PortfoliosLab logoPortfoliosLab logo
UITB vs. HTAB
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

UITB vs. HTAB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VictoryShares Core Intermediate Bond ETF (UITB) and Hartford Schroders Tax-Aware Bond ETF (HTAB). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, UITB achieves a 0.17% return, which is significantly lower than HTAB's 1.48% return.


UITB

1D
-0.19%
1M
0.24%
YTD
0.17%
6M
0.03%
1Y
5.06%
3Y*
4.33%
5Y*
0.56%
10Y*

HTAB

1D
-0.05%
1M
0.66%
YTD
1.48%
6M
1.64%
1Y
6.89%
3Y*
3.43%
5Y*
0.69%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

UITB vs. HTAB - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
UITB
VictoryShares Core Intermediate Bond ETF
0.17%7.32%1.81%6.49%-12.23%-0.88%7.99%11.40%1.03%
HTAB
Hartford Schroders Tax-Aware Bond ETF
1.48%2.86%1.52%7.16%-8.33%-0.12%5.41%7.86%1.43%

Correlation

The correlation between UITB and HTAB is 0.64, 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

0.64

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

0.76

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

0.71

Correlation (All Time)
Calculated using the full available price history since Apr 20, 2018

0.61

The correlation between UITB and HTAB shifts across timeframes, from 0.61 (all time) to 0.76 (3 years), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

UITB vs. HTAB — Risk / Return Rank

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

UITB
UITB Risk / Return Rank: 3838
Overall Rank
UITB Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
UITB Sortino Ratio Rank: 4141
Sortino Ratio Rank
UITB Omega Ratio Rank: 3838
Omega Ratio Rank
UITB Calmar Ratio Rank: 3737
Calmar Ratio Rank
UITB Martin Ratio Rank: 3636
Martin Ratio Rank

HTAB
HTAB Risk / Return Rank: 5151
Overall Rank
HTAB Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
HTAB Sortino Ratio Rank: 5353
Sortino Ratio Rank
HTAB Omega Ratio Rank: 5353
Omega Ratio Rank
HTAB Calmar Ratio Rank: 4949
Calmar Ratio Rank
HTAB Martin Ratio Rank: 4747
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.

UITB vs. HTAB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VictoryShares Core Intermediate Bond ETF (UITB) and Hartford Schroders Tax-Aware Bond ETF (HTAB). 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.


UITBHTABDifference
Sharpe ratioReturn per unit of total volatility

-0.33

Sortino ratioReturn per unit of downside risk

-0.48

Omega ratioGain probability vs. loss probability

1.25

1.33

-0.09

Calmar ratioReturn relative to maximum drawdown

1.81

2.43

-0.62

Martin ratioReturn relative to average drawdown

5.57

7.68

-2.12

UITB vs. HTAB - Sharpe Ratio Comparison

The current UITB Sharpe Ratio is 1.39, which is comparable to the HTAB Sharpe Ratio of 1.72. The chart below compares the historical Sharpe Ratios of UITB and HTAB, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


UITBHTABDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.39

1.72

-0.33

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.10

0.12

-0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.46

0.44

+0.02

Drawdowns

UITB vs. HTAB - Drawdown Comparison

The maximum UITB drawdown since its inception was -17.02%, which is greater than HTAB's maximum drawdown of -14.76%. Use the drawdown chart below to compare losses from any high point for UITB and HTAB.


Loading charts...

Drawdown Indicators


UITBHTABDifference

Max Drawdown

Largest peak-to-trough decline

-17.02%

-14.76%

-2.26%

Max Drawdown (1Y)

Largest decline over 1 year

-2.80%

-2.85%

+0.05%

Max Drawdown (3Y)

Largest decline over 3 years

-5.44%

-8.42%

+2.98%

Max Drawdown (5Y)

Largest decline over 5 years

-17.02%

-14.76%

-2.26%

Current Drawdown

Current decline from peak

-1.61%

-0.86%

-0.75%

Average Drawdown

Average peak-to-trough decline

-4.35%

-2.89%

-1.46%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.91%

0.90%

+0.01%

Volatility

UITB vs. HTAB - Volatility Comparison

VictoryShares Core Intermediate Bond ETF (UITB) and Hartford Schroders Tax-Aware Bond ETF (HTAB) have volatilities of 1.24% and 1.25%, 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.


Loading charts...

Volatility by Period


UITBHTABDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.24%

1.25%

-0.01%

Volatility (6M)

Calculated over the trailing 6-month period

2.58%

2.80%

-0.22%

Volatility (1Y)

Calculated over the trailing 1-year period

3.66%

4.02%

-0.36%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.64%

5.74%

-0.10%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.98%

5.17%

-0.19%

UITB vs. HTAB - Expense Ratio Comparison

UITB has a 0.38% expense ratio, which is lower than HTAB's 0.39% expense ratio.


Dividends

UITB vs. HTAB - Dividend Comparison

UITB's dividend yield for the trailing twelve months is around 4.17%, more than HTAB's 3.83% yield.


PositionTTM202520242023202220212020201920182017
HTAB
Hartford Schroders Tax-Aware Bond ETF
3.83%3.88%3.57%3.21%2.26%2.18%1.64%2.77%1.61%0.00%
UITB
VictoryShares Core Intermediate Bond ETF
4.17%4.04%3.89%3.14%2.32%1.95%2.79%3.01%2.99%0.50%

Frequently Asked Questions


UITB and HTAB have a correlation of 0.64, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

HTAB has higher volatility (1.25%) compared to UITB (1.24%). In terms of maximum drawdown, UITB dropped -17.02% vs HTAB's -14.76%.

On 5-year performance, HTAB leads with 0.69% vs 0.56% for UITB. On fees, UITB is cheaper at 0.38% 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, HTAB has performed better with a 0.69% return vs 0.56%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

UITB is cheaper with a 0.38% expense ratio, compared with 0.39% for HTAB.

UITB has the higher dividend yield at 4.17%, compared with 3.83% for HTAB.

They also come from different issuers: Victory Capital and Hartford. Their fees differ too: 0.38% for UITB and 0.39% for HTAB.

HTAB currently has the higher Sharpe Ratio (1.72 vs 1.39), 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 UITB and HTAB

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer