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ONLN vs. HYG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ONLN vs. HYG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares Online Retail ETF (ONLN) and iShares iBoxx $ High Yield Corporate Bond ETF (HYG). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, ONLN achieves a -8.58% return, which is significantly lower than HYG's 1.56% return.


ONLN

1D
0.99%
1M
-5.60%
YTD
-8.58%
6M
-9.03%
1Y
10.27%
3Y*
19.82%
5Y*
-7.66%
10Y*

HYG

1D
-0.09%
1M
0.46%
YTD
1.56%
6M
1.74%
1Y
5.93%
3Y*
8.75%
5Y*
3.68%
10Y*
5.00%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ONLN vs. HYG - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
ONLN
ProShares Online Retail ETF
-8.58%33.03%24.85%27.37%-50.07%-25.22%111.82%19.93%-24.66%
HYG
iShares iBoxx $ High Yield Corporate Bond ETF
1.56%8.59%7.97%11.54%-10.98%3.76%4.47%14.09%-2.65%

Correlation

The correlation between ONLN and HYG is 0.54, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.54

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

0.58

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

0.61

Correlation (All Time)
Calculated using the full available price history since Jul 16, 2018

0.59

The correlation between ONLN and HYG has been stable across timeframes, ranging from 0.54 to 0.61 - a consistent structural relationship.

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Return for Risk

ONLN vs. HYG — Risk / Return Rank

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

ONLN
ONLN Risk / Return Rank: 1515
Overall Rank
ONLN Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
ONLN Sortino Ratio Rank: 1515
Sortino Ratio Rank
ONLN Omega Ratio Rank: 1414
Omega Ratio Rank
ONLN Calmar Ratio Rank: 1515
Calmar Ratio Rank
ONLN Martin Ratio Rank: 1515
Martin Ratio Rank

HYG
HYG Risk / Return Rank: 5252
Overall Rank
HYG Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
HYG Sortino Ratio Rank: 4848
Sortino Ratio Rank
HYG Omega Ratio Rank: 4747
Omega Ratio Rank
HYG Calmar Ratio Rank: 5353
Calmar Ratio Rank
HYG Martin Ratio Rank: 6464
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.

ONLN vs. HYG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Online Retail ETF (ONLN) and iShares iBoxx $ High Yield Corporate Bond ETF (HYG). 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.


ONLNHYGDifference
Sharpe ratioReturn per unit of total volatility

-1.11

Sortino ratioReturn per unit of downside risk

-1.58

Omega ratioGain probability vs. loss probability

1.09

1.29

-0.21

Calmar ratioReturn relative to maximum drawdown

0.52

2.55

-2.03

Martin ratioReturn relative to average drawdown

1.23

11.18

-9.94

ONLN vs. HYG - Sharpe Ratio Comparison

The current ONLN Sharpe Ratio is 0.42, which is lower than the HYG Sharpe Ratio of 1.54. The chart below compares the historical Sharpe Ratios of ONLN and HYG, 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

ONLN vs. HYG - Drawdown Comparison

The maximum ONLN drawdown since its inception was -71.77%, which is greater than HYG's maximum drawdown of -34.25%. Use the drawdown chart below to compare losses from any high point for ONLN and HYG.


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Drawdown Indicators


ONLNHYGDifference

Max Drawdown

Largest peak-to-trough decline

-71.77%

-34.25%

-37.52%

Max Drawdown (1Y)

Largest decline over 1 year

-19.75%

-2.34%

-17.41%

Max Drawdown (3Y)

Largest decline over 3 years

-27.97%

-4.56%

-23.41%

Max Drawdown (5Y)

Largest decline over 5 years

-69.19%

-15.79%

-53.40%

Max Drawdown (10Y)

Largest decline over 10 years

-22.03%

Current Drawdown

Current decline from peak

-40.80%

-0.21%

-40.59%

Average Drawdown

Average peak-to-trough decline

-35.45%

-3.23%

-32.22%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.35%

0.53%

+7.82%

Volatility

ONLN vs. HYG - Volatility Comparison

ProShares Online Retail ETF (ONLN) has a higher volatility of 7.48% compared to iShares iBoxx $ High Yield Corporate Bond ETF (HYG) at 1.13%. This indicates that ONLN's price experiences larger fluctuations and is considered to be riskier than HYG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ONLNHYGDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.48%

1.13%

+6.35%

Volatility (6M)

Calculated over the trailing 6-month period

18.30%

3.11%

+15.19%

Volatility (1Y)

Calculated over the trailing 1-year period

24.36%

3.88%

+20.48%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

33.15%

7.54%

+25.61%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

32.08%

8.27%

+23.81%

ONLN vs. HYG - Expense Ratio Comparison

ONLN has a 0.58% expense ratio, which is higher than HYG's 0.49% expense ratio.


Dividends

ONLN vs. HYG - Dividend Comparison

ONLN's dividend yield for the trailing twelve months is around 0.36%, less than HYG's 5.91% yield.


PositionTTM20252024202320222021202020192018201720162015
HYG
iShares iBoxx $ High Yield Corporate Bond ETF
5.91%5.71%6.01%5.74%5.30%4.02%4.88%4.99%5.54%5.12%5.27%5.90%
ONLN
ProShares Online Retail ETF
0.36%0.30%0.75%0.00%0.00%0.00%1.24%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


ONLN and HYG have a correlation of 0.54, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ONLN has higher volatility (7.48%) compared to HYG (1.13%). In terms of maximum drawdown, ONLN dropped -71.77% vs HYG's -34.25%.

On 5-year performance, HYG leads with 3.68% vs -7.66% for ONLN. On fees, HYG is cheaper at 0.49% per year. On volatility, HYG has been the lower-risk option at 1.13%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, HYG has performed better with a 3.68% return vs -7.66%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

HYG is cheaper with a 0.49% expense ratio, compared with 0.58% for ONLN.

HYG has the higher dividend yield at 5.91%, compared with 0.36% for ONLN.

ONLN is categorized as Consumer Discretionary Equities, while HYG is High Yield Bonds. ONLN tracks ProShares Online Retail Index, while HYG tracks Markit iBoxx USD Liquid High Yield Index. They also come from different issuers: ProShares and iShares. Their fees differ too: 0.58% for ONLN and 0.49% for HYG.

HYG currently has the higher Sharpe Ratio (1.54 vs 0.42), 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

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