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YLD vs. BBHY
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

YLD vs. BBHY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Principal Active High Yield ETF (YLD) and JPMorgan BetaBuilders USD High Yield Corporate Bond ETF (BBHY). The values are adjusted to include any dividend payments, if applicable.

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YLD vs. BBHY - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
YLD
Principal Active High Yield ETF
0.88%6.55%9.19%12.93%-8.78%9.17%1.50%13.58%-3.30%9.12%
BBHY
JPMorgan BetaBuilders USD High Yield Corporate Bond ETF
-0.05%8.51%7.81%11.98%-10.37%3.88%5.36%14.35%-2.50%6.57%

Returns By Period

In the year-to-date period, YLD achieves a 0.88% return, which is significantly higher than BBHY's -0.05% return.


YLD

1D
-0.07%
1M
-0.60%
YTD
0.88%
6M
1.03%
1Y
6.77%
3Y*
8.51%
5Y*
4.93%
10Y*
5.97%

BBHY

1D
0.23%
1M
-0.68%
YTD
-0.05%
6M
1.03%
1Y
7.05%
3Y*
8.15%
5Y*
3.98%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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YLD vs. BBHY - Expense Ratio Comparison

YLD has a 0.39% expense ratio, which is higher than BBHY's 0.15% expense ratio.


Return for Risk

YLD vs. BBHY — Risk / Return Rank

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

YLD
YLD Risk / Return Rank: 6262
Overall Rank
YLD Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
YLD Sortino Ratio Rank: 5858
Sortino Ratio Rank
YLD Omega Ratio Rank: 6464
Omega Ratio Rank
YLD Calmar Ratio Rank: 5858
Calmar Ratio Rank
YLD Martin Ratio Rank: 7474
Martin Ratio Rank

BBHY
BBHY Risk / Return Rank: 7171
Overall Rank
BBHY Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
BBHY Sortino Ratio Rank: 7070
Sortino Ratio Rank
BBHY Omega Ratio Rank: 7777
Omega Ratio Rank
BBHY Calmar Ratio Rank: 6363
Calmar Ratio Rank
BBHY Martin Ratio Rank: 7979
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.

YLD vs. BBHY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Principal Active High Yield ETF (YLD) and JPMorgan BetaBuilders USD High Yield Corporate Bond ETF (BBHY). 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.


YLDBBHYDifference

Sharpe ratio

Return per unit of total volatility

1.05

1.24

-0.19

Sortino ratio

Return per unit of downside risk

1.55

1.81

-0.26

Omega ratio

Gain probability vs. loss probability

1.25

1.30

-0.06

Calmar ratio

Return relative to maximum drawdown

1.56

1.68

-0.12

Martin ratio

Return relative to average drawdown

8.23

9.08

-0.85

YLD vs. BBHY - Sharpe Ratio Comparison

The current YLD Sharpe Ratio is 1.05, which is comparable to the BBHY Sharpe Ratio of 1.24. The chart below compares the historical Sharpe Ratios of YLD and BBHY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


YLDBBHYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.05

1.24

-0.19

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.78

0.55

+0.23

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.72

Sharpe Ratio (All Time)

Calculated using the full available price history

0.63

0.63

+0.01

Correlation

The correlation between YLD and BBHY is 0.56, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

YLD vs. BBHY - Dividend Comparison

YLD's dividend yield for the trailing twelve months is around 7.38%, more than BBHY's 7.14% yield.


TTM20252024202320222021202020192018201720162015
YLD
Principal Active High Yield ETF
7.38%7.33%7.12%6.46%6.51%3.92%4.40%4.81%5.42%6.28%4.47%2.56%
BBHY
JPMorgan BetaBuilders USD High Yield Corporate Bond ETF
7.14%7.24%7.18%6.49%5.92%4.06%4.73%4.99%5.02%4.81%1.42%0.00%

Drawdowns

YLD vs. BBHY - Drawdown Comparison

The maximum YLD drawdown since its inception was -28.34%, which is greater than BBHY's maximum drawdown of -24.98%. Use the drawdown chart below to compare losses from any high point for YLD and BBHY.


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Drawdown Indicators


YLDBBHYDifference

Max Drawdown

Largest peak-to-trough decline

-28.34%

-24.98%

-3.36%

Max Drawdown (1Y)

Largest decline over 1 year

-4.42%

-4.34%

-0.08%

Max Drawdown (5Y)

Largest decline over 5 years

-13.89%

-15.32%

+1.43%

Max Drawdown (10Y)

Largest decline over 10 years

-28.34%

Current Drawdown

Current decline from peak

-0.85%

-1.04%

+0.19%

Average Drawdown

Average peak-to-trough decline

-2.74%

-2.41%

-0.33%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.84%

0.80%

+0.04%

Volatility

YLD vs. BBHY - Volatility Comparison

Principal Active High Yield ETF (YLD) has a higher volatility of 2.34% compared to JPMorgan BetaBuilders USD High Yield Corporate Bond ETF (BBHY) at 2.19%. This indicates that YLD's price experiences larger fluctuations and is considered to be riskier than BBHY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


YLDBBHYDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.34%

2.19%

+0.15%

Volatility (6M)

Calculated over the trailing 6-month period

3.40%

2.80%

+0.60%

Volatility (1Y)

Calculated over the trailing 1-year period

6.50%

5.73%

+0.77%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.38%

7.25%

-0.87%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.26%

7.58%

+0.68%