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SLQD vs. HYGH
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SLQD vs. HYGH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares 0-5 Year Investment Grade Corporate Bond ETF (SLQD) and iShares Interest Rate Hedged High Yield Bond ETF (HYGH). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SLQD achieves a 0.95% return, which is significantly lower than HYGH's 3.33% return. Over the past 10 years, SLQD has underperformed HYGH with an annualized return of 2.64%, while HYGH has yielded a comparatively higher 6.48% annualized return.


SLQD

1D
0.11%
1M
0.33%
YTD
0.95%
6M
1.15%
1Y
4.08%
3Y*
5.42%
5Y*
2.57%
10Y*
2.64%

HYGH

1D
-0.03%
1M
0.56%
YTD
3.33%
6M
3.56%
1Y
7.74%
3Y*
9.87%
5Y*
6.91%
10Y*
6.48%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SLQD vs. HYGH - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SLQD
iShares 0-5 Year Investment Grade Corporate Bond ETF
0.95%6.27%4.94%5.98%-4.38%-0.61%4.76%6.09%1.09%2.12%
HYGH
iShares Interest Rate Hedged High Yield Bond ETF
3.33%6.94%11.22%12.17%-0.92%5.82%0.54%11.09%-0.85%6.38%

Correlation

The correlation between SLQD and HYGH is 0.19, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.19

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

0.19

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

0.20

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

0.08

Correlation (All Time)
Calculated using the full available price history since May 29, 2014

0.03

The correlation between SLQD and HYGH shifts across timeframes, from 0.03 (all time) to 0.20 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

SLQD vs. HYGH — Risk / Return Rank

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

SLQD
SLQD Risk / Return Rank: 8787
Overall Rank
SLQD Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
SLQD Sortino Ratio Rank: 9393
Sortino Ratio Rank
SLQD Omega Ratio Rank: 9090
Omega Ratio Rank
SLQD Calmar Ratio Rank: 7878
Calmar Ratio Rank
SLQD Martin Ratio Rank: 8686
Martin Ratio Rank

HYGH
HYGH Risk / Return Rank: 7979
Overall Rank
HYGH Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
HYGH Sortino Ratio Rank: 7777
Sortino Ratio Rank
HYGH Omega Ratio Rank: 7272
Omega Ratio Rank
HYGH Calmar Ratio Rank: 8787
Calmar Ratio Rank
HYGH Martin Ratio Rank: 8989
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.

SLQD vs. HYGH - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares 0-5 Year Investment Grade Corporate Bond ETF (SLQD) and iShares Interest Rate Hedged High Yield Bond ETF (HYGH). 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.


SLQDHYGHDifference
Sharpe ratioReturn per unit of total volatility

+0.55

Sortino ratioReturn per unit of downside risk

+0.97

Omega ratioGain probability vs. loss probability

1.55

1.40

+0.14

Calmar ratioReturn relative to maximum drawdown

3.85

4.80

-0.94

Martin ratioReturn relative to average drawdown

17.35

18.77

-1.42

SLQD vs. HYGH - Sharpe Ratio Comparison

The current SLQD Sharpe Ratio is 2.69, which is comparable to the HYGH Sharpe Ratio of 2.14. The chart below compares the historical Sharpe Ratios of SLQD and HYGH, 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

SLQD vs. HYGH - Drawdown Comparison

The maximum SLQD drawdown since its inception was -12.69%, smaller than the maximum HYGH drawdown of -23.88%. Use the drawdown chart below to compare losses from any high point for SLQD and HYGH.


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Drawdown Indicators


SLQDHYGHDifference

Max Drawdown

Largest peak-to-trough decline

-12.69%

-23.88%

+11.19%

Max Drawdown (1Y)

Largest decline over 1 year

-1.06%

-1.62%

+0.56%

Max Drawdown (3Y)

Largest decline over 3 years

-1.06%

-8.06%

+7.00%

Max Drawdown (5Y)

Largest decline over 5 years

-7.63%

-8.24%

+0.61%

Max Drawdown (10Y)

Largest decline over 10 years

-12.69%

-23.88%

+11.19%

Current Drawdown

Current decline from peak

-0.11%

-0.08%

-0.03%

Average Drawdown

Average peak-to-trough decline

-0.87%

-2.22%

+1.35%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.24%

0.41%

-0.17%

Volatility

SLQD vs. HYGH - Volatility Comparison

The current volatility for iShares 0-5 Year Investment Grade Corporate Bond ETF (SLQD) is 0.57%, while iShares Interest Rate Hedged High Yield Bond ETF (HYGH) has a volatility of 0.63%. This indicates that SLQD experiences smaller price fluctuations and is considered to be less risky than HYGH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SLQDHYGHDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.57%

0.63%

-0.06%

Volatility (6M)

Calculated over the trailing 6-month period

1.18%

2.81%

-1.63%

Volatility (1Y)

Calculated over the trailing 1-year period

1.53%

3.64%

-2.11%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.45%

7.08%

-4.63%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.13%

8.30%

-5.17%

SLQD vs. HYGH - Expense Ratio Comparison

SLQD has a 0.06% expense ratio, which is lower than HYGH's 0.52% expense ratio.


Dividends

SLQD vs. HYGH - Dividend Comparison

SLQD's dividend yield for the trailing twelve months is around 4.32%, less than HYGH's 6.60% yield.


PositionTTM20252024202320222021202020192018201720162015
HYGH
iShares Interest Rate Hedged High Yield Bond ETF
6.60%6.86%7.85%8.95%6.21%3.74%4.06%4.89%6.45%4.79%4.60%5.75%
SLQD
iShares 0-5 Year Investment Grade Corporate Bond ETF
4.32%4.15%3.71%2.99%2.00%1.67%2.34%2.89%2.55%1.98%1.81%1.43%

Frequently Asked Questions


SLQD and HYGH have a correlation of 0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

HYGH has higher volatility (0.63%) compared to SLQD (0.57%). In terms of maximum drawdown, SLQD dropped -12.69% vs HYGH's -23.88%.

On 10-year performance, HYGH leads with 6.48% vs 2.64% for SLQD. On fees, SLQD is cheaper at 0.06% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, HYGH has performed better with a 6.48% return vs 2.64%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

SLQD is cheaper with a 0.06% expense ratio, compared with 0.52% for HYGH.

HYGH has the higher dividend yield at 6.60%, compared with 4.32% for SLQD.

SLQD is categorized as Corporate Bonds, while HYGH is High Yield Bonds. SLQD tracks Markit iBoxx USD Liquid Investment Grade 0-5 Index, while HYGH tracks Markit iBoxx USD Liquid High Yield Interest Hedged Index. Their fees differ too: 0.06% for SLQD and 0.52% for HYGH.

SLQD currently has the higher Sharpe Ratio (2.69 vs 2.14), 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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