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HYGI vs. OGSP
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

HYGI vs. OGSP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Inflation Hedged High Yield Bond ETF (HYGI) and Obra High Grade Structured Products ETF (OGSP). 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*
ALL TIME*

OGSP

1D
0.00%
1M
0.33%
6M
2.18%
YTD
2.52%
1Y
5.25%
3Y*
5Y*
10Y*
ALL TIME*
6.05%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$261.11$1.55K$2.46K

HYGI vs. OGSP - Yearly Performance Comparison


2026 (YTD)20252024
HYGI
iShares Inflation Hedged High Yield Bond ETF
0.00%6.20%6.77%
OGSP
Obra High Grade Structured Products ETF
2.52%6.22%5.15%

Correlation

The correlation between HYGI and OGSP is -0.01, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.


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

-0.01

Correlation (All Time)
Calculated using the full available price history since Apr 10, 2024

0.03

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Return for Risk

HYGI vs. OGSP — Risk / Return Rank

Compare historical risk-adjusted metric ranks 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.


OGSP
OGSP Risk / Return Rank: 9898
Overall Rank
OGSP Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
OGSP Sortino Ratio Rank: 9797
Sortino Ratio Rank
OGSP Omega Ratio Rank: 9898
Omega Ratio Rank
OGSP Calmar Ratio Rank: 9898
Calmar Ratio Rank
OGSP Martin Ratio Rank: 9797
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.

HYGI vs. OGSP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Inflation Hedged High Yield Bond ETF (HYGI) and Obra High Grade Structured Products ETF (OGSP). 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.


HYGIOGSPDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

2.19

Calmar ratioReturn relative to maximum drawdown

11.99

Martin ratioReturn relative to average drawdown

34.09

HYGI vs. OGSP - Sharpe Ratio Comparison


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Drawdowns

HYGI vs. OGSP - Drawdown Comparison


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Drawdown Indicators


HYGIOGSPDifference

Max Drawdown

Largest peak-to-trough decline

-0.82%

Max Drawdown (1Y)

Largest decline over 1 year

-0.44%

Current Drawdown

Current decline from peak

0.00%

Average Drawdown

Average peak-to-trough decline

-0.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.16%

Volatility

HYGI vs. OGSP - Volatility Comparison


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Volatility by Period


HYGIOGSPDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.29%

Volatility (6M)

Calculated over the trailing 6-month period

0.72%

Volatility (1Y)

Calculated over the trailing 1-year period

1.53%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

1.88%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

1.88%

HYGI vs. OGSP - Expense Ratio Comparison

HYGI has a 0.52% expense ratio, which is lower than OGSP's 0.90% expense ratio.


Dividends

HYGI vs. OGSP - Dividend Comparison

HYGI has not paid dividends to shareholders, while OGSP's dividend yield for the trailing twelve months is around 5.86%.


PositionTTM2025202420232022
HYGI
iShares Inflation Hedged High Yield Bond ETF
0.50%3.41%6.08%6.22%3.19%
OGSP
Obra High Grade Structured Products ETF
5.86%5.88%4.55%0.00%0.00%

Frequently Asked Questions


HYGI and OGSP have a correlation of -0.01, 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 0.90% for OGSP.

OGSP has the higher dividend yield at 5.86%, compared with 0.50% for HYGI.

HYGI is categorized as Inflation-Protected Bonds, while OGSP is Multisector Bonds. They also come from different issuers: iShares and Obra. Their fees differ too: 0.52% for HYGI and 0.90% for OGSP.

Portfolio Optimizer

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