YLD vs. MYHA

Last updated Aug 4, 2026

YLD (Principal Active High Yield ETF) and MYHA (State Street My2027 High Yield Corporate Bond ETF) are both High Yield Bonds funds. Both are actively managed. Their 0.70 correlation means they have sometimes moved together and sometimes differently. Both charge a 0.39% expense ratio.

Performance

YLD vs. MYHA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Principal Active High Yield ETF (YLD) and State Street My2027 High Yield Corporate Bond ETF (MYHA). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

YLD

• 1D: 0.15%
• 1M: 0.14%
• 6M: 2.33%
• YTD: 3.49%
• 1Y: 5.85%
• 3Y*: 8.47%
• 5Y*: 4.67%
• 10Y*: 5.27%
• ALL TIME*: 5.34%

MYHA

• 1D: 0.10%
• 1M: 0.28%
• 6M: —
• YTD: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
MYHA State Street My2027 High Yield Corporate Bond ETF	$598.08	$732.32	$5.25K
YLD Principal Active High Yield ETF	$3.83M	$3.27M	$3.45M

YLD vs. MYHA - Yearly Performance Comparison

	2026 (YTD)
YLD Principal Active High Yield ETF	2.09%
MYHA State Street My2027 High Yield Corporate Bond ETF	1.75%

Correlation

The correlation between YLD and MYHA is 0.70, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.

	Correlation
Correlation (All Time) Calculated using the full available price history since Feb 26, 2026	0.70

Return for Risk

YLD vs. MYHA — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

YLD

YLD Risk / Return Rank: 63
YLD Sharpe Ratio Rank: 52
YLD Sortino Ratio Rank: 56
YLD Omega Ratio Rank: 52
YLD Calmar Ratio Rank: 79
YLD Martin Ratio Rank: 76

MYHA

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

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

YLD vs. MYHA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Principal Active High Yield ETF (YLD) and State Street My2027 High Yield Corporate Bond ETF (MYHA). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	YLD	MYHA	Difference
Sharpe ratio: Return per unit of total volatility	1.33	—	—
Sortino ratio: Return per unit of downside risk	2.02	—	—
Omega ratio: Gain probability vs. loss probability	1.24	—	—
Calmar ratio: Return relative to maximum drawdown	2.97	—	—
Martin ratio: Return relative to average drawdown	10.16	—	—

Drawdowns

YLD vs. MYHA - Drawdown Comparison

The maximum YLD drawdown since its inception was -28.34%, which is greater than MYHA's maximum drawdown of -0.69%. Use the drawdown chart below to compare losses from any high point for YLD and MYHA.

Drawdown Indicators

	YLD	MYHA	Difference
Max Drawdown Largest peak-to-trough decline	-28.34%	-0.69%	-27.65%
Max Drawdown (1Y) Largest decline over 1 year	-1.98%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-5.62%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-13.89%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-28.34%	—	—
Current Drawdown Current decline from peak	0.00%	0.00%	0.00%
Average Drawdown Average peak-to-trough decline	-2.66%	-0.10%	-2.56%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.58%	—	—

Volatility

Volatility by Period

	YLD	MYHA	Difference
Volatility (1M) Calculated over the trailing 1-month period	0.75%	—	—
Volatility (6M) Calculated over the trailing 6-month period	3.53%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	4.43%	1.73%	+2.70%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	6.38%	1.73%	+4.65%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	8.09%	1.73%	+6.36%

YLD vs. MYHA - Expense Ratio Comparison

Both YLD and MYHA have an expense ratio of 0.39%.

Dividends

YLD vs. MYHA - Dividend Comparison

YLD's dividend yield for the trailing twelve months is around 7.34%, more than MYHA's 2.54% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
MYHA State Street My2027 High Yield Corporate Bond ETF	2.54%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
YLD Principal Active High Yield ETF	7.34%	7.33%	7.12%	6.46%	6.51%	3.92%	4.40%	4.81%	5.42%	6.28%	4.47%	2.56%

Frequently Asked Questions

Can I hold both YLD and MYHA in my portfolio?

YLD and MYHA have a correlation of 0.70, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, YLD or MYHA?

Both ETFs have the same 0.39% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, YLD or MYHA?

YLD and MYHA have the same expense ratio: 0.39% per year.

Which ETF pays a higher dividend yield, YLD or MYHA?

YLD has the higher dividend yield at 7.34%, compared with 2.54% for MYHA.

What is the main difference between YLD and MYHA?

They also come from different issuers: Principal and State Street.