PortfoliosLab logoPortfoliosLab logo
IBHJ vs. IBHE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IBHJ vs. IBHE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares iBonds 2030 Term High Yield and Income ETF (IBHJ) and iShares iBonds 2025 Term High Yield & Income ETF (IBHE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period


IBHJ

1D
-0.34%
1M
0.50%
YTD
1.50%
6M
2.06%
1Y
7.29%
3Y*
5Y*
10Y*

IBHE

1D
0.00%
1M
0.00%
YTD
0.00%
6M
0.09%
1Y
2.31%
3Y*
6.07%
5Y*
3.89%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IBHJ vs. IBHE - Yearly Performance Comparison


2026 (YTD)202520242023
IBHJ
iShares iBonds 2030 Term High Yield and Income ETF
1.50%9.28%7.32%8.37%
IBHE
iShares iBonds 2025 Term High Yield & Income ETF
0.00%4.45%7.62%5.70%

Correlation

The correlation between IBHJ and IBHE is 0.05, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

0.05

Correlation (All Time)
Calculated using the full available price history since Jun 26, 2023

0.48

Over the past year, the correlation between IBHJ and IBHE has dropped to 0.05 - well below their long-term average of 0.48, suggesting their price drivers have been diverging.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

IBHJ vs. IBHE — Risk / Return Rank

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

IBHJ
IBHJ Risk / Return Rank: 5959
Overall Rank
IBHJ Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
IBHJ Sortino Ratio Rank: 5656
Sortino Ratio Rank
IBHJ Omega Ratio Rank: 5656
Omega Ratio Rank
IBHJ Calmar Ratio Rank: 6161
Calmar Ratio Rank
IBHJ Martin Ratio Rank: 7272
Martin Ratio Rank

IBHE
IBHE Risk / Return Rank: 9797
Overall Rank
IBHE Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
IBHE Sortino Ratio Rank: 9797
Sortino Ratio Rank
IBHE Omega Ratio Rank: 9898
Omega Ratio Rank
IBHE Calmar Ratio Rank: 9898
Calmar Ratio Rank
IBHE Martin Ratio Rank: 9898
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.

IBHJ vs. IBHE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares iBonds 2030 Term High Yield and Income ETF (IBHJ) and iShares iBonds 2025 Term High Yield & Income ETF (IBHE). 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.


IBHJIBHEDifference
Sharpe ratioReturn per unit of total volatility

-1.71

Sortino ratioReturn per unit of downside risk

-3.68

Omega ratioGain probability vs. loss probability

1.34

2.19

-0.85

Calmar ratioReturn relative to maximum drawdown

2.98

12.78

-9.80

Martin ratioReturn relative to average drawdown

13.41

63.40

-49.99

IBHJ vs. IBHE - Sharpe Ratio Comparison

The current IBHJ Sharpe Ratio is 1.80, which is lower than the IBHE Sharpe Ratio of 3.51. The chart below compares the historical Sharpe Ratios of IBHJ and IBHE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


IBHJIBHEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.80

3.51

-1.71

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.83

Sharpe Ratio (All Time)

Calculated using the full available price history

1.53

0.41

+1.12

Drawdowns

IBHJ vs. IBHE - Drawdown Comparison

The maximum IBHJ drawdown since its inception was -4.93%, smaller than the maximum IBHE drawdown of -26.91%. Use the drawdown chart below to compare losses from any high point for IBHJ and IBHE.


Loading charts...

Drawdown Indicators


IBHJIBHEDifference

Max Drawdown

Largest peak-to-trough decline

-4.93%

-26.91%

+21.98%

Max Drawdown (1Y)

Largest decline over 1 year

-2.46%

-0.22%

-2.24%

Max Drawdown (3Y)

Largest decline over 3 years

-0.94%

Max Drawdown (5Y)

Largest decline over 5 years

-8.51%

Current Drawdown

Current decline from peak

-0.39%

0.00%

-0.39%

Average Drawdown

Average peak-to-trough decline

-0.62%

-1.42%

+0.80%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.54%

0.05%

+0.49%

Volatility

IBHJ vs. IBHE - Volatility Comparison

iShares iBonds 2030 Term High Yield and Income ETF (IBHJ) has a higher volatility of 1.09% compared to iShares iBonds 2025 Term High Yield & Income ETF (IBHE) at 0.00%. This indicates that IBHJ's price experiences larger fluctuations and is considered to be riskier than IBHE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


IBHJIBHEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.09%

0.00%

+1.09%

Volatility (6M)

Calculated over the trailing 6-month period

3.20%

0.39%

+2.81%

Volatility (1Y)

Calculated over the trailing 1-year period

4.07%

0.78%

+3.29%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.95%

4.87%

+1.08%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.95%

11.53%

-5.58%

IBHJ vs. IBHE - Expense Ratio Comparison

Both IBHJ and IBHE have an expense ratio of 0.35%.


Dividends

IBHJ vs. IBHE - Dividend Comparison

IBHJ's dividend yield for the trailing twelve months is around 6.68%, more than IBHE's 2.29% yield.


PositionTTM2025202420232022202120202019
IBHE
iShares iBonds 2025 Term High Yield & Income ETF
2.29%4.53%6.92%7.17%5.77%4.84%5.74%3.73%
IBHJ
iShares iBonds 2030 Term High Yield and Income ETF
6.68%6.64%6.87%3.66%0.00%0.00%0.00%0.00%

Frequently Asked Questions


IBHJ and IBHE have a correlation of 0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IBHJ has higher volatility (1.09%) compared to IBHE (0.00%). In terms of maximum drawdown, IBHJ dropped -4.93% vs IBHE's -26.91%.

On 1-year performance, IBHJ leads with 7.29% vs 2.31% for IBHE. Both ETFs have the same 0.35% expense ratio. On volatility, IBHE has been the lower-risk option at 0.00%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, IBHJ has performed better with a 7.29% return vs 2.31%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IBHJ and IBHE have the same expense ratio: 0.35% per year.

IBHJ has the higher dividend yield at 6.68%, compared with 2.29% for IBHE.

IBHJ tracks Bloomberg 2030 Term High Yield and Income Index - Benchmark TR Gross, while IBHE tracks Bloomberg 2025 Term High Yield and Income Index.

IBHE currently has the higher Sharpe Ratio (3.51 vs 1.80), 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

Find the right allocation for IBHJ and IBHE

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer