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IBHE vs. SJNK
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between IBHE and SJNK is 0.62, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.0
Correlation: 0.6

Performance

IBHE vs. SJNK - 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 SPDR Bloomberg Barclays Short Term High Yield Bond ETF (SJNK). The values are adjusted to include any dividend payments, if applicable.

28.00%29.00%30.00%31.00%32.00%33.00%34.00%NovemberDecember2025FebruaryMarchApril
33.24%
32.52%
IBHE
SJNK

Key characteristics

Sharpe Ratio

IBHE:

3.55

SJNK:

1.55

Sortino Ratio

IBHE:

5.29

SJNK:

2.25

Omega Ratio

IBHE:

1.81

SJNK:

1.35

Calmar Ratio

IBHE:

8.53

SJNK:

1.72

Martin Ratio

IBHE:

50.61

SJNK:

9.47

Ulcer Index

IBHE:

0.13%

SJNK:

0.87%

Daily Std Dev

IBHE:

1.81%

SJNK:

5.30%

Max Drawdown

IBHE:

-26.91%

SJNK:

-19.74%

Current Drawdown

IBHE:

0.00%

SJNK:

-1.05%

Returns By Period

In the year-to-date period, IBHE achieves a 1.57% return, which is significantly higher than SJNK's 1.07% return.


IBHE

YTD

1.57%

1M

0.39%

6M

2.91%

1Y

6.33%

5Y*

6.97%

10Y*

N/A

SJNK

YTD

1.07%

1M

0.31%

6M

2.00%

1Y

8.32%

5Y*

7.20%

10Y*

4.41%

*Annualized

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IBHE vs. SJNK - Expense Ratio Comparison

IBHE has a 0.35% expense ratio, which is lower than SJNK's 0.40% expense ratio.


Expense ratio chart for SJNK: current value is 0.40%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
SJNK: 0.40%
Expense ratio chart for IBHE: current value is 0.35%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
IBHE: 0.35%

Risk-Adjusted Performance

IBHE vs. SJNK — Risk-Adjusted Performance Rank

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

IBHE
The Risk-Adjusted Performance Rank of IBHE is 9898
Overall Rank
The Sharpe Ratio Rank of IBHE is 9898
Sharpe Ratio Rank
The Sortino Ratio Rank of IBHE is 9898
Sortino Ratio Rank
The Omega Ratio Rank of IBHE is 9898
Omega Ratio Rank
The Calmar Ratio Rank of IBHE is 9999
Calmar Ratio Rank
The Martin Ratio Rank of IBHE is 9999
Martin Ratio Rank

SJNK
The Risk-Adjusted Performance Rank of SJNK is 9292
Overall Rank
The Sharpe Ratio Rank of SJNK is 9191
Sharpe Ratio Rank
The Sortino Ratio Rank of SJNK is 9191
Sortino Ratio Rank
The Omega Ratio Rank of SJNK is 9393
Omega Ratio Rank
The Calmar Ratio Rank of SJNK is 9191
Calmar Ratio Rank
The Martin Ratio Rank of SJNK is 9393
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

IBHE vs. SJNK - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares iBonds 2025 Term High Yield & Income ETF (IBHE) and SPDR Bloomberg Barclays Short Term High Yield Bond ETF (SJNK). 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.


The chart of Sharpe ratio for IBHE, currently valued at 3.55, compared to the broader market-1.000.001.002.003.004.00
IBHE: 3.55
SJNK: 1.55
The chart of Sortino ratio for IBHE, currently valued at 5.29, compared to the broader market-2.000.002.004.006.008.00
IBHE: 5.29
SJNK: 2.25
The chart of Omega ratio for IBHE, currently valued at 1.81, compared to the broader market0.501.001.502.00
IBHE: 1.81
SJNK: 1.35
The chart of Calmar ratio for IBHE, currently valued at 8.53, compared to the broader market0.002.004.006.008.0010.0012.00
IBHE: 8.53
SJNK: 1.72
The chart of Martin ratio for IBHE, currently valued at 50.61, compared to the broader market0.0020.0040.0060.00
IBHE: 50.61
SJNK: 9.47

The current IBHE Sharpe Ratio is 3.55, which is higher than the SJNK Sharpe Ratio of 1.55. The chart below compares the historical Sharpe Ratios of IBHE and SJNK, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.002.003.004.00NovemberDecember2025FebruaryMarchApril
3.55
1.55
IBHE
SJNK

Dividends

IBHE vs. SJNK - Dividend Comparison

IBHE's dividend yield for the trailing twelve months is around 6.47%, less than SJNK's 7.49% yield.


TTM20242023202220212020201920182017201620152014
IBHE
iShares iBonds 2025 Term High Yield & Income ETF
6.47%6.92%7.17%5.77%4.84%5.74%3.73%0.00%0.00%0.00%0.00%0.00%
SJNK
SPDR Bloomberg Barclays Short Term High Yield Bond ETF
7.49%7.47%7.20%5.85%4.21%5.34%5.64%5.69%5.64%5.65%5.81%5.46%

Drawdowns

IBHE vs. SJNK - Drawdown Comparison

The maximum IBHE drawdown since its inception was -26.91%, which is greater than SJNK's maximum drawdown of -19.74%. Use the drawdown chart below to compare losses from any high point for IBHE and SJNK. For additional features, visit the drawdowns tool.


-5.00%-4.00%-3.00%-2.00%-1.00%0.00%NovemberDecember2025FebruaryMarchApril0
-1.05%
IBHE
SJNK

Volatility

IBHE vs. SJNK - Volatility Comparison

The current volatility for iShares iBonds 2025 Term High Yield & Income ETF (IBHE) is 0.97%, while SPDR Bloomberg Barclays Short Term High Yield Bond ETF (SJNK) has a volatility of 4.17%. This indicates that IBHE experiences smaller price fluctuations and is considered to be less risky than SJNK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%1.00%2.00%3.00%4.00%NovemberDecember2025FebruaryMarchApril
0.97%
4.17%
IBHE
SJNK