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USHY vs. HYBB
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

USHY vs. HYBB - 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 BB Rated Corporate Bond ETF (HYBB). 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 1.70% return, which is significantly higher than HYBB's 1.48% return.


USHY

1D
0.00%
1M
0.48%
YTD
1.70%
6M
1.66%
1Y
6.07%
3Y*
9.18%
5Y*
4.12%
10Y*

HYBB

1D
-0.02%
1M
0.41%
YTD
1.48%
6M
1.65%
1Y
6.02%
3Y*
8.17%
5Y*
3.48%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

USHY vs. HYBB - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
USHY
iShares Broad USD High Yield Corporate Bond ETF
1.70%8.81%8.45%12.73%-11.18%5.02%5.44%
HYBB
iShares BB Rated Corporate Bond ETF
1.48%8.95%6.35%10.53%-10.11%3.36%4.46%

Correlation

The correlation between USHY and HYBB is 0.89, 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

0.89

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

0.93

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

0.95

Correlation (All Time)
Calculated using the full available price history since Oct 8, 2020

0.95

The correlation between USHY and HYBB has been stable across timeframes, ranging from 0.89 to 0.95 - a consistent structural relationship.

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Return for Risk

USHY vs. HYBB — Risk / Return Rank

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

USHY
USHY Risk / Return Rank: 5959
Overall Rank
USHY Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
USHY Sortino Ratio Rank: 5959
Sortino Ratio Rank
USHY Omega Ratio Rank: 5858
Omega Ratio Rank
USHY Calmar Ratio Rank: 5757
Calmar Ratio Rank
USHY Martin Ratio Rank: 6868
Martin Ratio Rank

HYBB
HYBB Risk / Return Rank: 5959
Overall Rank
HYBB Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
HYBB Sortino Ratio Rank: 6262
Sortino Ratio Rank
HYBB Omega Ratio Rank: 6161
Omega Ratio Rank
HYBB Calmar Ratio Rank: 5252
Calmar Ratio Rank
HYBB Martin Ratio Rank: 6464
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. HYBB - 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 BB Rated Corporate Bond ETF (HYBB). 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.


USHYHYBBDifference
Sharpe ratioReturn per unit of total volatility

-0.16

Sortino ratioReturn per unit of downside risk

-0.23

Omega ratioGain probability vs. loss probability

1.32

1.35

-0.03

Calmar ratioReturn relative to maximum drawdown

2.51

2.43

+0.08

Martin ratioReturn relative to average drawdown

11.22

10.91

+0.32

USHY vs. HYBB - Sharpe Ratio Comparison

The current USHY Sharpe Ratio is 1.66, which is comparable to the HYBB Sharpe Ratio of 1.82. The chart below compares the historical Sharpe Ratios of USHY and HYBB, 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. HYBB - Drawdown Comparison

The maximum USHY drawdown since its inception was -22.44%, which is greater than HYBB's maximum drawdown of -15.28%. Use the drawdown chart below to compare losses from any high point for USHY and HYBB.


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Drawdown Indicators


USHYHYBBDifference

Max Drawdown

Largest peak-to-trough decline

-22.44%

-15.28%

-7.16%

Max Drawdown (1Y)

Largest decline over 1 year

-2.43%

-2.48%

+0.05%

Max Drawdown (3Y)

Largest decline over 3 years

-4.66%

-4.01%

-0.65%

Max Drawdown (5Y)

Largest decline over 5 years

-15.56%

-15.28%

-0.28%

Current Drawdown

Current decline from peak

-0.19%

-0.25%

+0.06%

Average Drawdown

Average peak-to-trough decline

-2.65%

-3.20%

+0.55%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.54%

0.55%

-0.01%

Volatility

USHY vs. HYBB - Volatility Comparison

iShares Broad USD High Yield Corporate Bond ETF (USHY) has a higher volatility of 0.95% compared to iShares BB Rated Corporate Bond ETF (HYBB) at 0.88%. This indicates that USHY's price experiences larger fluctuations and is considered to be riskier than HYBB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


USHYHYBBDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.95%

0.88%

+0.07%

Volatility (6M)

Calculated over the trailing 6-month period

2.96%

2.64%

+0.32%

Volatility (1Y)

Calculated over the trailing 1-year period

3.67%

3.32%

+0.35%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.35%

6.94%

+0.41%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.23%

6.65%

+1.58%

USHY vs. HYBB - Expense Ratio Comparison

USHY has a 0.15% expense ratio, which is lower than HYBB's 0.25% expense ratio. Despite the difference, 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. HYBB - Dividend Comparison

USHY's dividend yield for the trailing twelve months is around 6.90%, more than HYBB's 5.86% yield.


PositionTTM202520242023202220212020201920182017
HYBB
iShares BB Rated Corporate Bond ETF
5.86%6.08%6.22%6.28%5.04%3.86%0.76%0.00%0.00%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 HYBB have a correlation of 0.89, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

USHY has higher volatility (0.95%) compared to HYBB (0.88%). In terms of maximum drawdown, USHY dropped -22.44% vs HYBB's -15.28%.

On 5-year performance, USHY leads with 4.12% vs 3.48% for HYBB. On fees, USHY is cheaper at 0.15% per year. 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 4.12% return vs 3.48%. 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 0.25% for HYBB.

USHY has the higher dividend yield at 6.90%, compared with 5.86% for HYBB.

USHY tracks ICE BofA US High Yield Constrained Index, while HYBB tracks ICE BofA BB US High Yield Constrained Index (USD). Their fees differ too: 0.15% for USHY and 0.25% for HYBB.

HYBB currently has the higher Sharpe Ratio (1.82 vs 1.66), 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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