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MHY vs. HYZD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MHY vs. HYZD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Man Active High Yield ETF (MHY) and WisdomTree Interest Rate Hedged High Yield Bond Fund (HYZD). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, MHY achieves a 3.85% return, which is significantly higher than HYZD's 2.84% return.


MHY

1D
0.31%
1M
1.53%
YTD
3.85%
6M
4.04%
1Y
3Y*
5Y*
10Y*

HYZD

1D
0.12%
1M
0.74%
YTD
2.84%
6M
3.15%
1Y
7.59%
3Y*
8.98%
5Y*
6.16%
10Y*
5.55%
*Multi-year figures are annualized to reflect compound growth (CAGR)

MHY vs. HYZD - Yearly Performance Comparison


Correlation

The correlation between MHY and HYZD is 0.32, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (All Time)
Calculated using the full available price history since Sep 18, 2025

0.32

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Return for Risk

MHY vs. HYZD — Risk / Return Rank

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

MHY

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


HYZD
HYZD Risk / Return Rank: 8686
Overall Rank
HYZD Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
HYZD Sortino Ratio Rank: 9191
Sortino Ratio Rank
HYZD Omega Ratio Rank: 8888
Omega Ratio Rank
HYZD Calmar Ratio Rank: 8080
Calmar Ratio Rank
HYZD Martin Ratio Rank: 8686
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.

MHY vs. HYZD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Man Active High Yield ETF (MHY) and WisdomTree Interest Rate Hedged High Yield Bond Fund (HYZD). 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.


MHYHYZDDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.52

Calmar ratioReturn relative to maximum drawdown

3.99

Martin ratioReturn relative to average drawdown

17.11

MHY vs. HYZD - Sharpe Ratio Comparison


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Drawdowns

MHY vs. HYZD - Drawdown Comparison

The maximum MHY drawdown since its inception was -1.58%, smaller than the maximum HYZD drawdown of -25.66%. Use the drawdown chart below to compare losses from any high point for MHY and HYZD.


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Drawdown Indicators


MHYHYZDDifference

Max Drawdown

Largest peak-to-trough decline

-1.58%

-25.66%

+24.08%

Max Drawdown (1Y)

Largest decline over 1 year

-1.91%

Max Drawdown (3Y)

Largest decline over 3 years

-5.85%

Max Drawdown (5Y)

Largest decline over 5 years

-8.97%

Max Drawdown (10Y)

Largest decline over 10 years

-25.66%

Current Drawdown

Current decline from peak

0.00%

-0.20%

+0.20%

Average Drawdown

Average peak-to-trough decline

-0.29%

-2.20%

+1.91%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.44%

Volatility

MHY vs. HYZD - Volatility Comparison


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Volatility by Period


MHYHYZDDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.08%

Volatility (6M)

Calculated over the trailing 6-month period

2.42%

Volatility (1Y)

Calculated over the trailing 1-year period

2.99%

3.04%

-0.05%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.99%

6.70%

-3.71%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.99%

8.56%

-5.57%

MHY vs. HYZD - Expense Ratio Comparison

MHY has a 0.69% expense ratio, which is higher than HYZD's 0.43% expense ratio.


Dividends

MHY vs. HYZD - Dividend Comparison

MHY's dividend yield for the trailing twelve months is around 3.56%, less than HYZD's 5.87% yield.


PositionTTM20252024202320222021202020192018201720162015
HYZD
WisdomTree Interest Rate Hedged High Yield Bond Fund
5.87%6.05%6.08%5.94%5.14%4.02%5.13%5.50%5.58%4.94%5.07%4.38%
MHY
Man Active High Yield ETF
3.56%3.42%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


MHY and HYZD have a correlation of 0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, HYZD is cheaper at 0.43% per year. The better choice depends on whether you care most about return, fees, risk, or income.

HYZD is cheaper with a 0.43% expense ratio, compared with 0.69% for MHY.

HYZD has the higher dividend yield at 5.87%, compared with 3.56% for MHY.

They also come from different issuers: Man Group and WisdomTree. Their fees differ too: 0.69% for MHY and 0.43% for HYZD.

Portfolio Optimizer

Find the right allocation for MHY and HYZD

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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