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IQHI vs. BBHY
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IQHI vs. BBHY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in IQ MacKay ESG High Income ETF (IQHI) and JPMorgan BetaBuilders USD High Yield Corporate Bond ETF (BBHY). The values are adjusted to include any dividend payments, if applicable.

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IQHI vs. BBHY - Yearly Performance Comparison


2026 (YTD)2025202420232022
IQHI
IQ MacKay ESG High Income ETF
0.04%8.59%6.98%12.40%2.78%
BBHY
JPMorgan BetaBuilders USD High Yield Corporate Bond ETF
-0.05%8.51%7.81%11.98%2.38%

Returns By Period

In the year-to-date period, IQHI achieves a 0.04% return, which is significantly higher than BBHY's -0.05% return.


IQHI

1D
0.33%
1M
-0.72%
YTD
0.04%
6M
1.17%
1Y
7.38%
3Y*
7.86%
5Y*
10Y*

BBHY

1D
0.23%
1M
-0.68%
YTD
-0.05%
6M
1.03%
1Y
7.05%
3Y*
8.15%
5Y*
3.98%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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IQHI vs. BBHY - Expense Ratio Comparison

IQHI has a 0.40% expense ratio, which is higher than BBHY's 0.15% expense ratio.


Return for Risk

IQHI vs. BBHY — Risk / Return Rank

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

IQHI
IQHI Risk / Return Rank: 8383
Overall Rank
IQHI Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
IQHI Sortino Ratio Rank: 8686
Sortino Ratio Rank
IQHI Omega Ratio Rank: 8282
Omega Ratio Rank
IQHI Calmar Ratio Rank: 8080
Calmar Ratio Rank
IQHI Martin Ratio Rank: 8383
Martin Ratio Rank

BBHY
BBHY Risk / Return Rank: 7171
Overall Rank
BBHY Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
BBHY Sortino Ratio Rank: 7070
Sortino Ratio Rank
BBHY Omega Ratio Rank: 7777
Omega Ratio Rank
BBHY Calmar Ratio Rank: 6363
Calmar Ratio Rank
BBHY Martin Ratio Rank: 7979
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.

IQHI vs. BBHY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for IQ MacKay ESG High Income ETF (IQHI) and JPMorgan BetaBuilders USD High Yield Corporate Bond ETF (BBHY). 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.


IQHIBBHYDifference

Sharpe ratio

Return per unit of total volatility

1.67

1.24

+0.43

Sortino ratio

Return per unit of downside risk

2.43

1.81

+0.62

Omega ratio

Gain probability vs. loss probability

1.33

1.30

+0.03

Calmar ratio

Return relative to maximum drawdown

2.40

1.68

+0.72

Martin ratio

Return relative to average drawdown

10.02

9.08

+0.94

IQHI vs. BBHY - Sharpe Ratio Comparison

The current IQHI Sharpe Ratio is 1.67, which is higher than the BBHY Sharpe Ratio of 1.24. The chart below compares the historical Sharpe Ratios of IQHI and BBHY, 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


IQHIBBHYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.67

1.24

+0.43

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.55

Sharpe Ratio (All Time)

Calculated using the full available price history

1.84

0.63

+1.22

Correlation

The correlation between IQHI and BBHY is 0.67, 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

IQHI vs. BBHY - Dividend Comparison

IQHI's dividend yield for the trailing twelve months is around 7.74%, more than BBHY's 7.14% yield.


TTM2025202420232022202120202019201820172016
IQHI
IQ MacKay ESG High Income ETF
7.74%7.88%8.83%6.92%1.29%0.00%0.00%0.00%0.00%0.00%0.00%
BBHY
JPMorgan BetaBuilders USD High Yield Corporate Bond ETF
7.14%7.24%7.18%6.49%5.92%4.06%4.73%4.99%5.02%4.81%1.42%

Drawdowns

IQHI vs. BBHY - Drawdown Comparison

The maximum IQHI drawdown since its inception was -4.19%, smaller than the maximum BBHY drawdown of -24.98%. Use the drawdown chart below to compare losses from any high point for IQHI and BBHY.


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Drawdown Indicators


IQHIBBHYDifference

Max Drawdown

Largest peak-to-trough decline

-4.19%

-24.98%

+20.79%

Max Drawdown (1Y)

Largest decline over 1 year

-3.05%

-4.34%

+1.29%

Max Drawdown (5Y)

Largest decline over 5 years

-15.32%

Current Drawdown

Current decline from peak

-1.23%

-1.04%

-0.19%

Average Drawdown

Average peak-to-trough decline

-0.64%

-2.41%

+1.77%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.73%

0.80%

-0.07%

Volatility

IQHI vs. BBHY - Volatility Comparison

The current volatility for IQ MacKay ESG High Income ETF (IQHI) is 1.52%, while JPMorgan BetaBuilders USD High Yield Corporate Bond ETF (BBHY) has a volatility of 2.19%. This indicates that IQHI experiences smaller price fluctuations and is considered to be less risky than BBHY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IQHIBBHYDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.52%

2.19%

-0.67%

Volatility (6M)

Calculated over the trailing 6-month period

2.72%

2.80%

-0.08%

Volatility (1Y)

Calculated over the trailing 1-year period

4.43%

5.73%

-1.30%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.90%

7.25%

-2.35%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.90%

7.58%

-2.68%