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HYG vs. BBHY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

HYG vs. BBHY - Performance Comparison

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

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Returns By Period

In the year-to-date period, HYG achieves a 1.81% return, which is significantly lower than BBHY's 2.13% return.


HYG

1D
0.27%
1M
-0.02%
6M
1.13%
YTD
1.81%
1Y
5.12%
3Y*
8.25%
5Y*
3.73%
10Y*
4.64%
ALL TIME*
4.95%

BBHY

1D
0.30%
1M
-0.11%
6M
1.34%
YTD
2.13%
1Y
5.69%
3Y*
8.37%
5Y*
3.99%
10Y*
ALL TIME*
4.79%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$4.07M$3.06M$2.90M
$2.88B$2.52B$2.69B

HYG vs. BBHY - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
HYG
iShares iBoxx $ High Yield Corporate Bond ETF
1.81%8.59%7.97%11.54%-10.98%3.76%4.47%14.09%-2.02%6.07%
BBHY
JPMorgan BetaBuilders USD High Yield Corporate Bond ETF
2.13%8.51%7.81%11.98%-10.37%3.88%5.36%14.35%-2.50%6.57%

Correlation

The correlation between HYG and BBHY is 0.97 - they have historically moved very closely together. At this level, their price movements offset little of one another.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.97

Correlation (3Y)
Balances recent behavior with more history.

0.97

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.98

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

0.87

The correlation between HYG and BBHY shifts across timeframes, from 0.87 (all time) to 0.98 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

HYG vs. BBHY — Risk / Return Rank

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

HYG
HYG Risk / Return Rank: 6161
Overall Rank
HYG Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
HYG Sortino Ratio Rank: 5858
Sortino Ratio Rank
HYG Omega Ratio Rank: 5656
Omega Ratio Rank
HYG Calmar Ratio Rank: 6161
Calmar Ratio Rank
HYG Martin Ratio Rank: 7575
Martin Ratio Rank

BBHY
BBHY Risk / Return Rank: 7070
Overall Rank
BBHY Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
BBHY Sortino Ratio Rank: 7070
Sortino Ratio Rank
BBHY Omega Ratio Rank: 6969
Omega Ratio Rank
BBHY Calmar Ratio Rank: 6666
Calmar Ratio Rank
BBHY Martin Ratio Rank: 7878
Martin Ratio Rank
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.

HYG vs. BBHY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares iBoxx $ High Yield Corporate Bond ETF (HYG) 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.


HYGBBHYDifference
Sharpe ratioReturn per unit of total volatility

-0.23

Sortino ratioReturn per unit of downside risk

-0.36

Omega ratioGain probability vs. loss probability

1.25

1.30

-0.05

Calmar ratioReturn relative to maximum drawdown

2.20

2.41

-0.21

Martin ratioReturn relative to average drawdown

9.47

10.49

-1.03

HYG vs. BBHY - Sharpe Ratio Comparison

The current HYG Sharpe Ratio is 1.33, which is comparable to the BBHY Sharpe Ratio of 1.56. The chart below compares the historical Sharpe Ratios of HYG 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.


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Drawdowns

HYG vs. BBHY - Drawdown Comparison

The maximum HYG drawdown since its inception was -34.25%, which is greater than BBHY's maximum drawdown of -24.98%. Use the drawdown chart below to compare losses from any high point for HYG and BBHY.


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Drawdown Indicators


HYGBBHYDifference

Max Drawdown

Largest peak-to-trough decline

-34.25%

-24.98%

-9.27%

Max Drawdown (1Y)

Largest decline over 1 year

-2.34%

-2.37%

+0.03%

Max Drawdown (3Y)

Largest decline over 3 years

-4.56%

-5.00%

+0.44%

Max Drawdown (5Y)

Largest decline over 5 years

-15.79%

-15.32%

-0.47%

Max Drawdown (10Y)

Largest decline over 10 years

-22.03%

Current Drawdown

Current decline from peak

-0.22%

-0.25%

+0.03%

Average Drawdown

Average peak-to-trough decline

-3.22%

-2.34%

-0.88%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.54%

0.54%

0.00%

Volatility

HYG vs. BBHY - Volatility Comparison

The current volatility for iShares iBoxx $ High Yield Corporate Bond ETF (HYG) is 0.83%, while JPMorgan BetaBuilders USD High Yield Corporate Bond ETF (BBHY) has a volatility of 0.88%. This indicates that HYG 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.


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Volatility by Period


HYGBBHYDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.83%

0.88%

-0.05%

Volatility (6M)

Calculated over the trailing 6-month period

3.17%

3.02%

+0.15%

Volatility (1Y)

Calculated over the trailing 1-year period

3.87%

3.67%

+0.20%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.53%

7.27%

+0.26%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.21%

7.48%

+0.73%

HYG vs. BBHY - Expense Ratio Comparison

HYG has a 0.49% expense ratio, which is higher than BBHY's 0.15% expense ratio.


Dividends

HYG vs. BBHY - Dividend Comparison

HYG's dividend yield for the trailing twelve months is around 5.91%, less than BBHY's 7.11% yield.


PositionTTM20252024202320222021202020192018201720162015
BBHY
JPMorgan BetaBuilders USD High Yield Corporate Bond ETF
7.11%7.24%7.18%6.49%5.92%4.06%4.73%4.99%5.02%4.81%1.42%0.00%
HYG
iShares iBoxx $ High Yield Corporate Bond ETF
5.91%5.71%6.01%5.74%5.30%4.02%4.88%4.99%5.54%5.12%5.27%5.90%

Frequently Asked Questions


With a correlation of 0.97, HYG and BBHY move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

BBHY has higher volatility (0.88%) compared to HYG (0.83%). In terms of maximum drawdown, HYG dropped -34.25% vs BBHY's -24.98%.

On 5-year performance, BBHY leads with 3.99% vs 3.73% for HYG. 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 3.99% return vs 3.73%. 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 0.49% for HYG.

BBHY has the higher dividend yield at 7.11%, compared with 5.91% for HYG.

HYG tracks Markit iBoxx USD Liquid High Yield Index, while BBHY tracks ICE BofA US High Yield Index. They also come from different issuers: iShares and JPMorgan. Their fees differ too: 0.49% for HYG and 0.15% for BBHY.

BBHY currently has the higher Sharpe Ratio (1.56 vs 1.33), 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

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