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JNK vs. HYLB
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

JNK vs. HYLB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR Barclays High Yield Bond ETF (JNK) and Xtrackers USD High Yield Corporate Bond ETF (HYLB). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both stocks are quite close, with JNK having a 1.73% return and HYLB slightly lower at 1.72%.


JNK

1D
0.04%
1M
0.35%
YTD
1.73%
6M
2.36%
1Y
7.72%
3Y*
8.70%
5Y*
3.77%
10Y*
5.03%

HYLB

1D
0.12%
1M
0.26%
YTD
1.72%
6M
2.29%
1Y
7.24%
3Y*
8.78%
5Y*
4.11%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

JNK vs. HYLB - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
JNK
SPDR Barclays High Yield Bond ETF
1.73%8.76%7.71%12.42%-12.19%4.00%4.95%14.88%-3.28%6.49%
HYLB
Xtrackers USD High Yield Corporate Bond ETF
1.72%8.74%8.14%12.03%-10.80%3.94%5.04%14.06%-1.80%6.00%

Correlation

The correlation between JNK and HYLB is 0.98 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


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

0.98

Correlation (3Y)
Calculated over the trailing 3-year period

0.99

Correlation (5Y)
Calculated over the trailing 5-year period

0.99

Correlation (All Time)
Calculated using the full available price history since Dec 8, 2016

0.96

The correlation between JNK and HYLB has been stable across timeframes, ranging from 0.96 to 0.99 - a consistent structural relationship.

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Return for Risk

JNK vs. HYLB — Risk / Return Rank

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

JNK
JNK Risk / Return Rank: 6464
Overall Rank
JNK Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
JNK Sortino Ratio Rank: 6666
Sortino Ratio Rank
JNK Omega Ratio Rank: 6464
Omega Ratio Rank
JNK Calmar Ratio Rank: 6161
Calmar Ratio Rank
JNK Martin Ratio Rank: 7171
Martin Ratio Rank

HYLB
HYLB Risk / Return Rank: 6464
Overall Rank
HYLB Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
HYLB Sortino Ratio Rank: 6363
Sortino Ratio Rank
HYLB Omega Ratio Rank: 6464
Omega Ratio Rank
HYLB Calmar Ratio Rank: 6363
Calmar Ratio Rank
HYLB Martin Ratio Rank: 7272
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.

JNK vs. HYLB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR Barclays High Yield Bond ETF (JNK) and Xtrackers USD High Yield Corporate Bond ETF (HYLB). 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.


JNKHYLBDifference

Sharpe ratio

Return per unit of total volatility

2.03

1.97

+0.07

Sortino ratio

Return per unit of downside risk

3.09

2.98

+0.11

Omega ratio

Gain probability vs. loss probability

1.39

1.39

0.00

Calmar ratio

Return relative to maximum drawdown

3.08

3.19

-0.11

Martin ratio

Return relative to average drawdown

13.61

13.74

-0.12

JNK vs. HYLB - Sharpe Ratio Comparison

The current JNK Sharpe Ratio is 2.03, which is comparable to the HYLB Sharpe Ratio of 1.97. The chart below compares the historical Sharpe Ratios of JNK and HYLB, 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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Sharpe Ratios by Period


JNKHYLBDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.03

1.97

+0.07

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.50

0.55

-0.05

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.61

Sharpe Ratio (All Time)

Calculated using the full available price history

0.42

0.58

-0.16

Drawdowns

JNK vs. HYLB - Drawdown Comparison

The maximum JNK drawdown since its inception was -38.48%, which is greater than HYLB's maximum drawdown of -22.91%. Use the drawdown chart below to compare losses from any high point for JNK and HYLB.


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Drawdown Indicators


JNKHYLBDifference

Max Drawdown

Largest peak-to-trough decline

-38.48%

-22.91%

-15.57%

Max Drawdown (1Y)

Largest decline over 1 year

-2.51%

-2.27%

-0.24%

Max Drawdown (3Y)

Largest decline over 3 years

-5.02%

-4.51%

-0.51%

Max Drawdown (5Y)

Largest decline over 5 years

-16.67%

-15.54%

-1.13%

Max Drawdown (10Y)

Largest decline over 10 years

-22.89%

Current Drawdown

Current decline from peak

-0.04%

-0.02%

-0.02%

Average Drawdown

Average peak-to-trough decline

-3.70%

-2.43%

-1.27%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.57%

0.53%

+0.04%

Volatility

JNK vs. HYLB - Volatility Comparison

SPDR Barclays High Yield Bond ETF (JNK) and Xtrackers USD High Yield Corporate Bond ETF (HYLB) have volatilities of 1.16% and 1.22%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


JNKHYLBDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.16%

1.22%

-0.06%

Volatility (6M)

Calculated over the trailing 6-month period

2.96%

2.93%

+0.03%

Volatility (1Y)

Calculated over the trailing 1-year period

3.81%

3.70%

+0.11%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.54%

7.47%

+0.07%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.31%

8.18%

+0.13%

JNK vs. HYLB - Expense Ratio Comparison

JNK has a 0.40% expense ratio, which is higher than HYLB's 0.15% expense ratio.


Dividends

JNK vs. HYLB - Dividend Comparison

JNK's dividend yield for the trailing twelve months is around 6.61%, more than HYLB's 6.48% yield.


PositionTTM20252024202320222021202020192018201720162015
HYLB
Xtrackers USD High Yield Corporate Bond ETF
6.48%6.29%6.31%5.84%5.53%4.45%5.22%5.71%5.95%5.85%0.27%0.00%
JNK
SPDR Barclays High Yield Bond ETF
6.61%6.54%6.63%6.38%6.06%4.27%5.11%5.44%5.90%5.60%6.06%6.59%

Frequently Asked Questions


With a correlation of 0.98, JNK and HYLB move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

HYLB has higher volatility (1.22%) compared to JNK (1.16%). In terms of maximum drawdown, JNK dropped -38.48% vs HYLB's -22.91%.

On 5-year performance, HYLB leads with 4.11% vs 3.77% for JNK. On fees, HYLB is cheaper at 0.15% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, HYLB has performed better with a 4.11% return vs 3.77%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

HYLB is cheaper with a 0.15% expense ratio, compared with 0.40% for JNK.

JNK has the higher dividend yield at 6.61%, compared with 6.48% for HYLB.

JNK tracks Barclays Capital High Yield Very Liquid Index, while HYLB tracks Solactive USD High Yield Corporates Total Market Index. They also come from different issuers: State Street and DWS. Their fees differ too: 0.40% for JNK and 0.15% for HYLB.

JNK currently has the higher Sharpe Ratio (2.03 vs 1.97), 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.

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