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USHY vs. PYLD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

USHY vs. PYLD - 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 PIMCO Multisector Bond Active Exchange-Traded Fund (PYLD). 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 PYLD's 1.33% return.


USHY

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

PYLD

1D
0.15%
1M
0.84%
YTD
1.33%
6M
1.94%
1Y
7.32%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

USHY vs. PYLD - Yearly Performance Comparison


2026 (YTD)202520242023
USHY
iShares Broad USD High Yield Corporate Bond ETF
1.75%8.81%8.45%7.85%
PYLD
PIMCO Multisector Bond Active Exchange-Traded Fund
1.33%9.57%7.69%5.46%

Correlation

The correlation between USHY and PYLD is 0.69, 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

0.69

Correlation (All Time)
Calculated using the full available price history since Jun 22, 2023

0.64

The correlation between USHY and PYLD has been stable across timeframes, ranging from 0.64 to 0.69 - a consistent structural relationship.

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Return for Risk

USHY vs. PYLD — 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

PYLD
PYLD Risk / Return Rank: 7373
Overall Rank
PYLD Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
PYLD Sortino Ratio Rank: 8686
Sortino Ratio Rank
PYLD Omega Ratio Rank: 8686
Omega Ratio Rank
PYLD Calmar Ratio Rank: 4949
Calmar Ratio Rank
PYLD Martin Ratio Rank: 6262
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. PYLD - 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 PIMCO Multisector Bond Active Exchange-Traded Fund (PYLD). 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.


USHYPYLDDifference
Sharpe ratioReturn per unit of total volatility

-0.42

Sortino ratioReturn per unit of downside risk

-0.56

Omega ratioGain probability vs. loss probability

1.36

1.46

-0.09

Calmar ratioReturn relative to maximum drawdown

2.85

2.15

+0.70

Martin ratioReturn relative to average drawdown

12.77

9.76

+3.01

USHY vs. PYLD - Sharpe Ratio Comparison

The current USHY Sharpe Ratio is 1.88, which is comparable to the PYLD Sharpe Ratio of 2.30. The chart below compares the historical Sharpe Ratios of USHY and PYLD, 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. PYLD - Drawdown Comparison

The maximum USHY drawdown since its inception was -22.44%, which is greater than PYLD's maximum drawdown of -4.52%. Use the drawdown chart below to compare losses from any high point for USHY and PYLD.


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Drawdown Indicators


USHYPYLDDifference

Max Drawdown

Largest peak-to-trough decline

-22.44%

-4.52%

-17.92%

Max Drawdown (1Y)

Largest decline over 1 year

-2.43%

-3.25%

+0.82%

Max Drawdown (3Y)

Largest decline over 3 years

-4.66%

Max Drawdown (5Y)

Largest decline over 5 years

-15.56%

Current Drawdown

Current decline from peak

0.00%

-0.06%

+0.06%

Average Drawdown

Average peak-to-trough decline

-2.66%

-0.65%

-2.01%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.54%

0.71%

-0.17%

Volatility

USHY vs. PYLD - Volatility Comparison

iShares Broad USD High Yield Corporate Bond ETF (USHY) and PIMCO Multisector Bond Active Exchange-Traded Fund (PYLD) have volatilities of 1.20% and 1.24%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


USHYPYLDDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.20%

1.24%

-0.04%

Volatility (6M)

Calculated over the trailing 6-month period

2.96%

2.54%

+0.42%

Volatility (1Y)

Calculated over the trailing 1-year period

3.69%

3.04%

+0.65%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.35%

3.98%

+3.37%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.24%

3.98%

+4.26%

USHY vs. PYLD - Expense Ratio Comparison

USHY has a 0.15% expense ratio, which is lower than PYLD's 0.55% expense ratio.


Dividends

USHY vs. PYLD - Dividend Comparison

USHY's dividend yield for the trailing twelve months is around 6.90%, more than PYLD's 6.27% yield.


PositionTTM202520242023202220212020201920182017
PYLD
PIMCO Multisector Bond Active Exchange-Traded Fund
6.27%6.21%6.40%2.72%0.00%0.00%0.00%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 PYLD have a correlation of 0.69, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

PYLD has higher volatility (1.24%) compared to USHY (1.20%). In terms of maximum drawdown, USHY dropped -22.44% vs PYLD's -4.52%.

On 1-year performance, PYLD leads with 7.32% vs 7.19% for USHY. 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 1-year period, PYLD has performed better with a 7.32% return vs 7.19%. 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 0.55% for PYLD.

USHY has the higher dividend yield at 6.90%, compared with 6.27% for PYLD.

USHY is categorized as High Yield Bonds, while PYLD is Multisector Bonds. They also come from different issuers: iShares and PIMCO. Their fees differ too: 0.15% for USHY and 0.55% for PYLD.

PYLD currently has the higher Sharpe Ratio (2.30 vs 1.88), 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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