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HYGI vs. CPII
Performance
Return for Risk
Dividends
Drawdowns
Volatility

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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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%3.19%
CPII
Ionic Inflation Protection ETF
1.67%2.76%6.05%1.79%1.22%

Returns By Period


HYGI

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

CPII

1D
-0.16%
1M
1.19%
YTD
1.67%
6M
0.95%
1Y
2.10%
3Y*
3.99%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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HYGI vs. CPII - Expense Ratio Comparison

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


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

CPII
CPII Risk / Return Rank: 3434
Overall Rank
CPII Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
CPII Sortino Ratio Rank: 2727
Sortino Ratio Rank
CPII Omega Ratio Rank: 2626
Omega Ratio Rank
CPII Calmar Ratio Rank: 5353
Calmar Ratio Rank
CPII Martin Ratio Rank: 3333
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.


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

HYGI vs. CPII - Sharpe Ratio Comparison


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Sharpe Ratios by Period


HYGICPIIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.54

Sharpe Ratio (All Time)

Calculated using the full available price history

0.60

Correlation

The correlation between HYGI and CPII is -0.07. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

HYGI vs. CPII - Dividend Comparison

HYGI's dividend yield for the trailing twelve months is around 2.46%, less than CPII's 4.03% yield.


TTM2025202420232022
HYGI
iShares Inflation Hedged High Yield Bond ETF
2.46%3.41%6.08%6.22%3.19%
CPII
Ionic Inflation Protection ETF
4.03%4.20%5.47%5.86%2.21%

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

-1.62%

Current Drawdown

Current decline from peak

-1.06%

Average Drawdown

Average peak-to-trough decline

-1.67%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.73%

Volatility

HYGI vs. CPII - Volatility Comparison


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Volatility by Period


HYGICPIIDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.03%

Volatility (6M)

Calculated over the trailing 6-month period

2.44%

Volatility (1Y)

Calculated over the trailing 1-year period

3.92%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.02%