SUSB vs. HYGH
SUSB (iShares ESG 1-5 Year USD Corporate Bond ETF) and HYGH (iShares Interest Rate Hedged High Yield Bond ETF) are both exchange-traded funds - SUSB is a Corporate Bonds fund tracking the Bloomberg Barclays MSCI US Corporate 1-5 Year ESG Focus Index, while HYGH is a High Yield Bonds fund tracking the Markit iBoxx USD Liquid High Yield Interest Hedged Index. Both are passively managed. Over the past 5 years, SUSB returned 2.19%/yr vs 7.04%/yr for HYGH. Their 0.09 correlation means their historical movements had little consistent relationship. SUSB charges 0.12%/yr vs 0.52%/yr for HYGH.
Performance
SUSB vs. HYGH - Performance Comparison
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Returns By Period
In the year-to-date period, SUSB achieves a 0.68% return, which is significantly lower than HYGH's 3.69% return.
SUSB
- 1D
- -0.08%
- 1M
- -0.30%
- 6M
- 0.38%
- YTD
- 0.68%
- 1Y
- 2.97%
- 3Y*
- 5.39%
- 5Y*
- 2.19%
- 10Y*
- —
- ALL TIME*
- 2.64%
HYGH
- 1D
- 0.23%
- 1M
- 0.18%
- 6M
- 3.04%
- YTD
- 3.69%
- 1Y
- 7.30%
- 3Y*
- 9.04%
- 5Y*
- 7.04%
- 10Y*
- 6.28%
- ALL TIME*
- 4.72%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $5.51M | $5.45M | $4.91M | |
| $4.18M | $4.00M | $9.18M |
SUSB vs. HYGH - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SUSB iShares ESG 1-5 Year USD Corporate Bond ETF | 0.68% | 6.81% | 4.83% | 5.98% | -5.72% | -0.76% | 4.96% | 7.02% | 0.54% | 0.28% |
HYGH iShares Interest Rate Hedged High Yield Bond ETF | 3.69% | 6.94% | 11.22% | 12.17% | -0.92% | 5.82% | 0.54% | 11.09% | -0.85% | 1.85% |
Correlation
The correlation between SUSB and HYGH is 0.12, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.12 |
Correlation (3Y) Balances recent behavior with more history. | 0.13 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.19 |
Correlation (All Time) Calculated using the full available price history since Jul 18, 2017 | 0.09 |
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Return for Risk
SUSB vs. HYGH — Risk / Return Rank
SUSB
HYGH
SUSB vs. HYGH - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares ESG 1-5 Year USD Corporate Bond ETF (SUSB) 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.
| SUSB | HYGH | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.11 | ||
| Sortino ratioReturn per unit of downside risk | -0.18 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 1.35 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | 2.36 | 4.24 | -1.88 |
| Martin ratioReturn relative to average drawdown | 9.20 | 16.68 | -7.48 |
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Drawdowns
SUSB vs. HYGH - Drawdown Comparison
The maximum SUSB drawdown since its inception was -13.25%, smaller than the maximum HYGH drawdown of -23.88%. Use the drawdown chart below to compare losses from any high point for SUSB and HYGH.
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Drawdown Indicators
| SUSB | HYGH | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -13.25% | -23.88% | +10.63% |
Max Drawdown (1Y)Largest decline over 1 year | -1.49% | -1.62% | +0.13% |
Max Drawdown (3Y)Largest decline over 3 years | -1.49% | -8.06% | +6.57% |
Max Drawdown (5Y)Largest decline over 5 years | -9.50% | -8.24% | -1.26% |
Max Drawdown (10Y)Largest decline over 10 years | — | -23.88% | — |
Current DrawdownCurrent decline from peak | -0.34% | -0.06% | -0.28% |
Average DrawdownAverage peak-to-trough decline | -1.56% | -2.20% | +0.64% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.38% | 0.41% | -0.03% |
Volatility
SUSB vs. HYGH - Volatility Comparison
The current volatility for iShares ESG 1-5 Year USD Corporate Bond ETF (SUSB) is 0.57%, while iShares Interest Rate Hedged High Yield Bond ETF (HYGH) has a volatility of 0.63%. This indicates that SUSB 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
| SUSB | HYGH | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.57% | 0.63% | -0.06% |
Volatility (6M)Calculated over the trailing 6-month period | 1.59% | 2.77% | -1.18% |
Volatility (1Y)Calculated over the trailing 1-year period | 1.98% | 3.64% | -1.66% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 2.98% | 7.06% | -4.08% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 3.70% | 8.21% | -4.51% |
SUSB vs. HYGH - Expense Ratio Comparison
SUSB has a 0.12% expense ratio, which is lower than HYGH's 0.52% expense ratio.
Dividends
SUSB vs. HYGH - Dividend Comparison
SUSB's dividend yield for the trailing twelve months is around 4.51%, less than HYGH's 6.56% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HYGH iShares Interest Rate Hedged High Yield Bond ETF | 6.56% | 6.86% | 7.85% | 8.95% | 6.21% | 3.74% | 4.06% | 4.89% | 6.45% | 4.79% | 4.60% | 5.75% |
SUSB iShares ESG 1-5 Year USD Corporate Bond ETF | 4.14% | 4.40% | 3.81% | 2.81% | 1.74% | 1.30% | 1.91% | 2.83% | 2.61% | 0.96% | 0.00% | 0.00% |
Frequently Asked Questions
SUSB and HYGH have a correlation of 0.12, 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 SUSB (0.57%). In terms of maximum drawdown, SUSB dropped -13.25% vs HYGH's -23.88%.
On 5-year performance, HYGH leads with 7.04% vs 2.19% for SUSB. On fees, SUSB is cheaper at 0.12% 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, HYGH has performed better with a 7.04% return vs 2.19%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
SUSB is cheaper with a 0.12% expense ratio, compared with 0.52% for HYGH.
HYGH has the higher dividend yield at 6.56%, compared with 4.14% for SUSB.
SUSB is categorized as Corporate Bonds, while HYGH is High Yield Bonds. SUSB tracks Bloomberg Barclays MSCI US Corporate 1-5 Year ESG Focus Index, while HYGH tracks Markit iBoxx USD Liquid High Yield Interest Hedged Index. Their fees differ too: 0.12% for SUSB and 0.52% for HYGH.
HYGH currently has the higher Sharpe Ratio (1.89 vs 1.77), 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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