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HYDB vs. IGEB
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

HYDB vs. IGEB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares High Yield Bond Factor ETF (HYDB) and iShares Investment Grade Bond Factor ETF (IGEB). 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 1.58% return, which is significantly higher than IGEB's 0.51% return.


HYDB

1D
-0.11%
1M
0.52%
YTD
1.58%
6M
1.86%
1Y
6.61%
3Y*
9.39%
5Y*
4.60%
10Y*

IGEB

1D
-0.17%
1M
0.59%
YTD
0.51%
6M
0.74%
1Y
5.16%
3Y*
5.84%
5Y*
0.96%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

HYDB vs. IGEB - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
HYDB
iShares High Yield Bond Factor ETF
1.58%8.10%9.11%14.02%-9.99%5.14%7.39%16.13%-3.18%3.38%
IGEB
iShares Investment Grade Bond Factor ETF
0.51%8.17%3.10%9.56%-14.85%-1.14%11.23%15.42%-2.05%1.53%

Correlation

The correlation between HYDB and IGEB is 0.71, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.71

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

0.72

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

0.63

Correlation (All Time)
Calculated using the full available price history since Jul 13, 2017

0.47

Over the past year, HYDB and IGEB have become more correlated (0.71) than their long-term average of 0.47, meaning their price movements have been converging.

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Return for Risk

HYDB vs. IGEB — Risk / Return Rank

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

HYDB
HYDB Risk / Return Rank: 5454
Overall Rank
HYDB Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
HYDB Sortino Ratio Rank: 5656
Sortino Ratio Rank
HYDB Omega Ratio Rank: 5555
Omega Ratio Rank
HYDB Calmar Ratio Rank: 4949
Calmar Ratio Rank
HYDB Martin Ratio Rank: 6060
Martin Ratio Rank

IGEB
IGEB Risk / Return Rank: 3636
Overall Rank
IGEB Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
IGEB Sortino Ratio Rank: 3636
Sortino Ratio Rank
IGEB Omega Ratio Rank: 3434
Omega Ratio Rank
IGEB Calmar Ratio Rank: 3737
Calmar Ratio Rank
IGEB Martin Ratio Rank: 3838
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. IGEB - Risk-Adjusted Trends Comparison

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


HYDBIGEBDifference
Sharpe ratioReturn per unit of total volatility

+0.48

Sortino ratioReturn per unit of downside risk

+0.77

Omega ratioGain probability vs. loss probability

1.33

1.22

+0.11

Calmar ratioReturn relative to maximum drawdown

2.34

1.80

+0.54

Martin ratioReturn relative to average drawdown

10.32

5.73

+4.59

HYDB vs. IGEB - Sharpe Ratio Comparison

The current HYDB Sharpe Ratio is 1.73, which is higher than the IGEB Sharpe Ratio of 1.25. The chart below compares the historical Sharpe Ratios of HYDB and IGEB, 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. IGEB - Drawdown Comparison

The maximum HYDB drawdown since its inception was -21.58%, roughly equal to the maximum IGEB drawdown of -21.13%. Use the drawdown chart below to compare losses from any high point for HYDB and IGEB.


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Drawdown Indicators


HYDBIGEBDifference

Max Drawdown

Largest peak-to-trough decline

-21.58%

-21.13%

-0.45%

Max Drawdown (1Y)

Largest decline over 1 year

-2.83%

-2.88%

+0.05%

Max Drawdown (3Y)

Largest decline over 3 years

-5.58%

-5.95%

+0.37%

Max Drawdown (5Y)

Largest decline over 5 years

-14.28%

-21.13%

+6.85%

Current Drawdown

Current decline from peak

-0.20%

-0.93%

+0.73%

Average Drawdown

Average peak-to-trough decline

-2.38%

-4.88%

+2.50%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.64%

0.90%

-0.26%

Volatility

HYDB vs. IGEB - Volatility Comparison

The current volatility for iShares High Yield Bond Factor ETF (HYDB) is 1.05%, while iShares Investment Grade Bond Factor ETF (IGEB) has a volatility of 1.17%. This indicates that HYDB experiences smaller price fluctuations and is considered to be less risky than IGEB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HYDBIGEBDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.05%

1.17%

-0.12%

Volatility (6M)

Calculated over the trailing 6-month period

3.03%

3.17%

-0.14%

Volatility (1Y)

Calculated over the trailing 1-year period

3.85%

4.15%

-0.30%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.05%

6.70%

+0.35%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.74%

6.51%

+1.23%

HYDB vs. IGEB - Expense Ratio Comparison

HYDB has a 0.35% expense ratio, which is higher than IGEB's 0.18% expense ratio.


Dividends

HYDB vs. IGEB - Dividend Comparison

HYDB's dividend yield for the trailing twelve months is around 6.98%, more than IGEB's 5.06% yield.


PositionTTM202520242023202220212020201920182017
HYDB
iShares High Yield Bond Factor ETF
6.98%7.04%6.95%7.00%6.30%4.70%5.81%5.68%6.16%2.70%
IGEB
iShares Investment Grade Bond Factor ETF
5.06%4.92%5.09%4.60%3.64%3.84%3.78%5.61%3.59%1.62%

Frequently Asked Questions


HYDB and IGEB have a correlation of 0.71, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IGEB has higher volatility (1.17%) compared to HYDB (1.05%). In terms of maximum drawdown, HYDB dropped -21.58% vs IGEB's -21.13%.

On 5-year performance, HYDB leads with 4.60% vs 0.96% for IGEB. On fees, IGEB is cheaper at 0.18% per year. On volatility, HYDB has been the lower-risk option at 1.05%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, HYDB has performed better with a 4.60% return vs 0.96%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IGEB is cheaper with a 0.18% expense ratio, compared with 0.35% for HYDB.

HYDB has the higher dividend yield at 6.98%, compared with 5.06% for IGEB.

HYDB is categorized as High Yield Bonds, while IGEB is Corporate Bonds. HYDB tracks BlackRock High Yield Defensive Bond Index, while IGEB tracks BlackRock Investment Grade Enhanced Bond Index. Their fees differ too: 0.35% for HYDB and 0.18% for IGEB.

HYDB currently has the higher Sharpe Ratio (1.73 vs 1.25), 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 HYDB and IGEB

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