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HYGI vs. CPII
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

HYGI vs. CPII - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Inflation Hedged High Yield Bond ETF (HYGI) and Ionic Inflation Protection ETF (CPII). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


HYGI

1D
1M
6M
YTD
1Y
3Y*
5Y*
10Y*

CPII

1D
0.28%
1M
-0.69%
6M
3.30%
YTD
3.44%
1Y
3.17%
3Y*
4.18%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

HYGI vs. CPII - Yearly Performance Comparison


2026 (YTD)2025202420232022
HYGI
iShares Inflation Hedged High Yield Bond ETF
0.00%6.20%9.16%11.71%2.34%
CPII
Ionic Inflation Protection ETF
3.44%2.76%6.05%1.79%1.04%

Correlation

The correlation between HYGI and CPII is -0.00, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

-0.00

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

-0.17

Correlation (All Time)
Calculated using the full available price history since Jun 29, 2022

-0.07

The correlation between HYGI and CPII shifts across timeframes, from -0.17 (3 years) to -0.00 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

HYGI vs. CPII — Risk / Return Rank

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

HYGI

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.


CPII
CPII Risk / Return Rank: 3131
Overall Rank
CPII Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
CPII Sortino Ratio Rank: 2929
Sortino Ratio Rank
CPII Omega Ratio Rank: 3030
Omega Ratio Rank
CPII Calmar Ratio Rank: 3434
Calmar Ratio Rank
CPII Martin Ratio Rank: 3131
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.

HYGI vs. CPII - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Inflation Hedged High Yield Bond ETF (HYGI) and Ionic Inflation Protection ETF (CPII). 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.


HYGICPIIDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.18

Calmar ratioReturn relative to maximum drawdown

1.49

Martin ratioReturn relative to average drawdown

3.91

HYGI vs. CPII - Sharpe Ratio Comparison


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Drawdowns

HYGI vs. CPII - Drawdown Comparison


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Drawdown Indicators


HYGICPIIDifference

Max Drawdown

Largest peak-to-trough decline

-6.40%

Max Drawdown (1Y)

Largest decline over 1 year

-2.13%

Max Drawdown (3Y)

Largest decline over 3 years

-4.39%

Current Drawdown

Current decline from peak

-1.19%

Average Drawdown

Average peak-to-trough decline

-1.61%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.81%

Volatility

HYGI vs. CPII - Volatility Comparison


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Volatility by Period


HYGICPIIDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.78%

Volatility (6M)

Calculated over the trailing 6-month period

2.85%

Volatility (1Y)

Calculated over the trailing 1-year period

3.35%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.88%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.88%

HYGI vs. CPII - Expense Ratio Comparison

HYGI has a 0.52% expense ratio, which is lower than CPII's 0.74% expense ratio.


Dividends

HYGI vs. CPII - Dividend Comparison

HYGI has not paid dividends to shareholders, while CPII's dividend yield for the trailing twelve months is around 4.63%.


PositionTTM2025202420232022
CPII
Ionic Inflation Protection ETF
4.63%4.20%5.47%5.86%2.21%
HYGI
iShares Inflation Hedged High Yield Bond ETF
0.50%3.41%6.08%6.22%3.19%

Frequently Asked Questions


HYGI and CPII have a correlation of -0.00, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, HYGI is cheaper at 0.52% per year. The better choice depends on whether you care most about return, fees, risk, or income.

HYGI is cheaper with a 0.52% expense ratio, compared with 0.74% for CPII.

CPII has the higher dividend yield at 4.63%, compared with 0.50% for HYGI.

They also come from different issuers: iShares and Ionic. Their fees differ too: 0.52% for HYGI and 0.74% for CPII.

Portfolio Optimizer

Find the right allocation for HYGI and CPII

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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