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VUSI vs. UYLD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VUSI vs. UYLD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Voya Ultra Short Income ETF (VUSI) and Angel Oak Ultrashort Income ETF (UYLD). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, VUSI achieves a -0.28% return, which is significantly lower than UYLD's 1.91% return.


VUSI

1D
-0.04%
1M
-0.34%
YTD
-0.28%
6M
0.14%
1Y
3Y*
5Y*
10Y*

UYLD

1D
-0.01%
1M
0.67%
YTD
1.91%
6M
2.37%
1Y
5.18%
3Y*
5.89%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

VUSI vs. UYLD - Yearly Performance Comparison


2026 (YTD)2025
VUSI
Voya Ultra Short Income ETF
-0.28%0.68%
UYLD
Angel Oak Ultrashort Income ETF
1.91%0.65%

Correlation

The correlation between VUSI and UYLD is 0.55, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (All Time)
Calculated using the full available price history since Nov 20, 2025

0.55

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Return for Risk

VUSI vs. UYLD — Risk / Return Rank

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

VUSI

UYLD
UYLD Risk / Return Rank: 9999
Overall Rank
UYLD Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
UYLD Sortino Ratio Rank: 9999
Sortino Ratio Rank
UYLD Omega Ratio Rank: 9999
Omega Ratio Rank
UYLD Calmar Ratio Rank: 9999
Calmar Ratio Rank
UYLD Martin Ratio Rank: 9999
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.

VUSI vs. UYLD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Voya Ultra Short Income ETF (VUSI) and Angel Oak Ultrashort Income ETF (UYLD). 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

VUSI vs. UYLD - Sharpe Ratio Comparison


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Sharpe Ratios by Period


VUSIUYLDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

8.00

Sharpe Ratio (All Time)

Calculated using the full available price history

0.54

5.98

-5.45

Drawdowns

VUSI vs. UYLD - Drawdown Comparison

The maximum VUSI drawdown since its inception was -0.86%, which is greater than UYLD's maximum drawdown of -0.54%. Use the drawdown chart below to compare losses from any high point for VUSI and UYLD.


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Drawdown Indicators


VUSIUYLDDifference

Max Drawdown

Largest peak-to-trough decline

-0.86%

-0.54%

-0.32%

Max Drawdown (1Y)

Largest decline over 1 year

-0.14%

Max Drawdown (3Y)

Largest decline over 3 years

-0.54%

Current Drawdown

Current decline from peak

-0.69%

-0.01%

-0.68%

Average Drawdown

Average peak-to-trough decline

-0.27%

-0.03%

-0.24%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.02%

Volatility

VUSI vs. UYLD - Volatility Comparison


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Volatility by Period


VUSIUYLDDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.38%

Volatility (6M)

Calculated over the trailing 6-month period

0.50%

Volatility (1Y)

Calculated over the trailing 1-year period

1.40%

0.65%

+0.75%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

1.40%

1.00%

+0.40%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

1.40%

1.00%

+0.40%

VUSI vs. UYLD - Expense Ratio Comparison

VUSI has a 0.25% expense ratio, which is lower than UYLD's 0.29% expense ratio.


Dividends

VUSI vs. UYLD - Dividend Comparison

VUSI's dividend yield for the trailing twelve months is around 0.50%, less than UYLD's 5.03% yield.


PositionTTM2025202420232022
UYLD
Angel Oak Ultrashort Income ETF
5.03%5.07%4.97%5.92%0.75%
VUSI
Voya Ultra Short Income ETF
0.50%0.49%0.00%0.00%0.00%

Frequently Asked Questions


VUSI and UYLD have a correlation of 0.55, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, VUSI is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VUSI is cheaper with a 0.25% expense ratio, compared with 0.29% for UYLD.

UYLD has the higher dividend yield at 5.03%, compared with 0.50% for VUSI.

They also come from different issuers: Voya and Angel Oak. Their fees differ too: 0.25% for VUSI and 0.29% for UYLD.

Portfolio Optimizer

Find the right allocation for VUSI and UYLD

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

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