SABA vs HYZD

Comparison between Saba Capital Income & Opportunities Fund II (SABA, ETF) and WISDOMTREE INTEREST RATE HEDGED HIGH YIELD BOND FUND (HYZD, ETF).

5-Year PerformanceHYZD has outperformed SABA, delivering a return of +6.3% compared to +3.7%

SABA vs HYZD - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	SABA(ETF)	HYZD(ETF)
Net Assets	$259M	$259M
Expense Ratio	N/A	0.43%
Max Drawdown	67.26%	33.13%
Sharpe Ratio	-0.41	1.01
5Y Beta	0.41	0.19
5Y Dividends CAGR	9.48%	6.41%

Net Assets

SABA

$259M

Winner

HYZD

$259M

Expense Ratio

SABA

N/A

HYZD

0.43%

Max Drawdown

SABA

67.26%

Winner

HYZD

33.13%

Sharpe Ratio

SABA

-0.41

Winner

HYZD

1.01

5Y Beta

SABA

0.41

Winner

HYZD

0.19

5Y Dividends CAGR

Winner

SABA

9.48%

HYZD

6.41%

SABA vs HYZD - Historical Returns

Returns include dividend reinvestment.

Period	SABA	HYZD
1 month	+0.21%	+0.82%
3 months	-0.55%	+1.47%
6 months	+4.90%	+3.41%
1 year	-3.07%	+6.66%
5 years(CAGR)	+3.71%	+6.34%
10 years(CAGR)	+2.82%	+5.24%
Max(CAGR)	+6.94%	+4.45%

SABA

+0.21%

Winner

HYZD

+0.82%

SABA

-0.55%

Winner

HYZD

+1.47%

Winner

SABA

+4.90%

HYZD

+3.41%

SABA

-3.07%

Winner

HYZD

+6.66%

5Y(CAGR)

SABA

+3.71%

Winner

HYZD

+6.34%

10Y(CAGR)

SABA

+2.82%

Winner

HYZD

+5.24%

Max(CAGR)

Winner

SABA

+6.94%

HYZD

+4.45%

SABA vs HYZD - Annual Returns (1999 - 2026)

Returns include dividend reinvestment.

Year	SABA	HYZD
2026	+4.34%	+3.89%
2025	-0.36%	+7.43%
2024	+30.60%	+9.41%
2023	-2.49%	+11.33%
2022	-10.03%	-2.50%
2021	+0.85%	+6.37%
2020	-6.97%	-0.71%
2019	+7.83%	+9.12%
2018	-1.09%	-1.95%
2017	+4.29%	+6.18%
2016	+7.19%	+14.24%
2015	-8.97%	-1.04%
2014	-1.42%	-4.10%
2013	-10.00%	-0.14%
2012	+8.19%	N/A
2011	-1.92%	N/A
2010	+28.24%	N/A
2009	+28.22%	N/A
2008	+5.53%	N/A
2007	+1.68%	N/A
2006	+27.46%	N/A
2005	-10.92%	N/A
2004	+15.00%	N/A
2003	+32.39%	N/A
2002	+30.60%	N/A
2001	+9.30%	N/A
2000	+14.21%	N/A
1999	-6.31%	N/A

SABA vs HYZD Drawdown Comparison

The maximum drawdown for SABA was -32.40%, occurring on Mar 18, 2020. Recovery took 2975 trading sessions.

The maximum drawdown for HYZD was -25.66%, occurring on Mar 24, 2020. Recovery took 260 trading sessions.

The current SABA drawdown is -4.10%. The current HYZD drawdown is -0.03%.

Rank	SABA	HYZD
#1	-32.40% Feb 1, 2013 - Nov 26, 2024	-25.66% Feb 14, 2020 - Feb 26, 2021
#2	-27.20% Mar 13, 2008 - May 8, 2009	-15.99% Apr 10, 2014 - Aug 12, 2016
#3	-22.25% Dec 29, 2003 - Oct 22, 2004	-8.97% Apr 4, 2022 - Jan 12, 2023
#4	-18.81% Aug 30, 2011 - Jan 8, 2013	-7.18% Oct 3, 2018 - Apr 3, 2019
#5	-18.65% Mar 8, 2005 - May 2, 2006	-5.85% Jan 30, 2025 - May 13, 2025
#6	-14.99% Jan 30, 2025 - Jun 16, 2025	-5.00% Mar 6, 2023 - Jun 14, 2023
#7	-13.59% Jul 25, 2007 - Sep 28, 2007	-4.81% Jan 3, 2022 - Apr 4, 2022
#8	-12.36% Jun 28, 2002 - Dec 13, 2002	-3.45% Oct 25, 2016 - Dec 6, 2016
#9	-11.95% Apr 20, 2010 - Jul 30, 2010	-2.67% Jul 22, 2024 - Aug 20, 2024
#10	-10.96% Nov 2, 1999 - Jun 26, 2000	-2.39% Feb 2, 2023 - Mar 6, 2023
#11	-10.59% Nov 8, 2007 - Jan 10, 2008	-2.38% Jan 9, 2017 - Apr 25, 2017
#12	-10.47% Aug 13, 2025 - Feb 6, 2026	-2.22% May 3, 2019 - Sep 18, 2019
#13	-10.17% May 27, 2003 - Oct 2, 2003	-2.14% Jan 26, 2018 - Apr 12, 2018
#14	-9.64% Oct 19, 2009 - Nov 20, 2009	-2.13% Nov 11, 2021 - Dec 23, 2021
#15	-9.53% Aug 3, 2011 - Aug 30, 2011	-1.99% Sep 14, 2023 - Nov 3, 2023

Correlation

Correlation between SABA and HYZD is 0.70 which considered as a moderate positive correlation - the stocks show some tendency to move together.

0.70

-101

Dividend Comparison (1999 - 2026)

SABA vs HYZD dividend yield comparison.

Year	SABA	HYZD
2026	5.67%	3.38%
2025	9.65%	6.05%
2024	8.32%	6.08%
2023	11.43%	5.94%
2022	9.14%	5.14%
2021	7.19%	4.02%
2020	4.00%	5.13%
2019	6.68%	5.50%
2018	5.81%	5.58%
2017	4.44%	4.94%
2016	4.63%	5.07%
2015	4.72%	4.38%
2014	9.27%	3.82%
2013	8.43%	0.10%
2012	7.98%	0.00%
2011	12.28%	0.00%
2010	12.58%	0.00%
2009	5.31%	0.00%
2008	17.28%	0.00%
2007	12.69%	0.00%
2006	9.37%	0.00%
2005	9.87%	0.00%
2004	6.30%	0.00%
2003	5.71%	0.00%
2002	7.66%	0.00%
2001	9.26%	0.00%
2000	8.89%	0.00%
1999	1.70%	0.00%