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USHY vs. FLBL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

USHY vs. FLBL - 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 Franklin Liberty Senior Loan ETF (FLBL). 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 1.75% return, which is significantly higher than FLBL's 0.47% return.


USHY

1D
0.03%
1M
0.68%
YTD
1.75%
6M
2.37%
1Y
7.19%
3Y*
8.94%
5Y*
4.21%
10Y*

FLBL

1D
0.00%
1M
-0.50%
YTD
0.47%
6M
0.11%
1Y
2.09%
3Y*
6.81%
5Y*
5.11%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

USHY vs. FLBL - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
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%-1.99%
FLBL
Franklin Liberty Senior Loan ETF
0.47%3.59%8.26%14.83%-2.69%4.35%2.17%7.67%-1.39%

Correlation

The correlation between USHY and FLBL is 0.33, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.33

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

0.38

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

0.43

Correlation (All Time)
Calculated using the full available price history since Jun 1, 2018

0.42

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Return for Risk

USHY vs. FLBL — Risk / Return Rank

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

USHY
USHY Risk / Return Rank: 7171
Overall Rank
USHY Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
USHY Sortino Ratio Rank: 7373
Sortino Ratio Rank
USHY Omega Ratio Rank: 7171
Omega Ratio Rank
USHY Calmar Ratio Rank: 6565
Calmar Ratio Rank
USHY Martin Ratio Rank: 7777
Martin Ratio Rank

FLBL
FLBL Risk / Return Rank: 2222
Overall Rank
FLBL Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
FLBL Sortino Ratio Rank: 2222
Sortino Ratio Rank
FLBL Omega Ratio Rank: 2424
Omega Ratio Rank
FLBL Calmar Ratio Rank: 1818
Calmar Ratio Rank
FLBL Martin Ratio Rank: 2020
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. FLBL - 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 Franklin Liberty Senior Loan ETF (FLBL). 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.


USHYFLBLDifference
Sharpe ratioReturn per unit of total volatility

+1.12

Sortino ratioReturn per unit of downside risk

+1.75

Omega ratioGain probability vs. loss probability

1.36

1.15

+0.21

Calmar ratioReturn relative to maximum drawdown

2.85

0.63

+2.23

Martin ratioReturn relative to average drawdown

12.77

2.11

+10.67

USHY vs. FLBL - Sharpe Ratio Comparison

The current USHY Sharpe Ratio is 1.88, which is higher than the FLBL Sharpe Ratio of 0.76. The chart below compares the historical Sharpe Ratios of USHY and FLBL, 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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Drawdowns

USHY vs. FLBL - Drawdown Comparison

The maximum USHY drawdown since its inception was -22.44%, which is greater than FLBL's maximum drawdown of -19.52%. Use the drawdown chart below to compare losses from any high point for USHY and FLBL.


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Drawdown Indicators


USHYFLBLDifference

Max Drawdown

Largest peak-to-trough decline

-22.44%

-19.52%

-2.92%

Max Drawdown (1Y)

Largest decline over 1 year

-2.43%

-3.18%

+0.75%

Max Drawdown (3Y)

Largest decline over 3 years

-4.66%

-3.91%

-0.75%

Max Drawdown (5Y)

Largest decline over 5 years

-15.56%

-6.80%

-8.76%

Current Drawdown

Current decline from peak

0.00%

-0.53%

+0.53%

Average Drawdown

Average peak-to-trough decline

-2.66%

-1.00%

-1.66%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.54%

0.94%

-0.40%

Volatility

USHY vs. FLBL - Volatility Comparison

iShares Broad USD High Yield Corporate Bond ETF (USHY) has a higher volatility of 1.20% compared to Franklin Liberty Senior Loan ETF (FLBL) at 0.67%. This indicates that USHY's price experiences larger fluctuations and is considered to be riskier than FLBL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


USHYFLBLDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.20%

0.67%

+0.53%

Volatility (6M)

Calculated over the trailing 6-month period

2.96%

2.25%

+0.71%

Volatility (1Y)

Calculated over the trailing 1-year period

3.69%

2.62%

+1.07%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.35%

3.86%

+3.49%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.24%

5.71%

+2.53%

USHY vs. FLBL - Expense Ratio Comparison

USHY has a 0.15% expense ratio, which is lower than FLBL's 0.45% expense ratio.


Dividends

USHY vs. FLBL - Dividend Comparison

USHY's dividend yield for the trailing twelve months is around 6.90%, less than FLBL's 7.61% yield.


PositionTTM202520242023202220212020201920182017
FLBL
Franklin Liberty Senior Loan ETF
7.61%7.24%8.05%8.37%5.53%3.57%3.22%3.97%2.21%0.00%
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%

Frequently Asked Questions


USHY and FLBL have a correlation of 0.33, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

USHY has higher volatility (1.20%) compared to FLBL (0.67%). In terms of maximum drawdown, USHY dropped -22.44% vs FLBL's -19.52%.

On 5-year performance, FLBL leads with 5.11% vs 4.21% for USHY. On fees, USHY is cheaper at 0.15% per year. On volatility, FLBL has been the lower-risk option at 0.67%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, FLBL has performed better with a 5.11% return vs 4.21%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

USHY is cheaper with a 0.15% expense ratio, compared with 0.45% for FLBL.

FLBL has the higher dividend yield at 7.61%, compared with 6.90% for USHY.

They also come from different issuers: iShares and Franklin Templeton. Their fees differ too: 0.15% for USHY and 0.45% for FLBL.

USHY currently has the higher Sharpe Ratio (1.88 vs 0.76), 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 USHY and FLBL

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