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USHY vs. BBHY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

USHY vs. BBHY - 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 JPMorgan BetaBuilders USD High Yield Corporate Bond ETF (BBHY). 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 lower than BBHY's 1.73% return.


USHY

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

BBHY

1D
0.15%
1M
0.49%
YTD
1.73%
6M
2.18%
1Y
7.10%
3Y*
8.76%
5Y*
4.12%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

USHY vs. BBHY - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
USHY
iShares Broad USD High Yield Corporate Bond ETF
1.64%8.81%8.45%12.73%-11.18%5.02%6.17%14.24%-2.41%0.16%
BBHY
JPMorgan BetaBuilders USD High Yield Corporate Bond ETF
1.73%8.51%7.81%11.98%-10.37%3.88%5.36%14.35%-2.50%0.05%

Correlation

The correlation between USHY and BBHY is 0.97 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


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

0.97

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

0.97

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

0.97

Correlation (All Time)
Calculated using the full available price history since Oct 27, 2017

0.89

The correlation between USHY and BBHY has been stable across timeframes, ranging from 0.89 to 0.97 - a consistent structural relationship.

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Return for Risk

USHY vs. BBHY — 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

BBHY
BBHY Risk / Return Rank: 6565
Overall Rank
BBHY Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
BBHY Sortino Ratio Rank: 6666
Sortino Ratio Rank
BBHY Omega Ratio Rank: 6565
Omega Ratio Rank
BBHY Calmar Ratio Rank: 6262
Calmar Ratio Rank
BBHY Martin Ratio Rank: 7373
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. BBHY - 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 JPMorgan BetaBuilders USD High Yield Corporate Bond ETF (BBHY). 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.


USHYBBHYDifference
Sharpe ratioReturn per unit of total volatility

-0.04

Sortino ratioReturn per unit of downside risk

-0.09

Omega ratioGain probability vs. loss probability

1.37

1.39

-0.01

Calmar ratioReturn relative to maximum drawdown

2.89

3.00

-0.11

Martin ratioReturn relative to average drawdown

12.99

13.50

-0.52

USHY vs. BBHY - Sharpe Ratio Comparison

The current USHY Sharpe Ratio is 1.93, which is comparable to the BBHY Sharpe Ratio of 1.97. The chart below compares the historical Sharpe Ratios of USHY and BBHY, 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


USHYBBHYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.93

1.97

-0.04

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.59

0.57

+0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.58

0.64

-0.06

Drawdowns

USHY vs. BBHY - Drawdown Comparison

The maximum USHY drawdown since its inception was -22.44%, smaller than the maximum BBHY drawdown of -24.98%. Use the drawdown chart below to compare losses from any high point for USHY and BBHY.


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Drawdown Indicators


USHYBBHYDifference

Max Drawdown

Largest peak-to-trough decline

-22.44%

-24.98%

+2.54%

Max Drawdown (1Y)

Largest decline over 1 year

-2.43%

-2.37%

-0.06%

Max Drawdown (3Y)

Largest decline over 3 years

-4.66%

-5.00%

+0.34%

Max Drawdown (5Y)

Largest decline over 5 years

-15.56%

-15.32%

-0.24%

Current Drawdown

Current decline from peak

-0.06%

-0.14%

+0.08%

Average Drawdown

Average peak-to-trough decline

-2.66%

-2.37%

-0.29%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.54%

0.53%

+0.01%

Volatility

USHY vs. BBHY - Volatility Comparison

iShares Broad USD High Yield Corporate Bond ETF (USHY) and JPMorgan BetaBuilders USD High Yield Corporate Bond ETF (BBHY) have volatilities of 1.14% and 1.13%, 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


USHYBBHYDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.14%

1.13%

+0.01%

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%

3.62%

+0.03%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.34%

7.26%

+0.08%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.25%

7.53%

+0.72%

USHY vs. BBHY - Expense Ratio Comparison

Both USHY and BBHY 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. BBHY - Dividend Comparison

USHY's dividend yield for the trailing twelve months is around 6.91%, which matches BBHY's 6.94% yield.


PositionTTM2025202420232022202120202019201820172016
BBHY
JPMorgan BetaBuilders USD High Yield Corporate Bond ETF
6.94%7.24%7.18%6.49%5.92%4.06%4.73%4.99%5.02%4.81%1.42%
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%0.00%

Frequently Asked Questions


With a correlation of 0.97, USHY and BBHY move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

USHY has higher volatility (1.14%) compared to BBHY (1.13%). In terms of maximum drawdown, USHY dropped -22.44% vs BBHY's -24.98%.

On 5-year performance, USHY leads with 4.29% vs 4.12% for BBHY. Both ETFs have the same 0.15% expense ratio. 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, USHY has performed better with a 4.29% return vs 4.12%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

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

BBHY has the higher dividend yield at 6.94%, compared with 6.91% for USHY.

USHY tracks ICE BofA US High Yield Constrained Index, while BBHY tracks ICE BofA US High Yield Index. They also come from different issuers: iShares and JPMorgan.

BBHY currently has the higher Sharpe Ratio (1.97 vs 1.93), 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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