PortfoliosLab logoPortfoliosLab logo
IQHI vs. NHYB
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IQHI vs. NHYB - Performance Comparison

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

Loading charts...

Returns By Period

The year-to-date returns for both stocks are quite close, with IQHI having a 2.00% return and NHYB slightly lower at 1.96%.


IQHI

1D
-0.10%
1M
0.55%
YTD
2.00%
6M
2.32%
1Y
7.08%
3Y*
8.57%
5Y*
10Y*

NHYB

1D
-0.12%
1M
0.56%
YTD
1.96%
6M
2.20%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IQHI vs. NHYB - Yearly Performance Comparison


Correlation

The correlation between IQHI and NHYB is 0.58, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (All Time)
Calculated using the full available price history since Sep 24, 2025

0.58

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

IQHI vs. NHYB — Risk / Return Rank

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

IQHI
IQHI Risk / Return Rank: 6363
Overall Rank
IQHI Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
IQHI Sortino Ratio Rank: 6363
Sortino Ratio Rank
IQHI Omega Ratio Rank: 6363
Omega Ratio Rank
IQHI Calmar Ratio Rank: 6060
Calmar Ratio Rank
IQHI Martin Ratio Rank: 6969
Martin Ratio Rank

NHYB

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

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. NHYB - Risk-Adjusted Trends Comparison

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


IQHINHYBDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.37

Calmar ratioReturn relative to maximum drawdown

2.89

Martin ratioReturn relative to average drawdown

12.34

IQHI vs. NHYB - Sharpe Ratio Comparison


Loading charts...

Drawdowns

IQHI vs. NHYB - Drawdown Comparison

The maximum IQHI drawdown since its inception was -4.19%, which is greater than NHYB's maximum drawdown of -2.40%. Use the drawdown chart below to compare losses from any high point for IQHI and NHYB.


Loading charts...

Drawdown Indicators


IQHINHYBDifference

Max Drawdown

Largest peak-to-trough decline

-4.19%

-2.40%

-1.79%

Max Drawdown (1Y)

Largest decline over 1 year

-2.46%

Max Drawdown (3Y)

Largest decline over 3 years

-3.97%

Current Drawdown

Current decline from peak

-0.23%

-0.15%

-0.08%

Average Drawdown

Average peak-to-trough decline

-0.62%

-0.36%

-0.26%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.57%

Volatility

IQHI vs. NHYB - Volatility Comparison


Loading charts...

Volatility by Period


IQHINHYBDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.88%

Volatility (6M)

Calculated over the trailing 6-month period

3.11%

Volatility (1Y)

Calculated over the trailing 1-year period

3.75%

3.65%

+0.10%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.87%

3.65%

+1.22%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.87%

3.65%

+1.22%

IQHI vs. NHYB - Expense Ratio Comparison

IQHI has a 0.40% expense ratio, which is higher than NHYB's 0.08% expense ratio.


Dividends

IQHI vs. NHYB - Dividend Comparison

IQHI's dividend yield for the trailing twelve months is around 7.56%, more than NHYB's 4.24% yield.


PositionTTM2025202420232022
IQHI
IQ MacKay ESG High Income ETF
7.56%7.88%8.83%6.92%1.29%
NHYB
Nuveen High Yield Corporate Bond ETF
4.24%1.28%0.00%0.00%0.00%

Frequently Asked Questions


IQHI and NHYB have a correlation of 0.58, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, NHYB is cheaper at 0.08% per year. The better choice depends on whether you care most about return, fees, risk, or income.

NHYB is cheaper with a 0.08% expense ratio, compared with 0.40% for IQHI.

IQHI has the higher dividend yield at 7.56%, compared with 4.24% for NHYB.

They also come from different issuers: IndexIQ and Nuveen. Their fees differ too: 0.40% for IQHI and 0.08% for NHYB.

Portfolio Optimizer

Find the right allocation for IQHI and NHYB

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer