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PHYD vs. HYZD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PHYD vs. HYZD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Putnam ESG High Yield ETF - (PHYD) 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


PHYD

1D
1M
6M
YTD
1Y
3Y*
5Y*
10Y*

HYZD

1D
0.05%
1M
0.45%
6M
2.66%
YTD
3.34%
1Y
7.17%
3Y*
8.67%
5Y*
6.26%
10Y*
5.44%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PHYD vs. HYZD - Yearly Performance Comparison


2026 (YTD)202520242023
PHYD
Putnam ESG High Yield ETF -
2.32%8.84%7.35%8.30%
HYZD
WisdomTree Interest Rate Hedged High Yield Bond Fund
3.34%7.67%9.39%9.63%

Correlation

The correlation between PHYD and HYZD is 0.36, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.36

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

0.42

Correlation (All Time)
Calculated using the full available price history since Jan 20, 2023

0.47

The correlation between PHYD and HYZD shifts across timeframes, from 0.36 (1 year) to 0.47 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

PHYD vs. HYZD — Risk / Return Rank

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

PHYD

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


HYZD
HYZD Risk / Return Rank: 9090
Overall Rank
HYZD Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
HYZD Sortino Ratio Rank: 9393
Sortino Ratio Rank
HYZD Omega Ratio Rank: 9292
Omega Ratio Rank
HYZD Calmar Ratio Rank: 8686
Calmar Ratio Rank
HYZD 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.

PHYD vs. HYZD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Putnam ESG High Yield ETF - (PHYD) 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.


PHYDHYZDDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.50

Calmar ratioReturn relative to maximum drawdown

3.77

Martin ratioReturn relative to average drawdown

16.25

PHYD vs. HYZD - Sharpe Ratio Comparison


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Drawdowns

PHYD vs. HYZD - Drawdown Comparison


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Drawdown Indicators


PHYDHYZDDifference

Max Drawdown

Largest peak-to-trough decline

-25.66%

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%

Average Drawdown

Average peak-to-trough decline

-2.18%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.44%

Volatility

PHYD vs. HYZD - Volatility Comparison


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Volatility by Period


PHYDHYZDDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.58%

Volatility (6M)

Calculated over the trailing 6-month period

2.43%

Volatility (1Y)

Calculated over the trailing 1-year period

3.00%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.70%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.52%

PHYD vs. HYZD - Expense Ratio Comparison

PHYD has a 0.55% expense ratio, which is higher than HYZD's 0.43% expense ratio.


Dividends

PHYD vs. HYZD - Dividend Comparison

PHYD has not paid dividends to shareholders, while HYZD's dividend yield for the trailing twelve months is around 5.87%.


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%
PHYD
Putnam ESG High Yield ETF -
8.52%6.63%6.80%6.15%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


PHYD and HYZD have a correlation of 0.36, 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 0.55% for PHYD.

PHYD has the higher dividend yield at 8.52%, compared with 5.87% for HYZD.

They also come from different issuers: Putnam and WisdomTree. Their fees differ too: 0.55% for PHYD and 0.43% for HYZD.

Portfolio Optimizer

Find the right allocation for PHYD 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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