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LEND vs. HYGW
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

LEND vs. HYGW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SEI High Yield Bond & Alternative Credit ETF (LEND) and iShares High Yield Corporate Bond Buywrite Strategy ETF (HYGW). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


LEND

1D
-0.04%
1M
0.05%
6M
YTD
1Y
3Y*
5Y*
10Y*

HYGW

1D
-0.07%
1M
0.46%
6M
2.23%
YTD
2.50%
1Y
6.29%
3Y*
5.41%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

LEND vs. HYGW - Yearly Performance Comparison


Correlation

The correlation between LEND and HYGW is 0.50, 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 May 18, 2026

0.50

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Return for Risk

LEND vs. HYGW — Risk / Return Rank

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

LEND

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


HYGW
HYGW Risk / Return Rank: 8787
Overall Rank
HYGW Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
HYGW Sortino Ratio Rank: 8787
Sortino Ratio Rank
HYGW Omega Ratio Rank: 9090
Omega Ratio Rank
HYGW Calmar Ratio Rank: 8282
Calmar Ratio Rank
HYGW Martin Ratio Rank: 9090
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.

LEND vs. HYGW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SEI High Yield Bond & Alternative Credit ETF (LEND) and iShares High Yield Corporate Bond Buywrite Strategy ETF (HYGW). 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.


LENDHYGWDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.46

Calmar ratioReturn relative to maximum drawdown

3.48

Martin ratioReturn relative to average drawdown

15.81

LEND vs. HYGW - Sharpe Ratio Comparison


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Drawdowns

LEND vs. HYGW - Drawdown Comparison

The maximum LEND drawdown since its inception was -0.87%, smaller than the maximum HYGW drawdown of -5.49%. Use the drawdown chart below to compare losses from any high point for LEND and HYGW.


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Drawdown Indicators


LENDHYGWDifference

Max Drawdown

Largest peak-to-trough decline

-0.87%

-5.49%

+4.62%

Max Drawdown (1Y)

Largest decline over 1 year

-1.82%

Max Drawdown (3Y)

Largest decline over 3 years

-3.66%

Current Drawdown

Current decline from peak

-0.38%

-0.07%

-0.31%

Average Drawdown

Average peak-to-trough decline

-0.30%

-0.60%

+0.30%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.40%

Volatility

LEND vs. HYGW - Volatility Comparison


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Volatility by Period


LENDHYGWDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.70%

Volatility (6M)

Calculated over the trailing 6-month period

2.29%

Volatility (1Y)

Calculated over the trailing 1-year period

3.30%

2.89%

+0.41%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.30%

4.63%

-1.33%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.30%

4.63%

-1.33%

LEND vs. HYGW - Expense Ratio Comparison

LEND has a 0.65% expense ratio, which is lower than HYGW's 0.69% expense ratio.


Dividends

LEND vs. HYGW - Dividend Comparison

LEND's dividend yield for the trailing twelve months is around 0.98%, less than HYGW's 10.69% yield.


PositionTTM2025202420232022
HYGW
iShares High Yield Corporate Bond Buywrite Strategy ETF
10.69%12.53%12.30%15.98%8.71%
LEND
SEI High Yield Bond & Alternative Credit ETF
0.98%0.00%0.00%0.00%0.00%

Frequently Asked Questions


LEND and HYGW have a correlation of 0.50, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, LEND is cheaper at 0.65% per year. The better choice depends on whether you care most about return, fees, risk, or income.

LEND is cheaper with a 0.65% expense ratio, compared with 0.69% for HYGW.

HYGW has the higher dividend yield at 10.69%, compared with 0.98% for LEND.

They also come from different issuers: SEI and iShares. Their fees differ too: 0.65% for LEND and 0.69% for HYGW.

Portfolio Optimizer

Find the right allocation for LEND and HYGW

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

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