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SLQD vs. SJNK
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SLQD vs. SJNK - 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 SPDR Bloomberg Barclays Short Term High Yield Bond ETF (SJNK). 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 0.93% return, which is significantly lower than SJNK's 1.49% return. Over the past 10 years, SLQD has underperformed SJNK with an annualized return of 2.66%, while SJNK has yielded a comparatively higher 5.49% annualized return.


SLQD

1D
0.09%
1M
0.26%
YTD
0.93%
6M
1.31%
1Y
4.39%
3Y*
5.39%
5Y*
2.54%
10Y*
2.66%

SJNK

1D
0.08%
1M
0.29%
YTD
1.49%
6M
1.91%
1Y
6.32%
3Y*
8.25%
5Y*
4.86%
10Y*
5.49%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SLQD vs. SJNK - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SLQD
iShares 0-5 Year Investment Grade Corporate Bond ETF
0.93%6.27%4.94%5.98%-4.38%-0.61%4.76%6.09%1.09%2.12%
SJNK
SPDR Bloomberg Barclays Short Term High Yield Bond ETF
1.49%7.68%8.24%11.63%-5.50%5.06%5.82%9.49%-0.27%5.27%

Correlation

The correlation between SLQD and SJNK is 0.61, 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

0.61

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

0.61

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

0.55

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

0.37

Correlation (All Time)
Calculated using the full available price history since Oct 18, 2013

0.31

Over the past year, SLQD and SJNK have become more correlated (0.61) than their long-term average of 0.31, meaning their price movements have been converging.

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Return for Risk

SLQD vs. SJNK — Risk / Return Rank

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

SLQD
SLQD Risk / Return Rank: 8888
Overall Rank
SLQD Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
SLQD Sortino Ratio Rank: 9494
Sortino Ratio Rank
SLQD Omega Ratio Rank: 9292
Omega Ratio Rank
SLQD Calmar Ratio Rank: 8080
Calmar Ratio Rank
SLQD Martin Ratio Rank: 8888
Martin Ratio Rank

SJNK
SJNK Risk / Return Rank: 7070
Overall Rank
SJNK Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
SJNK Sortino Ratio Rank: 6767
Sortino Ratio Rank
SJNK Omega Ratio Rank: 6666
Omega Ratio Rank
SJNK Calmar Ratio Rank: 7474
Calmar Ratio Rank
SJNK Martin Ratio Rank: 8181
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. SJNK - 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 SPDR Bloomberg Barclays Short Term High Yield Bond ETF (SJNK). 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.


SLQDSJNKDifference
Sharpe ratioReturn per unit of total volatility

+0.99

Sortino ratioReturn per unit of downside risk

+1.77

Omega ratioGain probability vs. loss probability

1.61

1.39

+0.22

Calmar ratioReturn relative to maximum drawdown

4.15

3.67

+0.48

Martin ratioReturn relative to average drawdown

18.88

15.90

+2.98

SLQD vs. SJNK - Sharpe Ratio Comparison

The current SLQD Sharpe Ratio is 2.98, which is higher than the SJNK Sharpe Ratio of 1.99. The chart below compares the historical Sharpe Ratios of SLQD and SJNK, 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


SLQDSJNKDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.98

1.99

+0.99

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.04

0.84

+0.21

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.85

0.85

0.00

Sharpe Ratio (All Time)

Calculated using the full available price history

0.85

0.80

+0.05

Drawdowns

SLQD vs. SJNK - Drawdown Comparison

The maximum SLQD drawdown since its inception was -12.69%, smaller than the maximum SJNK drawdown of -19.74%. Use the drawdown chart below to compare losses from any high point for SLQD and SJNK.


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Drawdown Indicators


SLQDSJNKDifference

Max Drawdown

Largest peak-to-trough decline

-12.69%

-19.74%

+7.05%

Max Drawdown (1Y)

Largest decline over 1 year

-1.06%

-1.73%

+0.67%

Max Drawdown (3Y)

Largest decline over 3 years

-1.06%

-4.77%

+3.71%

Max Drawdown (5Y)

Largest decline over 5 years

-7.63%

-10.18%

+2.55%

Max Drawdown (10Y)

Largest decline over 10 years

-12.69%

-19.74%

+7.05%

Current Drawdown

Current decline from peak

-0.04%

-0.11%

+0.07%

Average Drawdown

Average peak-to-trough decline

-0.87%

-1.63%

+0.76%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.23%

0.40%

-0.17%

Volatility

SLQD vs. SJNK - Volatility Comparison

The current volatility for iShares 0-5 Year Investment Grade Corporate Bond ETF (SLQD) is 0.46%, while SPDR Bloomberg Barclays Short Term High Yield Bond ETF (SJNK) has a volatility of 0.90%. This indicates that SLQD experiences smaller price fluctuations and is considered to be less risky than SJNK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SLQDSJNKDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.46%

0.90%

-0.44%

Volatility (6M)

Calculated over the trailing 6-month period

1.09%

2.45%

-1.36%

Volatility (1Y)

Calculated over the trailing 1-year period

1.49%

3.20%

-1.71%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.44%

5.83%

-3.39%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.14%

6.49%

-3.35%

SLQD vs. SJNK - Expense Ratio Comparison

SLQD has a 0.06% expense ratio, which is lower than SJNK's 0.40% expense ratio.


Dividends

SLQD vs. SJNK - Dividend Comparison

SLQD's dividend yield for the trailing twelve months is around 4.32%, less than SJNK's 7.01% yield.


PositionTTM20252024202320222021202020192018201720162015
SJNK
SPDR Bloomberg Barclays Short Term High Yield Bond ETF
7.01%7.12%7.47%7.20%5.85%4.21%5.34%5.64%5.69%5.64%5.65%5.81%
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 SJNK have a correlation of 0.61, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SJNK has higher volatility (0.90%) compared to SLQD (0.46%). In terms of maximum drawdown, SLQD dropped -12.69% vs SJNK's -19.74%.

On 10-year performance, SJNK leads with 5.49% vs 2.66% for SLQD. On fees, SLQD is cheaper at 0.06% per year. On volatility, SLQD has been the lower-risk option at 0.46%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, SJNK has performed better with a 5.49% return vs 2.66%. 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 0.40% for SJNK.

SJNK has the higher dividend yield at 7.01%, compared with 4.32% for SLQD.

SLQD is categorized as Corporate Bonds, while SJNK is High Yield Bonds. SLQD tracks Markit iBoxx USD Liquid Investment Grade 0-5 Index, while SJNK tracks Bloomberg US High Yield 350mn Cash Pay 2% Capped (0-5 Y). They also come from different issuers: iShares and State Street. Their fees differ too: 0.06% for SLQD and 0.40% for SJNK.

SLQD currently has the higher Sharpe Ratio (2.98 vs 1.99), 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

Find the right allocation for SLQD and SJNK

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