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SHYG vs. SHYL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SHYG vs. SHYL - 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 Xtrackers Short Duration High Yield Bond ETF (SHYL). 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 1.68% return, which is significantly higher than SHYL's 1.35% return.


SHYG

1D
0.05%
1M
0.30%
YTD
1.68%
6M
2.36%
1Y
6.90%
3Y*
8.20%
5Y*
4.91%
10Y*
5.21%

SHYL

1D
0.03%
1M
0.16%
YTD
1.35%
6M
1.96%
1Y
6.36%
3Y*
8.35%
5Y*
4.95%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SHYG vs. SHYL - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
SHYG
iShares 0-5 Year High Yield Corporate Bond ETF
1.68%7.94%8.17%10.38%-4.71%4.60%3.15%9.93%-0.13%
SHYL
Xtrackers Short Duration High Yield Bond ETF
1.35%7.78%8.52%11.39%-5.21%4.60%3.64%10.16%-0.67%

Correlation

The correlation between SHYG and SHYL is 0.91, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.91

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

0.92

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

0.95

Correlation (All Time)
Calculated using the full available price history since Jan 11, 2018

0.92

The correlation between SHYG and SHYL has been stable across timeframes, ranging from 0.91 to 0.95 - a consistent structural relationship.

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Return for Risk

SHYG vs. SHYL — Risk / Return Rank

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

SHYG
SHYG Risk / Return Rank: 7575
Overall Rank
SHYG Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
SHYG Sortino Ratio Rank: 7474
Sortino Ratio Rank
SHYG Omega Ratio Rank: 7474
Omega Ratio Rank
SHYG Calmar Ratio Rank: 7777
Calmar Ratio Rank
SHYG Martin Ratio Rank: 8383
Martin Ratio Rank

SHYL
SHYL Risk / Return Rank: 6969
Overall Rank
SHYL Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
SHYL Sortino Ratio Rank: 6565
Sortino Ratio Rank
SHYL Omega Ratio Rank: 6767
Omega Ratio Rank
SHYL Calmar Ratio Rank: 7777
Calmar Ratio Rank
SHYL Martin Ratio Rank: 7979
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. SHYL - 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 Xtrackers Short Duration High Yield Bond ETF (SHYL). 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.


SHYGSHYLDifference

Sharpe ratio

Return per unit of total volatility

2.20

2.00

+0.20

Sortino ratio

Return per unit of downside risk

3.38

3.05

+0.33

Omega ratio

Gain probability vs. loss probability

1.45

1.41

+0.04

Calmar ratio

Return relative to maximum drawdown

3.94

3.95

-0.01

Martin ratio

Return relative to average drawdown

17.22

15.62

+1.60

SHYG vs. SHYL - Sharpe Ratio Comparison

The current SHYG Sharpe Ratio is 2.20, which is comparable to the SHYL Sharpe Ratio of 2.00. The chart below compares the historical Sharpe Ratios of SHYG and SHYL, 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


SHYGSHYLDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.20

2.00

+0.20

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.86

0.85

+0.01

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

0.72

+0.01

Drawdowns

SHYG vs. SHYL - Drawdown Comparison

The maximum SHYG drawdown since its inception was -19.26%, roughly equal to the maximum SHYL drawdown of -19.26%. Use the drawdown chart below to compare losses from any high point for SHYG and SHYL.


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Drawdown Indicators


SHYGSHYLDifference

Max Drawdown

Largest peak-to-trough decline

-19.26%

-19.26%

0.00%

Max Drawdown (1Y)

Largest decline over 1 year

-1.75%

-1.59%

-0.16%

Max Drawdown (3Y)

Largest decline over 3 years

-4.53%

-4.73%

+0.20%

Max Drawdown (5Y)

Largest decline over 5 years

-9.39%

-9.60%

+0.21%

Max Drawdown (10Y)

Largest decline over 10 years

-19.26%

Current Drawdown

Current decline from peak

-0.01%

-0.03%

+0.02%

Average Drawdown

Average peak-to-trough decline

-1.44%

-1.54%

+0.10%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.40%

0.40%

0.00%

Volatility

SHYG vs. SHYL - Volatility Comparison

iShares 0-5 Year High Yield Corporate Bond ETF (SHYG) has a higher volatility of 0.95% compared to Xtrackers Short Duration High Yield Bond ETF (SHYL) at 0.85%. This indicates that SHYG's price experiences larger fluctuations and is considered to be riskier than SHYL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SHYGSHYLDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.95%

0.85%

+0.10%

Volatility (6M)

Calculated over the trailing 6-month period

2.50%

2.44%

+0.06%

Volatility (1Y)

Calculated over the trailing 1-year period

3.15%

3.19%

-0.04%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.73%

5.84%

-0.11%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.43%

6.69%

-0.26%

SHYG vs. SHYL - Expense Ratio Comparison

SHYG has a 0.30% expense ratio, which is higher than SHYL's 0.20% expense ratio.


Dividends

SHYG vs. SHYL - Dividend Comparison

SHYG's dividend yield for the trailing twelve months is around 7.01%, more than SHYL's 6.92% yield.


PositionTTM20252024202320222021202020192018201720162015
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%
SHYL
Xtrackers Short Duration High Yield Bond ETF
6.92%7.02%7.26%6.60%5.52%4.65%6.16%5.93%5.54%0.00%0.00%0.00%

Frequently Asked Questions


With a correlation of 0.91, SHYG and SHYL 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.

SHYG has higher volatility (0.95%) compared to SHYL (0.85%). In terms of maximum drawdown, SHYG dropped -19.26% vs SHYL's -19.26%.

On 5-year performance, SHYL leads with 4.95% vs 4.91% for SHYG. On fees, SHYL is cheaper at 0.20% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, SHYL has performed better with a 4.95% return vs 4.91%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

SHYL is cheaper with a 0.20% expense ratio, compared with 0.30% for SHYG.

SHYG has the higher dividend yield at 7.01%, compared with 6.92% for SHYL.

SHYG tracks Markit iBoxx USD Liquid High Yield 0-5 Index, while SHYL tracks Solactive USD High Yield Corporates Total Market 0-5 Year Index. They also come from different issuers: iShares and Deutsche Bank. Their fees differ too: 0.30% for SHYG and 0.20% for SHYL.

SHYG currently has the higher Sharpe Ratio (2.20 vs 2.00), 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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