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HYZD vs. NHYB
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

HYZD vs. NHYB - 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 Nuveen High Yield Corporate Bond ETF (NHYB). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, HYZD achieves a 2.95% return, which is significantly higher than NHYB's 1.91% return.


HYZD

1D
-0.18%
1M
0.40%
YTD
2.95%
6M
3.10%
1Y
7.29%
3Y*
9.45%
5Y*
6.14%
10Y*
5.67%

NHYB

1D
-0.04%
1M
0.52%
YTD
1.91%
6M
1.99%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

HYZD vs. NHYB - Yearly Performance Comparison


Correlation

The correlation between HYZD and NHYB is 0.46, 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 Sep 24, 2025

0.46

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Return for Risk

HYZD vs. NHYB — Risk / Return Rank

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

HYZD
HYZD Risk / Return Rank: 8484
Overall Rank
HYZD Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
HYZD Sortino Ratio Rank: 8989
Sortino Ratio Rank
HYZD Omega Ratio Rank: 8686
Omega Ratio Rank
HYZD Calmar Ratio Rank: 7878
Calmar Ratio Rank
HYZD Martin Ratio Rank: 8585
Martin Ratio Rank

NHYB

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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. NHYB - 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 Nuveen High Yield Corporate Bond ETF (NHYB). 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.


HYZDNHYBDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.49

Calmar ratioReturn relative to maximum drawdown

3.83

Martin ratioReturn relative to average drawdown

16.42

HYZD vs. NHYB - Sharpe Ratio Comparison


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Drawdowns

HYZD vs. NHYB - Drawdown Comparison

The maximum HYZD drawdown since its inception was -25.66%, which is greater than NHYB's maximum drawdown of -2.40%. Use the drawdown chart below to compare losses from any high point for HYZD and NHYB.


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Drawdown Indicators


HYZDNHYBDifference

Max Drawdown

Largest peak-to-trough decline

-25.66%

-2.40%

-23.26%

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

-0.18%

-0.20%

+0.02%

Average Drawdown

Average peak-to-trough decline

-2.19%

-0.36%

-1.83%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.44%

Volatility

HYZD vs. NHYB - Volatility Comparison


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Volatility by Period


HYZDNHYBDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.10%

Volatility (6M)

Calculated over the trailing 6-month period

2.44%

Volatility (1Y)

Calculated over the trailing 1-year period

3.05%

3.64%

-0.59%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.71%

3.64%

+3.07%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.55%

3.64%

+4.91%

HYZD vs. NHYB - Expense Ratio Comparison

HYZD has a 0.43% expense ratio, which is higher than NHYB's 0.08% expense ratio.


Dividends

HYZD vs. NHYB - Dividend Comparison

HYZD's dividend yield for the trailing twelve months is around 5.86%, more than NHYB's 4.25% yield.


PositionTTM20252024202320222021202020192018201720162015
HYZD
WisdomTree Interest Rate Hedged High Yield Bond Fund
5.86%6.05%6.08%5.94%5.14%4.02%5.13%5.50%5.58%4.94%5.07%4.38%
NHYB
Nuveen High Yield Corporate Bond ETF
4.25%1.28%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 NHYB have a correlation of 0.46, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, NHYB is cheaper at 0.08% per year. The better choice depends on whether you care most about return, fees, risk, or income.

NHYB is cheaper with a 0.08% expense ratio, compared with 0.43% for HYZD.

HYZD has the higher dividend yield at 5.86%, compared with 4.25% for NHYB.

HYZD tracks WisdomTree U.S. High Yield Corporate Bond, Zero Duration Index, while NHYB tracks ICE BofA BB-B US Cash Pay High Yield Constrained Index. They also come from different issuers: WisdomTree and Nuveen. Their fees differ too: 0.43% for HYZD and 0.08% for NHYB.

Portfolio Optimizer

Find the right allocation for HYZD and NHYB

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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