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SHYG vs. HYDB
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SHYG vs. HYDB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares 0-5 Year High Yield Corporate Bond ETF (SHYG) and iShares High Yield Bond Factor ETF (HYDB). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SHYG achieves a 1.44% return, which is significantly higher than HYDB's 1.32% return.


SHYG

1D
-0.24%
1M
0.35%
YTD
1.44%
6M
1.95%
1Y
6.50%
3Y*
8.12%
5Y*
4.83%
10Y*
5.18%

HYDB

1D
-0.21%
1M
0.39%
YTD
1.32%
6M
1.87%
1Y
7.20%
3Y*
9.11%
5Y*
4.67%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SHYG vs. HYDB - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SHYG
iShares 0-5 Year High Yield Corporate Bond ETF
1.44%7.94%8.17%10.38%-4.71%4.60%3.15%9.93%0.02%1.38%
HYDB
iShares High Yield Bond Factor ETF
1.32%8.10%9.11%14.02%-9.99%5.14%7.39%16.13%-3.18%3.38%

Correlation

The correlation between SHYG and HYDB is 0.96 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


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

0.96

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

0.95

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

0.96

Correlation (All Time)
Calculated using the full available price history since Jul 14, 2017

0.87

The correlation between SHYG and HYDB has been stable across timeframes, ranging from 0.87 to 0.96 - a consistent structural relationship.

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Return for Risk

SHYG vs. HYDB — Risk / Return Rank

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

SHYG
SHYG Risk / Return Rank: 7070
Overall Rank
SHYG Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
SHYG Sortino Ratio Rank: 6868
Sortino Ratio Rank
SHYG Omega Ratio Rank: 6767
Omega Ratio Rank
SHYG Calmar Ratio Rank: 7474
Calmar Ratio Rank
SHYG Martin Ratio Rank: 8080
Martin Ratio Rank

HYDB
HYDB Risk / Return Rank: 5757
Overall Rank
HYDB Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
HYDB Sortino Ratio Rank: 6060
Sortino Ratio Rank
HYDB Omega Ratio Rank: 5959
Omega Ratio Rank
HYDB Calmar Ratio Rank: 5151
Calmar Ratio Rank
HYDB Martin Ratio Rank: 6262
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.

SHYG vs. HYDB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares 0-5 Year High Yield Corporate Bond ETF (SHYG) and iShares High Yield Bond Factor ETF (HYDB). 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.


SHYGHYDBDifference

Sharpe ratio

Return per unit of total volatility

2.07

1.91

+0.15

Sortino ratio

Return per unit of downside risk

3.17

2.88

+0.29

Omega ratio

Gain probability vs. loss probability

1.41

1.37

+0.04

Calmar ratio

Return relative to maximum drawdown

3.73

2.55

+1.17

Martin ratio

Return relative to average drawdown

16.23

11.30

+4.94

SHYG vs. HYDB - Sharpe Ratio Comparison

The current SHYG Sharpe Ratio is 2.07, which is comparable to the HYDB Sharpe Ratio of 1.91. The chart below compares the historical Sharpe Ratios of SHYG and HYDB, 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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Sharpe Ratios by Period


SHYGHYDBDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.07

1.91

+0.15

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.85

0.67

+0.18

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.81

Sharpe Ratio (All Time)

Calculated using the full available price history

0.73

0.71

+0.02

Drawdowns

SHYG vs. HYDB - Drawdown Comparison

The maximum SHYG drawdown since its inception was -19.26%, smaller than the maximum HYDB drawdown of -21.58%. Use the drawdown chart below to compare losses from any high point for SHYG and HYDB.


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Drawdown Indicators


SHYGHYDBDifference

Max Drawdown

Largest peak-to-trough decline

-19.26%

-21.58%

+2.32%

Max Drawdown (1Y)

Largest decline over 1 year

-1.75%

-2.83%

+1.08%

Max Drawdown (3Y)

Largest decline over 3 years

-4.53%

-5.58%

+1.05%

Max Drawdown (5Y)

Largest decline over 5 years

-9.39%

-14.28%

+4.89%

Max Drawdown (10Y)

Largest decline over 10 years

-19.26%

Current Drawdown

Current decline from peak

-0.24%

-0.21%

-0.03%

Average Drawdown

Average peak-to-trough decline

-1.44%

-2.39%

+0.95%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.40%

0.64%

-0.24%

Volatility

SHYG vs. HYDB - Volatility Comparison

The current volatility for iShares 0-5 Year High Yield Corporate Bond ETF (SHYG) is 0.94%, while iShares High Yield Bond Factor ETF (HYDB) has a volatility of 1.13%. This indicates that SHYG experiences smaller price fluctuations and is considered to be less risky than HYDB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SHYGHYDBDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.94%

1.13%

-0.19%

Volatility (6M)

Calculated over the trailing 6-month period

2.51%

2.93%

-0.42%

Volatility (1Y)

Calculated over the trailing 1-year period

3.16%

3.79%

-0.63%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.73%

7.04%

-1.31%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.42%

7.76%

-1.34%

SHYG vs. HYDB - Expense Ratio Comparison

SHYG has a 0.30% expense ratio, which is lower than HYDB's 0.35% expense ratio.


Dividends

SHYG vs. HYDB - Dividend Comparison

SHYG's dividend yield for the trailing twelve months is around 7.02%, which matches HYDB's 7.00% yield.


PositionTTM20252024202320222021202020192018201720162015
HYDB
iShares High Yield Bond Factor ETF
7.00%7.04%6.95%7.00%6.30%4.70%5.81%5.68%6.16%2.70%0.00%0.00%
SHYG
iShares 0-5 Year High Yield Corporate Bond ETF
7.02%7.03%6.93%6.54%5.57%4.83%5.07%5.33%5.90%5.49%5.53%5.17%

Frequently Asked Questions


With a correlation of 0.96, SHYG and HYDB move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

HYDB has higher volatility (1.13%) compared to SHYG (0.94%). In terms of maximum drawdown, SHYG dropped -19.26% vs HYDB's -21.58%.

On 5-year performance, SHYG leads with 4.83% vs 4.67% for HYDB. On fees, SHYG is cheaper at 0.30% per year. On volatility, SHYG has been the lower-risk option at 0.94%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, SHYG has performed better with a 4.83% return vs 4.67%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

SHYG is cheaper with a 0.30% expense ratio, compared with 0.35% for HYDB.

SHYG has the higher dividend yield at 7.02%, compared with 7.00% for HYDB.

SHYG tracks Markit iBoxx USD Liquid High Yield 0-5 Index, while HYDB tracks BlackRock High Yield Defensive Bond Index. Their fees differ too: 0.30% for SHYG and 0.35% for HYDB.

SHYG currently has the higher Sharpe Ratio (2.07 vs 1.91), 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.

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