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HYHG vs. IBHG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

HYHG vs. IBHG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares High Yield-Interest Rate Hedged (HYHG) and iShares iBonds 2027 Term High Yield and Income ETF (IBHG). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, HYHG achieves a 2.90% return, which is significantly higher than IBHG's 0.96% return.


HYHG

1D
-0.45%
1M
0.22%
YTD
2.90%
6M
3.60%
1Y
7.32%
3Y*
9.69%
5Y*
6.96%
10Y*
6.17%

IBHG

1D
-0.09%
1M
0.21%
YTD
0.96%
6M
1.46%
1Y
4.61%
3Y*
7.37%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

HYHG vs. IBHG - Yearly Performance Comparison


2026 (YTD)20252024202320222021
HYHG
ProShares High Yield-Interest Rate Hedged
2.90%5.31%11.41%14.69%-1.71%2.02%
IBHG
iShares iBonds 2027 Term High Yield and Income ETF
0.96%6.90%7.42%11.27%-8.88%1.07%

Correlation

The correlation between HYHG and IBHG is 0.26, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.26

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

0.35

Correlation (All Time)
Calculated using the full available price history since Jul 12, 2021

0.51

Over the past year, the correlation between HYHG and IBHG has dropped to 0.26 - well below their long-term average of 0.51, suggesting their price drivers have been diverging.

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Return for Risk

HYHG vs. IBHG — Risk / Return Rank

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

HYHG
HYHG Risk / Return Rank: 4949
Overall Rank
HYHG Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
HYHG Sortino Ratio Rank: 3636
Sortino Ratio Rank
HYHG Omega Ratio Rank: 3535
Omega Ratio Rank
HYHG Calmar Ratio Rank: 7272
Calmar Ratio Rank
HYHG Martin Ratio Rank: 6565
Martin Ratio Rank

IBHG
IBHG Risk / Return Rank: 7979
Overall Rank
IBHG Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
IBHG Sortino Ratio Rank: 7676
Sortino Ratio Rank
IBHG Omega Ratio Rank: 7070
Omega Ratio Rank
IBHG Calmar Ratio Rank: 9292
Calmar Ratio Rank
IBHG Martin Ratio Rank: 9292
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.

HYHG vs. IBHG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares High Yield-Interest Rate Hedged (HYHG) and iShares iBonds 2027 Term High Yield and Income ETF (IBHG). 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.


HYHGIBHGDifference
Sharpe ratioReturn per unit of total volatility

-0.87

Sortino ratioReturn per unit of downside risk

-1.50

Omega ratioGain probability vs. loss probability

1.24

1.42

-0.18

Calmar ratioReturn relative to maximum drawdown

3.64

6.38

-2.74

Martin ratioReturn relative to average drawdown

11.96

23.30

-11.33

HYHG vs. IBHG - Sharpe Ratio Comparison

The current HYHG Sharpe Ratio is 1.32, which is lower than the IBHG Sharpe Ratio of 2.20. The chart below compares the historical Sharpe Ratios of HYHG and IBHG, 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


HYHGIBHGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.32

2.20

-0.87

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.86

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.68

Sharpe Ratio (All Time)

Calculated using the full available price history

0.46

0.56

-0.10

Drawdowns

HYHG vs. IBHG - Drawdown Comparison

The maximum HYHG drawdown since its inception was -25.71%, which is greater than IBHG's maximum drawdown of -13.85%. Use the drawdown chart below to compare losses from any high point for HYHG and IBHG.


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Drawdown Indicators


HYHGIBHGDifference

Max Drawdown

Largest peak-to-trough decline

-25.71%

-13.85%

-11.86%

Max Drawdown (1Y)

Largest decline over 1 year

-2.02%

-0.73%

-1.29%

Max Drawdown (3Y)

Largest decline over 3 years

-7.47%

-3.39%

-4.08%

Max Drawdown (5Y)

Largest decline over 5 years

-9.21%

Max Drawdown (10Y)

Largest decline over 10 years

-25.71%

Current Drawdown

Current decline from peak

-0.45%

-0.22%

-0.23%

Average Drawdown

Average peak-to-trough decline

-3.04%

-2.67%

-0.37%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.61%

0.20%

+0.41%

Volatility

HYHG vs. IBHG - Volatility Comparison

ProShares High Yield-Interest Rate Hedged (HYHG) has a higher volatility of 1.45% compared to iShares iBonds 2027 Term High Yield and Income ETF (IBHG) at 0.58%. This indicates that HYHG's price experiences larger fluctuations and is considered to be riskier than IBHG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HYHGIBHGDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.45%

0.58%

+0.87%

Volatility (6M)

Calculated over the trailing 6-month period

4.33%

1.53%

+2.80%

Volatility (1Y)

Calculated over the trailing 1-year period

5.56%

2.11%

+3.45%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.16%

6.37%

+1.79%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.15%

6.37%

+2.78%

HYHG vs. IBHG - Expense Ratio Comparison

HYHG has a 0.50% expense ratio, which is higher than IBHG's 0.35% expense ratio.


Dividends

HYHG vs. IBHG - Dividend Comparison

HYHG's dividend yield for the trailing twelve months is around 6.79%, more than IBHG's 6.08% yield.


PositionTTM20252024202320222021202020192018201720162015
HYHG
ProShares High Yield-Interest Rate Hedged
6.79%6.97%6.57%6.07%5.58%4.54%5.21%6.06%6.45%5.57%5.37%6.37%
IBHG
iShares iBonds 2027 Term High Yield and Income ETF
6.08%6.33%7.02%6.66%5.62%2.13%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


HYHG and IBHG have a correlation of 0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

HYHG has higher volatility (1.45%) compared to IBHG (0.58%). In terms of maximum drawdown, HYHG dropped -25.71% vs IBHG's -13.85%.

On 3-year performance, HYHG leads with 9.69% vs 7.37% for IBHG. On fees, IBHG is cheaper at 0.35% per year. On volatility, IBHG has been the lower-risk option at 0.58%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, HYHG has performed better with a 9.69% return vs 7.37%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IBHG is cheaper with a 0.35% expense ratio, compared with 0.50% for HYHG.

HYHG has the higher dividend yield at 6.79%, compared with 6.08% for IBHG.

HYHG tracks Citi High Yield (Treasury Rate-Hedged) Index, while IBHG tracks Bloomberg 2027 Term High Yield and Income Index - Benchmark TR Gross. They also come from different issuers: ProShares and iShares. Their fees differ too: 0.50% for HYHG and 0.35% for IBHG.

IBHG currently has the higher Sharpe Ratio (2.20 vs 1.32), 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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