USHY vs. EPD
USHY (iShares Broad USD High Yield Corporate Bond ETF) is High Yield Bonds fund tracking the ICE BofA US High Yield Constrained Index, while EPD (Enterprise Products Partners L.P.) is a stock. Over the past 5 years, USHY returned 4.21%/yr vs 15.96%/yr for EPD. At a 0.32 correlation, their price movements are largely independent.
Performance
USHY vs. EPD - Performance Comparison
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Returns By Period
In the year-to-date period, USHY achieves a 1.75% return, which is significantly lower than EPD's 19.79% return.
USHY
- 1D
- 0.03%
- 1M
- 0.59%
- YTD
- 1.75%
- 6M
- 2.37%
- 1Y
- 6.90%
- 3Y*
- 8.94%
- 5Y*
- 4.21%
- 10Y*
- —
EPD
- 1D
- -0.08%
- 1M
- -2.72%
- YTD
- 19.79%
- 6M
- 19.53%
- 1Y
- 24.43%
- 3Y*
- 20.73%
- 5Y*
- 15.96%
- 10Y*
- 10.61%
USHY vs. EPD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
USHY iShares Broad USD High Yield Corporate Bond ETF | 1.75% | 8.81% | 8.45% | 12.73% | -11.18% | 5.02% | 6.17% | 14.24% | -2.41% | 0.16% |
EPD Enterprise Products Partners L.P. | 19.79% | 9.45% | 28.00% | 17.71% | 18.32% | 21.40% | -23.61% | 21.88% | -1.32% | 10.71% |
Correlation
The correlation between USHY and EPD is -0.09, 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 | -0.09 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.18 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.25 |
Correlation (All Time) Calculated using the full available price history since Oct 26, 2017 | 0.32 |
The correlation between USHY and EPD shifts across timeframes, from -0.09 (1 year) to 0.32 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
USHY vs. EPD — Risk / Return Rank
USHY
EPD
USHY vs. EPD - 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 Enterprise Products Partners L.P. (EPD). 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.
| USHY | EPD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.33 | ||
| Sortino ratioReturn per unit of downside risk | +0.58 | ||
| Omega ratioGain probability vs. loss probability | 1.36 | 1.28 | +0.09 |
| Calmar ratioReturn relative to maximum drawdown | 2.85 | 3.24 | -0.39 |
| Martin ratioReturn relative to average drawdown | 12.77 | 9.50 | +3.28 |
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Drawdowns
USHY vs. EPD - Drawdown Comparison
The maximum USHY drawdown since its inception was -22.44%, smaller than the maximum EPD drawdown of -58.78%. Use the drawdown chart below to compare losses from any high point for USHY and EPD.
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Drawdown Indicators
| USHY | EPD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -22.44% | -58.78% | +36.34% |
Max Drawdown (1Y)Largest decline over 1 year | -2.43% | -7.56% | +5.13% |
Max Drawdown (3Y)Largest decline over 3 years | -4.66% | -15.40% | +10.74% |
Max Drawdown (5Y)Largest decline over 5 years | -15.56% | -18.06% | +2.50% |
Max Drawdown (10Y)Largest decline over 10 years | — | -58.04% | — |
Current DrawdownCurrent decline from peak | 0.00% | -6.41% | +6.41% |
Average DrawdownAverage peak-to-trough decline | -2.66% | -10.22% | +7.56% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.54% | 2.58% | -2.04% |
Volatility
USHY vs. EPD - Volatility Comparison
The current volatility for iShares Broad USD High Yield Corporate Bond ETF (USHY) is 1.20%, while Enterprise Products Partners L.P. (EPD) has a volatility of 6.00%. This indicates that USHY experiences smaller price fluctuations and is considered to be less risky than EPD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| USHY | EPD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.20% | 6.00% | -4.80% |
Volatility (6M)Calculated over the trailing 6-month period | 2.96% | 13.27% | -10.31% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.69% | 15.90% | -12.21% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.35% | 17.23% | -9.88% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 8.24% | 24.14% | -15.90% |
Dividends
USHY vs. EPD - Dividend Comparison
USHY's dividend yield for the trailing twelve months is around 6.90%, more than EPD's 5.88% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EPD Enterprise Products Partners L.P. | 5.88% | 6.74% | 6.63% | 7.51% | 7.79% | 8.20% | 9.09% | 6.23% | 6.97% | 6.29% | 5.88% | 5.90% |
USHY iShares Broad USD High Yield Corporate Bond ETF | 6.90% | 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 EPD have a correlation of -0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
EPD has higher volatility (6.00%) compared to USHY (1.20%). In terms of maximum drawdown, USHY dropped -22.44% vs EPD's -58.78%.
USHY currently has the higher Sharpe Ratio (1.88 vs 1.54), 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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