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SJNK vs. IBHE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SJNK vs. IBHE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR Bloomberg Short Term High Yield Bond ETF (SJNK) and iShares iBonds 2025 Term High Yield & Income ETF (IBHE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


SJNK

1D
0.28%
1M
0.21%
6M
1.70%
YTD
2.14%
1Y
4.99%
3Y*
7.95%
5Y*
4.92%
10Y*
5.29%
ALL TIME*
4.64%

IBHE

1D
1M
6M
YTD
1Y
3Y*
5Y*
10Y*
ALL TIME*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$82.43M$64.40M$60.77M

SJNK vs. IBHE - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
SJNK
SPDR Bloomberg Short Term High Yield Bond ETF
2.14%7.68%8.24%11.63%-5.50%5.06%5.82%3.08%
IBHE
iShares iBonds 2025 Term High Yield & Income ETF
0.00%4.45%7.62%10.32%-4.08%4.40%4.16%5.49%

Correlation

The correlation between SJNK and IBHE is -0.01, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

-0.01

Correlation (3Y)
Balances recent behavior with more history.

0.45

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.68

Correlation (All Time)
Calculated using the full available price history since May 9, 2019

0.72

The correlation between SJNK and IBHE shifts across timeframes, from -0.01 (1 year) to 0.72 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

SJNK vs. IBHE — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

SJNK
SJNK Risk / Return Rank: 6767
Overall Rank
SJNK Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
SJNK Sortino Ratio Rank: 6464
Sortino Ratio Rank
SJNK Omega Ratio Rank: 6161
Omega Ratio Rank
SJNK Calmar Ratio Rank: 7474
Calmar Ratio Rank
SJNK Martin Ratio Rank: 8181
Martin Ratio Rank

IBHE

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

SJNK vs. IBHE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR Bloomberg Short Term High Yield Bond ETF (SJNK) and iShares iBonds 2025 Term High Yield & Income ETF (IBHE). 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.


SJNKIBHEDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.30

Calmar ratioReturn relative to maximum drawdown

2.90

Martin ratioReturn relative to average drawdown

12.06

SJNK vs. IBHE - Sharpe Ratio Comparison


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Drawdowns

SJNK vs. IBHE - Drawdown Comparison


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Drawdown Indicators


SJNKIBHEDifference

Max Drawdown

Largest peak-to-trough decline

-19.74%

Max Drawdown (1Y)

Largest decline over 1 year

-1.73%

Max Drawdown (3Y)

Largest decline over 3 years

-4.77%

Max Drawdown (5Y)

Largest decline over 5 years

-10.18%

Max Drawdown (10Y)

Largest decline over 10 years

-19.74%

Current Drawdown

Current decline from peak

0.00%

Average Drawdown

Average peak-to-trough decline

-1.62%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.41%

Volatility

SJNK vs. IBHE - Volatility Comparison


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Volatility by Period


SJNKIBHEDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.74%

Volatility (6M)

Calculated over the trailing 6-month period

2.59%

Volatility (1Y)

Calculated over the trailing 1-year period

3.24%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.84%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.44%

SJNK vs. IBHE - Expense Ratio Comparison

SJNK has a 0.40% expense ratio, which is higher than IBHE's 0.35% expense ratio.


Dividends

SJNK vs. IBHE - Dividend Comparison

SJNK's dividend yield for the trailing twelve months is around 7.00%, while IBHE has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
IBHE
iShares iBonds 2025 Term High Yield & Income ETF
1.47%4.53%6.92%7.17%5.77%4.84%5.74%3.73%0.00%0.00%0.00%0.00%
SJNK
SPDR Bloomberg Short Term High Yield Bond ETF
7.00%7.12%7.47%7.20%5.85%4.21%5.34%5.64%5.69%5.64%5.65%5.81%

Frequently Asked Questions


SJNK and IBHE have a correlation of -0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IBHE is cheaper at 0.35% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IBHE is cheaper with a 0.35% expense ratio, compared with 0.40% for SJNK.

SJNK has the higher dividend yield at 7.00%, compared with 1.47% for IBHE.

SJNK tracks Bloomberg U.S. High Yield 350mn Cash Pay 0-5 Yr 2% Capped Index, while IBHE tracks Bloomberg 2025 Term High Yield and Income Index. They also come from different issuers: State Street and iShares. Their fees differ too: 0.40% for SJNK and 0.35% for IBHE.

Portfolio Optimizer

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