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HYGH vs. STPZ
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

HYGH vs. STPZ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Interest Rate Hedged High Yield Bond ETF (HYGH) and PIMCO 1-5 Year US TIPS Index ETF (STPZ). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, HYGH achieves a 2.94% return, which is significantly higher than STPZ's 1.77% return. Over the past 10 years, HYGH has outperformed STPZ with an annualized return of 6.31%, while STPZ has yielded a comparatively lower 2.88% annualized return.


HYGH

1D
0.10%
1M
0.66%
YTD
2.94%
6M
3.59%
1Y
7.78%
3Y*
9.83%
5Y*
6.97%
10Y*
6.31%

STPZ

1D
-0.01%
1M
0.03%
YTD
1.77%
6M
1.77%
1Y
4.41%
3Y*
4.99%
5Y*
2.90%
10Y*
2.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

HYGH vs. STPZ - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
HYGH
iShares Interest Rate Hedged High Yield Bond ETF
2.94%6.94%11.22%12.17%-0.92%5.82%0.54%11.09%-0.85%6.38%
STPZ
PIMCO 1-5 Year US TIPS Index ETF
1.77%6.40%4.30%4.28%-4.49%5.64%5.44%4.83%0.04%0.51%

Correlation

The correlation between HYGH and STPZ is -0.17, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.17

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

-0.01

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

0.04

Correlation (10Y)
Calculated over the trailing 10-year period

-0.02

Correlation (All Time)
Calculated using the full available price history since May 30, 2014

-0.03

The correlation between HYGH and STPZ shifts across timeframes, from -0.17 (1 year) to 0.04 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

HYGH vs. STPZ — Risk / Return Rank

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

HYGH
HYGH Risk / Return Rank: 7676
Overall Rank
HYGH Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
HYGH Sortino Ratio Rank: 7373
Sortino Ratio Rank
HYGH Omega Ratio Rank: 6969
Omega Ratio Rank
HYGH Calmar Ratio Rank: 8686
Calmar Ratio Rank
HYGH Martin Ratio Rank: 8787
Martin Ratio Rank

STPZ
STPZ Risk / Return Rank: 8282
Overall Rank
STPZ Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
STPZ Sortino Ratio Rank: 8686
Sortino Ratio Rank
STPZ Omega Ratio Rank: 8080
Omega Ratio Rank
STPZ Calmar Ratio Rank: 8686
Calmar Ratio Rank
STPZ Martin Ratio Rank: 8282
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.

HYGH vs. STPZ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Interest Rate Hedged High Yield Bond ETF (HYGH) and PIMCO 1-5 Year US TIPS Index ETF (STPZ). 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.


HYGHSTPZDifference
Sharpe ratioReturn per unit of total volatility

-0.29

Sortino ratioReturn per unit of downside risk

-0.60

Omega ratioGain probability vs. loss probability

1.40

1.47

-0.07

Calmar ratioReturn relative to maximum drawdown

4.82

4.75

+0.07

Martin ratioReturn relative to average drawdown

18.86

16.03

+2.82

HYGH vs. STPZ - Sharpe Ratio Comparison

The current HYGH Sharpe Ratio is 2.14, which is comparable to the STPZ Sharpe Ratio of 2.43. The chart below compares the historical Sharpe Ratios of HYGH and STPZ, 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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Sharpe Ratios by Period


HYGHSTPZDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.14

2.43

-0.29

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.99

0.89

+0.10

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.76

0.97

-0.21

Sharpe Ratio (All Time)

Calculated using the full available price history

0.56

0.90

-0.35

Drawdowns

HYGH vs. STPZ - Drawdown Comparison

The maximum HYGH drawdown since its inception was -23.88%, which is greater than STPZ's maximum drawdown of -6.77%. Use the drawdown chart below to compare losses from any high point for HYGH and STPZ.


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Drawdown Indicators


HYGHSTPZDifference

Max Drawdown

Largest peak-to-trough decline

-23.88%

-6.77%

-17.11%

Max Drawdown (1Y)

Largest decline over 1 year

-1.62%

-0.93%

-0.69%

Max Drawdown (3Y)

Largest decline over 3 years

-8.06%

-1.35%

-6.71%

Max Drawdown (5Y)

Largest decline over 5 years

-8.24%

-6.70%

-1.54%

Max Drawdown (10Y)

Largest decline over 10 years

-23.88%

-6.77%

-17.11%

Current Drawdown

Current decline from peak

-0.13%

-0.13%

0.00%

Average Drawdown

Average peak-to-trough decline

-2.23%

-1.31%

-0.92%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.41%

0.28%

+0.13%

Volatility

HYGH vs. STPZ - Volatility Comparison

iShares Interest Rate Hedged High Yield Bond ETF (HYGH) has a higher volatility of 0.61% compared to PIMCO 1-5 Year US TIPS Index ETF (STPZ) at 0.44%. This indicates that HYGH's price experiences larger fluctuations and is considered to be riskier than STPZ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HYGHSTPZDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.61%

0.44%

+0.17%

Volatility (6M)

Calculated over the trailing 6-month period

2.84%

1.20%

+1.64%

Volatility (1Y)

Calculated over the trailing 1-year period

3.65%

1.82%

+1.83%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.07%

3.29%

+3.78%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.35%

2.98%

+5.37%

HYGH vs. STPZ - Expense Ratio Comparison

HYGH has a 0.53% expense ratio, which is higher than STPZ's 0.20% expense ratio.


Dividends

HYGH vs. STPZ - Dividend Comparison

HYGH's dividend yield for the trailing twelve months is around 6.62%, more than STPZ's 4.11% yield.


PositionTTM20252024202320222021202020192018201720162015
HYGH
iShares Interest Rate Hedged High Yield Bond ETF
6.62%6.86%7.85%8.95%6.21%3.74%4.06%4.89%6.45%4.79%4.60%5.75%
STPZ
PIMCO 1-5 Year US TIPS Index ETF
4.11%3.65%1.97%1.63%5.88%3.65%1.86%1.76%2.23%1.51%0.65%0.49%

Frequently Asked Questions


HYGH and STPZ have a correlation of -0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

HYGH has higher volatility (0.61%) compared to STPZ (0.44%). In terms of maximum drawdown, HYGH dropped -23.88% vs STPZ's -6.77%.

On 10-year performance, HYGH leads with 6.31% vs 2.88% for STPZ. On fees, STPZ is cheaper at 0.20% per year. On volatility, STPZ has been the lower-risk option at 0.44%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, HYGH has performed better with a 6.31% return vs 2.88%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

STPZ is cheaper with a 0.20% expense ratio, compared with 0.53% for HYGH.

HYGH has the higher dividend yield at 6.62%, compared with 4.11% for STPZ.

HYGH is categorized as High Yield Bonds, while STPZ is Inflation-Protected Bonds. They also come from different issuers: iShares and PIMCO. Their fees differ too: 0.53% for HYGH and 0.20% for STPZ.

STPZ currently has the higher Sharpe Ratio (2.43 vs 2.14), 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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