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SPHY vs. HYBB
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SPHY vs. HYBB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR Portfolio High Yield Bond ETF (SPHY) and iShares BB Rated Corporate Bond ETF (HYBB). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both stocks are quite close, with SPHY having a 1.89% return and HYBB slightly lower at 1.87%.


SPHY

1D
0.09%
1M
0.33%
YTD
1.89%
6M
1.89%
1Y
6.35%
3Y*
9.12%
5Y*
4.29%
10Y*
5.23%

HYBB

1D
0.35%
1M
0.56%
YTD
1.87%
6M
1.83%
1Y
6.08%
3Y*
8.23%
5Y*
3.54%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SPHY vs. HYBB - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
SPHY
SPDR Portfolio High Yield Bond ETF
1.89%8.59%8.54%12.81%-10.57%5.61%5.73%
HYBB
iShares BB Rated Corporate Bond ETF
1.87%8.95%6.35%10.53%-10.11%3.36%4.46%

Correlation

The correlation between SPHY and HYBB is 0.88, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.88

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

0.92

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

0.93

Correlation (All Time)
Calculated using the full available price history since Oct 8, 2020

0.93

The correlation between SPHY and HYBB has been stable across timeframes, ranging from 0.88 to 0.93 - a consistent structural relationship.

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Return for Risk

SPHY vs. HYBB — Risk / Return Rank

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

SPHY
SPHY Risk / Return Rank: 6565
Overall Rank
SPHY Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
SPHY Sortino Ratio Rank: 6666
Sortino Ratio Rank
SPHY Omega Ratio Rank: 6565
Omega Ratio Rank
SPHY Calmar Ratio Rank: 6262
Calmar Ratio Rank
SPHY Martin Ratio Rank: 7373
Martin Ratio Rank

HYBB
HYBB Risk / Return Rank: 6666
Overall Rank
HYBB Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
HYBB Sortino Ratio Rank: 7070
Sortino Ratio Rank
HYBB Omega Ratio Rank: 6868
Omega Ratio Rank
HYBB Calmar Ratio Rank: 5757
Calmar Ratio Rank
HYBB Martin Ratio Rank: 6969
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.

SPHY vs. HYBB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR Portfolio High Yield Bond ETF (SPHY) and iShares BB Rated Corporate Bond ETF (HYBB). 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.


SPHYHYBBDifference
Sharpe ratioReturn per unit of total volatility

-0.12

Sortino ratioReturn per unit of downside risk

-0.15

Omega ratioGain probability vs. loss probability

1.34

1.35

-0.02

Calmar ratioReturn relative to maximum drawdown

2.64

2.46

+0.19

Martin ratioReturn relative to average drawdown

11.91

11.02

+0.89

SPHY vs. HYBB - Sharpe Ratio Comparison

The current SPHY Sharpe Ratio is 1.72, which is comparable to the HYBB Sharpe Ratio of 1.84. The chart below compares the historical Sharpe Ratios of SPHY and HYBB, 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

SPHY vs. HYBB - Drawdown Comparison

The maximum SPHY drawdown since its inception was -21.97%, which is greater than HYBB's maximum drawdown of -15.28%. Use the drawdown chart below to compare losses from any high point for SPHY and HYBB.


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Drawdown Indicators


SPHYHYBBDifference

Max Drawdown

Largest peak-to-trough decline

-21.97%

-15.28%

-6.69%

Max Drawdown (1Y)

Largest decline over 1 year

-2.41%

-2.48%

+0.07%

Max Drawdown (3Y)

Largest decline over 3 years

-4.85%

-4.01%

-0.84%

Max Drawdown (5Y)

Largest decline over 5 years

-15.29%

-15.28%

-0.01%

Max Drawdown (10Y)

Largest decline over 10 years

-21.97%

Current Drawdown

Current decline from peak

-0.13%

0.00%

-0.13%

Average Drawdown

Average peak-to-trough decline

-2.28%

-3.20%

+0.92%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.53%

0.55%

-0.02%

Volatility

SPHY vs. HYBB - Volatility Comparison

SPDR Portfolio High Yield Bond ETF (SPHY) and iShares BB Rated Corporate Bond ETF (HYBB) have volatilities of 0.92% and 0.91%, 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


SPHYHYBBDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.92%

0.91%

+0.01%

Volatility (6M)

Calculated over the trailing 6-month period

2.97%

2.65%

+0.32%

Volatility (1Y)

Calculated over the trailing 1-year period

3.71%

3.32%

+0.39%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.18%

6.94%

+0.24%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.86%

6.65%

+1.21%

SPHY vs. HYBB - Expense Ratio Comparison

SPHY has a 0.05% expense ratio, which is lower than HYBB's 0.25% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

SPHY vs. HYBB - Dividend Comparison

SPHY's dividend yield for the trailing twelve months is around 7.24%, more than HYBB's 5.84% yield.


PositionTTM20252024202320222021202020192018201720162015
HYBB
iShares BB Rated Corporate Bond ETF
5.84%6.08%6.22%6.28%5.04%3.86%0.76%0.00%0.00%0.00%0.00%0.00%
SPHY
SPDR Portfolio High Yield Bond ETF
7.24%7.38%7.80%7.30%6.47%5.13%5.63%5.73%4.09%4.41%4.27%4.29%

Frequently Asked Questions


SPHY and HYBB have a correlation of 0.88, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SPHY has higher volatility (0.92%) compared to HYBB (0.91%). In terms of maximum drawdown, SPHY dropped -21.97% vs HYBB's -15.28%.

On 5-year performance, SPHY leads with 4.29% vs 3.54% for HYBB. On fees, SPHY is cheaper at 0.05% 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, SPHY has performed better with a 4.29% return vs 3.54%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

SPHY is cheaper with a 0.05% expense ratio, compared with 0.25% for HYBB.

SPHY has the higher dividend yield at 7.24%, compared with 5.84% for HYBB.

SPHY tracks ICE BofA US High Yield Index, while HYBB tracks ICE BofA BB US High Yield Constrained Index (USD). They also come from different issuers: State Street and iShares. Their fees differ too: 0.05% for SPHY and 0.25% for HYBB.

HYBB currently has the higher Sharpe Ratio (1.84 vs 1.72), 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 SPHY and HYBB

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