

The current volatility for VanEck Vectors High-Yield Municipal Index ETF (HYD) is 0.95%, while JPMorgan BetaBuilders USD High Yield Corporate Bond ETF (BBHY) has a volatility of 1.04%. This indicates that HYD experiences smaller price fluctuations and is considered to be less risky than BBHY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


HYDBBHYDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.95%

1.04%

-0.09%

Volatility (6M)

Calculated over the trailing 6-month period

3.04%

2.94%

+0.10%

Volatility (1Y)

Calculated over the trailing 1-year period

3.98%

3.68%

+0.30%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.46%

7.28%

-0.82%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.61%

7.52%

+5.09%

HYD vs. BBHY - Expense Ratio Comparison

HYD has a 0.35% expense ratio, which is higher than BBHY's 0.15% expense ratio.


Dividends

HYD vs. BBHY - Dividend Comparison

HYD's dividend yield for the trailing twelve months is around 4.25%, less than BBHY's 6.92% yield.


PositionTTM20252024202320222021202020192018201720162015
BBHY
JPMorgan BetaBuilders USD High Yield Corporate Bond ETF
6.92%7.24%7.18%6.49%5.92%4.06%4.73%4.99%5.02%4.81%1.42%0.00%
HYD
VanEck Vectors High-Yield Municipal Index ETF
4.25%4.29%4.29%4.13%3.96%3.50%4.01%4.08%4.43%4.29%4.58%4.82%

Frequently Asked Questions


HYD and BBHY have a correlation of 0.50, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BBHY has higher volatility (1.04%) compared to HYD (0.95%). In terms of maximum drawdown, HYD dropped -35.61% vs BBHY's -24.98%.

On 5-year performance, BBHY leads with 4.05% vs -0.12% for HYD. On fees, BBHY is cheaper at 0.15% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, BBHY has performed better with a 4.05% return vs -0.12%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

BBHY is cheaper with a 0.15% expense ratio, compared with 0.35% for HYD.

BBHY has the higher dividend yield at 6.92%, compared with 4.25% for HYD.

HYD is categorized as Municipal Bonds, while BBHY is High Yield Bonds. HYD tracks Bloomberg Barclays Municipal Custom High Yield Composite Index, while BBHY tracks ICE BofA US High Yield Index. They also come from different issuers: VanEck and JPMorgan. Their fees differ too: 0.35% for HYD and 0.15% for BBHY.

HYD currently has the higher Sharpe Ratio (1.87 vs 1.83), 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.

Portfolio Optimizer

Find the right allocation for HYD and BBHY

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer