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IHY vs. NLR
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IHY vs. NLR - 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 Vectors Uranium+Nuclear Energy ETF (NLR). The values are adjusted to include any dividend payments, if applicable.

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IHY vs. NLR - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IHY
VanEck Vectors International High Yield Bond ETF
-1.31%13.39%3.55%12.11%-14.34%-2.82%8.65%12.77%-4.52%12.54%
NLR
VanEck Vectors Uranium+Nuclear Energy ETF
8.18%56.50%14.26%36.67%2.29%13.63%3.49%0.20%4.94%8.25%

Returns By Period

In the year-to-date period, IHY achieves a -1.31% return, which is significantly lower than NLR's 8.18% return. Over the past 10 years, IHY has underperformed NLR with an annualized return of 4.15%, while NLR has yielded a comparatively higher 13.96% annualized return.


IHY

1D
0.36%
1M
-1.93%
YTD
-1.31%
6M
-0.10%
1Y
8.29%
3Y*
8.02%
5Y*
1.78%
10Y*
4.15%

NLR

1D
0.88%
1M
-12.66%
YTD
8.18%
6M
0.14%
1Y
85.99%
3Y*
37.72%
5Y*
23.55%
10Y*
13.96%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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IHY vs. NLR - Expense Ratio Comparison

IHY has a 0.40% expense ratio, which is lower than NLR's 0.60% expense ratio.


Return for Risk

IHY vs. NLR — Risk / Return Rank

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

IHY
IHY Risk / Return Rank: 6868
Overall Rank
IHY Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
IHY Sortino Ratio Rank: 7272
Sortino Ratio Rank
IHY Omega Ratio Rank: 6767
Omega Ratio Rank
IHY Calmar Ratio Rank: 6666
Calmar Ratio Rank
IHY Martin Ratio Rank: 6363
Martin Ratio Rank

NLR
NLR Risk / Return Rank: 8686
Overall Rank
NLR Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
NLR Sortino Ratio Rank: 9090
Sortino Ratio Rank
NLR Omega Ratio Rank: 8282
Omega Ratio Rank
NLR Calmar Ratio Rank: 9292
Calmar Ratio Rank
NLR Martin Ratio Rank: 7575
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. NLR - 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 Vectors Uranium+Nuclear Energy ETF (NLR). 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.


IHYNLRDifference

Sharpe ratio

Return per unit of total volatility

1.32

2.05

-0.73

Sortino ratio

Return per unit of downside risk

1.89

2.62

-0.73

Omega ratio

Gain probability vs. loss probability

1.26

1.33

-0.07

Calmar ratio

Return relative to maximum drawdown

1.78

3.41

-1.63

Martin ratio

Return relative to average drawdown

6.77

8.20

-1.43

IHY vs. NLR - Sharpe Ratio Comparison

The current IHY Sharpe Ratio is 1.32, which is lower than the NLR Sharpe Ratio of 2.05. The chart below compares the historical Sharpe Ratios of IHY and NLR, 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


IHYNLRDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.32

2.05

-0.73

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.23

0.84

-0.61

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.54

0.60

-0.06

Sharpe Ratio (All Time)

Calculated using the full available price history

0.52

0.18

+0.34

Correlation

The correlation between IHY and NLR is 0.34, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

IHY vs. NLR - Dividend Comparison

IHY's dividend yield for the trailing twelve months is around 5.65%, more than NLR's 2.36% yield.


TTM20252024202320222021202020192018201720162015
IHY
VanEck Vectors International High Yield Bond ETF
5.65%5.31%5.60%5.26%4.97%4.55%4.65%4.86%4.70%4.36%5.11%5.79%
NLR
VanEck Vectors Uranium+Nuclear Energy ETF
2.36%2.55%0.76%4.54%2.02%1.99%2.23%2.21%3.91%4.86%3.62%3.30%

Drawdowns

IHY vs. NLR - Drawdown Comparison

The maximum IHY drawdown since its inception was -27.63%, smaller than the maximum NLR drawdown of -65.05%. Use the drawdown chart below to compare losses from any high point for IHY and NLR.


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Drawdown Indicators


IHYNLRDifference

Max Drawdown

Largest peak-to-trough decline

-27.63%

-65.05%

+37.42%

Max Drawdown (1Y)

Largest decline over 1 year

-4.75%

-25.80%

+21.05%

Max Drawdown (5Y)

Largest decline over 5 years

-27.63%

-30.48%

+2.85%

Max Drawdown (10Y)

Largest decline over 10 years

-27.63%

-34.35%

+6.72%

Current Drawdown

Current decline from peak

-3.33%

-18.26%

+14.93%

Average Drawdown

Average peak-to-trough decline

-5.33%

-35.90%

+30.57%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.25%

10.73%

-9.48%

Volatility

IHY vs. NLR - Volatility Comparison

The current volatility for VanEck Vectors International High Yield Bond ETF (IHY) is 2.51%, while VanEck Vectors Uranium+Nuclear Energy ETF (NLR) has a volatility of 12.53%. This indicates that IHY experiences smaller price fluctuations and is considered to be less risky than NLR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IHYNLRDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.51%

12.53%

-10.02%

Volatility (6M)

Calculated over the trailing 6-month period

3.72%

32.94%

-29.22%

Volatility (1Y)

Calculated over the trailing 1-year period

6.31%

42.20%

-35.89%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.74%

28.16%

-20.42%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.72%

23.38%

-15.66%