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IBHG vs. IBHE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IBHG vs. IBHE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares iBonds 2027 Term High Yield and Income ETF (IBHG) and iShares iBonds 2025 Term High Yield & Income ETF (IBHE). The values are adjusted to include any dividend payments, if applicable.

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IBHG vs. IBHE - Yearly Performance Comparison


2026 (YTD)20252024202320222021
IBHG
iShares iBonds 2027 Term High Yield and Income ETF
0.09%6.90%7.42%11.27%-8.88%1.07%
IBHE
iShares iBonds 2025 Term High Yield & Income ETF
0.00%4.45%7.62%10.32%-4.08%0.99%

Returns By Period


IBHG

1D
0.41%
1M
-0.00%
YTD
0.09%
6M
1.35%
1Y
5.45%
3Y*
7.16%
5Y*
10Y*

IBHE

1D
0.00%
1M
0.00%
YTD
0.00%
6M
0.86%
1Y
3.31%
3Y*
6.40%
5Y*
4.09%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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IBHG vs. IBHE - Expense Ratio Comparison

Both IBHG and IBHE have an expense ratio of 0.35%.


Return for Risk

IBHG vs. IBHE — Risk / Return Rank

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

IBHG
IBHG Risk / Return Rank: 8080
Overall Rank
IBHG Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
IBHG Sortino Ratio Rank: 8080
Sortino Ratio Rank
IBHG Omega Ratio Rank: 8787
Omega Ratio Rank
IBHG Calmar Ratio Rank: 6666
Calmar Ratio Rank
IBHG Martin Ratio Rank: 8989
Martin Ratio Rank

IBHE
IBHE Risk / Return Rank: 9898
Overall Rank
IBHE Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
IBHE Sortino Ratio Rank: 9898
Sortino Ratio Rank
IBHE Omega Ratio Rank: 9898
Omega Ratio Rank
IBHE Calmar Ratio Rank: 9898
Calmar Ratio Rank
IBHE Martin Ratio Rank: 9999
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.

IBHG vs. IBHE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares iBonds 2027 Term High Yield and Income ETF (IBHG) and iShares iBonds 2025 Term High Yield & Income ETF (IBHE). 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.


IBHGIBHEDifference

Sharpe ratio

Return per unit of total volatility

1.44

2.96

-1.52

Sortino ratio

Return per unit of downside risk

2.08

4.18

-2.10

Omega ratio

Gain probability vs. loss probability

1.35

1.98

-0.63

Calmar ratio

Return relative to maximum drawdown

1.67

5.52

-3.86

Martin ratio

Return relative to average drawdown

11.25

51.15

-39.90

IBHG vs. IBHE - Sharpe Ratio Comparison

The current IBHG Sharpe Ratio is 1.44, which is lower than the IBHE Sharpe Ratio of 2.96. The chart below compares the historical Sharpe Ratios of IBHG and IBHE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


IBHGIBHEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.44

2.96

-1.52

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.87

Sharpe Ratio (All Time)

Calculated using the full available price history

0.55

0.41

+0.14

Correlation

The correlation between IBHG and IBHE 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.


Dividends

IBHG vs. IBHE - Dividend Comparison

IBHG's dividend yield for the trailing twelve months is around 6.25%, more than IBHE's 3.60% yield.


TTM2025202420232022202120202019
IBHG
iShares iBonds 2027 Term High Yield and Income ETF
6.25%6.33%7.02%6.66%5.62%2.13%0.00%0.00%
IBHE
iShares iBonds 2025 Term High Yield & Income ETF
3.60%4.53%6.92%7.17%5.77%4.84%5.74%3.73%

Drawdowns

IBHG vs. IBHE - Drawdown Comparison

The maximum IBHG drawdown since its inception was -13.85%, smaller than the maximum IBHE drawdown of -26.91%. Use the drawdown chart below to compare losses from any high point for IBHG and IBHE.


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Drawdown Indicators


IBHGIBHEDifference

Max Drawdown

Largest peak-to-trough decline

-13.85%

-26.91%

+13.06%

Max Drawdown (1Y)

Largest decline over 1 year

-3.28%

-0.73%

-2.55%

Max Drawdown (5Y)

Largest decline over 5 years

-8.51%

Current Drawdown

Current decline from peak

-0.14%

0.00%

-0.14%

Average Drawdown

Average peak-to-trough decline

-2.76%

-1.46%

-1.30%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.48%

0.08%

+0.40%

Volatility

IBHG vs. IBHE - Volatility Comparison

iShares iBonds 2027 Term High Yield and Income ETF (IBHG) has a higher volatility of 1.02% compared to iShares iBonds 2025 Term High Yield & Income ETF (IBHE) at 0.00%. This indicates that IBHG's price experiences larger fluctuations and is considered to be riskier than IBHE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IBHGIBHEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.02%

0.00%

+1.02%

Volatility (6M)

Calculated over the trailing 6-month period

1.53%

0.49%

+1.04%

Volatility (1Y)

Calculated over the trailing 1-year period

3.80%

1.33%

+2.47%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.47%

4.90%

+1.57%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.47%

11.68%

-5.21%