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IBHD vs. SCYB
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IBHD vs. SCYB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares iBonds 2024 Term High Yield & Income ETF (IBHD) and Schwab High Yield Bond ETF (SCYB). The values are adjusted to include any dividend payments, if applicable.

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IBHD vs. SCYB - Yearly Performance Comparison


Returns By Period


IBHD

1D
0.00%
1M
0.00%
YTD
6M
1Y
3Y*
5Y*
10Y*

SCYB

1D
0.89%
1M
-1.23%
YTD
-0.47%
6M
0.62%
1Y
6.71%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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IBHD vs. SCYB - Expense Ratio Comparison

IBHD has a 0.35% expense ratio, which is higher than SCYB's 0.03% expense ratio.


Return for Risk

IBHD vs. SCYB — Risk / Return Rank

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

IBHD

SCYB
SCYB Risk / Return Rank: 7474
Overall Rank
SCYB Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
SCYB Sortino Ratio Rank: 7272
Sortino Ratio Rank
SCYB Omega Ratio Rank: 7777
Omega Ratio Rank
SCYB Calmar Ratio Rank: 6767
Calmar Ratio Rank
SCYB Martin Ratio Rank: 8181
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.

IBHD vs. SCYB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares iBonds 2024 Term High Yield & Income ETF (IBHD) and Schwab High Yield Bond ETF (SCYB). 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.


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

IBHD vs. SCYB - Sharpe Ratio Comparison


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Sharpe Ratios by Period


IBHDSCYBDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.19

Sharpe Ratio (All Time)

Calculated using the full available price history

1.62

Dividends

IBHD vs. SCYB - Dividend Comparison

IBHD has not paid dividends to shareholders, while SCYB's dividend yield for the trailing twelve months is around 7.01%.


TTM202520242023
IBHD
iShares iBonds 2024 Term High Yield & Income ETF
0.00%0.00%0.00%0.00%
SCYB
Schwab High Yield Bond ETF
7.01%6.99%7.06%3.36%

Drawdowns

IBHD vs. SCYB - Drawdown Comparison

The maximum IBHD drawdown since its inception was 0.00%, smaller than the maximum SCYB drawdown of -4.92%. Use the drawdown chart below to compare losses from any high point for IBHD and SCYB.


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Drawdown Indicators


IBHDSCYBDifference

Max Drawdown

Largest peak-to-trough decline

0.00%

-4.92%

+4.92%

Max Drawdown (1Y)

Largest decline over 1 year

-4.22%

Current Drawdown

Current decline from peak

0.00%

-1.50%

+1.50%

Average Drawdown

Average peak-to-trough decline

0.00%

-0.53%

+0.53%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.80%

Volatility

IBHD vs. SCYB - Volatility Comparison


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Volatility by Period


IBHDSCYBDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.25%

Volatility (6M)

Calculated over the trailing 6-month period

2.91%

Volatility (1Y)

Calculated over the trailing 1-year period

0.00%

5.67%

-5.67%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.00%

5.20%

-5.20%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.00%

5.20%

-5.20%