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ISHG vs. CONY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ISHG vs. CONY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares 1-3 Year International Treasury Bond ETF (ISHG) and YieldMax COIN Option Income Strategy ETF (CONY). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, ISHG achieves a -1.71% return, which is significantly higher than CONY's -26.79% return.


ISHG

1D
-0.34%
1M
-1.79%
YTD
-1.71%
6M
-1.87%
1Y
-0.16%
3Y*
3.51%
5Y*
-1.12%
10Y*
-0.31%

CONY

1D
-3.16%
1M
-11.77%
YTD
-26.79%
6M
-30.97%
1Y
-49.52%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

ISHG vs. CONY - Yearly Performance Comparison


2026 (YTD)202520242023
ISHG
iShares 1-3 Year International Treasury Bond ETF
-1.71%13.31%-4.16%4.19%
CONY
YieldMax COIN Option Income Strategy ETF
-26.79%-26.34%23.62%76.18%

Correlation

The correlation between ISHG and CONY is 0.24, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.24

Correlation (All Time)
Calculated using the full available price history since Aug 15, 2023

0.21

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Return for Risk

ISHG vs. CONY — Risk / Return Rank

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

ISHG
ISHG Risk / Return Rank: 88
Overall Rank
ISHG Sharpe Ratio Rank: 99
Sharpe Ratio Rank
ISHG Sortino Ratio Rank: 88
Sortino Ratio Rank
ISHG Omega Ratio Rank: 77
Omega Ratio Rank
ISHG Calmar Ratio Rank: 88
Calmar Ratio Rank
ISHG Martin Ratio Rank: 88
Martin Ratio Rank

CONY
CONY Risk / Return Rank: 22
Overall Rank
CONY Sharpe Ratio Rank: 22
Sharpe Ratio Rank
CONY Sortino Ratio Rank: 22
Sortino Ratio Rank
CONY Omega Ratio Rank: 22
Omega Ratio Rank
CONY Calmar Ratio Rank: 22
Calmar Ratio Rank
CONY Martin Ratio Rank: 33
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.

ISHG vs. CONY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares 1-3 Year International Treasury Bond ETF (ISHG) and YieldMax COIN Option Income Strategy ETF (CONY). 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.


ISHGCONYDifference
Sharpe ratioReturn per unit of total volatility

+0.84

Sortino ratioReturn per unit of downside risk

+1.23

Omega ratioGain probability vs. loss probability

1.00

0.86

+0.15

Calmar ratioReturn relative to maximum drawdown

-0.03

-0.78

+0.75

Martin ratioReturn relative to average drawdown

-0.07

-1.24

+1.17

ISHG vs. CONY - Sharpe Ratio Comparison

The current ISHG Sharpe Ratio is -0.02, which is higher than the CONY Sharpe Ratio of -0.86. The chart below compares the historical Sharpe Ratios of ISHG and CONY, 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

ISHG vs. CONY - Drawdown Comparison

The maximum ISHG drawdown since its inception was -37.24%, smaller than the maximum CONY drawdown of -63.57%. Use the drawdown chart below to compare losses from any high point for ISHG and CONY.


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Drawdown Indicators


ISHGCONYDifference

Max Drawdown

Largest peak-to-trough decline

-37.24%

-63.57%

+26.33%

Max Drawdown (1Y)

Largest decline over 1 year

-5.02%

-63.39%

+58.37%

Max Drawdown (3Y)

Largest decline over 3 years

-8.21%

Max Drawdown (5Y)

Largest decline over 5 years

-22.45%

Max Drawdown (10Y)

Largest decline over 10 years

-25.56%

Current Drawdown

Current decline from peak

-23.56%

-58.53%

+34.97%

Average Drawdown

Average peak-to-trough decline

-18.44%

-22.83%

+4.39%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.13%

39.89%

-37.76%

Volatility

ISHG vs. CONY - Volatility Comparison

The current volatility for iShares 1-3 Year International Treasury Bond ETF (ISHG) is 1.78%, while YieldMax COIN Option Income Strategy ETF (CONY) has a volatility of 15.74%. This indicates that ISHG experiences smaller price fluctuations and is considered to be less risky than CONY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ISHGCONYDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.78%

15.74%

-13.96%

Volatility (6M)

Calculated over the trailing 6-month period

4.90%

44.42%

-39.52%

Volatility (1Y)

Calculated over the trailing 1-year period

6.55%

57.79%

-51.24%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.59%

59.89%

-52.30%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.93%

59.89%

-52.96%

ISHG vs. CONY - Expense Ratio Comparison

ISHG has a 0.35% expense ratio, which is lower than CONY's 0.99% expense ratio.


Dividends

ISHG vs. CONY - Dividend Comparison

ISHG's dividend yield for the trailing twelve months is around 1.48%, less than CONY's 204.97% yield.


PositionTTM20252024202320222021202020192018201720162015
CONY
YieldMax COIN Option Income Strategy ETF
204.97%192.07%155.66%16.43%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
ISHG
iShares 1-3 Year International Treasury Bond ETF
1.48%1.45%2.56%0.18%0.00%1.29%0.00%0.00%1.80%0.46%0.00%0.09%

Frequently Asked Questions


ISHG and CONY have a correlation of 0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CONY has higher volatility (15.74%) compared to ISHG (1.78%). In terms of maximum drawdown, ISHG dropped -37.24% vs CONY's -63.57%.

On 1-year performance, ISHG leads with -0.16% vs -49.52% for CONY. On fees, ISHG is cheaper at 0.35% per year. On volatility, ISHG has been the lower-risk option at 1.78%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, ISHG has performed better with a -0.16% return vs -49.52%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

ISHG is cheaper with a 0.35% expense ratio, compared with 0.99% for CONY.

CONY has the higher dividend yield at 204.97%, compared with 1.48% for ISHG.

ISHG is categorized as International Government Bonds, while CONY is Derivative Income. They also come from different issuers: iShares and YieldMax. Their fees differ too: 0.35% for ISHG and 0.99% for CONY.

ISHG currently has the higher Sharpe Ratio (-0.02 vs -0.86), 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 ISHG and CONY

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