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WFHY vs. USHY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

WFHY vs. USHY - 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 Broad USD High Yield Corporate Bond ETF (USHY). 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 USHY's 1.64% 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%

USHY

1D
0.22%
1M
0.46%
YTD
1.64%
6M
1.98%
1Y
6.99%
3Y*
9.01%
5Y*
4.29%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

WFHY vs. USHY - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
WFHY
WisdomTree U.S. High Yield Corporate Bond Fund
1.51%9.61%5.92%10.12%-11.81%4.12%5.99%15.65%-0.06%0.09%
USHY
iShares Broad USD High Yield Corporate Bond ETF
1.64%8.81%8.45%12.73%-11.18%5.02%6.17%14.24%-2.41%0.16%

Correlation

The correlation between WFHY and USHY is 0.90, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.90

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

0.94

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

0.96

Correlation (All Time)
Calculated using the full available price history since Oct 27, 2017

0.86

The correlation between WFHY and USHY has been stable across timeframes, ranging from 0.86 to 0.96 - a consistent structural relationship.

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Return for Risk

WFHY vs. USHY — 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

USHY
USHY Risk / Return Rank: 6363
Overall Rank
USHY Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
USHY Sortino Ratio Rank: 6464
Sortino Ratio Rank
USHY Omega Ratio Rank: 6363
Omega Ratio Rank
USHY Calmar Ratio Rank: 5959
Calmar Ratio Rank
USHY Martin Ratio Rank: 7171
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. USHY - 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 Broad USD High Yield Corporate Bond ETF (USHY). 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.


WFHYUSHYDifference
Sharpe ratioReturn per unit of total volatility

+0.02

Sortino ratioReturn per unit of downside risk

+0.05

Omega ratioGain probability vs. loss probability

1.38

1.37

+0.01

Calmar ratioReturn relative to maximum drawdown

2.55

2.89

-0.34

Martin ratioReturn relative to average drawdown

11.61

12.99

-1.37

WFHY vs. USHY - Sharpe Ratio Comparison

The current WFHY Sharpe Ratio is 1.95, which is comparable to the USHY Sharpe Ratio of 1.93. The chart below compares the historical Sharpe Ratios of WFHY and USHY, 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


WFHYUSHYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.95

1.93

+0.02

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.43

0.59

-0.16

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

0.58

+0.03

Drawdowns

WFHY vs. USHY - Drawdown Comparison

The maximum WFHY drawdown since its inception was -22.74%, roughly equal to the maximum USHY drawdown of -22.44%. Use the drawdown chart below to compare losses from any high point for WFHY and USHY.


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Drawdown Indicators


WFHYUSHYDifference

Max Drawdown

Largest peak-to-trough decline

-22.74%

-22.44%

-0.30%

Max Drawdown (1Y)

Largest decline over 1 year

-2.77%

-2.43%

-0.34%

Max Drawdown (3Y)

Largest decline over 3 years

-4.58%

-4.66%

+0.08%

Max Drawdown (5Y)

Largest decline over 5 years

-16.21%

-15.56%

-0.65%

Max Drawdown (10Y)

Largest decline over 10 years

-22.74%

Current Drawdown

Current decline from peak

-0.03%

-0.06%

+0.03%

Average Drawdown

Average peak-to-trough decline

-2.75%

-2.66%

-0.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.61%

0.54%

+0.07%

Volatility

WFHY vs. USHY - Volatility Comparison

The current volatility for WisdomTree U.S. High Yield Corporate Bond Fund (WFHY) is 1.07%, while iShares Broad USD High Yield Corporate Bond ETF (USHY) has a volatility of 1.14%. This indicates that WFHY experiences smaller price fluctuations and is considered to be less risky than USHY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


WFHYUSHYDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.07%

1.14%

-0.07%

Volatility (6M)

Calculated over the trailing 6-month period

2.86%

2.92%

-0.06%

Volatility (1Y)

Calculated over the trailing 1-year period

3.64%

3.65%

-0.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.57%

7.34%

+0.23%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.20%

8.25%

-0.05%

WFHY vs. USHY - Expense Ratio Comparison

WFHY has a 0.38% expense ratio, which is higher than USHY's 0.15% expense ratio.


Dividends

WFHY vs. USHY - Dividend Comparison

WFHY's dividend yield for the trailing twelve months is around 6.25%, less than USHY's 6.91% yield.


PositionTTM2025202420232022202120202019201820172016
USHY
iShares Broad USD High Yield Corporate Bond ETF
6.91%6.79%6.89%6.63%6.08%5.07%5.30%5.92%6.30%0.73%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


With a correlation of 0.90, WFHY and USHY move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

USHY has higher volatility (1.14%) compared to WFHY (1.07%). In terms of maximum drawdown, WFHY dropped -22.74% vs USHY's -22.44%.

On 5-year performance, USHY leads with 4.29% vs 3.22% for WFHY. 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 5-year period, USHY has performed better with a 4.29% return vs 3.22%. 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 0.38% for WFHY.

USHY has the higher dividend yield at 6.91%, compared with 6.25% for WFHY.

WFHY tracks WisdomTree Fundamental U.S. High Yield Corporate Bond Index, while USHY tracks ICE BofA US High Yield Constrained Index. They also come from different issuers: WisdomTree and iShares. Their fees differ too: 0.38% for WFHY and 0.15% for USHY.

WFHY currently has the higher Sharpe Ratio (1.95 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.

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