IBHE vs. VOO
Compare and contrast key facts about iShares iBonds 2025 Term High Yield & Income ETF (IBHE) and Vanguard S&P 500 ETF (VOO).
IBHE and VOO are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IBHE is a passively managed fund by iShares that tracks the performance of the Bloomberg 2025 Term High Yield and Income Index. It was launched on May 7, 2019. VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010. Both IBHE and VOO are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: IBHE or VOO.
Key characteristics
| IBHE | VOO | |
|---|---|---|
| YTD Return | 6.63% | 26.59% |
| 1Y Return | 8.68% | 38.23% |
| 3Y Return (Ann) | 4.21% | 9.99% |
| 5Y Return (Ann) | 4.63% | 15.91% |
| Sharpe Ratio | 3.34 | 3.11 |
| Sortino Ratio | 5.45 | 4.14 |
| Omega Ratio | 1.76 | 1.58 |
| Calmar Ratio | 12.55 | 4.54 |
| Martin Ratio | 48.45 | 20.72 |
| Ulcer Index | 0.19% | 1.85% |
| Daily Std Dev | 2.78% | 12.33% |
| Max Drawdown | -26.92% | -33.99% |
| Current Drawdown | 0.00% | 0.00% |
Correlation
The correlation between IBHE and VOO is 0.65, 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.
Performance
IBHE vs. VOO - Performance Comparison
In the year-to-date period, IBHE achieves a 6.63% return, which is significantly lower than VOO's 26.59% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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IBHE vs. VOO - Expense Ratio Comparison
IBHE has a 0.35% expense ratio, which is higher than VOO's 0.03% expense ratio.
Risk-Adjusted Performance
IBHE vs. VOO - 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 Vanguard S&P 500 ETF (VOO). 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.
Dividends
IBHE vs. VOO - Dividend Comparison
IBHE's dividend yield for the trailing twelve months is around 7.14%, more than VOO's 1.24% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IBHE iShares iBonds 2025 Term High Yield & Income ETF | 7.14% | 7.16% | 5.78% | 4.84% | 5.73% | 3.72% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VOO Vanguard S&P 500 ETF | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
IBHE vs. VOO - Drawdown Comparison
The maximum IBHE drawdown since its inception was -26.92%, smaller than the maximum VOO drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for IBHE and VOO. For additional features, visit the drawdowns tool.
Volatility
IBHE vs. VOO - Volatility Comparison
The current volatility for iShares iBonds 2025 Term High Yield & Income ETF (IBHE) is 0.36%, while Vanguard S&P 500 ETF (VOO) has a volatility of 3.95%. This indicates that IBHE experiences smaller price fluctuations and is considered to be less risky than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.