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USHY vs. GHYG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

USHY vs. GHYG - 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 iShares US & Intl High Yield Corp Bond ETF (GHYG). 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 GHYG's 0.58% return.


USHY

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

GHYG

1D
-0.04%
1M
0.31%
YTD
0.58%
6M
1.41%
1Y
6.29%
3Y*
8.95%
5Y*
3.27%
10Y*
4.76%
*Multi-year figures are annualized to reflect compound growth (CAGR)

USHY vs. GHYG - 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%
GHYG
iShares US & Intl High Yield Corp Bond ETF
0.58%11.28%5.85%13.29%-12.15%1.62%6.68%13.47%-3.79%0.21%

Correlation

The correlation between USHY and GHYG is 0.82, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.82

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

0.83

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

0.84

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

0.77

The correlation between USHY and GHYG has been stable across timeframes, ranging from 0.77 to 0.84 - a consistent structural relationship.

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Return for Risk

USHY vs. GHYG — 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

GHYG
GHYG Risk / Return Rank: 3838
Overall Rank
GHYG Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
GHYG Sortino Ratio Rank: 4040
Sortino Ratio Rank
GHYG Omega Ratio Rank: 3838
Omega Ratio Rank
GHYG Calmar Ratio Rank: 3434
Calmar Ratio Rank
GHYG Martin Ratio Rank: 3939
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. GHYG - 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 iShares US & Intl High Yield Corp Bond ETF (GHYG). 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.


USHYGHYGDifference
Sharpe ratioReturn per unit of total volatility

+0.58

Sortino ratioReturn per unit of downside risk

+0.86

Omega ratioGain probability vs. loss probability

1.37

1.24

+0.13

Calmar ratioReturn relative to maximum drawdown

2.89

1.64

+1.25

Martin ratioReturn relative to average drawdown

12.99

6.14

+6.84

USHY vs. GHYG - Sharpe Ratio Comparison

The current USHY Sharpe Ratio is 1.93, which is higher than the GHYG Sharpe Ratio of 1.35. The chart below compares the historical Sharpe Ratios of USHY and GHYG, 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


USHYGHYGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.93

1.35

+0.58

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.59

0.43

+0.16

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.54

Sharpe Ratio (All Time)

Calculated using the full available price history

0.58

0.55

+0.03

Drawdowns

USHY vs. GHYG - Drawdown Comparison

The maximum USHY drawdown since its inception was -22.44%, smaller than the maximum GHYG drawdown of -27.36%. Use the drawdown chart below to compare losses from any high point for USHY and GHYG.


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Drawdown Indicators


USHYGHYGDifference

Max Drawdown

Largest peak-to-trough decline

-22.44%

-27.36%

+4.92%

Max Drawdown (1Y)

Largest decline over 1 year

-2.43%

-3.84%

+1.41%

Max Drawdown (3Y)

Largest decline over 3 years

-4.66%

-4.46%

-0.20%

Max Drawdown (5Y)

Largest decline over 5 years

-15.56%

-20.44%

+4.88%

Max Drawdown (10Y)

Largest decline over 10 years

-27.36%

Current Drawdown

Current decline from peak

-0.06%

-0.78%

+0.72%

Average Drawdown

Average peak-to-trough decline

-2.66%

-3.35%

+0.69%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.54%

1.03%

-0.49%

Volatility

USHY vs. GHYG - Volatility Comparison

The current volatility for iShares Broad USD High Yield Corporate Bond ETF (USHY) is 1.14%, while iShares US & Intl High Yield Corp Bond ETF (GHYG) has a volatility of 1.91%. This indicates that USHY experiences smaller price fluctuations and is considered to be less risky than GHYG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


USHYGHYGDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.14%

1.91%

-0.77%

Volatility (6M)

Calculated over the trailing 6-month period

2.92%

3.83%

-0.91%

Volatility (1Y)

Calculated over the trailing 1-year period

3.65%

4.69%

-1.04%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.34%

7.64%

-0.30%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.25%

8.77%

-0.52%

USHY vs. GHYG - Expense Ratio Comparison

USHY has a 0.15% expense ratio, which is lower than GHYG's 0.40% expense ratio.


Dividends

USHY vs. GHYG - Dividend Comparison

USHY's dividend yield for the trailing twelve months is around 6.91%, more than GHYG's 6.24% yield.


PositionTTM20252024202320222021202020192018201720162015
GHYG
iShares US & Intl High Yield Corp Bond ETF
6.24%6.03%6.11%5.60%4.64%4.57%4.36%4.61%5.62%4.60%4.61%4.79%
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%0.00%

Frequently Asked Questions


USHY and GHYG have a correlation of 0.82, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

GHYG has higher volatility (1.91%) compared to USHY (1.14%). In terms of maximum drawdown, USHY dropped -22.44% vs GHYG's -27.36%.

On 5-year performance, USHY leads with 4.29% vs 3.27% for GHYG. On fees, USHY is cheaper at 0.15% per year. 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 3.27%. 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 0.40% for GHYG.

USHY has the higher dividend yield at 6.91%, compared with 6.24% for GHYG.

USHY tracks ICE BofA US High Yield Constrained Index, while GHYG tracks Markit iBoxx Global Developed Markets High Yield Index. Their fees differ too: 0.15% for USHY and 0.40% for GHYG.

USHY currently has the higher Sharpe Ratio (1.93 vs 1.35), 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

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