PortfoliosLab logoPortfoliosLab logo
USHY vs. IBHG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

USHY vs. IBHG - 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 iBonds 2027 Term High Yield and Income ETF (IBHG). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, USHY achieves a 1.42% return, which is significantly higher than IBHG's 0.96% return.


USHY

1D
-0.27%
1M
0.40%
YTD
1.42%
6M
1.77%
1Y
7.02%
3Y*
8.91%
5Y*
4.24%
10Y*

IBHG

1D
-0.09%
1M
0.21%
YTD
0.96%
6M
1.46%
1Y
4.61%
3Y*
7.37%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

USHY vs. IBHG - Yearly Performance Comparison


2026 (YTD)20252024202320222021
USHY
iShares Broad USD High Yield Corporate Bond ETF
1.42%8.81%8.45%12.73%-11.18%1.22%
IBHG
iShares iBonds 2027 Term High Yield and Income ETF
0.96%6.90%7.42%11.27%-8.88%1.07%

Correlation

The correlation between USHY and IBHG is 0.71, 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

0.71

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

0.81

Correlation (All Time)
Calculated using the full available price history since Jul 12, 2021

0.84

The correlation between USHY and IBHG shifts across timeframes, from 0.71 (1 year) to 0.84 (all time), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

USHY vs. IBHG — Risk / Return Rank

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

USHY
USHY Risk / Return Rank: 6060
Overall Rank
USHY Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
USHY Sortino Ratio Rank: 6161
Sortino Ratio Rank
USHY Omega Ratio Rank: 6060
Omega Ratio Rank
USHY Calmar Ratio Rank: 5858
Calmar Ratio Rank
USHY Martin Ratio Rank: 6969
Martin Ratio Rank

IBHG
IBHG Risk / Return Rank: 7979
Overall Rank
IBHG Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
IBHG Sortino Ratio Rank: 7676
Sortino Ratio Rank
IBHG Omega Ratio Rank: 7070
Omega Ratio Rank
IBHG Calmar Ratio Rank: 9292
Calmar Ratio Rank
IBHG Martin Ratio Rank: 9292
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. IBHG - 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 iBonds 2027 Term High Yield and Income ETF (IBHG). 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.


USHYIBHGDifference
Sharpe ratioReturn per unit of total volatility

-0.26

Sortino ratioReturn per unit of downside risk

-0.51

Omega ratioGain probability vs. loss probability

1.37

1.42

-0.04

Calmar ratioReturn relative to maximum drawdown

2.90

6.38

-3.48

Martin ratioReturn relative to average drawdown

13.03

23.30

-10.27

USHY vs. IBHG - Sharpe Ratio Comparison

The current USHY Sharpe Ratio is 1.93, which is comparable to the IBHG Sharpe Ratio of 2.20. The chart below compares the historical Sharpe Ratios of USHY and IBHG, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


USHYIBHGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.93

2.20

-0.26

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.58

Sharpe Ratio (All Time)

Calculated using the full available price history

0.58

0.56

+0.01

Drawdowns

USHY vs. IBHG - Drawdown Comparison

The maximum USHY drawdown since its inception was -22.44%, which is greater than IBHG's maximum drawdown of -13.85%. Use the drawdown chart below to compare losses from any high point for USHY and IBHG.


Loading charts...

Drawdown Indicators


USHYIBHGDifference

Max Drawdown

Largest peak-to-trough decline

-22.44%

-13.85%

-8.59%

Max Drawdown (1Y)

Largest decline over 1 year

-2.43%

-0.73%

-1.70%

Max Drawdown (3Y)

Largest decline over 3 years

-4.66%

-3.39%

-1.27%

Max Drawdown (5Y)

Largest decline over 5 years

-15.56%

Current Drawdown

Current decline from peak

-0.27%

-0.22%

-0.05%

Average Drawdown

Average peak-to-trough decline

-2.67%

-2.67%

0.00%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.54%

0.20%

+0.34%

Volatility

USHY vs. IBHG - Volatility Comparison

iShares Broad USD High Yield Corporate Bond ETF (USHY) has a higher volatility of 1.13% compared to iShares iBonds 2027 Term High Yield and Income ETF (IBHG) at 0.58%. This indicates that USHY's price experiences larger fluctuations and is considered to be riskier than IBHG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


USHYIBHGDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.13%

0.58%

+0.55%

Volatility (6M)

Calculated over the trailing 6-month period

2.91%

1.53%

+1.38%

Volatility (1Y)

Calculated over the trailing 1-year period

3.65%

2.11%

+1.54%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.34%

6.37%

+0.97%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.25%

6.37%

+1.88%

USHY vs. IBHG - Expense Ratio Comparison

USHY has a 0.15% expense ratio, which is lower than IBHG's 0.35% expense ratio.


Dividends

USHY vs. IBHG - Dividend Comparison

USHY's dividend yield for the trailing twelve months is around 6.92%, more than IBHG's 6.08% yield.


PositionTTM202520242023202220212020201920182017
IBHG
iShares iBonds 2027 Term High Yield and Income ETF
6.08%6.33%7.02%6.66%5.62%2.13%0.00%0.00%0.00%0.00%
USHY
iShares Broad USD High Yield Corporate Bond ETF
6.92%6.79%6.89%6.63%6.08%5.07%5.30%5.92%6.30%0.73%

Frequently Asked Questions


USHY and IBHG have a correlation of 0.71, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

USHY has higher volatility (1.13%) compared to IBHG (0.58%). In terms of maximum drawdown, USHY dropped -22.44% vs IBHG's -13.85%.

On 3-year performance, USHY leads with 8.91% vs 7.37% for IBHG. On fees, USHY is cheaper at 0.15% per year. On volatility, IBHG has been the lower-risk option at 0.58%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, USHY has performed better with a 8.91% return vs 7.37%. 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 0.35% for IBHG.

USHY has the higher dividend yield at 6.92%, compared with 6.08% for IBHG.

USHY tracks ICE BofA US High Yield Constrained, while IBHG tracks Bloomberg 2027 Term High Yield and Income Index - Benchmark TR Gross. Their fees differ too: 0.15% for USHY and 0.35% for IBHG.

IBHG currently has the higher Sharpe Ratio (2.20 vs 1.93), 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 IBHG

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer