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OBND vs. BYLD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

OBND vs. BYLD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR Loomis Sayles Opportunistic Bond ETF (OBND) and iShares Yield Optimized Bond ETF (BYLD). 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 investments are quite close, with OBND having a 1.47% return and BYLD slightly higher at 1.50%.


OBND

1D
-0.00%
1M
0.54%
YTD
1.47%
6M
1.42%
1Y
5.74%
3Y*
6.84%
5Y*
10Y*

BYLD

1D
0.04%
1M
0.88%
YTD
1.50%
6M
1.48%
1Y
6.22%
3Y*
6.54%
5Y*
2.21%
10Y*
2.97%
*Multi-year figures are annualized to reflect compound growth (CAGR)

OBND vs. BYLD - Yearly Performance Comparison


2026 (YTD)20252024202320222021
OBND
SPDR Loomis Sayles Opportunistic Bond ETF
1.47%7.85%4.80%9.47%-11.24%0.05%
BYLD
iShares Yield Optimized Bond ETF
1.50%8.41%4.17%8.30%-10.33%-0.03%

Correlation

The correlation between OBND and BYLD is 0.80, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.80

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

0.88

Correlation (All Time)
Calculated using the full available price history since Sep 28, 2021

0.82

The correlation between OBND and BYLD has been stable across timeframes, ranging from 0.80 to 0.88 - a consistent structural relationship.

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Return for Risk

OBND vs. BYLD — Risk / Return Rank

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

OBND
OBND Risk / Return Rank: 5252
Overall Rank
OBND Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
OBND Sortino Ratio Rank: 5656
Sortino Ratio Rank
OBND Omega Ratio Rank: 5454
Omega Ratio Rank
OBND Calmar Ratio Rank: 4444
Calmar Ratio Rank
OBND Martin Ratio Rank: 5454
Martin Ratio Rank

BYLD
BYLD Risk / Return Rank: 5252
Overall Rank
BYLD Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
BYLD Sortino Ratio Rank: 5353
Sortino Ratio Rank
BYLD Omega Ratio Rank: 5151
Omega Ratio Rank
BYLD Calmar Ratio Rank: 4949
Calmar Ratio Rank
BYLD Martin Ratio Rank: 5656
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.

OBND vs. BYLD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR Loomis Sayles Opportunistic Bond ETF (OBND) and iShares Yield Optimized Bond ETF (BYLD). 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.


OBNDBYLDDifference
Sharpe ratioReturn per unit of total volatility

+0.03

Sortino ratioReturn per unit of downside risk

+0.05

Omega ratioGain probability vs. loss probability

1.31

1.31

+0.01

Calmar ratioReturn relative to maximum drawdown

2.00

2.30

-0.30

Martin ratioReturn relative to average drawdown

8.70

9.29

-0.60

OBND vs. BYLD - Sharpe Ratio Comparison

The current OBND Sharpe Ratio is 1.66, which is comparable to the BYLD Sharpe Ratio of 1.62. The chart below compares the historical Sharpe Ratios of OBND and BYLD, 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

OBND vs. BYLD - Drawdown Comparison

The maximum OBND drawdown since its inception was -15.86%, which is greater than BYLD's maximum drawdown of -14.75%. Use the drawdown chart below to compare losses from any high point for OBND and BYLD.


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Drawdown Indicators


OBNDBYLDDifference

Max Drawdown

Largest peak-to-trough decline

-15.86%

-14.75%

-1.11%

Max Drawdown (1Y)

Largest decline over 1 year

-2.88%

-2.71%

-0.17%

Max Drawdown (3Y)

Largest decline over 3 years

-3.17%

-3.94%

+0.77%

Max Drawdown (5Y)

Largest decline over 5 years

-14.65%

Max Drawdown (10Y)

Largest decline over 10 years

-14.75%

Current Drawdown

Current decline from peak

-0.27%

-0.13%

-0.14%

Average Drawdown

Average peak-to-trough decline

-4.36%

-2.50%

-1.86%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.66%

0.67%

-0.01%

Volatility

OBND vs. BYLD - Volatility Comparison

SPDR Loomis Sayles Opportunistic Bond ETF (OBND) and iShares Yield Optimized Bond ETF (BYLD) have volatilities of 1.13% and 1.13%, 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


OBNDBYLDDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.13%

1.13%

0.00%

Volatility (6M)

Calculated over the trailing 6-month period

2.79%

3.06%

-0.27%

Volatility (1Y)

Calculated over the trailing 1-year period

3.48%

3.85%

-0.37%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.66%

5.21%

-0.55%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.66%

5.43%

-0.77%

OBND vs. BYLD - Expense Ratio Comparison

OBND has a 0.55% expense ratio, which is higher than BYLD's 0.17% expense ratio.


Dividends

OBND vs. BYLD - Dividend Comparison

OBND's dividend yield for the trailing twelve months is around 6.27%, more than BYLD's 5.35% yield.


PositionTTM20252024202320222021202020192018201720162015
BYLD
iShares Yield Optimized Bond ETF
5.35%5.32%5.31%4.45%3.39%2.18%3.41%3.67%4.22%3.22%3.14%3.37%
OBND
SPDR Loomis Sayles Opportunistic Bond ETF
6.27%6.26%6.53%6.01%4.56%0.55%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


OBND and BYLD have a correlation of 0.80, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BYLD has higher volatility (1.13%) compared to OBND (1.13%). In terms of maximum drawdown, OBND dropped -15.86% vs BYLD's -14.75%.

On 3-year performance, OBND leads with 6.84% vs 6.54% for BYLD. On fees, BYLD is cheaper at 0.17% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, OBND has performed better with a 6.84% return vs 6.54%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

BYLD is cheaper with a 0.17% expense ratio, compared with 0.55% for OBND.

OBND has the higher dividend yield at 6.27%, compared with 5.35% for BYLD.

OBND is categorized as Nontraditional Bonds, while BYLD is Intermediate Core-Plus Bond. They also come from different issuers: State Street and iShares. Their fees differ too: 0.55% for OBND and 0.17% for BYLD.

OBND currently has the higher Sharpe Ratio (1.66 vs 1.62), 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 OBND and BYLD

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