SHYG vs DFEM
Comparison between ISHARES 0-5 YEAR HIGH YIELD CORPORATE BOND ETF (SHYG, ETF) and DIMENSIONAL EMERGING MARKETS CORE EQUITY 2 ETF (DFEM, ETF).
SHYG vs DFEM - Performance Comparison
Key Characteristics
Financial metrics and valuation ratios
Net Assets
SHYG
$7.50B
DFEM
$7.50B
Expense Ratio
Winner
SHYG
0.30%
DFEM
0.39%
Max Drawdown
SHYG
26.29%
Winner
DFEM
21.85%
Sharpe Ratio
SHYG
1.25
Winner
DFEM
2.38
5Y Beta
Winner
SHYG
0.22
DFEM
0.74
5Y Dividends CAGR
SHYG
6.98%
DFEM
N/A
SHYG vs DFEM - Historical Returns
Returns include dividend reinvestment.
1M
SHYG
+0.58%
Winner
DFEM
+11.46%
3M
SHYG
+0.88%
Winner
DFEM
+12.01%
6M
SHYG
+2.93%
Winner
DFEM
+25.73%
1Y
SHYG
+8.05%
Winner
DFEM
+54.25%
5Y(CAGR)
SHYG
+4.91%
Winner
DFEM
+15.55%
10Y(CAGR)
SHYG
+5.35%
DFEM
N/A
Max(CAGR)
SHYG
+4.42%
Winner
DFEM
+15.55%
SHYG vs DFEM - Annual Returns (2013 - 2026)
Returns include dividend reinvestment.
| Year | SHYG | DFEM |
|---|---|---|
| 2026 | +1.40% | +20.88% |
| 2025 | +7.71% | +29.99% |
| 2024 | +8.38% | +8.75% |
| 2023 | +10.24% | +12.86% |
| 2022 | -4.63% | -8.68% |
| 2021 | +4.78% | N/A |
| 2020 | +2.98% | N/A |
| 2019 | +10.08% | N/A |
| 2018 | +0.04% | N/A |
| 2017 | +4.86% | N/A |
| 2016 | +12.94% | N/A |
| 2015 | -3.10% | N/A |
| 2014 | +0.23% | N/A |
| 2013 | +1.99% | N/A |
SHYG vs DFEM Drawdown Comparison
The maximum drawdown for SHYG was -19.27%, occurring on Mar 23, 2020. Recovery took 192 trading sessions.
The maximum drawdown for DFEM was -20.81%, occurring on Oct 24, 2022. Recovery took 309 trading sessions.
The current SHYG drawdown is -0.02%.
| Rank | SHYG | DFEM |
|---|---|---|
| #1 | -19.27% Feb 14, 2020 - Nov 17, 2020 | -20.81% May 4, 2022 - Jul 28, 2023 |
| #2 | -10.32% May 29, 2015 - Jul 8, 2016 | -18.09% Oct 7, 2024 - Jun 4, 2025 |
| #3 | -9.39% Dec 27, 2021 - Jul 13, 2023 | -12.12% Feb 25, 2026 - Apr 17, 2026 |
| #4 | -5.15% Jun 23, 2014 - Apr 9, 2015 | -11.00% Jul 31, 2023 - Feb 20, 2024 |
| #5 | -5.04% Oct 1, 2018 - Jan 31, 2019 | -8.86% Jul 12, 2024 - Sep 24, 2024 |
| #6 | -4.53% Feb 28, 2025 - May 12, 2025 | -4.66% Oct 29, 2025 - Jan 2, 2026 |
| #7 | -2.69% Oct 24, 2016 - Dec 6, 2016 | -4.50% Apr 9, 2024 - May 2, 2024 |
| #8 | -2.39% Sep 1, 2023 - Nov 3, 2023 | -4.08% Oct 8, 2025 - Oct 20, 2025 |
| #9 | -1.86% Jan 26, 2018 - Apr 12, 2018 | -3.90% May 17, 2024 - Jul 3, 2024 |
| #10 | -1.75% Feb 2, 2026 - Apr 8, 2026 | -3.06% Jul 23, 2025 - Aug 12, 2025 |
| #11 | -1.74% Mar 27, 2024 - May 3, 2024 | -2.75% Jan 28, 2026 - Feb 9, 2026 |
| #12 | -1.61% Nov 5, 2021 - Dec 23, 2021 | -2.65% Jun 12, 2025 - Jun 24, 2025 |
| #13 | -1.57% Mar 1, 2017 - Apr 20, 2017 | -2.07% Apr 17, 2026 - Apr 30, 2026 |
| #14 | -1.48% May 3, 2019 - Jun 18, 2019 | -1.70% Jul 3, 2025 - Jul 16, 2025 |
| #15 | -1.38% Oct 20, 2017 - Jan 3, 2018 | -1.67% Sep 17, 2025 - Oct 1, 2025 |
Correlation
Correlation between SHYG and DFEM is 0.90 which considered as a strong positive correlation - the stocks tend to move together.
0.90
-101
Dividend Comparison (2013 - 2026)
SHYG vs DFEM dividend yield comparison.
| Year | SHYG | DFEM |
|---|---|---|
| 2026 | 2.33% | 0.11% |
| 2025 | 7.03% | 2.32% |
| 2024 | 6.93% | 2.50% |
| 2023 | 6.54% | 2.38% |
| 2022 | 5.57% | 1.99% |
| 2021 | 4.83% | 0.00% |
| 2020 | 5.07% | 0.00% |
| 2019 | 5.33% | 0.00% |
| 2018 | 5.90% | 0.00% |
| 2017 | 5.49% | 0.00% |
| 2016 | 5.53% | 0.00% |
| 2015 | 5.17% | 0.00% |
| 2014 | 4.33% | 0.00% |
| 2013 | 0.85% | 0.00% |
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