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IBHE vs. PSIL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IBHE vs. PSIL - 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 AdvisorShares Psychedelics ETF (PSIL). 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
1.96%
3Y*
5.93%
5Y*
3.89%
10Y*

PSIL

1D
0.56%
1M
1.61%
YTD
25.04%
6M
21.09%
1Y
76.10%
3Y*
10.43%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IBHE vs. PSIL - Yearly Performance Comparison


2026 (YTD)20252024202320222021
IBHE
iShares iBonds 2025 Term High Yield & Income ETF
0.00%4.45%7.62%10.32%-4.08%0.42%
PSIL
AdvisorShares Psychedelics ETF
25.04%74.55%-19.50%-25.12%-67.24%-42.72%

Correlation

The correlation between IBHE and PSIL is -0.13, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.13

Correlation (3Y)
Calculated over the trailing 3-year period

0.11

Correlation (All Time)
Calculated using the full available price history since Sep 16, 2021

0.21

The correlation between IBHE and PSIL shifts across timeframes, from -0.13 (1 year) to 0.21 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

IBHE vs. PSIL — Risk / Return Rank

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

IBHE

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


PSIL
PSIL Risk / Return Rank: 6060
Overall Rank
PSIL Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
PSIL Sortino Ratio Rank: 5858
Sortino Ratio Rank
PSIL Omega Ratio Rank: 5353
Omega Ratio Rank
PSIL Calmar Ratio Rank: 7979
Calmar Ratio Rank
PSIL Martin Ratio Rank: 5050
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.

IBHE vs. PSIL - 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 AdvisorShares Psychedelics ETF (PSIL). 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.


IBHEPSILDifference
Sharpe ratioReturn per unit of total volatility

+2.01

Sortino ratioReturn per unit of downside risk

+4.92

Omega ratioGain probability vs. loss probability

2.32

1.30

+1.01

Calmar ratioReturn relative to maximum drawdown

25.02

3.75

+21.27

Martin ratioReturn relative to average drawdown

98.47

7.83

+90.64

IBHE vs. PSIL - Sharpe Ratio Comparison

The current IBHE Sharpe Ratio is 3.89, which is higher than the PSIL Sharpe Ratio of 1.88. The chart below compares the historical Sharpe Ratios of IBHE and PSIL, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

IBHE vs. PSIL - Drawdown Comparison

The maximum IBHE drawdown since its inception was -26.91%, smaller than the maximum PSIL drawdown of -92.72%. Use the drawdown chart below to compare losses from any high point for IBHE and PSIL.


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Drawdown Indicators


IBHEPSILDifference

Max Drawdown

Largest peak-to-trough decline

-26.91%

-92.72%

+65.81%

Max Drawdown (1Y)

Largest decline over 1 year

-0.11%

-20.38%

+20.27%

Max Drawdown (3Y)

Largest decline over 3 years

-0.94%

-64.62%

+63.68%

Max Drawdown (5Y)

Largest decline over 5 years

-8.51%

Current Drawdown

Current decline from peak

0.00%

-75.68%

+75.68%

Average Drawdown

Average peak-to-trough decline

-1.42%

-76.71%

+75.29%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.05%

9.75%

-9.70%

Volatility

IBHE vs. PSIL - Volatility Comparison

The current volatility for iShares iBonds 2025 Term High Yield & Income ETF (IBHE) is 0.00%, while AdvisorShares Psychedelics ETF (PSIL) has a volatility of 12.82%. This indicates that IBHE experiences smaller price fluctuations and is considered to be less risky than PSIL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IBHEPSILDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.00%

12.82%

-12.82%

Volatility (6M)

Calculated over the trailing 6-month period

0.38%

28.52%

-28.14%

Volatility (1Y)

Calculated over the trailing 1-year period

0.74%

42.43%

-41.69%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.87%

62.98%

-58.11%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.52%

62.98%

-51.46%

IBHE vs. PSIL - Expense Ratio Comparison

IBHE has a 0.35% expense ratio, which is lower than PSIL's 1.00% expense ratio.


Dividends

IBHE vs. PSIL - Dividend Comparison

IBHE has not paid dividends to shareholders, while PSIL's dividend yield for the trailing twelve months is around 7.94%.


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%
PSIL
AdvisorShares Psychedelics ETF
7.94%10.95%1.49%0.24%2.91%0.00%0.00%0.00%

Frequently Asked Questions


IBHE and PSIL have a correlation of -0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

PSIL has higher volatility (12.82%) compared to IBHE (0.00%). In terms of maximum drawdown, IBHE dropped -26.91% vs PSIL's -92.72%.

On 3-year performance, PSIL leads with 10.43% vs 5.93% for IBHE. On fees, IBHE is cheaper at 0.35% per year. On volatility, IBHE has been the lower-risk option at 0.00%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, PSIL has performed better with a 10.43% return vs 5.93%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IBHE is cheaper with a 0.35% expense ratio, compared with 1.00% for PSIL.

PSIL has the higher dividend yield at 7.94%, compared with 2.29% for IBHE.

IBHE is categorized as High Yield Bonds, while PSIL is Health & Biotech Equities. They also come from different issuers: iShares and AdvisorShares. Their fees differ too: 0.35% for IBHE and 1.00% for PSIL.

IBHE currently has the higher Sharpe Ratio (3.89 vs 1.88), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for IBHE and PSIL

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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