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SIHY vs. USHY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SIHY vs. USHY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Harbor Scientific Alpha High-Yield ETF (SIHY) and iShares Broad USD High Yield Corporate Bond ETF (USHY). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SIHY achieves a 2.37% return, which is significantly higher than USHY's 1.78% return.


SIHY

1D
0.07%
1M
0.88%
YTD
2.37%
6M
2.46%
1Y
7.25%
3Y*
9.70%
5Y*
10Y*

USHY

1D
0.08%
1M
0.27%
YTD
1.78%
6M
1.74%
1Y
6.15%
3Y*
9.14%
5Y*
4.14%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SIHY vs. USHY - Yearly Performance Comparison


2026 (YTD)20252024202320222021
SIHY
Harbor Scientific Alpha High-Yield ETF
2.37%8.13%8.67%13.31%-7.73%0.18%
USHY
iShares Broad USD High Yield Corporate Bond ETF
1.78%8.81%8.45%12.73%-11.18%0.21%

Correlation

The correlation between SIHY and USHY is 0.76, 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

0.76

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

0.84

Correlation (All Time)
Calculated using the full available price history since Sep 16, 2021

0.90

The correlation between SIHY and USHY shifts across timeframes, from 0.76 (1 year) to 0.90 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

SIHY vs. USHY — Risk / Return Rank

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

SIHY
SIHY Risk / Return Rank: 6060
Overall Rank
SIHY Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
SIHY Sortino Ratio Rank: 6767
Sortino Ratio Rank
SIHY Omega Ratio Rank: 6262
Omega Ratio Rank
SIHY Calmar Ratio Rank: 5353
Calmar Ratio Rank
SIHY Martin Ratio Rank: 6161
Martin Ratio Rank

USHY
USHY Risk / Return Rank: 6363
Overall Rank
USHY Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
USHY Sortino Ratio Rank: 6363
Sortino Ratio Rank
USHY Omega Ratio Rank: 6161
Omega Ratio Rank
USHY Calmar Ratio Rank: 6060
Calmar Ratio Rank
USHY Martin Ratio Rank: 7171
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.

SIHY vs. USHY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Harbor Scientific Alpha High-Yield ETF (SIHY) and iShares Broad USD High Yield Corporate Bond ETF (USHY). 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.


SIHYUSHYDifference
Sharpe ratioReturn per unit of total volatility

+0.04

Sortino ratioReturn per unit of downside risk

+0.15

Omega ratioGain probability vs. loss probability

1.33

1.32

+0.01

Calmar ratioReturn relative to maximum drawdown

2.30

2.55

-0.25

Martin ratioReturn relative to average drawdown

9.48

11.38

-1.90

SIHY vs. USHY - Sharpe Ratio Comparison

The current SIHY Sharpe Ratio is 1.73, which is comparable to the USHY Sharpe Ratio of 1.69. The chart below compares the historical Sharpe Ratios of SIHY and USHY, 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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Drawdowns

SIHY vs. USHY - Drawdown Comparison

The maximum SIHY drawdown since its inception was -13.30%, smaller than the maximum USHY drawdown of -22.44%. Use the drawdown chart below to compare losses from any high point for SIHY and USHY.


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Drawdown Indicators


SIHYUSHYDifference

Max Drawdown

Largest peak-to-trough decline

-13.30%

-22.44%

+9.14%

Max Drawdown (1Y)

Largest decline over 1 year

-3.17%

-2.43%

-0.74%

Max Drawdown (3Y)

Largest decline over 3 years

-5.36%

-4.66%

-0.70%

Max Drawdown (5Y)

Largest decline over 5 years

-15.56%

Current Drawdown

Current decline from peak

-0.24%

-0.11%

-0.13%

Average Drawdown

Average peak-to-trough decline

-2.74%

-2.65%

-0.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.77%

0.54%

+0.23%

Volatility

SIHY vs. USHY - Volatility Comparison

Harbor Scientific Alpha High-Yield ETF (SIHY) has a higher volatility of 1.20% compared to iShares Broad USD High Yield Corporate Bond ETF (USHY) at 0.90%. This indicates that SIHY's price experiences larger fluctuations and is considered to be riskier than USHY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SIHYUSHYDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.20%

0.90%

+0.30%

Volatility (6M)

Calculated over the trailing 6-month period

3.16%

2.96%

+0.20%

Volatility (1Y)

Calculated over the trailing 1-year period

4.21%

3.67%

+0.54%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.54%

7.35%

+0.19%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.54%

8.23%

-0.69%

SIHY vs. USHY - Expense Ratio Comparison

SIHY has a 0.48% expense ratio, which is higher than USHY's 0.15% expense ratio.


Dividends

SIHY vs. USHY - Dividend Comparison

SIHY's dividend yield for the trailing twelve months is around 7.22%, more than USHY's 6.90% yield.


PositionTTM202520242023202220212020201920182017
SIHY
Harbor Scientific Alpha High-Yield ETF
7.22%7.61%7.54%7.06%6.31%1.30%0.00%0.00%0.00%0.00%
USHY
iShares Broad USD High Yield Corporate Bond ETF
6.90%6.79%6.89%6.63%6.08%5.07%5.30%5.92%6.30%0.73%

Frequently Asked Questions


SIHY and USHY have a correlation of 0.76, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SIHY has higher volatility (1.20%) compared to USHY (0.90%). In terms of maximum drawdown, SIHY dropped -13.30% vs USHY's -22.44%.

On 3-year performance, SIHY leads with 9.70% vs 9.14% for USHY. On fees, USHY is cheaper at 0.15% per year. On volatility, USHY has been the lower-risk option at 0.90%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, SIHY has performed better with a 9.70% return vs 9.14%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

USHY is cheaper with a 0.15% expense ratio, compared with 0.48% for SIHY.

SIHY has the higher dividend yield at 7.22%, compared with 6.90% for USHY.

SIHY tracks ICE BofA US High Yield, while USHY tracks ICE BofA US High Yield Constrained Index. They also come from different issuers: Harbor and iShares. Their fees differ too: 0.48% for SIHY and 0.15% for USHY.

SIHY currently has the higher Sharpe Ratio (1.73 vs 1.69), 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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