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IBHH vs. HYEM
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IBHH vs. HYEM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares iBonds 2028 Term High Yield and Income ETF (IBHH) and VanEck Vectors Emerging Markets High Yield Bond ETF (HYEM). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IBHH achieves a 1.66% return, which is significantly lower than HYEM's 3.92% return.


IBHH

1D
-0.06%
1M
0.40%
YTD
1.66%
6M
2.20%
1Y
6.59%
3Y*
8.48%
5Y*
10Y*

HYEM

1D
-0.10%
1M
1.26%
YTD
3.92%
6M
4.87%
1Y
10.30%
3Y*
11.00%
5Y*
3.04%
10Y*
4.65%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IBHH vs. HYEM - Yearly Performance Comparison


2026 (YTD)2025202420232022
IBHH
iShares iBonds 2028 Term High Yield and Income ETF
1.66%8.02%7.53%12.87%-6.70%
HYEM
VanEck Vectors Emerging Markets High Yield Bond ETF
3.92%9.24%12.14%8.35%-0.75%

Correlation

The correlation between IBHH and HYEM is 0.42, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.42

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

0.45

Correlation (All Time)
Calculated using the full available price history since Mar 11, 2022

0.54

The correlation between IBHH and HYEM shifts across timeframes, from 0.42 (1 year) to 0.54 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

IBHH vs. HYEM — Risk / Return Rank

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

IBHH
IBHH Risk / Return Rank: 8282
Overall Rank
IBHH Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
IBHH Sortino Ratio Rank: 8080
Sortino Ratio Rank
IBHH Omega Ratio Rank: 7777
Omega Ratio Rank
IBHH Calmar Ratio Rank: 8989
Calmar Ratio Rank
IBHH Martin Ratio Rank: 9191
Martin Ratio Rank

HYEM
HYEM Risk / Return Rank: 7676
Overall Rank
HYEM Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
HYEM Sortino Ratio Rank: 7777
Sortino Ratio Rank
HYEM Omega Ratio Rank: 7878
Omega Ratio Rank
HYEM Calmar Ratio Rank: 7575
Calmar Ratio Rank
HYEM Martin Ratio Rank: 7979
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.

IBHH vs. HYEM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares iBonds 2028 Term High Yield and Income ETF (IBHH) and VanEck Vectors Emerging Markets High Yield Bond ETF (HYEM). 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.


IBHHHYEMDifference
Sharpe ratioReturn per unit of total volatility

-0.03

Sortino ratioReturn per unit of downside risk

+0.10

Omega ratioGain probability vs. loss probability

1.46

1.47

-0.02

Calmar ratioReturn relative to maximum drawdown

5.41

3.79

+1.62

Martin ratioReturn relative to average drawdown

21.70

15.48

+6.22

IBHH vs. HYEM - Sharpe Ratio Comparison

The current IBHH Sharpe Ratio is 2.35, which is comparable to the HYEM Sharpe Ratio of 2.39. The chart below compares the historical Sharpe Ratios of IBHH and HYEM, 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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Sharpe Ratios by Period


IBHHHYEMDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.35

2.39

-0.03

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.41

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.50

Sharpe Ratio (All Time)

Calculated using the full available price history

0.73

0.54

+0.19

Drawdowns

IBHH vs. HYEM - Drawdown Comparison

The maximum IBHH drawdown since its inception was -12.05%, smaller than the maximum HYEM drawdown of -30.96%. Use the drawdown chart below to compare losses from any high point for IBHH and HYEM.


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Drawdown Indicators


IBHHHYEMDifference

Max Drawdown

Largest peak-to-trough decline

-12.05%

-30.96%

+18.91%

Max Drawdown (1Y)

Largest decline over 1 year

-1.22%

-2.73%

+1.51%

Max Drawdown (3Y)

Largest decline over 3 years

-4.66%

-5.23%

+0.57%

Max Drawdown (5Y)

Largest decline over 5 years

-26.30%

Max Drawdown (10Y)

Largest decline over 10 years

-30.96%

Current Drawdown

Current decline from peak

-0.07%

-0.10%

+0.03%

Average Drawdown

Average peak-to-trough decline

-2.30%

-4.40%

+2.10%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.30%

0.67%

-0.37%

Volatility

IBHH vs. HYEM - Volatility Comparison

The current volatility for iShares iBonds 2028 Term High Yield and Income ETF (IBHH) is 0.77%, while VanEck Vectors Emerging Markets High Yield Bond ETF (HYEM) has a volatility of 1.33%. This indicates that IBHH experiences smaller price fluctuations and is considered to be less risky than HYEM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IBHHHYEMDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.77%

1.33%

-0.56%

Volatility (6M)

Calculated over the trailing 6-month period

2.08%

3.24%

-1.16%

Volatility (1Y)

Calculated over the trailing 1-year period

2.82%

4.33%

-1.51%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.26%

7.49%

-0.23%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.26%

9.27%

-2.01%

IBHH vs. HYEM - Expense Ratio Comparison

IBHH has a 0.35% expense ratio, which is lower than HYEM's 0.40% expense ratio.


Dividends

IBHH vs. HYEM - Dividend Comparison

IBHH's dividend yield for the trailing twelve months is around 6.27%, less than HYEM's 6.52% yield.


PositionTTM20252024202320222021202020192018201720162015
HYEM
VanEck Vectors Emerging Markets High Yield Bond ETF
6.52%6.67%6.34%6.27%6.47%5.33%5.56%6.14%5.71%5.86%6.25%7.64%
IBHH
iShares iBonds 2028 Term High Yield and Income ETF
6.27%6.39%6.93%6.65%5.36%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


IBHH and HYEM have a correlation of 0.42, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

HYEM has higher volatility (1.33%) compared to IBHH (0.77%). In terms of maximum drawdown, IBHH dropped -12.05% vs HYEM's -30.96%.

On 3-year performance, HYEM leads with 11.00% vs 8.48% for IBHH. On fees, IBHH is cheaper at 0.35% per year. On volatility, IBHH has been the lower-risk option at 0.77%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, HYEM has performed better with a 11.00% return vs 8.48%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IBHH is cheaper with a 0.35% expense ratio, compared with 0.40% for HYEM.

HYEM has the higher dividend yield at 6.52%, compared with 6.27% for IBHH.

IBHH tracks Bloomberg 2028 Term High Yield and Income Index - Benchmark TR Gross, while HYEM tracks BofA Merrill Lynch Diversified High Yield US Emerging Markets Corporate Plus Index. They also come from different issuers: iShares and VanEck. Their fees differ too: 0.35% for IBHH and 0.40% for HYEM.

HYEM currently has the higher Sharpe Ratio (2.39 vs 2.35), 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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