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PSH vs. IBHH
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PSH vs. IBHH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PGIM Short Duration High Yield ETF (PSH) and iShares iBonds 2028 Term High Yield and Income ETF (IBHH). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, PSH achieves a 2.28% return, which is significantly higher than IBHH's 1.92% return.


PSH

1D
0.13%
1M
0.43%
YTD
2.28%
6M
2.58%
1Y
6.17%
3Y*
5Y*
10Y*

IBHH

1D
0.29%
1M
0.50%
YTD
1.92%
6M
2.20%
1Y
6.09%
3Y*
8.44%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

PSH vs. IBHH - Yearly Performance Comparison


2026 (YTD)202520242023
PSH
PGIM Short Duration High Yield ETF
2.28%7.34%7.96%0.35%
IBHH
iShares iBonds 2028 Term High Yield and Income ETF
1.92%8.02%7.53%0.71%

Correlation

The correlation between PSH and IBHH is 0.68, 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

0.68

Correlation (All Time)
Calculated using the full available price history since Dec 19, 2023

0.67

The correlation between PSH and IBHH has been stable across timeframes, ranging from 0.67 to 0.68 - a consistent structural relationship.

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Return for Risk

PSH vs. IBHH — Risk / Return Rank

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

PSH
PSH Risk / Return Rank: 7777
Overall Rank
PSH Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
PSH Sortino Ratio Rank: 7979
Sortino Ratio Rank
PSH Omega Ratio Rank: 8080
Omega Ratio Rank
PSH Calmar Ratio Rank: 8585
Calmar Ratio Rank
PSH Martin Ratio Rank: 7373
Martin Ratio Rank

IBHH
IBHH Risk / Return Rank: 8484
Overall Rank
IBHH Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
IBHH Sortino Ratio Rank: 8383
Sortino Ratio Rank
IBHH Omega Ratio Rank: 7979
Omega Ratio Rank
IBHH Calmar Ratio Rank: 9090
Calmar Ratio Rank
IBHH Martin Ratio Rank: 9292
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.

PSH vs. IBHH - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PGIM Short Duration High Yield ETF (PSH) and iShares iBonds 2028 Term High Yield and Income ETF (IBHH). 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.


PSHIBHHDifference
Sharpe ratioReturn per unit of total volatility

-0.18

Sortino ratioReturn per unit of downside risk

-0.19

Omega ratioGain probability vs. loss probability

1.45

1.44

0.00

Calmar ratioReturn relative to maximum drawdown

4.46

5.26

-0.80

Martin ratioReturn relative to average drawdown

13.19

21.04

-7.85

PSH vs. IBHH - Sharpe Ratio Comparison

The current PSH Sharpe Ratio is 2.11, which is comparable to the IBHH Sharpe Ratio of 2.29. The chart below compares the historical Sharpe Ratios of PSH and IBHH, 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

PSH vs. IBHH - Drawdown Comparison

The maximum PSH drawdown since its inception was -3.06%, smaller than the maximum IBHH drawdown of -12.05%. Use the drawdown chart below to compare losses from any high point for PSH and IBHH.


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Drawdown Indicators


PSHIBHHDifference

Max Drawdown

Largest peak-to-trough decline

-3.06%

-12.05%

+8.99%

Max Drawdown (1Y)

Largest decline over 1 year

-1.42%

-1.22%

-0.20%

Max Drawdown (3Y)

Largest decline over 3 years

-4.66%

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-0.26%

-2.28%

+2.02%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.48%

0.31%

+0.17%

Volatility

PSH vs. IBHH - Volatility Comparison

The current volatility for PGIM Short Duration High Yield ETF (PSH) is 0.61%, while iShares iBonds 2028 Term High Yield and Income ETF (IBHH) has a volatility of 0.72%. This indicates that PSH experiences smaller price fluctuations and is considered to be less risky than IBHH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PSHIBHHDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.61%

0.72%

-0.11%

Volatility (6M)

Calculated over the trailing 6-month period

2.12%

2.11%

+0.01%

Volatility (1Y)

Calculated over the trailing 1-year period

3.00%

2.82%

+0.18%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.24%

7.22%

-3.98%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.24%

7.22%

-3.98%

PSH vs. IBHH - Expense Ratio Comparison

PSH has a 0.45% expense ratio, which is higher than IBHH's 0.35% expense ratio.


Dividends

PSH vs. IBHH - Dividend Comparison

PSH's dividend yield for the trailing twelve months is around 6.64%, more than IBHH's 6.25% yield.


PositionTTM2025202420232022
IBHH
iShares iBonds 2028 Term High Yield and Income ETF
6.25%6.39%6.93%6.65%5.36%
PSH
PGIM Short Duration High Yield ETF
6.64%6.62%8.35%0.00%0.00%

Frequently Asked Questions


PSH and IBHH have a correlation of 0.68, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IBHH has higher volatility (0.72%) compared to PSH (0.61%). In terms of maximum drawdown, PSH dropped -3.06% vs IBHH's -12.05%.

On 1-year performance, PSH leads with 6.17% vs 6.09% for IBHH. On fees, IBHH is cheaper at 0.35% per year. On volatility, PSH has been the lower-risk option at 0.61%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, PSH has performed better with a 6.17% return vs 6.09%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IBHH is cheaper with a 0.35% expense ratio, compared with 0.45% for PSH.

PSH has the higher dividend yield at 6.64%, compared with 6.25% for IBHH.

They also come from different issuers: PGIM and iShares. Their fees differ too: 0.45% for PSH and 0.35% for IBHH.

IBHH currently has the higher Sharpe Ratio (2.29 vs 2.11), 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 PSH and IBHH

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