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SJB vs. HYLB
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SJB vs. HYLB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares Short High Yield (SJB) and Xtrackers USD High Yield Corporate Bond ETF (HYLB). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SJB achieves a 0.48% return, which is significantly lower than HYLB's 1.65% return.


SJB

1D
-0.20%
1M
-0.13%
YTD
0.48%
6M
0.59%
1Y
-0.45%
3Y*
-2.01%
5Y*
-0.58%
10Y*
-3.84%

HYLB

1D
0.11%
1M
0.35%
YTD
1.65%
6M
2.09%
1Y
6.78%
3Y*
8.79%
5Y*
4.06%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SJB vs. HYLB - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SJB
ProShares Short High Yield
0.48%-1.87%-0.84%-5.63%9.57%-6.69%-9.23%-11.42%2.47%-6.17%
HYLB
Xtrackers USD High Yield Corporate Bond ETF
1.65%8.74%8.14%12.03%-10.80%3.94%5.04%14.06%-1.80%6.00%

Correlation

The correlation between SJB and HYLB is -0.93, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.93

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

-0.96

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

-0.97

Correlation (All Time)
Calculated using the full available price history since Dec 8, 2016

-0.94

The correlation between SJB and HYLB has been stable across timeframes, ranging from -0.97 to -0.93 - a consistent structural relationship.

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Return for Risk

SJB vs. HYLB — Risk / Return Rank

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

SJB
SJB Risk / Return Rank: 77
Overall Rank
SJB Sharpe Ratio Rank: 88
Sharpe Ratio Rank
SJB Sortino Ratio Rank: 77
Sortino Ratio Rank
SJB Omega Ratio Rank: 77
Omega Ratio Rank
SJB Calmar Ratio Rank: 77
Calmar Ratio Rank
SJB Martin Ratio Rank: 88
Martin Ratio Rank

HYLB
HYLB Risk / Return Rank: 6262
Overall Rank
HYLB Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
HYLB Sortino Ratio Rank: 6060
Sortino Ratio Rank
HYLB Omega Ratio Rank: 6161
Omega Ratio Rank
HYLB Calmar Ratio Rank: 6262
Calmar Ratio Rank
HYLB 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.

SJB vs. HYLB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Short High Yield (SJB) and Xtrackers USD High Yield Corporate Bond ETF (HYLB). 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.


SJBHYLBDifference
Sharpe ratioReturn per unit of total volatility

-1.96

Sortino ratioReturn per unit of downside risk

-2.93

Omega ratioGain probability vs. loss probability

0.98

1.36

-0.38

Calmar ratioReturn relative to maximum drawdown

-0.17

3.00

-3.16

Martin ratioReturn relative to average drawdown

-0.31

12.90

-13.22

SJB vs. HYLB - Sharpe Ratio Comparison

The current SJB Sharpe Ratio is -0.12, which is lower than the HYLB Sharpe Ratio of 1.84. The chart below compares the historical Sharpe Ratios of SJB and HYLB, 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


SJBHYLBDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.12

1.84

-1.96

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.08

0.55

-0.62

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.45

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.60

0.58

-1.19

Drawdowns

SJB vs. HYLB - Drawdown Comparison

The maximum SJB drawdown since its inception was -58.06%, which is greater than HYLB's maximum drawdown of -22.91%. Use the drawdown chart below to compare losses from any high point for SJB and HYLB.


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Drawdown Indicators


SJBHYLBDifference

Max Drawdown

Largest peak-to-trough decline

-58.06%

-22.91%

-35.15%

Max Drawdown (1Y)

Largest decline over 1 year

-2.74%

-2.27%

-0.47%

Max Drawdown (3Y)

Largest decline over 3 years

-10.54%

-4.51%

-6.03%

Max Drawdown (5Y)

Largest decline over 5 years

-13.30%

-15.54%

+2.24%

Max Drawdown (10Y)

Largest decline over 10 years

-34.57%

Current Drawdown

Current decline from peak

-57.51%

-0.09%

-57.42%

Average Drawdown

Average peak-to-trough decline

-42.48%

-2.43%

-40.05%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.45%

0.53%

+0.92%

Volatility

SJB vs. HYLB - Volatility Comparison

ProShares Short High Yield (SJB) and Xtrackers USD High Yield Corporate Bond ETF (HYLB) have volatilities of 1.22% and 1.19%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SJBHYLBDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.22%

1.19%

+0.03%

Volatility (6M)

Calculated over the trailing 6-month period

2.95%

2.92%

+0.03%

Volatility (1Y)

Calculated over the trailing 1-year period

3.83%

3.70%

+0.13%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.51%

7.47%

+0.04%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.52%

8.18%

+0.34%

SJB vs. HYLB - Expense Ratio Comparison

SJB has a 0.95% expense ratio, which is higher than HYLB's 0.15% expense ratio.


Dividends

SJB vs. HYLB - Dividend Comparison

SJB's dividend yield for the trailing twelve months is around 3.44%, less than HYLB's 6.48% yield.


PositionTTM2025202420232022202120202019201820172016
HYLB
Xtrackers USD High Yield Corporate Bond ETF
6.48%6.29%6.31%5.84%5.53%4.45%5.22%5.71%5.95%5.85%0.27%
SJB
ProShares Short High Yield
3.44%3.86%5.86%4.10%0.46%0.00%0.07%1.27%0.71%0.00%0.00%

Frequently Asked Questions


SJB and HYLB have a correlation of -0.93, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SJB has higher volatility (1.22%) compared to HYLB (1.19%). In terms of maximum drawdown, SJB dropped -58.06% vs HYLB's -22.91%.

On 5-year performance, HYLB leads with 4.06% vs -0.58% for SJB. On fees, HYLB is cheaper at 0.15% 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, HYLB has performed better with a 4.06% return vs -0.58%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

HYLB is cheaper with a 0.15% expense ratio, compared with 0.95% for SJB.

HYLB has the higher dividend yield at 6.48%, compared with 3.44% for SJB.

SJB is categorized as Inverse Bonds, while HYLB is High Yield Bonds. SJB tracks iBoxx $ Liquid High Yield Index (-100%), while HYLB tracks Solactive USD High Yield Corporates Total Market Index. They also come from different issuers: ProShares and DWS. Their fees differ too: 0.95% for SJB and 0.15% for HYLB.

HYLB currently has the higher Sharpe Ratio (1.84 vs -0.12), 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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