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HYDB vs. IBHH
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

HYDB vs. IBHH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares High Yield Bond Factor ETF (HYDB) and iShares iBonds 2028 Term High Yield and Income ETF (IBHH). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, HYDB achieves a 1.47% return, which is significantly lower than IBHH's 1.85% return.


HYDB

1D
-0.11%
1M
0.41%
YTD
1.47%
6M
1.60%
1Y
6.31%
3Y*
9.35%
5Y*
4.57%
10Y*

IBHH

1D
0.02%
1M
0.44%
YTD
1.85%
6M
2.22%
1Y
5.85%
3Y*
8.78%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

HYDB vs. IBHH - Yearly Performance Comparison


2026 (YTD)2025202420232022
HYDB
iShares High Yield Bond Factor ETF
1.47%8.10%9.11%14.02%-5.38%
IBHH
iShares iBonds 2028 Term High Yield and Income ETF
1.85%8.02%7.53%12.87%-6.70%

Correlation

The correlation between HYDB and IBHH is 0.82, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.82

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

0.81

Correlation (All Time)
Calculated using the full available price history since Mar 10, 2022

0.86

The correlation between HYDB and IBHH has been stable across timeframes, ranging from 0.81 to 0.86 - a consistent structural relationship.

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Return for Risk

HYDB vs. IBHH — Risk / Return Rank

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

HYDB
HYDB Risk / Return Rank: 5252
Overall Rank
HYDB Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
HYDB Sortino Ratio Rank: 5454
Sortino Ratio Rank
HYDB Omega Ratio Rank: 5252
Omega Ratio Rank
HYDB Calmar Ratio Rank: 4747
Calmar Ratio Rank
HYDB Martin Ratio Rank: 5858
Martin Ratio Rank

IBHH
IBHH Risk / Return Rank: 8080
Overall Rank
IBHH Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
IBHH Sortino Ratio Rank: 7878
Sortino Ratio Rank
IBHH Omega Ratio Rank: 7575
Omega Ratio Rank
IBHH Calmar Ratio Rank: 8888
Calmar Ratio Rank
IBHH Martin Ratio Rank: 9090
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.

HYDB vs. IBHH - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares High Yield Bond Factor ETF (HYDB) and iShares iBonds 2028 Term High Yield and Income ETF (IBHH). 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.


HYDBIBHHDifference
Sharpe ratioReturn per unit of total volatility

-0.45

Sortino ratioReturn per unit of downside risk

-0.70

Omega ratioGain probability vs. loss probability

1.32

1.40

-0.09

Calmar ratioReturn relative to maximum drawdown

2.24

4.80

-2.56

Martin ratioReturn relative to average drawdown

9.85

19.19

-9.34

HYDB vs. IBHH - Sharpe Ratio Comparison

The current HYDB Sharpe Ratio is 1.65, which is comparable to the IBHH Sharpe Ratio of 2.10. The chart below compares the historical Sharpe Ratios of HYDB and IBHH, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

HYDB vs. IBHH - Drawdown Comparison

The maximum HYDB drawdown since its inception was -21.58%, which is greater than IBHH's maximum drawdown of -12.05%. Use the drawdown chart below to compare losses from any high point for HYDB and IBHH.


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Drawdown Indicators


HYDBIBHHDifference

Max Drawdown

Largest peak-to-trough decline

-21.58%

-12.05%

-9.53%

Max Drawdown (1Y)

Largest decline over 1 year

-2.83%

-1.22%

-1.61%

Max Drawdown (3Y)

Largest decline over 3 years

-5.58%

-4.66%

-0.92%

Max Drawdown (5Y)

Largest decline over 5 years

-14.28%

Current Drawdown

Current decline from peak

-0.31%

-0.06%

-0.25%

Average Drawdown

Average peak-to-trough decline

-2.38%

-2.27%

-0.11%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.64%

0.31%

+0.33%

Volatility

HYDB vs. IBHH - Volatility Comparison

iShares High Yield Bond Factor ETF (HYDB) has a higher volatility of 1.06% compared to iShares iBonds 2028 Term High Yield and Income ETF (IBHH) at 0.69%. This indicates that HYDB's price experiences larger fluctuations and is considered to be riskier than IBHH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HYDBIBHHDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.06%

0.69%

+0.37%

Volatility (6M)

Calculated over the trailing 6-month period

3.02%

2.11%

+0.91%

Volatility (1Y)

Calculated over the trailing 1-year period

3.84%

2.79%

+1.05%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.05%

7.22%

-0.17%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.74%

7.22%

+0.52%

HYDB vs. IBHH - Expense Ratio Comparison

Both HYDB and IBHH have an expense ratio of 0.35%.


Dividends

HYDB vs. IBHH - Dividend Comparison

HYDB's dividend yield for the trailing twelve months is around 6.99%, more than IBHH's 6.25% yield.


PositionTTM202520242023202220212020201920182017
HYDB
iShares High Yield Bond Factor ETF
6.99%7.04%6.95%7.00%6.30%4.70%5.81%5.68%6.16%2.70%
IBHH
iShares iBonds 2028 Term High Yield and Income ETF
6.25%6.39%6.93%6.65%5.36%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


HYDB and IBHH have a correlation of 0.82, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

HYDB has higher volatility (1.06%) compared to IBHH (0.69%). In terms of maximum drawdown, HYDB dropped -21.58% vs IBHH's -12.05%.

On 3-year performance, HYDB leads with 9.35% vs 8.78% for IBHH. Both ETFs have the same 0.35% expense ratio. On volatility, IBHH has been the lower-risk option at 0.69%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, HYDB has performed better with a 9.35% return vs 8.78%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

HYDB and IBHH have the same expense ratio: 0.35% per year.

HYDB has the higher dividend yield at 6.99%, compared with 6.25% for IBHH.

HYDB tracks BlackRock High Yield Defensive Bond Index, while IBHH tracks Bloomberg 2028 Term High Yield and Income Index - Benchmark TR Gross.

IBHH currently has the higher Sharpe Ratio (2.10 vs 1.65), 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.

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