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IBHI vs. HYLB
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IBHI vs. HYLB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares iBonds 2029 Term High Yield and Income ETF (IBHI) and Xtrackers USD High Yield Corporate Bond ETF (HYLB). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both investments are quite close, with IBHI having a 1.61% return and HYLB slightly higher at 1.65%.


IBHI

1D
0.09%
1M
0.50%
YTD
1.61%
6M
2.21%
1Y
6.99%
3Y*
9.00%
5Y*
10Y*

HYLB

1D
0.11%
1M
0.35%
YTD
1.65%
6M
2.09%
1Y
6.78%
3Y*
8.79%
5Y*
4.06%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IBHI vs. HYLB - Yearly Performance Comparison


2026 (YTD)2025202420232022
IBHI
iShares iBonds 2029 Term High Yield and Income ETF
1.61%7.88%8.33%14.21%-8.52%
HYLB
Xtrackers USD High Yield Corporate Bond ETF
1.65%8.74%8.14%12.03%-5.53%

Correlation

The correlation between IBHI and HYLB is 0.86, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.86

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

0.86

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

0.88

The correlation between IBHI and HYLB has been stable across timeframes, ranging from 0.86 to 0.88 - a consistent structural relationship.

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Return for Risk

IBHI vs. HYLB — Risk / Return Rank

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

IBHI
IBHI Risk / Return Rank: 6464
Overall Rank
IBHI Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
IBHI Sortino Ratio Rank: 6161
Sortino Ratio Rank
IBHI Omega Ratio Rank: 5757
Omega Ratio Rank
IBHI Calmar Ratio Rank: 6868
Calmar Ratio Rank
IBHI Martin Ratio Rank: 7777
Martin Ratio Rank

HYLB
HYLB Risk / Return Rank: 6262
Overall Rank
HYLB Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
HYLB Sortino Ratio Rank: 6060
Sortino Ratio Rank
HYLB Omega Ratio Rank: 6161
Omega Ratio Rank
HYLB Calmar Ratio Rank: 6262
Calmar Ratio Rank
HYLB Martin Ratio Rank: 7171
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.

IBHI vs. HYLB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares iBonds 2029 Term High Yield and Income ETF (IBHI) and Xtrackers USD High Yield Corporate Bond ETF (HYLB). 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.


IBHIHYLBDifference
Sharpe ratioReturn per unit of total volatility

+0.01

Sortino ratioReturn per unit of downside risk

+0.06

Omega ratioGain probability vs. loss probability

1.35

1.36

-0.01

Calmar ratioReturn relative to maximum drawdown

3.33

3.00

+0.33

Martin ratioReturn relative to average drawdown

14.61

12.90

+1.70

IBHI vs. HYLB - Sharpe Ratio Comparison

The current IBHI Sharpe Ratio is 1.85, which is comparable to the HYLB Sharpe Ratio of 1.84. The chart below compares the historical Sharpe Ratios of IBHI and HYLB, 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


IBHIHYLBDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.85

1.84

+0.01

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.55

Sharpe Ratio (All Time)

Calculated using the full available price history

0.66

0.58

+0.08

Drawdowns

IBHI vs. HYLB - Drawdown Comparison

The maximum IBHI drawdown since its inception was -13.65%, smaller than the maximum HYLB drawdown of -22.91%. Use the drawdown chart below to compare losses from any high point for IBHI and HYLB.


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Drawdown Indicators


IBHIHYLBDifference

Max Drawdown

Largest peak-to-trough decline

-13.65%

-22.91%

+9.26%

Max Drawdown (1Y)

Largest decline over 1 year

-2.11%

-2.27%

+0.16%

Max Drawdown (3Y)

Largest decline over 3 years

-5.73%

-4.51%

-1.22%

Max Drawdown (5Y)

Largest decline over 5 years

-15.54%

Current Drawdown

Current decline from peak

-0.09%

-0.09%

0.00%

Average Drawdown

Average peak-to-trough decline

-2.84%

-2.43%

-0.41%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.48%

0.53%

-0.05%

Volatility

IBHI vs. HYLB - Volatility Comparison

The current volatility for iShares iBonds 2029 Term High Yield and Income ETF (IBHI) is 0.92%, while Xtrackers USD High Yield Corporate Bond ETF (HYLB) has a volatility of 1.19%. This indicates that IBHI experiences smaller price fluctuations and is considered to be less risky than HYLB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IBHIHYLBDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.92%

1.19%

-0.27%

Volatility (6M)

Calculated over the trailing 6-month period

2.77%

2.92%

-0.15%

Volatility (1Y)

Calculated over the trailing 1-year period

3.81%

3.70%

+0.11%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.98%

7.47%

+0.51%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.98%

8.18%

-0.20%

IBHI vs. HYLB - Expense Ratio Comparison

IBHI has a 0.35% expense ratio, which is higher than HYLB's 0.15% expense ratio.


Dividends

IBHI vs. HYLB - Dividend Comparison

IBHI's dividend yield for the trailing twelve months is around 6.69%, more than HYLB's 6.48% yield.


PositionTTM2025202420232022202120202019201820172016
HYLB
Xtrackers USD High Yield Corporate Bond ETF
6.48%6.29%6.31%5.84%5.53%4.45%5.22%5.71%5.95%5.85%0.27%
IBHI
iShares iBonds 2029 Term High Yield and Income ETF
6.69%6.79%6.66%6.48%5.26%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


IBHI and HYLB have a correlation of 0.86, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

HYLB has higher volatility (1.19%) compared to IBHI (0.92%). In terms of maximum drawdown, IBHI dropped -13.65% vs HYLB's -22.91%.

On 3-year performance, IBHI leads with 9.00% vs 8.79% for HYLB. On fees, HYLB is cheaper at 0.15% per year. On volatility, IBHI has been the lower-risk option at 0.92%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, IBHI has performed better with a 9.00% return vs 8.79%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

HYLB is cheaper with a 0.15% expense ratio, compared with 0.35% for IBHI.

IBHI has the higher dividend yield at 6.69%, compared with 6.48% for HYLB.

IBHI tracks Bloomberg 2029 Term High Yield and Income Index - Benchmark TR Gross, while HYLB tracks Solactive USD High Yield Corporates Total Market Index. They also come from different issuers: iShares and DWS. Their fees differ too: 0.35% for IBHI and 0.15% for HYLB.

IBHI currently has the higher Sharpe Ratio (1.85 vs 1.84), 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.

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