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HYG vs. JPST
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

HYG vs. JPST - 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 Ultra-Short Income ETF (JPST). 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 1.78% return, which is significantly higher than JPST's 1.56% return.


HYG

1D
0.13%
1M
1.25%
YTD
1.78%
6M
2.29%
1Y
6.95%
3Y*
8.47%
5Y*
3.83%
10Y*
5.03%

JPST

1D
0.06%
1M
0.37%
YTD
1.56%
6M
1.76%
1Y
4.34%
3Y*
5.19%
5Y*
3.64%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

HYG vs. JPST - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
HYG
iShares iBoxx $ High Yield Corporate Bond ETF
1.78%8.59%7.97%11.54%-10.98%3.76%4.47%14.09%-2.02%2.52%
JPST
JPMorgan Ultra-Short Income ETF
1.56%4.99%5.58%5.13%1.14%0.11%2.18%3.34%2.23%0.98%

Correlation

The correlation between HYG and JPST is 0.48, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.48

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

0.42

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

0.30

Correlation (All Time)
Calculated using the full available price history since May 19, 2017

0.20

Over the past year, HYG and JPST have become more correlated (0.48) than their long-term average of 0.20, meaning their price movements have been converging.

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Return for Risk

HYG vs. JPST — Risk / Return Rank

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

HYG
HYG Risk / Return Rank: 6767
Overall Rank
HYG Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
HYG Sortino Ratio Rank: 6767
Sortino Ratio Rank
HYG Omega Ratio Rank: 6565
Omega Ratio Rank
HYG Calmar Ratio Rank: 6666
Calmar Ratio Rank
HYG Martin Ratio Rank: 7676
Martin Ratio Rank

JPST
JPST Risk / Return Rank: 9999
Overall Rank
JPST Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
JPST Sortino Ratio Rank: 9999
Sortino Ratio Rank
JPST Omega Ratio Rank: 9999
Omega Ratio Rank
JPST Calmar Ratio Rank: 9999
Calmar Ratio Rank
JPST Martin Ratio Rank: 9999
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.

HYG vs. JPST - 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 Ultra-Short Income ETF (JPST). 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.


HYGJPSTDifference
Sharpe ratioReturn per unit of total volatility

-6.37

Sortino ratioReturn per unit of downside risk

-15.26

Omega ratioGain probability vs. loss probability

1.35

4.00

-2.65

Calmar ratioReturn relative to maximum drawdown

2.98

29.30

-26.32

Martin ratioReturn relative to average drawdown

13.11

143.82

-130.72

HYG vs. JPST - Sharpe Ratio Comparison

The current HYG Sharpe Ratio is 1.81, which is lower than the JPST Sharpe Ratio of 8.18. The chart below compares the historical Sharpe Ratios of HYG and JPST, 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. JPST - Drawdown Comparison

The maximum HYG drawdown since its inception was -34.25%, which is greater than JPST's maximum drawdown of -3.28%. Use the drawdown chart below to compare losses from any high point for HYG and JPST.


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Drawdown Indicators


HYGJPSTDifference

Max Drawdown

Largest peak-to-trough decline

-34.25%

-3.28%

-30.97%

Max Drawdown (1Y)

Largest decline over 1 year

-2.34%

-0.15%

-2.19%

Max Drawdown (3Y)

Largest decline over 3 years

-4.56%

-0.30%

-4.26%

Max Drawdown (5Y)

Largest decline over 5 years

-15.79%

-0.79%

-15.00%

Max Drawdown (10Y)

Largest decline over 10 years

-22.03%

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-3.24%

-0.08%

-3.16%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.53%

0.03%

+0.50%

Volatility

HYG vs. JPST - Volatility Comparison

iShares iBoxx $ High Yield Corporate Bond ETF (HYG) has a higher volatility of 1.31% compared to JPMorgan Ultra-Short Income ETF (JPST) at 0.16%. This indicates that HYG's price experiences larger fluctuations and is considered to be riskier than JPST based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HYGJPSTDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.31%

0.16%

+1.15%

Volatility (6M)

Calculated over the trailing 6-month period

3.08%

0.36%

+2.72%

Volatility (1Y)

Calculated over the trailing 1-year period

3.87%

0.53%

+3.34%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.53%

0.58%

+6.95%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.29%

0.93%

+7.36%

HYG vs. JPST - Expense Ratio Comparison

HYG has a 0.49% expense ratio, which is higher than JPST's 0.18% expense ratio.


Dividends

HYG vs. JPST - Dividend Comparison

HYG's dividend yield for the trailing twelve months is around 5.89%, more than JPST's 4.25% yield.


PositionTTM20252024202320222021202020192018201720162015
HYG
iShares iBoxx $ High Yield Corporate Bond ETF
5.89%5.71%6.01%5.74%5.30%4.02%4.88%4.99%5.54%5.12%5.27%5.90%
JPST
JPMorgan Ultra-Short Income ETF
4.25%4.43%5.16%4.79%1.83%0.73%1.43%2.69%2.07%0.96%0.00%0.00%

Frequently Asked Questions


HYG and JPST have a correlation of 0.48, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

HYG has higher volatility (1.31%) compared to JPST (0.16%). In terms of maximum drawdown, HYG dropped -34.25% vs JPST's -3.28%.

On 5-year performance, HYG leads with 3.83% vs 3.64% for JPST. On fees, JPST is cheaper at 0.18% per year. On volatility, JPST has been the lower-risk option at 0.16%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, HYG has performed better with a 3.83% return vs 3.64%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

JPST is cheaper with a 0.18% expense ratio, compared with 0.49% for HYG.

HYG has the higher dividend yield at 5.89%, compared with 4.25% for JPST.

HYG is categorized as High Yield Bonds, while JPST is Ultrashort Bond. They also come from different issuers: iShares and JPMorgan. Their fees differ too: 0.49% for HYG and 0.18% for JPST.

JPST currently has the higher Sharpe Ratio (8.18 vs 1.81), 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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