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IBHG vs. SHYL
Performance
Return for Risk
Dividends
Drawdowns
Volatility

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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IBHG vs. SHYL - 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%
SHYL
Xtrackers Short Duration High Yield Bond ETF
-0.22%7.78%8.52%11.39%-5.21%0.89%

Returns By Period

In the year-to-date period, IBHG achieves a 0.09% return, which is significantly higher than SHYL's -0.22% return.


IBHG

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

SHYL

1D
0.84%
1M
-0.49%
YTD
-0.22%
6M
1.08%
1Y
6.69%
3Y*
7.94%
5Y*
4.83%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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IBHG vs. SHYL - Expense Ratio Comparison

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


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: 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

SHYL
SHYL Risk / Return Rank: 7878
Overall Rank
SHYL Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
SHYL Sortino Ratio Rank: 7575
Sortino Ratio Rank
SHYL Omega Ratio Rank: 8484
Omega Ratio Rank
SHYL Calmar Ratio Rank: 7171
Calmar Ratio Rank
SHYL Martin Ratio Rank: 8787
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.


IBHGSHYLDifference

Sharpe ratio

Return per unit of total volatility

1.44

1.27

+0.18

Sortino ratio

Return per unit of downside risk

2.08

1.87

+0.21

Omega ratio

Gain probability vs. loss probability

1.35

1.33

+0.02

Calmar ratio

Return relative to maximum drawdown

1.67

1.76

-0.09

Martin ratio

Return relative to average drawdown

11.25

10.23

+1.02

IBHG vs. SHYL - Sharpe Ratio Comparison

The current IBHG Sharpe Ratio is 1.44, which is comparable to the SHYL Sharpe Ratio of 1.27. The chart below compares the historical Sharpe Ratios of IBHG and SHYL, 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


IBHGSHYLDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.44

1.27

+0.18

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.83

Sharpe Ratio (All Time)

Calculated using the full available price history

0.55

0.70

-0.16

Correlation

The correlation between IBHG and SHYL is 0.84, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

IBHG vs. SHYL - Dividend Comparison

IBHG's dividend yield for the trailing twelve months is around 6.25%, less than SHYL's 7.04% yield.


TTM20252024202320222021202020192018
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%0.00%
SHYL
Xtrackers Short Duration High Yield Bond ETF
7.04%7.02%7.26%6.60%5.52%4.65%6.16%5.93%5.54%

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

-3.28%

-3.80%

+0.52%

Max Drawdown (5Y)

Largest decline over 5 years

-9.60%

Current Drawdown

Current decline from peak

-0.14%

-0.72%

+0.58%

Average Drawdown

Average peak-to-trough decline

-2.76%

-1.57%

-1.19%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.48%

0.65%

-0.17%

Volatility

IBHG vs. SHYL - Volatility Comparison

The current volatility for iShares iBonds 2027 Term High Yield and Income ETF (IBHG) is 1.02%, while Xtrackers Short Duration High Yield Bond ETF (SHYL) has a volatility of 1.85%. 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

1.02%

1.85%

-0.83%

Volatility (6M)

Calculated over the trailing 6-month period

1.53%

2.41%

-0.88%

Volatility (1Y)

Calculated over the trailing 1-year period

3.80%

5.31%

-1.51%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.47%

5.81%

+0.66%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.47%

6.75%

-0.28%