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WFHY vs. IBHH
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

WFHY vs. IBHH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree U.S. High Yield Corporate Bond Fund (WFHY) and iShares iBonds 2028 Term High Yield and Income ETF (IBHH). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, WFHY achieves a 1.51% return, which is significantly lower than IBHH's 1.81% return.


WFHY

1D
0.05%
1M
0.46%
YTD
1.51%
6M
1.74%
1Y
7.04%
3Y*
8.17%
5Y*
3.22%
10Y*
4.96%

IBHH

1D
0.15%
1M
0.35%
YTD
1.81%
6M
2.40%
1Y
6.52%
3Y*
8.61%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

WFHY vs. IBHH - Yearly Performance Comparison


2026 (YTD)2025202420232022
WFHY
WisdomTree U.S. High Yield Corporate Bond Fund
1.51%9.61%5.92%10.12%-6.34%
IBHH
iShares iBonds 2028 Term High Yield and Income ETF
1.81%8.02%7.53%12.87%-6.70%

Correlation

The correlation between WFHY and IBHH is 0.80, 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

0.80

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

0.81

Correlation (All Time)
Calculated using the full available price history since Mar 11, 2022

0.86

The correlation between WFHY and IBHH has been stable across timeframes, ranging from 0.80 to 0.86 - a consistent structural relationship.

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Return for Risk

WFHY vs. IBHH — Risk / Return Rank

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

WFHY
WFHY Risk / Return Rank: 6161
Overall Rank
WFHY Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
WFHY Sortino Ratio Rank: 6464
Sortino Ratio Rank
WFHY Omega Ratio Rank: 6464
Omega Ratio Rank
WFHY Calmar Ratio Rank: 5353
Calmar Ratio Rank
WFHY Martin Ratio Rank: 6565
Martin Ratio Rank

IBHH
IBHH Risk / Return Rank: 8282
Overall Rank
IBHH Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
IBHH Sortino Ratio Rank: 8181
Sortino Ratio Rank
IBHH Omega Ratio Rank: 7777
Omega Ratio Rank
IBHH Calmar Ratio Rank: 8989
Calmar Ratio Rank
IBHH Martin Ratio Rank: 9191
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.

WFHY vs. IBHH - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree U.S. High Yield Corporate Bond Fund (WFHY) and iShares iBonds 2028 Term High Yield and Income ETF (IBHH). 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.


WFHYIBHHDifference
Sharpe ratioReturn per unit of total volatility

-0.39

Sortino ratioReturn per unit of downside risk

-0.62

Omega ratioGain probability vs. loss probability

1.38

1.45

-0.07

Calmar ratioReturn relative to maximum drawdown

2.55

5.35

-2.80

Martin ratioReturn relative to average drawdown

11.61

21.49

-9.87

WFHY vs. IBHH - Sharpe Ratio Comparison

The current WFHY Sharpe Ratio is 1.95, which is comparable to the IBHH Sharpe Ratio of 2.33. The chart below compares the historical Sharpe Ratios of WFHY and IBHH, 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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Sharpe Ratios by Period


WFHYIBHHDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.95

2.33

-0.39

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.43

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.61

Sharpe Ratio (All Time)

Calculated using the full available price history

0.61

0.74

-0.12

Drawdowns

WFHY vs. IBHH - Drawdown Comparison

The maximum WFHY drawdown since its inception was -22.74%, which is greater than IBHH's maximum drawdown of -12.05%. Use the drawdown chart below to compare losses from any high point for WFHY and IBHH.


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Drawdown Indicators


WFHYIBHHDifference

Max Drawdown

Largest peak-to-trough decline

-22.74%

-12.05%

-10.69%

Max Drawdown (1Y)

Largest decline over 1 year

-2.77%

-1.22%

-1.55%

Max Drawdown (3Y)

Largest decline over 3 years

-4.58%

-4.66%

+0.08%

Max Drawdown (5Y)

Largest decline over 5 years

-16.21%

Max Drawdown (10Y)

Largest decline over 10 years

-22.74%

Current Drawdown

Current decline from peak

-0.03%

0.00%

-0.03%

Average Drawdown

Average peak-to-trough decline

-2.75%

-2.30%

-0.45%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.61%

0.30%

+0.31%

Volatility

WFHY vs. IBHH - Volatility Comparison

WisdomTree U.S. High Yield Corporate Bond Fund (WFHY) has a higher volatility of 1.07% compared to iShares iBonds 2028 Term High Yield and Income ETF (IBHH) at 0.76%. This indicates that WFHY's price experiences larger fluctuations and is considered to be riskier than IBHH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


WFHYIBHHDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.07%

0.76%

+0.31%

Volatility (6M)

Calculated over the trailing 6-month period

2.86%

2.08%

+0.78%

Volatility (1Y)

Calculated over the trailing 1-year period

3.64%

2.82%

+0.82%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.57%

7.26%

+0.31%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.20%

7.26%

+0.94%

WFHY vs. IBHH - Expense Ratio Comparison

WFHY has a 0.38% expense ratio, which is higher than IBHH's 0.35% expense ratio.


Dividends

WFHY vs. IBHH - Dividend Comparison

WFHY's dividend yield for the trailing twelve months is around 6.25%, which matches IBHH's 6.26% yield.


PositionTTM2025202420232022202120202019201820172016
IBHH
iShares iBonds 2028 Term High Yield and Income ETF
6.26%6.39%6.93%6.65%5.36%0.00%0.00%0.00%0.00%0.00%0.00%
WFHY
WisdomTree U.S. High Yield Corporate Bond Fund
6.25%6.26%6.40%6.11%5.44%4.09%4.80%5.21%5.93%6.47%4.39%

Frequently Asked Questions


WFHY and IBHH have a correlation of 0.80, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

WFHY has higher volatility (1.07%) compared to IBHH (0.76%). In terms of maximum drawdown, WFHY dropped -22.74% vs IBHH's -12.05%.

On 3-year performance, IBHH leads with 8.61% vs 8.17% for WFHY. On fees, IBHH is cheaper at 0.35% per year. On volatility, IBHH has been the lower-risk option at 0.76%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, IBHH has performed better with a 8.61% return vs 8.17%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IBHH is cheaper with a 0.35% expense ratio, compared with 0.38% for WFHY.

IBHH has the higher dividend yield at 6.26%, compared with 6.25% for WFHY.

WFHY tracks WisdomTree Fundamental U.S. High Yield Corporate Bond Index, while IBHH tracks Bloomberg 2028 Term High Yield and Income Index - Benchmark TR Gross. They also come from different issuers: WisdomTree and iShares. Their fees differ too: 0.38% for WFHY and 0.35% for IBHH.

IBHH currently has the higher Sharpe Ratio (2.33 vs 1.95), 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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