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USHY vs. AVIG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

USHY vs. AVIG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Broad USD High Yield Corporate Bond ETF (USHY) and Avantis Core Fixed Income ETF (AVIG). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, USHY achieves a 1.64% return, which is significantly higher than AVIG's 0.24% return.


USHY

1D
0.22%
1M
0.46%
YTD
1.64%
6M
1.98%
1Y
6.99%
3Y*
9.01%
5Y*
4.29%
10Y*

AVIG

1D
0.15%
1M
0.12%
YTD
0.24%
6M
0.35%
1Y
4.95%
3Y*
4.52%
5Y*
0.16%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

USHY vs. AVIG - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
USHY
iShares Broad USD High Yield Corporate Bond ETF
1.64%8.81%8.45%12.73%-11.18%5.02%4.96%
AVIG
Avantis Core Fixed Income ETF
0.24%7.98%1.55%6.41%-13.94%-2.15%0.96%

Correlation

The correlation between USHY and AVIG is 0.63, 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

0.63

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

0.65

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

0.56

Correlation (All Time)
Calculated using the full available price history since Oct 16, 2020

0.53

The correlation between USHY and AVIG shifts across timeframes, from 0.53 (all time) to 0.65 (3 years), reflecting how their relationship changes across market environments.

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Return for Risk

USHY vs. AVIG — Risk / Return Rank

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

USHY
USHY Risk / Return Rank: 6363
Overall Rank
USHY Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
USHY Sortino Ratio Rank: 6464
Sortino Ratio Rank
USHY Omega Ratio Rank: 6363
Omega Ratio Rank
USHY Calmar Ratio Rank: 5959
Calmar Ratio Rank
USHY Martin Ratio Rank: 7171
Martin Ratio Rank

AVIG
AVIG Risk / Return Rank: 3636
Overall Rank
AVIG Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
AVIG Sortino Ratio Rank: 3737
Sortino Ratio Rank
AVIG Omega Ratio Rank: 3535
Omega Ratio Rank
AVIG Calmar Ratio Rank: 3636
Calmar Ratio Rank
AVIG Martin Ratio Rank: 3535
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.

USHY vs. AVIG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Broad USD High Yield Corporate Bond ETF (USHY) and Avantis Core Fixed Income ETF (AVIG). 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.


USHYAVIGDifference
Sharpe ratioReturn per unit of total volatility

+0.62

Sortino ratioReturn per unit of downside risk

+1.00

Omega ratioGain probability vs. loss probability

1.37

1.23

+0.15

Calmar ratioReturn relative to maximum drawdown

2.89

1.76

+1.13

Martin ratioReturn relative to average drawdown

12.99

5.36

+7.63

USHY vs. AVIG - Sharpe Ratio Comparison

The current USHY Sharpe Ratio is 1.93, which is higher than the AVIG Sharpe Ratio of 1.30. The chart below compares the historical Sharpe Ratios of USHY and AVIG, 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


USHYAVIGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.93

1.30

+0.62

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.59

0.03

+0.56

Sharpe Ratio (All Time)

Calculated using the full available price history

0.58

-0.02

+0.60

Drawdowns

USHY vs. AVIG - Drawdown Comparison

The maximum USHY drawdown since its inception was -22.44%, which is greater than AVIG's maximum drawdown of -19.64%. Use the drawdown chart below to compare losses from any high point for USHY and AVIG.


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Drawdown Indicators


USHYAVIGDifference

Max Drawdown

Largest peak-to-trough decline

-22.44%

-19.64%

-2.80%

Max Drawdown (1Y)

Largest decline over 1 year

-2.43%

-2.82%

+0.39%

Max Drawdown (3Y)

Largest decline over 3 years

-4.66%

-6.03%

+1.37%

Max Drawdown (5Y)

Largest decline over 5 years

-15.56%

-19.47%

+3.91%

Current Drawdown

Current decline from peak

-0.06%

-1.50%

+1.44%

Average Drawdown

Average peak-to-trough decline

-2.66%

-7.75%

+5.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.54%

0.93%

-0.39%

Volatility

USHY vs. AVIG - Volatility Comparison

The current volatility for iShares Broad USD High Yield Corporate Bond ETF (USHY) is 1.14%, while Avantis Core Fixed Income ETF (AVIG) has a volatility of 1.32%. This indicates that USHY experiences smaller price fluctuations and is considered to be less risky than AVIG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


USHYAVIGDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.14%

1.32%

-0.18%

Volatility (6M)

Calculated over the trailing 6-month period

2.92%

2.85%

+0.07%

Volatility (1Y)

Calculated over the trailing 1-year period

3.65%

3.86%

-0.21%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.34%

6.23%

+1.11%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.25%

6.00%

+2.25%

USHY vs. AVIG - Expense Ratio Comparison

Both USHY and AVIG have an expense ratio of 0.15%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

USHY vs. AVIG - Dividend Comparison

USHY's dividend yield for the trailing twelve months is around 6.91%, more than AVIG's 4.37% yield.


PositionTTM202520242023202220212020201920182017
AVIG
Avantis Core Fixed Income ETF
4.37%4.36%4.66%4.06%2.53%1.12%0.22%0.00%0.00%0.00%
USHY
iShares Broad USD High Yield Corporate Bond ETF
6.91%6.79%6.89%6.63%6.08%5.07%5.30%5.92%6.30%0.73%

Frequently Asked Questions


USHY and AVIG have a correlation of 0.63, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

AVIG has higher volatility (1.32%) compared to USHY (1.14%). In terms of maximum drawdown, USHY dropped -22.44% vs AVIG's -19.64%.

On 5-year performance, USHY leads with 4.29% vs 0.16% for AVIG. Both ETFs have the same 0.15% expense ratio. On volatility, USHY has been the lower-risk option at 1.14%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, USHY has performed better with a 4.29% return vs 0.16%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

USHY and AVIG have the same expense ratio: 0.15% per year.

USHY has the higher dividend yield at 6.91%, compared with 4.37% for AVIG.

USHY is categorized as High Yield Bonds, while AVIG is Intermediate Core Bond. They also come from different issuers: iShares and Avantis.

USHY currently has the higher Sharpe Ratio (1.93 vs 1.30), 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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