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HYZD vs. YLD
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

HYZD vs. YLD - 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 Principal Active High Yield ETF (YLD). The values are adjusted to include any dividend payments, if applicable.

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HYZD vs. YLD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
HYZD
WisdomTree Interest Rate Hedged High Yield Bond Fund
0.17%7.67%9.39%11.17%-2.35%6.27%-0.63%9.17%-2.21%6.32%
YLD
Principal Active High Yield ETF
0.88%6.55%9.19%12.93%-8.78%9.17%1.50%13.58%-3.30%9.12%

Returns By Period

In the year-to-date period, HYZD achieves a 0.17% return, which is significantly lower than YLD's 0.88% return. Both investments have delivered pretty close results over the past 10 years, with HYZD having a 5.80% annualized return and YLD not far ahead at 5.97%.


HYZD

1D
1.09%
1M
-0.00%
YTD
0.17%
6M
1.71%
1Y
7.53%
3Y*
8.76%
5Y*
5.86%
10Y*
5.80%

YLD

1D
-0.07%
1M
-0.60%
YTD
0.88%
6M
1.03%
1Y
6.77%
3Y*
8.51%
5Y*
4.93%
10Y*
5.97%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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HYZD vs. YLD - Expense Ratio Comparison

HYZD has a 0.43% expense ratio, which is higher than YLD's 0.39% expense ratio.


Return for Risk

HYZD vs. YLD — Risk / Return Rank

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

HYZD
HYZD Risk / Return Rank: 7878
Overall Rank
HYZD Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
HYZD Sortino Ratio Rank: 7979
Sortino Ratio Rank
HYZD Omega Ratio Rank: 8585
Omega Ratio Rank
HYZD Calmar Ratio Rank: 6666
Calmar Ratio Rank
HYZD Martin Ratio Rank: 8585
Martin Ratio Rank

YLD
YLD Risk / Return Rank: 6262
Overall Rank
YLD Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
YLD Sortino Ratio Rank: 5858
Sortino Ratio Rank
YLD Omega Ratio Rank: 6464
Omega Ratio Rank
YLD Calmar Ratio Rank: 5858
Calmar Ratio Rank
YLD Martin Ratio Rank: 7474
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.

HYZD vs. YLD - 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 Principal Active High Yield ETF (YLD). 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.


HYZDYLDDifference

Sharpe ratio

Return per unit of total volatility

1.37

1.05

+0.32

Sortino ratio

Return per unit of downside risk

2.12

1.55

+0.57

Omega ratio

Gain probability vs. loss probability

1.35

1.25

+0.11

Calmar ratio

Return relative to maximum drawdown

1.80

1.56

+0.23

Martin ratio

Return relative to average drawdown

10.45

8.23

+2.22

HYZD vs. YLD - Sharpe Ratio Comparison

The current HYZD Sharpe Ratio is 1.37, which is higher than the YLD Sharpe Ratio of 1.05. The chart below compares the historical Sharpe Ratios of HYZD and YLD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


HYZDYLDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.37

1.05

+0.32

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.88

0.78

+0.10

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.67

0.72

-0.05

Sharpe Ratio (All Time)

Calculated using the full available price history

0.49

0.63

-0.15

Correlation

The correlation between HYZD and YLD is 0.32, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

HYZD vs. YLD - Dividend Comparison

HYZD's dividend yield for the trailing twelve months is around 6.04%, less than YLD's 7.38% yield.


TTM20252024202320222021202020192018201720162015
HYZD
WisdomTree Interest Rate Hedged High Yield Bond Fund
6.04%6.05%6.08%5.94%5.14%4.02%5.13%5.50%5.58%4.94%5.07%4.38%
YLD
Principal Active High Yield ETF
7.38%7.33%7.12%6.46%6.51%3.92%4.40%4.81%5.42%6.28%4.47%2.56%

Drawdowns

HYZD vs. YLD - Drawdown Comparison

The maximum HYZD drawdown since its inception was -25.66%, smaller than the maximum YLD drawdown of -28.34%. Use the drawdown chart below to compare losses from any high point for HYZD and YLD.


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Drawdown Indicators


HYZDYLDDifference

Max Drawdown

Largest peak-to-trough decline

-25.66%

-28.34%

+2.68%

Max Drawdown (1Y)

Largest decline over 1 year

-4.41%

-4.42%

+0.01%

Max Drawdown (5Y)

Largest decline over 5 years

-8.97%

-13.89%

+4.92%

Max Drawdown (10Y)

Largest decline over 10 years

-25.66%

-28.34%

+2.68%

Current Drawdown

Current decline from peak

-0.84%

-0.85%

+0.01%

Average Drawdown

Average peak-to-trough decline

-2.23%

-2.74%

+0.51%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.76%

0.84%

-0.08%

Volatility

HYZD vs. YLD - Volatility Comparison

The current volatility for WisdomTree Interest Rate Hedged High Yield Bond Fund (HYZD) is 1.63%, while Principal Active High Yield ETF (YLD) has a volatility of 2.34%. This indicates that HYZD experiences smaller price fluctuations and is considered to be less risky than YLD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HYZDYLDDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.63%

2.34%

-0.71%

Volatility (6M)

Calculated over the trailing 6-month period

2.29%

3.40%

-1.11%

Volatility (1Y)

Calculated over the trailing 1-year period

5.53%

6.50%

-0.97%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.69%

6.38%

+0.31%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.68%

8.26%

+0.42%