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THY vs. IBHE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

THY vs. IBHE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Agility Shares Dynamic Tactical Income ETF (THY) 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


THY

1D
-0.01%
1M
0.11%
6M
0.62%
YTD
1.07%
1Y
3.32%
3Y*
4.88%
5Y*
1.71%
10Y*

IBHE

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

THY vs. IBHE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
THY
Agility Shares Dynamic Tactical Income ETF
1.07%4.44%5.38%4.97%-5.62%-0.46%3.50%
IBHE
iShares iBonds 2025 Term High Yield & Income ETF
0.00%4.45%7.62%10.32%-4.08%4.40%9.60%

Correlation

The correlation between THY and IBHE is -0.03, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

-0.03

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

0.39

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

0.45

Correlation (All Time)
Calculated using the full available price history since Jun 25, 2020

0.53

The correlation between THY and IBHE shifts across timeframes, from -0.03 (1 year) to 0.53 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

THY vs. IBHE — Risk / Return Rank

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

THY
THY Risk / Return Rank: 4141
Overall Rank
THY Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
THY Sortino Ratio Rank: 3838
Sortino Ratio Rank
THY Omega Ratio Rank: 3838
Omega Ratio Rank
THY Calmar Ratio Rank: 5151
Calmar Ratio Rank
THY Martin Ratio Rank: 3939
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) 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.

THY vs. IBHE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Agility Shares Dynamic Tactical Income ETF (THY) 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.


THYIBHEDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.21

Calmar ratioReturn relative to maximum drawdown

2.08

Martin ratioReturn relative to average drawdown

4.92

THY vs. IBHE - Sharpe Ratio Comparison


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Drawdowns

THY vs. IBHE - Drawdown Comparison


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Drawdown Indicators


THYIBHEDifference

Max Drawdown

Largest peak-to-trough decline

-8.56%

Max Drawdown (1Y)

Largest decline over 1 year

-1.60%

Max Drawdown (3Y)

Largest decline over 3 years

-2.74%

Max Drawdown (5Y)

Largest decline over 5 years

-8.17%

Current Drawdown

Current decline from peak

-0.22%

Average Drawdown

Average peak-to-trough decline

-2.58%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.68%

Volatility

THY vs. IBHE - Volatility Comparison


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Volatility by Period


THYIBHEDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.64%

Volatility (6M)

Calculated over the trailing 6-month period

1.97%

Volatility (1Y)

Calculated over the trailing 1-year period

2.91%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.56%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.45%

THY vs. IBHE - Expense Ratio Comparison

THY has a 1.36% expense ratio, which is higher than IBHE's 0.35% expense ratio.


Dividends

THY vs. IBHE - Dividend Comparison

THY's dividend yield for the trailing twelve months is around 5.93%, while IBHE has not paid dividends to shareholders.


PositionTTM2025202420232022202120202019
IBHE
iShares iBonds 2025 Term High Yield & Income ETF
1.87%4.53%6.92%7.17%5.77%4.84%5.74%3.73%
THY
Agility Shares Dynamic Tactical Income ETF
5.93%6.00%5.09%4.59%2.56%3.46%2.53%0.00%

Frequently Asked Questions


THY and IBHE have a correlation of -0.03, 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 1.36% for THY.

THY has the higher dividend yield at 5.93%, compared with 1.87% for IBHE.

They also come from different issuers: Toews Corp. and iShares. Their fees differ too: 1.36% for THY and 0.35% for IBHE.

Portfolio Optimizer

Find the right allocation for THY and IBHE

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