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WIP vs. USHY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

WIP vs. USHY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR FTSE International Government Inflation-Protected Bond ETF (WIP) 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, WIP achieves a 4.31% return, which is significantly higher than USHY's 1.42% return.


WIP

1D
-0.72%
1M
0.70%
YTD
4.31%
6M
4.96%
1Y
10.26%
3Y*
5.08%
5Y*
-0.70%
10Y*
1.61%

USHY

1D
-0.27%
1M
0.40%
YTD
1.42%
6M
1.77%
1Y
7.02%
3Y*
8.91%
5Y*
4.24%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

WIP vs. USHY - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
WIP
SPDR FTSE International Government Inflation-Protected Bond ETF
4.31%15.18%-8.71%8.84%-15.54%-4.15%8.37%8.62%-5.97%4.71%
USHY
iShares Broad USD High Yield Corporate Bond ETF
1.42%8.81%8.45%12.73%-11.18%5.02%6.17%14.24%-2.41%0.16%

Correlation

The correlation between WIP and USHY is 0.60, 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

0.60

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

0.52

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

0.48

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

0.40

Over the past year, WIP and USHY have become more correlated (0.60) than their long-term average of 0.40, meaning their price movements have been converging.

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Return for Risk

WIP vs. USHY — Risk / Return Rank

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

WIP
WIP Risk / Return Rank: 3434
Overall Rank
WIP Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
WIP Sortino Ratio Rank: 3030
Sortino Ratio Rank
WIP Omega Ratio Rank: 2929
Omega Ratio Rank
WIP Calmar Ratio Rank: 4040
Calmar Ratio Rank
WIP Martin Ratio Rank: 3838
Martin Ratio Rank

USHY
USHY Risk / Return Rank: 6060
Overall Rank
USHY Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
USHY Sortino Ratio Rank: 6161
Sortino Ratio Rank
USHY Omega Ratio Rank: 6060
Omega Ratio Rank
USHY Calmar Ratio Rank: 5858
Calmar Ratio Rank
USHY Martin Ratio Rank: 6969
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.

WIP vs. USHY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR FTSE International Government Inflation-Protected Bond ETF (WIP) 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.


WIPUSHYDifference
Sharpe ratioReturn per unit of total volatility

-0.75

Sortino ratioReturn per unit of downside risk

-1.24

Omega ratioGain probability vs. loss probability

1.20

1.37

-0.17

Calmar ratioReturn relative to maximum drawdown

2.00

2.90

-0.90

Martin ratioReturn relative to average drawdown

5.98

13.03

-7.05

WIP vs. USHY - Sharpe Ratio Comparison

The current WIP Sharpe Ratio is 1.18, which is lower than the USHY Sharpe Ratio of 1.93. The chart below compares the historical Sharpe Ratios of WIP 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


WIPUSHYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.18

1.93

-0.75

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.06

0.58

-0.64

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.16

Sharpe Ratio (All Time)

Calculated using the full available price history

0.12

0.58

-0.46

Drawdowns

WIP vs. USHY - Drawdown Comparison

The maximum WIP drawdown since its inception was -29.60%, which is greater than USHY's maximum drawdown of -22.44%. Use the drawdown chart below to compare losses from any high point for WIP and USHY.


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Drawdown Indicators


WIPUSHYDifference

Max Drawdown

Largest peak-to-trough decline

-29.60%

-22.44%

-7.16%

Max Drawdown (1Y)

Largest decline over 1 year

-5.16%

-2.43%

-2.73%

Max Drawdown (3Y)

Largest decline over 3 years

-11.16%

-4.66%

-6.50%

Max Drawdown (5Y)

Largest decline over 5 years

-28.84%

-15.56%

-13.28%

Max Drawdown (10Y)

Largest decline over 10 years

-28.84%

Current Drawdown

Current decline from peak

-3.87%

-0.27%

-3.60%

Average Drawdown

Average peak-to-trough decline

-8.58%

-2.67%

-5.91%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.72%

0.54%

+1.18%

Volatility

WIP vs. USHY - Volatility Comparison

SPDR FTSE International Government Inflation-Protected Bond ETF (WIP) has a higher volatility of 2.95% compared to iShares Broad USD High Yield Corporate Bond ETF (USHY) at 1.13%. This indicates that WIP's price experiences larger fluctuations and is considered to be riskier 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


WIPUSHYDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.95%

1.13%

+1.82%

Volatility (6M)

Calculated over the trailing 6-month period

6.89%

2.91%

+3.98%

Volatility (1Y)

Calculated over the trailing 1-year period

8.72%

3.65%

+5.07%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.45%

7.34%

+4.11%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.16%

8.25%

+1.91%

WIP vs. USHY - Expense Ratio Comparison

WIP has a 0.50% expense ratio, which is higher than USHY's 0.15% expense ratio.


Dividends

WIP vs. USHY - Dividend Comparison

WIP's dividend yield for the trailing twelve months is around 5.79%, less than USHY's 6.92% yield.


PositionTTM20252024202320222021202020192018201720162015
USHY
iShares Broad USD High Yield Corporate Bond ETF
6.92%6.79%6.89%6.63%6.08%5.07%5.30%5.92%6.30%0.73%0.00%0.00%
WIP
SPDR FTSE International Government Inflation-Protected Bond ETF
5.79%5.51%6.06%6.54%11.15%4.63%1.59%2.49%4.05%1.91%1.27%1.14%

Frequently Asked Questions


WIP and USHY have a correlation of 0.60, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

WIP has higher volatility (2.95%) compared to USHY (1.13%). In terms of maximum drawdown, WIP dropped -29.60% vs USHY's -22.44%.

On 5-year performance, USHY leads with 4.24% vs -0.70% for WIP. On fees, USHY is cheaper at 0.15% per year. On volatility, USHY has been the lower-risk option at 1.13%. 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 4.24% return vs -0.70%. 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 WIP.

USHY has the higher dividend yield at 6.92%, compared with 5.79% for WIP.

WIP is categorized as Inflation-Protected Bonds, while USHY is High Yield Bonds. WIP tracks FTSE International Inflation-Linked Securities Select (USD), while USHY tracks ICE BofA US High Yield Constrained. They also come from different issuers: State Street and iShares. Their fees differ too: 0.50% for WIP and 0.15% for USHY.

USHY currently has the higher Sharpe Ratio (1.93 vs 1.18), 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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