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USHY vs. BBTBX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

USHY vs. BBTBX - 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 Bridge Builder Core Bond Fund (BBTBX). 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 1.29% return, which is significantly higher than BBTBX's -0.41% return.


USHY

1D
0.08%
1M
-0.14%
YTD
1.29%
6M
1.85%
1Y
6.84%
3Y*
8.79%
5Y*
4.16%
10Y*

BBTBX

1D
-0.45%
1M
-0.51%
YTD
-0.41%
6M
0.07%
1Y
5.06%
3Y*
4.05%
5Y*
0.08%
10Y*
1.77%
*Multi-year figures are annualized to reflect compound growth (CAGR)

USHY vs. BBTBX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
USHY
iShares Broad USD High Yield Corporate Bond ETF
1.29%8.81%8.45%12.73%-11.18%5.02%6.17%14.24%-2.41%0.16%
BBTBX
Bridge Builder Core Bond Fund
-0.41%7.82%1.89%5.41%-13.49%-1.12%8.54%9.15%0.13%1.00%

Correlation

The correlation between USHY and BBTBX is 0.54, 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

0.54

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

0.55

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

0.45

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

0.27

Over the past year, USHY and BBTBX have become more correlated (0.54) than their long-term average of 0.27, meaning their price movements have been converging.

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Return for Risk

USHY vs. BBTBX — Risk / Return Rank

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

USHY
USHY Risk / Return Rank: 6767
Overall Rank
USHY Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
USHY Sortino Ratio Rank: 6969
Sortino Ratio Rank
USHY Omega Ratio Rank: 6767
Omega Ratio Rank
USHY Calmar Ratio Rank: 6363
Calmar Ratio Rank
USHY Martin Ratio Rank: 7474
Martin Ratio Rank

BBTBX
BBTBX Risk / Return Rank: 1818
Overall Rank
BBTBX Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
BBTBX Sortino Ratio Rank: 1818
Sortino Ratio Rank
BBTBX Omega Ratio Rank: 1717
Omega Ratio Rank
BBTBX Calmar Ratio Rank: 2121
Calmar Ratio Rank
BBTBX Martin Ratio Rank: 1818
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. BBTBX - 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 Bridge Builder Core Bond Fund (BBTBX). 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.


USHYBBTBXDifference
Sharpe ratioReturn per unit of total volatility

+0.78

Sortino ratioReturn per unit of downside risk

+1.21

Omega ratioGain probability vs. loss probability

1.36

1.19

+0.17

Calmar ratioReturn relative to maximum drawdown

2.83

1.52

+1.31

Martin ratioReturn relative to average drawdown

12.68

4.34

+8.34

USHY vs. BBTBX - Sharpe Ratio Comparison

The current USHY Sharpe Ratio is 1.88, which is higher than the BBTBX Sharpe Ratio of 1.10. The chart below compares the historical Sharpe Ratios of USHY and BBTBX, 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


USHYBBTBXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.88

1.10

+0.78

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.57

0.01

+0.55

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.36

Sharpe Ratio (All Time)

Calculated using the full available price history

0.58

0.37

+0.21

Drawdowns

USHY vs. BBTBX - Drawdown Comparison

The maximum USHY drawdown since its inception was -22.44%, which is greater than BBTBX's maximum drawdown of -18.54%. Use the drawdown chart below to compare losses from any high point for USHY and BBTBX.


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Drawdown Indicators


USHYBBTBXDifference

Max Drawdown

Largest peak-to-trough decline

-22.44%

-18.54%

-3.90%

Max Drawdown (1Y)

Largest decline over 1 year

-2.43%

-2.97%

+0.54%

Max Drawdown (3Y)

Largest decline over 3 years

-4.66%

-6.32%

+1.66%

Max Drawdown (5Y)

Largest decline over 5 years

-15.56%

-18.54%

+2.98%

Max Drawdown (10Y)

Largest decline over 10 years

-18.54%

Current Drawdown

Current decline from peak

-0.41%

-1.94%

+1.53%

Average Drawdown

Average peak-to-trough decline

-2.66%

-3.91%

+1.25%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.54%

1.02%

-0.48%

Volatility

USHY vs. BBTBX - Volatility Comparison

The current volatility for iShares Broad USD High Yield Corporate Bond ETF (USHY) is 1.13%, while Bridge Builder Core Bond Fund (BBTBX) has a volatility of 1.34%. This indicates that USHY experiences smaller price fluctuations and is considered to be less risky than BBTBX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


USHYBBTBXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.13%

1.34%

-0.21%

Volatility (6M)

Calculated over the trailing 6-month period

2.95%

2.96%

-0.01%

Volatility (1Y)

Calculated over the trailing 1-year period

3.67%

4.10%

-0.43%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.34%

5.97%

+1.37%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.25%

4.94%

+3.31%

USHY vs. BBTBX - Expense Ratio Comparison

USHY has a 0.15% expense ratio, which is higher than BBTBX's 0.13% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

USHY vs. BBTBX - Dividend Comparison

USHY's dividend yield for the trailing twelve months is around 6.93%, more than BBTBX's 4.09% yield.


PositionTTM20252024202320222021202020192018201720162015
BBTBX
Bridge Builder Core Bond Fund
4.09%4.58%3.92%2.86%2.26%2.38%4.73%3.39%3.02%2.67%0.95%0.17%
USHY
iShares Broad USD High Yield Corporate Bond ETF
6.93%6.79%6.89%6.63%6.08%5.07%5.30%5.92%6.30%0.73%0.00%0.00%

Frequently Asked Questions


USHY and BBTBX have a correlation of 0.54, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BBTBX has higher volatility (1.34%) compared to USHY (1.13%). In terms of maximum drawdown, USHY dropped -22.44% vs BBTBX's -18.54%.

USHY currently has the higher Sharpe Ratio (1.88 vs 1.10), 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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