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IBHL vs. YLD
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IBHL vs. YLD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares iBonds 2032 Term High Yield and Income ETF (IBHL) and Principal Active High Yield ETF (YLD). The values are adjusted to include any dividend payments, if applicable.

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IBHL vs. YLD - Yearly Performance Comparison


Returns By Period

In the year-to-date period, IBHL achieves a -0.88% return, which is significantly lower than YLD's 0.96% return.


IBHL

1D
1.09%
1M
-1.60%
YTD
-0.88%
6M
0.91%
1Y
7.64%
3Y*
5Y*
10Y*

YLD

1D
1.17%
1M
-0.31%
YTD
0.96%
6M
1.18%
1Y
6.99%
3Y*
8.54%
5Y*
4.95%
10Y*
5.97%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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IBHL vs. YLD - Expense Ratio Comparison

IBHL has a 0.35% expense ratio, which is lower than YLD's 0.39% expense ratio.


Return for Risk

IBHL vs. YLD — Risk / Return Rank

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

IBHL
IBHL Risk / Return Rank: 7777
Overall Rank
IBHL Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
IBHL Sortino Ratio Rank: 7777
Sortino Ratio Rank
IBHL Omega Ratio Rank: 7777
Omega Ratio Rank
IBHL Calmar Ratio Rank: 7676
Calmar Ratio Rank
IBHL Martin Ratio Rank: 8080
Martin Ratio Rank

YLD
YLD Risk / Return Rank: 6767
Overall Rank
YLD Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
YLD Sortino Ratio Rank: 6464
Sortino Ratio Rank
YLD Omega Ratio Rank: 7070
Omega Ratio Rank
YLD Calmar Ratio Rank: 6363
Calmar Ratio Rank
YLD Martin Ratio Rank: 7878
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.

IBHL vs. YLD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares iBonds 2032 Term High Yield and Income ETF (IBHL) and Principal Active High Yield ETF (YLD). 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.


IBHLYLDDifference

Sharpe ratio

Return per unit of total volatility

1.38

1.08

+0.30

Sortino ratio

Return per unit of downside risk

2.02

1.60

+0.43

Omega ratio

Gain probability vs. loss probability

1.30

1.25

+0.05

Calmar ratio

Return relative to maximum drawdown

2.10

1.56

+0.54

Martin ratio

Return relative to average drawdown

9.10

8.21

+0.89

IBHL vs. YLD - Sharpe Ratio Comparison

The current IBHL Sharpe Ratio is 1.38, which is comparable to the YLD Sharpe Ratio of 1.08. The chart below compares the historical Sharpe Ratios of IBHL and YLD, 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


IBHLYLDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.38

1.08

+0.30

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.78

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.73

Sharpe Ratio (All Time)

Calculated using the full available price history

1.34

0.63

+0.71

Correlation

The correlation between IBHL and YLD is 0.73, 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

IBHL vs. YLD - Dividend Comparison

IBHL's dividend yield for the trailing twelve months is around 6.00%, less than YLD's 7.30% yield.


TTM20252024202320222021202020192018201720162015
IBHL
iShares iBonds 2032 Term High Yield and Income ETF
6.00%4.90%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
YLD
Principal Active High Yield ETF
7.30%7.33%7.12%6.46%6.51%3.92%4.40%4.81%5.42%6.28%4.47%2.56%

Drawdowns

IBHL vs. YLD - Drawdown Comparison

The maximum IBHL drawdown since its inception was -3.70%, smaller than the maximum YLD drawdown of -28.34%. Use the drawdown chart below to compare losses from any high point for IBHL and YLD.


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Drawdown Indicators


IBHLYLDDifference

Max Drawdown

Largest peak-to-trough decline

-3.70%

-28.34%

+24.64%

Max Drawdown (1Y)

Largest decline over 1 year

-3.70%

-4.42%

+0.72%

Max Drawdown (5Y)

Largest decline over 5 years

-13.89%

Max Drawdown (10Y)

Largest decline over 10 years

-28.34%

Current Drawdown

Current decline from peak

-1.83%

-0.77%

-1.06%

Average Drawdown

Average peak-to-trough decline

-0.45%

-2.74%

+2.29%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.85%

0.84%

+0.01%

Volatility

IBHL vs. YLD - Volatility Comparison

iShares iBonds 2032 Term High Yield and Income ETF (IBHL) and Principal Active High Yield ETF (YLD) have volatilities of 2.41% and 2.39%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IBHLYLDDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.41%

2.39%

+0.02%

Volatility (6M)

Calculated over the trailing 6-month period

3.06%

3.40%

-0.34%

Volatility (1Y)

Calculated over the trailing 1-year period

5.56%

6.50%

-0.94%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.56%

6.38%

-0.82%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.56%

8.26%

-2.70%