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IHY vs. HODL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IHY vs. HODL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VanEck Vectors International High Yield Bond ETF (IHY) and VanEck Bitcoin Trust (HODL). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IHY achieves a 0.65% return, which is significantly higher than HODL's -31.58% return.


IHY

1D
-0.18%
1M
0.01%
YTD
0.65%
6M
0.37%
1Y
4.89%
3Y*
8.50%
5Y*
1.72%
10Y*
4.19%

HODL

1D
-3.97%
1M
-21.08%
YTD
-31.58%
6M
-31.41%
1Y
-43.43%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IHY vs. HODL - Yearly Performance Comparison


2026 (YTD)20252024
IHY
VanEck Vectors International High Yield Bond ETF
0.65%13.39%4.49%
HODL
VanEck Bitcoin Trust
-31.58%-6.42%91.50%

Correlation

The correlation between IHY and HODL is 0.29, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.29

Correlation (All Time)
Calculated using the full available price history since Jan 11, 2024

0.29

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Return for Risk

IHY vs. HODL — Risk / Return Rank

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

IHY
IHY Risk / Return Rank: 2626
Overall Rank
IHY Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
IHY Sortino Ratio Rank: 2727
Sortino Ratio Rank
IHY Omega Ratio Rank: 2525
Omega Ratio Rank
IHY Calmar Ratio Rank: 2323
Calmar Ratio Rank
IHY Martin Ratio Rank: 2828
Martin Ratio Rank

HODL
HODL Risk / Return Rank: 22
Overall Rank
HODL Sharpe Ratio Rank: 11
Sharpe Ratio Rank
HODL Sortino Ratio Rank: 22
Sortino Ratio Rank
HODL Omega Ratio Rank: 22
Omega Ratio Rank
HODL Calmar Ratio Rank: 22
Calmar Ratio Rank
HODL Martin Ratio Rank: 22
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.

IHY vs. HODL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VanEck Vectors International High Yield Bond ETF (IHY) and VanEck Bitcoin Trust (HODL). 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.


IHYHODLDifference
Sharpe ratioReturn per unit of total volatility

+1.89

Sortino ratioReturn per unit of downside risk

+2.83

Omega ratioGain probability vs. loss probability

1.16

0.84

+0.32

Calmar ratioReturn relative to maximum drawdown

1.03

-0.83

+1.86

Martin ratioReturn relative to average drawdown

3.67

-1.42

+5.08

IHY vs. HODL - Sharpe Ratio Comparison

The current IHY Sharpe Ratio is 0.91, which is higher than the HODL Sharpe Ratio of -0.99. The chart below compares the historical Sharpe Ratios of IHY and HODL, 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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Drawdowns

IHY vs. HODL - Drawdown Comparison

The maximum IHY drawdown since its inception was -27.63%, smaller than the maximum HODL drawdown of -52.32%. Use the drawdown chart below to compare losses from any high point for IHY and HODL.


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Drawdown Indicators


IHYHODLDifference

Max Drawdown

Largest peak-to-trough decline

-27.63%

-52.32%

+24.69%

Max Drawdown (1Y)

Largest decline over 1 year

-4.75%

-52.32%

+47.57%

Max Drawdown (3Y)

Largest decline over 3 years

-4.75%

Max Drawdown (5Y)

Largest decline over 5 years

-26.91%

Max Drawdown (10Y)

Largest decline over 10 years

-27.63%

Current Drawdown

Current decline from peak

-1.41%

-52.32%

+50.91%

Average Drawdown

Average peak-to-trough decline

-5.26%

-16.84%

+11.58%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.34%

30.66%

-29.32%

Volatility

IHY vs. HODL - Volatility Comparison

The current volatility for VanEck Vectors International High Yield Bond ETF (IHY) is 1.46%, while VanEck Bitcoin Trust (HODL) has a volatility of 13.35%. This indicates that IHY experiences smaller price fluctuations and is considered to be less risky than HODL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IHYHODLDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.46%

13.35%

-11.89%

Volatility (6M)

Calculated over the trailing 6-month period

4.03%

34.55%

-30.52%

Volatility (1Y)

Calculated over the trailing 1-year period

5.42%

44.27%

-38.85%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.75%

49.92%

-42.17%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.65%

49.92%

-42.27%

IHY vs. HODL - Expense Ratio Comparison

IHY has a 0.40% expense ratio, which is higher than HODL's 0.25% expense ratio.


Dividends

IHY vs. HODL - Dividend Comparison

IHY's dividend yield for the trailing twelve months is around 5.71%, while HODL has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
HODL
VanEck Bitcoin Trust
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
IHY
VanEck Vectors International High Yield Bond ETF
5.71%5.31%5.60%5.26%4.97%4.55%4.65%4.86%4.70%4.36%5.11%5.79%

Frequently Asked Questions


IHY and HODL have a correlation of 0.29, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

HODL has higher volatility (13.35%) compared to IHY (1.46%). In terms of maximum drawdown, IHY dropped -27.63% vs HODL's -52.32%.

On 1-year performance, IHY leads with 4.89% vs -43.43% for HODL. On fees, HODL is cheaper at 0.25% per year. On volatility, IHY has been the lower-risk option at 1.46%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, IHY has performed better with a 4.89% return vs -43.43%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

HODL is cheaper with a 0.25% expense ratio, compared with 0.40% for IHY.

IHY has the higher dividend yield at 5.71%, compared with 0.00% for HODL.

IHY is categorized as High Yield Bonds, while HODL is Cryptocurrency. IHY tracks Bank of America Merrill Lynch Global Ex-­‐US Issuers High Yield Constrained Index, while HODL tracks CME CF Bitcoin Reference Rate - New York Variant. Their fees differ too: 0.40% for IHY and 0.25% for HODL.

IHY currently has the higher Sharpe Ratio (0.91 vs -0.99), 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 IHY and HODL

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