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IGEB vs. HYDB
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IGEB vs. HYDB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Investment Grade Bond Factor ETF (IGEB) and iShares High Yield Bond Factor ETF (HYDB). The values are adjusted to include any dividend payments, if applicable.

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IGEB vs. HYDB - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IGEB
iShares Investment Grade Bond Factor ETF
-0.52%8.17%3.10%9.56%-14.85%-1.14%11.23%15.42%-2.05%1.53%
HYDB
iShares High Yield Bond Factor ETF
-0.64%8.10%9.11%14.02%-9.99%5.14%7.39%16.13%-3.18%3.38%

Returns By Period

In the year-to-date period, IGEB achieves a -0.52% return, which is significantly higher than HYDB's -0.64% return.


IGEB

1D
0.51%
1M
-1.90%
YTD
-0.52%
6M
0.32%
1Y
5.18%
3Y*
5.36%
5Y*
1.21%
10Y*

HYDB

1D
0.95%
1M
-1.56%
YTD
-0.64%
6M
0.62%
1Y
6.05%
3Y*
8.82%
5Y*
4.50%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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IGEB vs. HYDB - Expense Ratio Comparison

IGEB has a 0.18% expense ratio, which is lower than HYDB's 0.35% expense ratio.


Return for Risk

IGEB vs. HYDB — Risk / Return Rank

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

IGEB
IGEB Risk / Return Rank: 6060
Overall Rank
IGEB Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
IGEB Sortino Ratio Rank: 5656
Sortino Ratio Rank
IGEB Omega Ratio Rank: 5252
Omega Ratio Rank
IGEB Calmar Ratio Rank: 7070
Calmar Ratio Rank
IGEB Martin Ratio Rank: 6161
Martin Ratio Rank

HYDB
HYDB Risk / Return Rank: 6161
Overall Rank
HYDB Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
HYDB Sortino Ratio Rank: 6060
Sortino Ratio Rank
HYDB Omega Ratio Rank: 6868
Omega Ratio Rank
HYDB Calmar Ratio Rank: 5454
Calmar Ratio Rank
HYDB Martin Ratio Rank: 6565
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.

IGEB vs. HYDB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Investment Grade Bond Factor ETF (IGEB) and iShares High Yield Bond Factor ETF (HYDB). 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.


IGEBHYDBDifference

Sharpe ratio

Return per unit of total volatility

1.02

1.03

-0.01

Sortino ratio

Return per unit of downside risk

1.42

1.48

-0.06

Omega ratio

Gain probability vs. loss probability

1.19

1.24

-0.05

Calmar ratio

Return relative to maximum drawdown

1.74

1.28

+0.46

Martin ratio

Return relative to average drawdown

5.88

6.19

-0.31

IGEB vs. HYDB - Sharpe Ratio Comparison

The current IGEB Sharpe Ratio is 1.02, which is comparable to the HYDB Sharpe Ratio of 1.03. The chart below compares the historical Sharpe Ratios of IGEB and HYDB, 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


IGEBHYDBDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.02

1.03

-0.01

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.18

0.64

-0.46

Sharpe Ratio (All Time)

Calculated using the full available price history

0.48

0.69

-0.21

Correlation

The correlation between IGEB and HYDB is 0.46, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

IGEB vs. HYDB - Dividend Comparison

IGEB's dividend yield for the trailing twelve months is around 4.99%, less than HYDB's 7.20% yield.


TTM202520242023202220212020201920182017
IGEB
iShares Investment Grade Bond Factor ETF
4.99%4.92%5.09%4.60%3.64%3.84%3.78%5.61%3.59%1.62%
HYDB
iShares High Yield Bond Factor ETF
7.20%7.04%6.95%7.00%6.30%4.70%5.81%5.68%6.16%2.70%

Drawdowns

IGEB vs. HYDB - Drawdown Comparison

The maximum IGEB drawdown since its inception was -21.13%, roughly equal to the maximum HYDB drawdown of -21.58%. Use the drawdown chart below to compare losses from any high point for IGEB and HYDB.


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Drawdown Indicators


IGEBHYDBDifference

Max Drawdown

Largest peak-to-trough decline

-21.13%

-21.58%

+0.45%

Max Drawdown (1Y)

Largest decline over 1 year

-3.06%

-4.84%

+1.78%

Max Drawdown (5Y)

Largest decline over 5 years

-21.13%

-14.28%

-6.85%

Current Drawdown

Current decline from peak

-1.95%

-1.80%

-0.15%

Average Drawdown

Average peak-to-trough decline

-4.97%

-2.43%

-2.54%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.91%

1.00%

-0.09%

Volatility

IGEB vs. HYDB - Volatility Comparison

iShares Investment Grade Bond Factor ETF (IGEB) and iShares High Yield Bond Factor ETF (HYDB) have volatilities of 2.13% and 2.22%, 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


IGEBHYDBDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.13%

2.22%

-0.09%

Volatility (6M)

Calculated over the trailing 6-month period

2.89%

2.91%

-0.02%

Volatility (1Y)

Calculated over the trailing 1-year period

5.09%

5.89%

-0.80%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.71%

7.02%

-0.31%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.56%

7.82%

-1.26%