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HYHG vs. RAAA
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

HYHG vs. RAAA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares High Yield-Interest Rate Hedged (HYHG) and Reckoner Leveraged AAA CLO ETF (RAAA). 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 RAAA's 2.18% 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%

RAAA

1D
-0.02%
1M
0.23%
YTD
2.18%
6M
2.50%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

HYHG vs. RAAA - Yearly Performance Comparison


Correlation

The correlation between HYHG and RAAA is -0.10, 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 (All Time)
Calculated using the full available price history since Jul 10, 2025

-0.10

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Return for Risk

HYHG vs. RAAA — 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

RAAA
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. RAAA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares High Yield-Interest Rate Hedged (HYHG) and Reckoner Leveraged AAA CLO ETF (RAAA). 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.


HYHGRAAADifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.24

Calmar ratioReturn relative to maximum drawdown

3.64

Martin ratioReturn relative to average drawdown

11.96

HYHG vs. RAAA - Sharpe Ratio Comparison


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Sharpe Ratios by Period


HYHGRAAADifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.32

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

3.76

-3.30

Drawdowns

HYHG vs. RAAA - Drawdown Comparison

The maximum HYHG drawdown since its inception was -25.71%, which is greater than RAAA's maximum drawdown of -0.71%. Use the drawdown chart below to compare losses from any high point for HYHG and RAAA.


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Drawdown Indicators


HYHGRAAADifference

Max Drawdown

Largest peak-to-trough decline

-25.71%

-0.71%

-25.00%

Max Drawdown (1Y)

Largest decline over 1 year

-2.02%

Max Drawdown (3Y)

Largest decline over 3 years

-7.47%

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%

-0.23%

-0.22%

Average Drawdown

Average peak-to-trough decline

-3.04%

-0.06%

-2.98%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.61%

Volatility

HYHG vs. RAAA - Volatility Comparison


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Volatility by Period


HYHGRAAADifference

Volatility (1M)

Calculated over the trailing 1-month period

1.45%

Volatility (6M)

Calculated over the trailing 6-month period

4.33%

Volatility (1Y)

Calculated over the trailing 1-year period

5.56%

1.39%

+4.17%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.16%

1.39%

+6.77%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.15%

1.39%

+7.76%

HYHG vs. RAAA - Expense Ratio Comparison

HYHG has a 0.50% expense ratio, which is higher than RAAA's 0.30% expense ratio.


Dividends

HYHG vs. RAAA - Dividend Comparison

HYHG's dividend yield for the trailing twelve months is around 6.79%, more than RAAA's 4.79% 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%
RAAA
Reckoner Leveraged AAA CLO ETF
4.79%2.70%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


HYHG and RAAA have a correlation of -0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, RAAA is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.

RAAA is cheaper with a 0.30% expense ratio, compared with 0.50% for HYHG.

HYHG has the higher dividend yield at 6.79%, compared with 4.79% for RAAA.

HYHG is categorized as High Yield Bonds, while RAAA is CLO. They also come from different issuers: ProShares and Reckoner. Their fees differ too: 0.50% for HYHG and 0.30% for RAAA.

Portfolio Optimizer

Find the right allocation for HYHG and RAAA

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