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HYGW vs. PFFA
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

HYGW vs. PFFA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares High Yield Corporate Bond Buywrite Strategy ETF (HYGW) and Virtus InfraCap U.S. Preferred Stock ETF (PFFA). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, HYGW achieves a 2.12% return, which is significantly lower than PFFA's 3.08% return.


HYGW

1D
0.24%
1M
0.84%
YTD
2.12%
6M
2.52%
1Y
6.56%
3Y*
5.70%
5Y*
10Y*

PFFA

1D
0.19%
1M
-0.14%
YTD
3.08%
6M
2.32%
1Y
12.59%
3Y*
14.42%
5Y*
6.42%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

HYGW vs. PFFA - Yearly Performance Comparison


2026 (YTD)2025202420232022
HYGW
iShares High Yield Corporate Bond Buywrite Strategy ETF
2.12%6.19%6.99%7.31%-0.39%
PFFA
Virtus InfraCap U.S. Preferred Stock ETF
3.08%8.22%16.11%26.45%-16.19%

Correlation

The correlation between HYGW and PFFA 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

0.48

Correlation (All Time)
Calculated using the full available price history since Aug 22, 2022

0.51

The correlation between HYGW and PFFA has been stable across timeframes, ranging from 0.48 to 0.51 - a consistent structural relationship.

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Return for Risk

HYGW vs. PFFA — Risk / Return Rank

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

HYGW
HYGW Risk / Return Rank: 8080
Overall Rank
HYGW Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
HYGW Sortino Ratio Rank: 8181
Sortino Ratio Rank
HYGW Omega Ratio Rank: 8686
Omega Ratio Rank
HYGW Calmar Ratio Rank: 7575
Calmar Ratio Rank
HYGW Martin Ratio Rank: 8484
Martin Ratio Rank

PFFA
PFFA Risk / Return Rank: 4949
Overall Rank
PFFA Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
PFFA Sortino Ratio Rank: 5555
Sortino Ratio Rank
PFFA Omega Ratio Rank: 5555
Omega Ratio Rank
PFFA Calmar Ratio Rank: 4141
Calmar Ratio Rank
PFFA Martin Ratio Rank: 4242
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.

HYGW vs. PFFA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares High Yield Corporate Bond Buywrite Strategy ETF (HYGW) and Virtus InfraCap U.S. Preferred Stock ETF (PFFA). 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.


HYGWPFFADifference
Sharpe ratioReturn per unit of total volatility

+0.53

Sortino ratioReturn per unit of downside risk

+0.85

Omega ratioGain probability vs. loss probability

1.49

1.33

+0.16

Calmar ratioReturn relative to maximum drawdown

3.62

1.95

+1.67

Martin ratioReturn relative to average drawdown

16.51

6.47

+10.04

HYGW vs. PFFA - Sharpe Ratio Comparison

The current HYGW Sharpe Ratio is 2.31, which is comparable to the PFFA Sharpe Ratio of 1.77. The chart below compares the historical Sharpe Ratios of HYGW and PFFA, 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

HYGW vs. PFFA - Drawdown Comparison

The maximum HYGW drawdown since its inception was -5.49%, smaller than the maximum PFFA drawdown of -70.52%. Use the drawdown chart below to compare losses from any high point for HYGW and PFFA.


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Drawdown Indicators


HYGWPFFADifference

Max Drawdown

Largest peak-to-trough decline

-5.49%

-70.52%

+65.03%

Max Drawdown (1Y)

Largest decline over 1 year

-1.82%

-6.49%

+4.67%

Max Drawdown (3Y)

Largest decline over 3 years

-3.66%

-12.15%

+8.49%

Max Drawdown (5Y)

Largest decline over 5 years

-22.70%

Current Drawdown

Current decline from peak

0.00%

-1.50%

+1.50%

Average Drawdown

Average peak-to-trough decline

-0.60%

-6.62%

+6.02%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.40%

1.95%

-1.55%

Volatility

HYGW vs. PFFA - Volatility Comparison

The current volatility for iShares High Yield Corporate Bond Buywrite Strategy ETF (HYGW) is 0.91%, while Virtus InfraCap U.S. Preferred Stock ETF (PFFA) has a volatility of 2.17%. This indicates that HYGW experiences smaller price fluctuations and is considered to be less risky than PFFA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HYGWPFFADifference

Volatility (1M)

Calculated over the trailing 1-month period

0.91%

2.17%

-1.26%

Volatility (6M)

Calculated over the trailing 6-month period

2.24%

5.89%

-3.65%

Volatility (1Y)

Calculated over the trailing 1-year period

2.87%

7.13%

-4.26%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.67%

11.53%

-6.86%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.67%

31.76%

-27.09%

HYGW vs. PFFA - Expense Ratio Comparison

HYGW has a 0.69% expense ratio, which is lower than PFFA's 1.47% expense ratio.


Dividends

HYGW vs. PFFA - Dividend Comparison

HYGW's dividend yield for the trailing twelve months is around 11.52%, more than PFFA's 9.62% yield.


PositionTTM20252024202320222021202020192018
HYGW
iShares High Yield Corporate Bond Buywrite Strategy ETF
11.52%12.53%12.30%15.98%8.71%0.00%0.00%0.00%0.00%
PFFA
Virtus InfraCap U.S. Preferred Stock ETF
9.62%9.47%9.18%9.56%10.75%7.64%8.54%10.02%5.15%

Frequently Asked Questions


HYGW and PFFA 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.

PFFA has higher volatility (2.17%) compared to HYGW (0.91%). In terms of maximum drawdown, HYGW dropped -5.49% vs PFFA's -70.52%.

On 3-year performance, PFFA leads with 14.42% vs 5.70% for HYGW. On fees, HYGW is cheaper at 0.69% per year. On volatility, HYGW has been the lower-risk option at 0.91%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, PFFA has performed better with a 14.42% return vs 5.70%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

HYGW is cheaper with a 0.69% expense ratio, compared with 1.47% for PFFA.

HYGW has the higher dividend yield at 11.52%, compared with 9.62% for PFFA.

HYGW is categorized as High Yield Bonds, while PFFA is Preferred Stock/Convertible Bonds. They also come from different issuers: iShares and Virtus Investment Partners. Their fees differ too: 0.69% for HYGW and 1.47% for PFFA.

HYGW currently has the higher Sharpe Ratio (2.31 vs 1.77), 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

Find the right allocation for HYGW and PFFA

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