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IBHM vs. SCYB
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IBHM vs. SCYB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares iBonds 2033 Term High Yield and Income ETF (IBHM) and Schwab High Yield Bond ETF (SCYB). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


IBHM

1D
-0.08%
1M
-0.73%
6M
YTD
1Y
3Y*
5Y*
10Y*
ALL TIME*

SCYB

1D
0.08%
1M
-0.27%
6M
1.11%
YTD
1.87%
1Y
5.41%
3Y*
8.22%
5Y*
10Y*
ALL TIME*
8.43%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$89.93K$107.48K$111.05K
$27.25M$28.58M$31.43M

IBHM vs. SCYB - Yearly Performance Comparison


Correlation

The correlation between IBHM and SCYB is 0.89, meaning they have usually moved in the same direction, including during past declines.


Correlation
Correlation (All Time)
Calculated using the full available price history since Mar 26, 2026

0.89

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Return for Risk

IBHM vs. SCYB — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

IBHM

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.


SCYB
SCYB Risk / Return Rank: 6767
Overall Rank
SCYB Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
SCYB Sortino Ratio Rank: 6666
Sortino Ratio Rank
SCYB Omega Ratio Rank: 6666
Omega Ratio Rank
SCYB Calmar Ratio Rank: 6464
Calmar Ratio Rank
SCYB Martin Ratio Rank: 7777
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

IBHM vs. SCYB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares iBonds 2033 Term High Yield and Income ETF (IBHM) and Schwab High Yield Bond ETF (SCYB). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


IBHMSCYBDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.28

Calmar ratioReturn relative to maximum drawdown

2.21

Martin ratioReturn relative to average drawdown

9.67

IBHM vs. SCYB - Sharpe Ratio Comparison


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Drawdowns

IBHM vs. SCYB - Drawdown Comparison

The maximum IBHM drawdown since its inception was -1.67%, smaller than the maximum SCYB drawdown of -4.92%. Use the drawdown chart below to compare losses from any high point for IBHM and SCYB.


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Drawdown Indicators


IBHMSCYBDifference

Max Drawdown

Largest peak-to-trough decline

-1.67%

-4.92%

+3.25%

Max Drawdown (1Y)

Largest decline over 1 year

-2.44%

Max Drawdown (3Y)

Largest decline over 3 years

-4.92%

Current Drawdown

Current decline from peak

-0.81%

-0.46%

-0.35%

Average Drawdown

Average peak-to-trough decline

-0.41%

-0.50%

+0.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.56%

Volatility

IBHM vs. SCYB - Volatility Comparison


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Volatility by Period


IBHMSCYBDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.74%

Volatility (6M)

Calculated over the trailing 6-month period

3.04%

Volatility (1Y)

Calculated over the trailing 1-year period

4.73%

3.75%

+0.98%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.73%

5.04%

-0.31%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.73%

5.04%

-0.31%

IBHM vs. SCYB - Expense Ratio Comparison

IBHM has a 0.35% expense ratio, which is higher than SCYB's 0.03% expense ratio.


Dividends

IBHM vs. SCYB - Dividend Comparison

IBHM's dividend yield for the trailing twelve months is around 1.58%, less than SCYB's 6.94% yield.


PositionTTM202520242023
IBHM
iShares iBonds 2033 Term High Yield and Income ETF
1.58%0.00%0.00%0.00%
SCYB
Schwab High Yield Bond ETF
6.31%6.99%7.06%3.36%

Frequently Asked Questions


IBHM and SCYB have a correlation of 0.89, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SCYB is cheaper at 0.03% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SCYB is cheaper with a 0.03% expense ratio, compared with 0.35% for IBHM.

SCYB has the higher dividend yield at 6.31%, compared with 1.58% for IBHM.

IBHM tracks Bloomberg 2033 Term High Yield and Income Index, while SCYB tracks ICE BofA US Cash Pay High Yield Constrained Index. They also come from different issuers: iShares and Charles Schwab. Their fees differ too: 0.35% for IBHM and 0.03% for SCYB.

Portfolio Optimizer

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