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IBHG vs. SHYL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IBHG vs. SHYL - 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 Xtrackers Short Duration High Yield Bond ETF (SHYL). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IBHG achieves a 1.17% return, which is significantly lower than SHYL's 1.44% return.


IBHG

1D
0.00%
1M
0.03%
YTD
1.17%
6M
1.43%
1Y
4.55%
3Y*
7.63%
5Y*
10Y*

SHYL

1D
-0.10%
1M
0.45%
YTD
1.44%
6M
1.62%
1Y
5.69%
3Y*
8.46%
5Y*
4.88%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IBHG vs. SHYL - Yearly Performance Comparison


2026 (YTD)20252024202320222021
IBHG
iShares iBonds 2027 Term High Yield and Income ETF
1.17%6.90%7.42%11.27%-8.88%0.93%
SHYL
Xtrackers Short Duration High Yield Bond ETF
1.44%7.78%8.52%11.39%-5.21%0.95%

Correlation

The correlation between IBHG and SHYL is 0.72, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.72

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

0.78

Correlation (All Time)
Calculated using the full available price history since Jul 9, 2021

0.84

The correlation between IBHG and SHYL shifts across timeframes, from 0.72 (1 year) to 0.84 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

IBHG vs. SHYL — Risk / Return Rank

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

IBHG
IBHG Risk / Return Rank: 8282
Overall Rank
IBHG Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
IBHG Sortino Ratio Rank: 8080
Sortino Ratio Rank
IBHG Omega Ratio Rank: 7373
Omega Ratio Rank
IBHG Calmar Ratio Rank: 9393
Calmar Ratio Rank
IBHG Martin Ratio Rank: 9393
Martin Ratio Rank

SHYL
SHYL Risk / Return Rank: 6464
Overall Rank
SHYL Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
SHYL Sortino Ratio Rank: 5959
Sortino Ratio Rank
SHYL Omega Ratio Rank: 6060
Omega Ratio Rank
SHYL Calmar Ratio Rank: 7373
Calmar Ratio Rank
SHYL Martin Ratio Rank: 7676
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. SHYL - 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 Xtrackers Short Duration High Yield Bond ETF (SHYL). 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.


IBHGSHYLDifference
Sharpe ratioReturn per unit of total volatility

+0.41

Sortino ratioReturn per unit of downside risk

+0.70

Omega ratioGain probability vs. loss probability

1.42

1.36

+0.06

Calmar ratioReturn relative to maximum drawdown

6.29

3.59

+2.71

Martin ratioReturn relative to average drawdown

22.89

14.05

+8.84

IBHG vs. SHYL - Sharpe Ratio Comparison

The current IBHG Sharpe Ratio is 2.19, which is comparable to the SHYL Sharpe Ratio of 1.78. The chart below compares the historical Sharpe Ratios of IBHG and SHYL, 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

IBHG vs. SHYL - Drawdown Comparison

The maximum IBHG drawdown since its inception was -13.85%, smaller than the maximum SHYL drawdown of -19.26%. Use the drawdown chart below to compare losses from any high point for IBHG and SHYL.


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Drawdown Indicators


IBHGSHYLDifference

Max Drawdown

Largest peak-to-trough decline

-13.85%

-19.26%

+5.41%

Max Drawdown (1Y)

Largest decline over 1 year

-0.73%

-1.59%

+0.86%

Max Drawdown (3Y)

Largest decline over 3 years

-3.39%

-4.73%

+1.34%

Max Drawdown (5Y)

Largest decline over 5 years

-9.60%

Current Drawdown

Current decline from peak

-0.02%

-0.10%

+0.08%

Average Drawdown

Average peak-to-trough decline

-2.64%

-1.53%

-1.11%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.20%

0.41%

-0.21%

Volatility

IBHG vs. SHYL - Volatility Comparison

The current volatility for iShares iBonds 2027 Term High Yield and Income ETF (IBHG) is 0.44%, while Xtrackers Short Duration High Yield Bond ETF (SHYL) has a volatility of 0.73%. This indicates that IBHG experiences smaller price fluctuations and is considered to be less risky than SHYL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IBHGSHYLDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.44%

0.73%

-0.29%

Volatility (6M)

Calculated over the trailing 6-month period

1.52%

2.51%

-0.99%

Volatility (1Y)

Calculated over the trailing 1-year period

2.09%

3.22%

-1.13%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.33%

5.84%

+0.49%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.33%

6.68%

-0.35%

IBHG vs. SHYL - Expense Ratio Comparison

IBHG has a 0.35% expense ratio, which is higher than SHYL's 0.20% expense ratio.


Dividends

IBHG vs. SHYL - Dividend Comparison

IBHG's dividend yield for the trailing twelve months is around 6.07%, less than SHYL's 6.92% yield.


PositionTTM20252024202320222021202020192018
IBHG
iShares iBonds 2027 Term High Yield and Income ETF
6.07%6.33%7.02%6.66%5.62%2.13%0.00%0.00%0.00%
SHYL
Xtrackers Short Duration High Yield Bond ETF
6.92%7.02%7.26%6.60%5.52%4.65%6.16%5.93%5.54%

Frequently Asked Questions


IBHG and SHYL have a correlation of 0.72, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SHYL has higher volatility (0.73%) compared to IBHG (0.44%). In terms of maximum drawdown, IBHG dropped -13.85% vs SHYL's -19.26%.

On 3-year performance, SHYL leads with 8.46% vs 7.63% for IBHG. On fees, SHYL is cheaper at 0.20% per year. On volatility, IBHG has been the lower-risk option at 0.44%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, SHYL has performed better with a 8.46% return vs 7.63%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

SHYL is cheaper with a 0.20% expense ratio, compared with 0.35% for IBHG.

SHYL has the higher dividend yield at 6.92%, compared with 6.07% for IBHG.

IBHG tracks Bloomberg 2027 Term High Yield and Income Index - Benchmark TR Gross, while SHYL tracks Solactive USD High Yield Corporates Total Market 0-5 Year Index. They also come from different issuers: iShares and Deutsche Bank. Their fees differ too: 0.35% for IBHG and 0.20% for SHYL.

IBHG currently has the higher Sharpe Ratio (2.19 vs 1.78), 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

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