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SHYG vs. USIBX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SHYG vs. USIBX - 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 USAA Intermediate Term Bond Fund (USIBX). 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 USIBX's 0.60% return. Over the past 10 years, SHYG has outperformed USIBX with an annualized return of 5.18%, while USIBX has yielded a comparatively lower 3.07% annualized 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%

USIBX

1D
0.00%
1M
0.50%
YTD
0.60%
6M
0.57%
1Y
5.73%
3Y*
4.72%
5Y*
0.97%
10Y*
3.07%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SHYG vs. USIBX - 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%5.11%
USIBX
USAA Intermediate Term Bond Fund
0.60%7.48%2.84%6.74%-12.69%0.85%9.64%11.07%-0.97%5.91%

Correlation

The correlation between SHYG and USIBX is 0.53, 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

0.53

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

0.52

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

0.43

Correlation (10Y)
Calculated over the trailing 10-year period

0.26

Correlation (All Time)
Calculated using the full available price history since Oct 18, 2013

0.21

Over the past year, SHYG and USIBX have become more correlated (0.53) than their long-term average of 0.21, meaning their price movements have been converging.

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Return for Risk

SHYG vs. USIBX — 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

USIBX
USIBX Risk / Return Rank: 2727
Overall Rank
USIBX Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
USIBX Sortino Ratio Rank: 2929
Sortino Ratio Rank
USIBX Omega Ratio Rank: 2727
Omega Ratio Rank
USIBX Calmar Ratio Rank: 2929
Calmar Ratio Rank
USIBX Martin Ratio Rank: 2626
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. USIBX - 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 USAA Intermediate Term Bond Fund (USIBX). 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.


SHYGUSIBXDifference
Sharpe ratioReturn per unit of total volatility

+0.59

Sortino ratioReturn per unit of downside risk

+0.93

Omega ratioGain probability vs. loss probability

1.41

1.27

+0.14

Calmar ratioReturn relative to maximum drawdown

3.73

2.00

+1.73

Martin ratioReturn relative to average drawdown

16.23

6.26

+9.98

SHYG vs. USIBX - Sharpe Ratio Comparison

The current SHYG Sharpe Ratio is 2.07, which is higher than the USIBX Sharpe Ratio of 1.47. The chart below compares the historical Sharpe Ratios of SHYG and USIBX, 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


SHYGUSIBXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.07

1.47

+0.59

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.85

0.17

+0.68

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.81

0.65

+0.16

Sharpe Ratio (All Time)

Calculated using the full available price history

0.73

1.09

-0.36

Drawdowns

SHYG vs. USIBX - Drawdown Comparison

The maximum SHYG drawdown since its inception was -19.26%, roughly equal to the maximum USIBX drawdown of -18.49%. Use the drawdown chart below to compare losses from any high point for SHYG and USIBX.


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Drawdown Indicators


SHYGUSIBXDifference

Max Drawdown

Largest peak-to-trough decline

-19.26%

-18.49%

-0.77%

Max Drawdown (1Y)

Largest decline over 1 year

-1.75%

-2.87%

+1.12%

Max Drawdown (3Y)

Largest decline over 3 years

-4.53%

-5.37%

+0.84%

Max Drawdown (5Y)

Largest decline over 5 years

-9.39%

-18.49%

+9.10%

Max Drawdown (10Y)

Largest decline over 10 years

-19.26%

-18.49%

-0.77%

Current Drawdown

Current decline from peak

-0.24%

-1.16%

+0.92%

Average Drawdown

Average peak-to-trough decline

-1.44%

-2.56%

+1.12%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.40%

0.92%

-0.52%

Volatility

SHYG vs. USIBX - Volatility Comparison

The current volatility for iShares 0-5 Year High Yield Corporate Bond ETF (SHYG) is 0.94%, while USAA Intermediate Term Bond Fund (USIBX) has a volatility of 1.47%. This indicates that SHYG experiences smaller price fluctuations and is considered to be less risky than USIBX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SHYGUSIBXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.94%

1.47%

-0.53%

Volatility (6M)

Calculated over the trailing 6-month period

2.51%

2.87%

-0.36%

Volatility (1Y)

Calculated over the trailing 1-year period

3.16%

3.92%

-0.76%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.73%

5.74%

-0.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.42%

4.72%

+1.70%

SHYG vs. USIBX - Expense Ratio Comparison

SHYG has a 0.30% expense ratio, which is lower than USIBX's 0.63% expense ratio.


Dividends

SHYG vs. USIBX - Dividend Comparison

SHYG's dividend yield for the trailing twelve months is around 7.02%, more than USIBX's 4.73% yield.


PositionTTM20252024202320222021202020192018201720162015
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%
USIBX
USAA Intermediate Term Bond Fund
4.73%4.56%4.47%3.71%3.17%4.92%6.84%4.93%3.67%3.45%3.86%4.35%

Frequently Asked Questions


SHYG and USIBX have a correlation of 0.53, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

USIBX has higher volatility (1.47%) compared to SHYG (0.94%). In terms of maximum drawdown, SHYG dropped -19.26% vs USIBX's -18.49%.

SHYG currently has the higher Sharpe Ratio (2.07 vs 1.47), 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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