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IBHE vs. NHYB
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IBHE vs. NHYB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares iBonds 2025 Term High Yield & Income ETF (IBHE) 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


IBHE

1D
0.00%
1M
0.00%
YTD
0.00%
6M
0.00%
1Y
2.00%
3Y*
5.93%
5Y*
3.89%
10Y*

NHYB

1D
0.02%
1M
0.54%
YTD
1.93%
6M
1.85%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IBHE vs. NHYB - Yearly Performance Comparison


Correlation

The correlation between IBHE and NHYB is -0.09, 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 Sep 24, 2025

-0.09

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Return for Risk

IBHE vs. NHYB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares iBonds 2025 Term High Yield & Income ETF (IBHE) 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.


IBHENHYBDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

2.32

Calmar ratioReturn relative to maximum drawdown

25.02

Martin ratioReturn relative to average drawdown

98.47

IBHE vs. NHYB - Sharpe Ratio Comparison


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Drawdowns

IBHE vs. NHYB - Drawdown Comparison

The maximum IBHE drawdown since its inception was -26.91%, which is greater than NHYB's maximum drawdown of -2.40%. Use the drawdown chart below to compare losses from any high point for IBHE and NHYB.


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Drawdown Indicators


IBHENHYBDifference

Max Drawdown

Largest peak-to-trough decline

-26.91%

-2.40%

-24.51%

Max Drawdown (1Y)

Largest decline over 1 year

-0.11%

Max Drawdown (3Y)

Largest decline over 3 years

-0.94%

Max Drawdown (5Y)

Largest decline over 5 years

-8.51%

Current Drawdown

Current decline from peak

0.00%

-0.18%

+0.18%

Average Drawdown

Average peak-to-trough decline

-1.42%

-0.36%

-1.06%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.05%

Volatility

IBHE vs. NHYB - Volatility Comparison


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Volatility by Period


IBHENHYBDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.00%

Volatility (6M)

Calculated over the trailing 6-month period

0.38%

Volatility (1Y)

Calculated over the trailing 1-year period

0.74%

3.63%

-2.89%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.87%

3.63%

+1.24%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.52%

3.63%

+7.89%

IBHE vs. NHYB - Expense Ratio Comparison

IBHE has a 0.35% expense ratio, which is higher than NHYB's 0.08% expense ratio.


Dividends

IBHE vs. NHYB - Dividend Comparison

IBHE has not paid dividends to shareholders, while NHYB's dividend yield for the trailing twelve months is around 4.24%.


PositionTTM2025202420232022202120202019
IBHE
iShares iBonds 2025 Term High Yield & Income ETF
2.29%4.53%6.92%7.17%5.77%4.84%5.74%3.73%
NHYB
Nuveen High Yield Corporate Bond ETF
4.24%1.28%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


IBHE and NHYB have a correlation of -0.09, 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 0.35% for IBHE.

NHYB has the higher dividend yield at 4.24%, compared with 2.29% for IBHE.

IBHE tracks Bloomberg 2025 Term High Yield and Income Index, while NHYB tracks ICE BofA BB-B US Cash Pay High Yield Constrained Index. They also come from different issuers: iShares and Nuveen. Their fees differ too: 0.35% for IBHE and 0.08% for NHYB.

Portfolio Optimizer

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