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SHYG vs HEFA

Comparison between ISHARES 0-5 YEAR HIGH YIELD CORPORATE BOND ETF (SHYG, ETF) and ISHARES CURRENCY HEDGED MSCI EAFE ETF (HEFA, ETF).

5-Year PerformanceHEFA has outperformed SHYG, delivering a return of +14.3% compared to +5.0%

SHYG vs HEFA - Performance Comparison

Key Characteristics

Financial metrics and valuation ratios

Net Assets
Winner
SHYG
$7.60B
HEFA
$7.50B
Expense Ratio
Winner
SHYG
0.30%
HEFA
0.35%
Max Drawdown
Winner
SHYG
26.29%
HEFA
32.39%
Sharpe Ratio
SHYG
0.47
Winner
HEFA
1.53
5Y Beta
Winner
SHYG
0.22
HEFA
0.72
5Y Dividends CAGR
SHYG
3.71%
Winner
HEFA
17.50%

SHYG vs HEFA - Historical Returns

Returns include dividend reinvestment.

1M
SHYG
+0.63%
Winner
HEFA
+1.92%
3M
SHYG
+1.29%
Winner
HEFA
+5.65%
6M
SHYG
+1.99%
Winner
HEFA
+7.01%
1Y
SHYG
+5.49%
Winner
HEFA
+25.68%
5Y(CAGR)
SHYG
+5.04%
Winner
HEFA
+14.27%
10Y(CAGR)
SHYG
+4.94%
Winner
HEFA
+12.87%
Max(CAGR)
SHYG
+4.41%
Winner
HEFA
+10.90%

SHYG vs HEFA - Annual Returns (2013 - 2026)

Returns include dividend reinvestment.

YearSHYGHEFA
2026+2.54%+14.53%
2025+7.71%+24.11%
2024+8.38%+13.79%
2023+10.24%+18.27%
2022-4.63%-5.86%
2021+4.78%+19.07%
2020+2.98%+0.72%
2019+10.08%+27.05%
2018+0.04%-9.58%
2017+4.86%+15.19%
2016+12.94%+8.06%
2015-3.10%+3.94%
2014+0.23%+6.13%
2013+1.99%N/A

SHYG vs HEFA Drawdown Comparison

The maximum drawdown for SHYG was -19.27%, occurring on Mar 23, 2020. Recovery took 192 trading sessions.

The maximum drawdown for HEFA was -32.39%, occurring on Mar 16, 2020. Recovery took 226 trading sessions.

The current SHYG drawdown is -0.05%. The current HEFA drawdown is -1.47%.

RankSHYGHEFA
#1-19.27%
Feb 14, 2020 - Nov 17, 2020
-32.39%
Feb 12, 2020 - Jan 5, 2021
#2-10.32%
May 29, 2015 - Jul 8, 2016
-23.14%
May 27, 2015 - Mar 1, 2017
#3-9.39%
Dec 27, 2021 - Jul 13, 2023
-15.43%
Jan 23, 2018 - Apr 12, 2019
#4-5.15%
Jun 23, 2014 - Apr 9, 2015
-14.77%
Jan 4, 2022 - Jan 23, 2023
#5-5.04%
Oct 1, 2018 - Jan 31, 2019
-14.28%
Feb 18, 2025 - May 12, 2025
#6-4.53%
Feb 28, 2025 - May 12, 2025
-9.79%
Jul 12, 2024 - Oct 14, 2024
#7-2.69%
Oct 24, 2016 - Dec 6, 2016
-9.52%
Feb 25, 2026 - May 21, 2026
#8-2.39%
Sep 1, 2023 - Nov 3, 2023
-9.48%
Sep 4, 2014 - Nov 18, 2014
#9-1.86%
Jan 26, 2018 - Apr 12, 2018
-7.49%
Dec 5, 2014 - Jan 26, 2015
#10-1.75%
Feb 2, 2026 - Apr 8, 2026
-6.87%
Jul 3, 2019 - Sep 12, 2019
#11-1.74%
Mar 27, 2024 - May 3, 2024
-6.78%
Jul 31, 2023 - Nov 24, 2023
#12-1.61%
Nov 5, 2021 - Dec 23, 2021
-5.83%
Mar 3, 2023 - Apr 10, 2023
#13-1.57%
Mar 1, 2017 - Apr 20, 2017
-5.59%
Nov 16, 2021 - Jan 3, 2022
#14-1.48%
May 3, 2019 - Jun 18, 2019
-4.97%
Apr 29, 2019 - Jul 1, 2019
#15-1.38%
Oct 20, 2017 - Jan 3, 2018
-4.84%
Jun 19, 2014 - Sep 4, 2014

Correlation

Correlation between SHYG and HEFA is 0.98 which considered as a very strong positive correlation - the stocks move almost identically together.

0.98
-101

Dividend Comparison (2013 - 2026)

SHYG vs HEFA dividend yield comparison.

YearSHYGHEFA
20264.08%1.46%
20257.03%4.40%
20246.93%3.09%
20236.54%3.02%
20225.57%25.14%
20214.83%3.06%
20205.07%2.10%
20195.33%7.56%
20185.90%4.58%
20175.49%2.55%
20165.53%3.17%
20155.17%3.54%
20144.33%3.40%
20130.85%0.00%

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