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SHYG vs. YLD
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SHYG vs. YLD - 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 Principal Active High Yield ETF (YLD). The values are adjusted to include any dividend payments, if applicable.

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SHYG vs. YLD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SHYG
iShares 0-5 Year High Yield Corporate Bond ETF
-0.16%7.94%8.17%10.38%-4.71%4.60%3.15%9.93%0.02%5.11%
YLD
Principal Active High Yield ETF
0.96%6.55%9.19%12.93%-8.78%9.17%1.50%13.58%-3.30%9.12%

Returns By Period

In the year-to-date period, SHYG achieves a -0.16% return, which is significantly lower than YLD's 0.96% return. Over the past 10 years, SHYG has underperformed YLD with an annualized return of 5.34%, while YLD has yielded a comparatively higher 5.97% annualized return.


SHYG

1D
0.88%
1M
-0.49%
YTD
-0.16%
6M
1.16%
1Y
6.71%
3Y*
7.66%
5Y*
4.73%
10Y*
5.34%

YLD

1D
1.17%
1M
-0.31%
YTD
0.96%
6M
1.18%
1Y
6.99%
3Y*
8.54%
5Y*
4.95%
10Y*
5.97%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SHYG vs. YLD - Expense Ratio Comparison

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


Return for Risk

SHYG vs. YLD — Risk / Return Rank

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

SHYG
SHYG Risk / Return Rank: 8080
Overall Rank
SHYG Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
SHYG Sortino Ratio Rank: 7979
Sortino Ratio Rank
SHYG Omega Ratio Rank: 8686
Omega Ratio Rank
SHYG Calmar Ratio Rank: 7373
Calmar Ratio Rank
SHYG Martin Ratio Rank: 8888
Martin Ratio Rank

YLD
YLD Risk / Return Rank: 6767
Overall Rank
YLD Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
YLD Sortino Ratio Rank: 6464
Sortino Ratio Rank
YLD Omega Ratio Rank: 7070
Omega Ratio Rank
YLD Calmar Ratio Rank: 6363
Calmar Ratio Rank
YLD Martin Ratio Rank: 7878
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. YLD - 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 Principal Active High Yield ETF (YLD). 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.


SHYGYLDDifference

Sharpe ratio

Return per unit of total volatility

1.30

1.08

+0.22

Sortino ratio

Return per unit of downside risk

1.94

1.60

+0.34

Omega ratio

Gain probability vs. loss probability

1.33

1.25

+0.08

Calmar ratio

Return relative to maximum drawdown

1.78

1.56

+0.22

Martin ratio

Return relative to average drawdown

10.07

8.21

+1.86

SHYG vs. YLD - Sharpe Ratio Comparison

The current SHYG Sharpe Ratio is 1.30, which is comparable to the YLD Sharpe Ratio of 1.08. The chart below compares the historical Sharpe Ratios of SHYG and YLD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


SHYGYLDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.30

1.08

+0.22

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.83

0.78

+0.05

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.83

0.73

+0.11

Sharpe Ratio (All Time)

Calculated using the full available price history

0.71

0.63

+0.08

Correlation

The correlation between SHYG and YLD is 0.54, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

SHYG vs. YLD - Dividend Comparison

SHYG's dividend yield for the trailing twelve months is around 7.07%, less than YLD's 7.30% yield.


TTM20252024202320222021202020192018201720162015
SHYG
iShares 0-5 Year High Yield Corporate Bond ETF
7.07%7.03%6.93%6.54%5.57%4.83%5.07%5.33%5.90%5.49%5.53%5.17%
YLD
Principal Active High Yield ETF
7.30%7.33%7.12%6.46%6.51%3.92%4.40%4.81%5.42%6.28%4.47%2.56%

Drawdowns

SHYG vs. YLD - Drawdown Comparison

The maximum SHYG drawdown since its inception was -19.26%, smaller than the maximum YLD drawdown of -28.34%. Use the drawdown chart below to compare losses from any high point for SHYG and YLD.


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Drawdown Indicators


SHYGYLDDifference

Max Drawdown

Largest peak-to-trough decline

-19.26%

-28.34%

+9.08%

Max Drawdown (1Y)

Largest decline over 1 year

-3.77%

-4.42%

+0.65%

Max Drawdown (5Y)

Largest decline over 5 years

-9.39%

-13.89%

+4.50%

Max Drawdown (10Y)

Largest decline over 10 years

-19.26%

-28.34%

+9.08%

Current Drawdown

Current decline from peak

-0.76%

-0.77%

+0.01%

Average Drawdown

Average peak-to-trough decline

-1.46%

-2.74%

+1.28%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.67%

0.84%

-0.17%

Volatility

SHYG vs. YLD - Volatility Comparison

The current volatility for iShares 0-5 Year High Yield Corporate Bond ETF (SHYG) is 1.96%, while Principal Active High Yield ETF (YLD) has a volatility of 2.39%. This indicates that SHYG experiences smaller price fluctuations and is considered to be less risky than YLD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SHYGYLDDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.96%

2.39%

-0.43%

Volatility (6M)

Calculated over the trailing 6-month period

2.46%

3.40%

-0.94%

Volatility (1Y)

Calculated over the trailing 1-year period

5.20%

6.50%

-1.30%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.71%

6.38%

-0.67%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.43%

8.26%

-1.83%