MYHA vs. YLD

Last updated Jul 17, 2026

MYHA (State Street My2027 High Yield Corporate Bond ETF) and YLD (Principal Active High Yield ETF) are both High Yield Bonds funds. Both are actively managed. A 0.71 correlation means they provide meaningful diversification when combined. Both charge a 0.39% expense ratio.

Performance

MYHA vs. YLD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in State Street My2027 High Yield Corporate Bond ETF (MYHA) and Principal Active High Yield ETF (YLD). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

MYHA

• 1D: 0.00%
• 1M: 0.26%
• 6M: —
• YTD: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

YLD

• 1D: 0.11%
• 1M: 0.03%
• 6M: 2.89%
• YTD: 3.38%
• 1Y: 6.14%
• 3Y*: 8.39%
• 5Y*: 4.80%
• 10Y*: 5.49%

*Multi-year figures are annualized to reflect compound growth (CAGR)

MYHA vs. YLD - Yearly Performance Comparison

	2026 (YTD)
MYHA State Street My2027 High Yield Corporate Bond ETF	1.59%
YLD Principal Active High Yield ETF	1.98%

Correlation

The correlation between MYHA and YLD is 0.71, 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 Feb 26, 2026	0.71

Return for Risk

MYHA vs. YLD — Risk / Return Rank

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

MYHA

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

YLD

YLD Risk / Return Rank: 60
YLD Sharpe Ratio Rank: 49
YLD Sortino Ratio Rank: 53
YLD Omega Ratio Rank: 49
YLD Calmar Ratio Rank: 76
YLD Martin Ratio Rank: 74

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.

MYHA vs. YLD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for State Street My2027 High Yield Corporate Bond ETF (MYHA) and Principal Active High Yield ETF (YLD). 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.

	MYHA	YLD	Difference
Sharpe ratio: Return per unit of total volatility	—	1.40	—
Sortino ratio: Return per unit of downside risk	—	2.11	—
Omega ratio: Gain probability vs. loss probability	—	1.26	—
Calmar ratio: Return relative to maximum drawdown	—	3.12	—
Martin ratio: Return relative to average drawdown	—	10.73	—

Drawdowns

MYHA vs. YLD - Drawdown Comparison

The maximum MYHA drawdown since its inception was -0.69%, smaller than the maximum YLD drawdown of -28.34%. Use the drawdown chart below to compare losses from any high point for MYHA and YLD.

Drawdown Indicators

	MYHA	YLD	Difference
Max Drawdown Largest peak-to-trough decline	-0.69%	-28.34%	+27.65%
Max Drawdown (1Y) Largest decline over 1 year	—	-1.98%	—
Max Drawdown (3Y) Largest decline over 3 years	—	-5.62%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-13.89%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-28.34%	—
Current Drawdown Current decline from peak	0.00%	-0.11%	+0.11%
Average Drawdown Average peak-to-trough decline	-0.11%	-2.68%	+2.57%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	0.57%	—

Volatility

Volatility by Period

	MYHA	YLD	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	1.09%	—
Volatility (6M) Calculated over the trailing 6-month period	—	3.52%	—
Volatility (1Y) Calculated over the trailing 1-year period	1.81%	4.41%	-2.60%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	1.81%	6.40%	-4.59%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	1.81%	8.15%	-6.34%

MYHA vs. YLD - Expense Ratio Comparison

Both MYHA and YLD have an expense ratio of 0.39%.

Dividends

MYHA vs. YLD - Dividend Comparison

MYHA's dividend yield for the trailing twelve months is around 2.06%, less than YLD's 7.27% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
MYHA State Street My2027 High Yield Corporate Bond ETF	2.06%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
YLD Principal Active High Yield ETF	7.27%	7.33%	7.12%	6.46%	6.51%	3.92%	4.40%	4.81%	5.42%	6.28%	4.47%	2.56%

Frequently Asked Questions

Can I hold both MYHA and YLD in my portfolio?

MYHA and YLD have a correlation of 0.71, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, MYHA or YLD?

Both ETFs have the same 0.39% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, MYHA or YLD?

MYHA and YLD have the same expense ratio: 0.39% per year.

Which ETF pays a higher dividend yield, MYHA or YLD?

YLD has the higher dividend yield at 7.27%, compared with 2.06% for MYHA.

What is the main difference between MYHA and YLD?

They also come from different issuers: State Street and Principal.