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SHYG vs. MYHA
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SHYG vs. MYHA - 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 State Street My2027 High Yield Corporate Bond ETF (MYHA). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


SHYG

1D
0.14%
1M
0.24%
6M
1.54%
YTD
1.97%
1Y
5.64%
3Y*
7.81%
5Y*
4.81%
10Y*
5.01%

MYHA

1D
0.07%
1M
0.28%
6M
YTD
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SHYG vs. MYHA - Yearly Performance Comparison


Correlation

The correlation between SHYG and MYHA is 0.90, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (All Time)
Calculated using the full available price history since Feb 26, 2026

0.90

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Return for Risk

SHYG vs. MYHA — Risk / Return Rank

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

SHYG
SHYG Risk / Return Rank: 7878
Overall Rank
SHYG Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
SHYG Sortino Ratio Rank: 7878
Sortino Ratio Rank
SHYG Omega Ratio Rank: 7676
Omega Ratio Rank
SHYG Calmar Ratio Rank: 7878
Calmar Ratio Rank
SHYG Martin Ratio Rank: 8787
Martin Ratio Rank

MYHA

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

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. MYHA - 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 State Street My2027 High Yield Corporate Bond ETF (MYHA). 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.


SHYGMYHADifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.36

Calmar ratioReturn relative to maximum drawdown

3.24

Martin ratioReturn relative to average drawdown

14.15

SHYG vs. MYHA - Sharpe Ratio Comparison


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Drawdowns

SHYG vs. MYHA - Drawdown Comparison

The maximum SHYG drawdown since its inception was -19.26%, which is greater than MYHA's maximum drawdown of -0.69%. Use the drawdown chart below to compare losses from any high point for SHYG and MYHA.


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Drawdown Indicators


SHYGMYHADifference

Max Drawdown

Largest peak-to-trough decline

-19.26%

-0.69%

-18.57%

Max Drawdown (1Y)

Largest decline over 1 year

-1.75%

Max Drawdown (3Y)

Largest decline over 3 years

-4.53%

Max Drawdown (5Y)

Largest decline over 5 years

-9.39%

Max Drawdown (10Y)

Largest decline over 10 years

-19.26%

Current Drawdown

Current decline from peak

-0.14%

0.00%

-0.14%

Average Drawdown

Average peak-to-trough decline

-1.43%

-0.11%

-1.32%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.40%

Volatility

SHYG vs. MYHA - Volatility Comparison


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Volatility by Period


SHYGMYHADifference

Volatility (1M)

Calculated over the trailing 1-month period

0.61%

Volatility (6M)

Calculated over the trailing 6-month period

2.58%

Volatility (1Y)

Calculated over the trailing 1-year period

3.16%

1.83%

+1.33%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.74%

1.83%

+3.91%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.39%

1.83%

+4.56%

SHYG vs. MYHA - Expense Ratio Comparison

SHYG has a 0.30% expense ratio, which is lower than MYHA's 0.39% expense ratio.


Dividends

SHYG vs. MYHA - Dividend Comparison

SHYG's dividend yield for the trailing twelve months is around 7.01%, more than MYHA's 2.06% yield.


PositionTTM20252024202320222021202020192018201720162015
MYHA
State Street My2027 High Yield Corporate Bond ETF
2.06%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SHYG
iShares 0-5 Year High Yield Corporate Bond ETF
7.01%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


SHYG and MYHA have a correlation of 0.90, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SHYG is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SHYG is cheaper with a 0.30% expense ratio, compared with 0.39% for MYHA.

SHYG has the higher dividend yield at 7.01%, compared with 2.06% for MYHA.

They also come from different issuers: iShares and State Street. Their fees differ too: 0.30% for SHYG and 0.39% for MYHA.

Portfolio Optimizer

Find the right allocation for SHYG and MYHA

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