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HYZD vs. IBHM
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

HYZD vs. IBHM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree Interest Rate Hedged High Yield Bond Fund (HYZD) and iShares iBonds 2033 Term High Yield and Income ETF (IBHM). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


HYZD

1D
0.35%
1M
0.87%
YTD
2.88%
6M
3.60%
1Y
7.82%
3Y*
9.46%
5Y*
6.30%
10Y*
5.60%

IBHM

1D
0.18%
1M
0.27%
YTD
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

HYZD vs. IBHM - Yearly Performance Comparison


Correlation

The correlation between HYZD and IBHM is 0.32, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (All Time)
Calculated using the full available price history since Mar 27, 2026

0.32

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Return for Risk

HYZD vs. IBHM — Risk / Return Rank

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

HYZD
HYZD Risk / Return Rank: 8383
Overall Rank
HYZD Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
HYZD Sortino Ratio Rank: 8888
Sortino Ratio Rank
HYZD Omega Ratio Rank: 8585
Omega Ratio Rank
HYZD Calmar Ratio Rank: 8080
Calmar Ratio Rank
HYZD Martin Ratio Rank: 8585
Martin Ratio Rank

IBHM
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.

HYZD vs. IBHM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Interest Rate Hedged High Yield Bond Fund (HYZD) and iShares iBonds 2033 Term High Yield and Income ETF (IBHM). 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.


HYZDIBHMDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.51

Calmar ratioReturn relative to maximum drawdown

4.11

Martin ratioReturn relative to average drawdown

17.47

HYZD vs. IBHM - Sharpe Ratio Comparison


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Sharpe Ratios by Period


HYZDIBHMDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.48

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.94

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.66

Sharpe Ratio (All Time)

Calculated using the full available price history

0.51

2.97

-2.46

Drawdowns

HYZD vs. IBHM - Drawdown Comparison

The maximum HYZD drawdown since its inception was -25.66%, which is greater than IBHM's maximum drawdown of -1.67%. Use the drawdown chart below to compare losses from any high point for HYZD and IBHM.


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Drawdown Indicators


HYZDIBHMDifference

Max Drawdown

Largest peak-to-trough decline

-25.66%

-1.67%

-23.99%

Max Drawdown (1Y)

Largest decline over 1 year

-1.91%

Max Drawdown (3Y)

Largest decline over 3 years

-5.85%

Max Drawdown (5Y)

Largest decline over 5 years

-8.97%

Max Drawdown (10Y)

Largest decline over 10 years

-25.66%

Current Drawdown

Current decline from peak

0.00%

-0.30%

+0.30%

Average Drawdown

Average peak-to-trough decline

-2.20%

-0.43%

-1.77%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.45%

Volatility

HYZD vs. IBHM - Volatility Comparison


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Volatility by Period


HYZDIBHMDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.00%

Volatility (6M)

Calculated over the trailing 6-month period

2.37%

Volatility (1Y)

Calculated over the trailing 1-year period

3.17%

5.37%

-2.20%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.70%

5.37%

+1.33%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.57%

5.37%

+3.20%

HYZD vs. IBHM - Expense Ratio Comparison

HYZD has a 0.43% expense ratio, which is higher than IBHM's 0.35% expense ratio.


Dividends

HYZD vs. IBHM - Dividend Comparison

HYZD's dividend yield for the trailing twelve months is around 5.87%, more than IBHM's 1.08% yield.


PositionTTM20252024202320222021202020192018201720162015
HYZD
WisdomTree Interest Rate Hedged High Yield Bond Fund
5.87%6.05%6.08%5.94%5.14%4.02%5.13%5.50%5.58%4.94%5.07%4.38%
IBHM
iShares iBonds 2033 Term High Yield and Income ETF
1.08%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


HYZD and IBHM have a correlation of 0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IBHM is cheaper at 0.35% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IBHM is cheaper with a 0.35% expense ratio, compared with 0.43% for HYZD.

HYZD has the higher dividend yield at 5.87%, compared with 1.08% for IBHM.

HYZD tracks WisdomTree U.S. High Yield Corporate Bond, Zero Duration Index, while IBHM tracks Bloomberg 2033 Term High Yield and Income Index. They also come from different issuers: WisdomTree and iShares. Their fees differ too: 0.43% for HYZD and 0.35% for IBHM.

Portfolio Optimizer

Find the right allocation for HYZD and IBHM

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