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IBHI vs. USHY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IBHI vs. USHY - 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 iShares Broad USD High Yield Corporate Bond ETF (USHY). 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 USHY slightly higher at 1.64%.


IBHI

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

USHY

1D
0.22%
1M
0.46%
YTD
1.64%
6M
1.98%
1Y
6.99%
3Y*
9.01%
5Y*
4.29%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IBHI vs. USHY - 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%
USHY
iShares Broad USD High Yield Corporate Bond ETF
1.64%8.81%8.45%12.73%-5.71%

Correlation

The correlation between IBHI and USHY is 0.85, 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

0.85

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

0.87

The correlation between IBHI and USHY has been stable across timeframes, ranging from 0.85 to 0.87 - a consistent structural relationship.

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Return for Risk

IBHI vs. USHY — 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

USHY
USHY Risk / Return Rank: 6363
Overall Rank
USHY Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
USHY Sortino Ratio Rank: 6464
Sortino Ratio Rank
USHY Omega Ratio Rank: 6363
Omega Ratio Rank
USHY Calmar Ratio Rank: 5959
Calmar Ratio Rank
USHY 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. USHY - 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 iShares Broad USD High Yield Corporate Bond ETF (USHY). 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.


IBHIUSHYDifference
Sharpe ratioReturn per unit of total volatility

-0.08

Sortino ratioReturn per unit of downside risk

-0.05

Omega ratioGain probability vs. loss probability

1.35

1.37

-0.03

Calmar ratioReturn relative to maximum drawdown

3.33

2.89

+0.44

Martin ratioReturn relative to average drawdown

14.61

12.99

+1.62

IBHI vs. USHY - Sharpe Ratio Comparison

The current IBHI Sharpe Ratio is 1.85, which is comparable to the USHY Sharpe Ratio of 1.93. The chart below compares the historical Sharpe Ratios of IBHI and USHY, 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


IBHIUSHYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.85

1.93

-0.08

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.59

Sharpe Ratio (All Time)

Calculated using the full available price history

0.66

0.58

+0.08

Drawdowns

IBHI vs. USHY - Drawdown Comparison

The maximum IBHI drawdown since its inception was -13.65%, smaller than the maximum USHY drawdown of -22.44%. Use the drawdown chart below to compare losses from any high point for IBHI and USHY.


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Drawdown Indicators


IBHIUSHYDifference

Max Drawdown

Largest peak-to-trough decline

-13.65%

-22.44%

+8.79%

Max Drawdown (1Y)

Largest decline over 1 year

-2.11%

-2.43%

+0.32%

Max Drawdown (3Y)

Largest decline over 3 years

-5.73%

-4.66%

-1.07%

Max Drawdown (5Y)

Largest decline over 5 years

-15.56%

Current Drawdown

Current decline from peak

-0.09%

-0.06%

-0.03%

Average Drawdown

Average peak-to-trough decline

-2.84%

-2.66%

-0.18%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.48%

0.54%

-0.06%

Volatility

IBHI vs. USHY - Volatility Comparison

The current volatility for iShares iBonds 2029 Term High Yield and Income ETF (IBHI) is 0.92%, while iShares Broad USD High Yield Corporate Bond ETF (USHY) has a volatility of 1.14%. This indicates that IBHI experiences smaller price fluctuations and is considered to be less risky than USHY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IBHIUSHYDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.92%

1.14%

-0.22%

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%

3.65%

+0.16%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.98%

7.34%

+0.64%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.98%

8.25%

-0.27%

IBHI vs. USHY - Expense Ratio Comparison

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


Dividends

IBHI vs. USHY - Dividend Comparison

IBHI's dividend yield for the trailing twelve months is around 6.69%, less than USHY's 6.91% yield.


PositionTTM202520242023202220212020201920182017
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%
USHY
iShares Broad USD High Yield Corporate Bond ETF
6.91%6.79%6.89%6.63%6.08%5.07%5.30%5.92%6.30%0.73%

Frequently Asked Questions


IBHI and USHY have a correlation of 0.85, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

USHY has higher volatility (1.14%) compared to IBHI (0.92%). In terms of maximum drawdown, IBHI dropped -13.65% vs USHY's -22.44%.

On 3-year performance, USHY leads with 9.01% vs 9.00% for IBHI. On fees, USHY 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, USHY has performed better with a 9.01% return vs 9.00%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

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

USHY has the higher dividend yield at 6.91%, compared with 6.69% for IBHI.

IBHI tracks Bloomberg 2029 Term High Yield and Income Index - Benchmark TR Gross, while USHY tracks ICE BofA US High Yield Constrained Index. Their fees differ too: 0.35% for IBHI and 0.15% for USHY.

USHY currently has the higher Sharpe Ratio (1.93 vs 1.85), 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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