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USHY vs. SGDM
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

USHY vs. SGDM - 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 Sprott Gold Miners ETF (SGDM). 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 SGDM's -4.58% return.


USHY

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

SGDM

1D
3.49%
1M
-14.98%
YTD
-4.58%
6M
-4.02%
1Y
43.72%
3Y*
37.20%
5Y*
17.23%
10Y*
11.84%
*Multi-year figures are annualized to reflect compound growth (CAGR)

USHY vs. SGDM - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%-2.41%0.16%
SGDM
Sprott Gold Miners ETF
-4.58%153.46%12.14%2.34%-8.23%-9.15%21.85%44.27%-15.14%1.98%

Correlation

The correlation between USHY and SGDM 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

0.30

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

0.30

Correlation (All Time)
Calculated using the full available price history since Oct 26, 2017

0.21

The correlation between USHY and SGDM shifts across timeframes, from 0.21 (all time) to 0.33 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

USHY vs. SGDM — 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

SGDM
SGDM Risk / Return Rank: 3131
Overall Rank
SGDM Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
SGDM Sortino Ratio Rank: 2929
Sortino Ratio Rank
SGDM Omega Ratio Rank: 3333
Omega Ratio Rank
SGDM Calmar Ratio Rank: 3030
Calmar Ratio Rank
SGDM Martin Ratio Rank: 2929
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. SGDM - 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 Sprott Gold Miners ETF (SGDM). 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.


USHYSGDMDifference
Sharpe ratioReturn per unit of total volatility

+0.87

Sortino ratioReturn per unit of downside risk

+1.40

Omega ratioGain probability vs. loss probability

1.36

1.20

+0.16

Calmar ratioReturn relative to maximum drawdown

2.85

1.30

+1.56

Martin ratioReturn relative to average drawdown

12.77

3.60

+9.18

USHY vs. SGDM - Sharpe Ratio Comparison

The current USHY Sharpe Ratio is 1.88, which is higher than the SGDM Sharpe Ratio of 1.01. The chart below compares the historical Sharpe Ratios of USHY and SGDM, 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. SGDM - Drawdown Comparison

The maximum USHY drawdown since its inception was -22.44%, smaller than the maximum SGDM drawdown of -54.95%. Use the drawdown chart below to compare losses from any high point for USHY and SGDM.


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Drawdown Indicators


USHYSGDMDifference

Max Drawdown

Largest peak-to-trough decline

-22.44%

-54.95%

+32.51%

Max Drawdown (1Y)

Largest decline over 1 year

-2.43%

-35.96%

+33.53%

Max Drawdown (3Y)

Largest decline over 3 years

-4.66%

-35.96%

+31.30%

Max Drawdown (5Y)

Largest decline over 5 years

-15.56%

-45.06%

+29.50%

Max Drawdown (10Y)

Largest decline over 10 years

-49.69%

Current Drawdown

Current decline from peak

0.00%

-30.31%

+30.31%

Average Drawdown

Average peak-to-trough decline

-2.66%

-25.46%

+22.80%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.54%

12.93%

-12.39%

Volatility

USHY vs. SGDM - Volatility Comparison

The current volatility for iShares Broad USD High Yield Corporate Bond ETF (USHY) is 1.20%, while Sprott Gold Miners ETF (SGDM) has a volatility of 16.53%. This indicates that USHY experiences smaller price fluctuations and is considered to be less risky than SGDM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


USHYSGDMDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.20%

16.53%

-15.33%

Volatility (6M)

Calculated over the trailing 6-month period

2.96%

38.64%

-35.68%

Volatility (1Y)

Calculated over the trailing 1-year period

3.69%

46.24%

-42.55%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.35%

36.11%

-28.76%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.24%

36.97%

-28.73%

USHY vs. SGDM - Expense Ratio Comparison

USHY has a 0.15% expense ratio, which is lower than SGDM's 0.50% expense ratio.


Dividends

USHY vs. SGDM - Dividend Comparison

USHY's dividend yield for the trailing twelve months is around 6.90%, more than SGDM's 1.09% yield.


PositionTTM20252024202320222021202020192018201720162015
SGDM
Sprott Gold Miners ETF
1.09%1.04%1.04%1.39%1.42%1.33%0.30%0.25%0.50%0.58%0.02%1.47%
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%0.00%0.00%

Frequently Asked Questions


USHY and SGDM 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.

SGDM has higher volatility (16.53%) compared to USHY (1.20%). In terms of maximum drawdown, USHY dropped -22.44% vs SGDM's -54.95%.

On 5-year performance, SGDM leads with 17.23% vs 4.21% for USHY. On fees, USHY is cheaper at 0.15% per year. On volatility, USHY has been the lower-risk option at 1.20%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, SGDM has performed better with a 17.23% 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 0.50% for SGDM.

USHY has the higher dividend yield at 6.90%, compared with 1.09% for SGDM.

USHY is categorized as High Yield Bonds, while SGDM is Gold. USHY tracks ICE BofA US High Yield Constrained Index, while SGDM tracks Solactive Gold Miners Custom Factors Index. They also come from different issuers: iShares and Sprott. Their fees differ too: 0.15% for USHY and 0.50% for SGDM.

USHY currently has the higher Sharpe Ratio (1.88 vs 1.01), 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 SGDM

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