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HYDB vs. HYXU
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between HYDB and HYXU is 0.44, 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.


Performance

HYDB vs. HYXU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares High Yield Bond Factor ETF (HYDB) and iShares International High Yield Bond ETF (HYXU). The values are adjusted to include any dividend payments, if applicable.

10.00%20.00%30.00%40.00%50.00%December2025FebruaryMarchAprilMay
47.55%
21.77%
HYDB
HYXU

Key characteristics

Sharpe Ratio

HYDB:

1.11

HYXU:

1.36

Sortino Ratio

HYDB:

1.53

HYXU:

2.11

Omega Ratio

HYDB:

1.23

HYXU:

1.25

Calmar Ratio

HYDB:

1.16

HYXU:

1.11

Martin Ratio

HYDB:

5.73

HYXU:

3.71

Ulcer Index

HYDB:

1.13%

HYXU:

3.13%

Daily Std Dev

HYDB:

6.00%

HYXU:

8.37%

Max Drawdown

HYDB:

-21.58%

HYXU:

-32.45%

Current Drawdown

HYDB:

-1.62%

HYXU:

-1.17%

Returns By Period

In the year-to-date period, HYDB achieves a 0.64% return, which is significantly lower than HYXU's 10.03% return.


HYDB

YTD

0.64%

1M

1.56%

6M

0.11%

1Y

6.65%

5Y*

6.92%

10Y*

N/A

HYXU

YTD

10.03%

1M

4.96%

6M

6.74%

1Y

11.28%

5Y*

5.39%

10Y*

3.02%

*Annualized

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HYDB vs. HYXU - Expense Ratio Comparison

HYDB has a 0.35% expense ratio, which is lower than HYXU's 0.40% expense ratio.


Risk-Adjusted Performance

HYDB vs. HYXU — Risk-Adjusted Performance Rank

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

HYDB
The Risk-Adjusted Performance Rank of HYDB is 8585
Overall Rank
The Sharpe Ratio Rank of HYDB is 8585
Sharpe Ratio Rank
The Sortino Ratio Rank of HYDB is 8383
Sortino Ratio Rank
The Omega Ratio Rank of HYDB is 8686
Omega Ratio Rank
The Calmar Ratio Rank of HYDB is 8585
Calmar Ratio Rank
The Martin Ratio Rank of HYDB is 8787
Martin Ratio Rank

HYXU
The Risk-Adjusted Performance Rank of HYXU is 8686
Overall Rank
The Sharpe Ratio Rank of HYXU is 8989
Sharpe Ratio Rank
The Sortino Ratio Rank of HYXU is 9191
Sortino Ratio Rank
The Omega Ratio Rank of HYXU is 8787
Omega Ratio Rank
The Calmar Ratio Rank of HYXU is 8585
Calmar Ratio Rank
The Martin Ratio Rank of HYXU is 8080
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

HYDB vs. HYXU - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares High Yield Bond Factor ETF (HYDB) and iShares International High Yield Bond ETF (HYXU). 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.


The current HYDB Sharpe Ratio is 1.11, which is comparable to the HYXU Sharpe Ratio of 1.36. The chart below compares the historical Sharpe Ratios of HYDB and HYXU, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.00December2025FebruaryMarchAprilMay
1.11
1.36
HYDB
HYXU

Dividends

HYDB vs. HYXU - Dividend Comparison

HYDB's dividend yield for the trailing twelve months is around 7.10%, more than HYXU's 4.64% yield.


TTM20242023202220212020201920182017201620152014
HYDB
iShares High Yield Bond Factor ETF
7.10%6.95%7.00%6.30%4.70%5.81%5.68%6.16%2.70%0.00%0.00%0.00%
HYXU
iShares International High Yield Bond ETF
4.64%5.11%3.38%0.61%3.07%1.45%1.19%4.01%0.69%1.50%3.25%4.55%

Drawdowns

HYDB vs. HYXU - Drawdown Comparison

The maximum HYDB drawdown since its inception was -21.58%, smaller than the maximum HYXU drawdown of -32.45%. Use the drawdown chart below to compare losses from any high point for HYDB and HYXU. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%December2025FebruaryMarchAprilMay
-1.62%
-1.17%
HYDB
HYXU

Volatility

HYDB vs. HYXU - Volatility Comparison

iShares High Yield Bond Factor ETF (HYDB) and iShares International High Yield Bond ETF (HYXU) have volatilities of 2.67% and 2.72%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


1.00%2.00%3.00%4.00%5.00%December2025FebruaryMarchAprilMay
2.67%
2.72%
HYDB
HYXU