SHYG vs JQUA

Comparison between ISHARES 0-5 YEAR HIGH YIELD CORPORATE BOND ETF (SHYG, ETF) and JPMORGAN U.S. QUALITY FACTOR ETF (JQUA, ETF).

5-Year PerformanceJQUA has outperformed SHYG, delivering a return of +13.3% compared to +4.9%

SHYG vs JQUA - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	SHYG(ETF)	JQUA(ETF)
Net Assets	$7.60B	$7.50B
Expense Ratio	0.30%	0.12%
Max Drawdown	26.29%	32.92%
Sharpe Ratio	0.93	1.17
5Y Beta	0.22	0.84
P/E Ratio	N/A	25.28
Forward P/E	N/A	19.19
PEG Ratio	N/A	0.31
5Y Dividends CAGR	6.98%	7.25%
5Y EPS CAGR	N/A	20.39%
Debt to Equity	N/A	0.88%
P/S Ratio	N/A	3.48
P/B Ratio	N/A	5.59

Net Assets

Winner

SHYG

$7.60B

JQUA

$7.50B

Expense Ratio

SHYG

0.30%

Winner

JQUA

0.12%

Max Drawdown

Winner

SHYG

26.29%

JQUA

32.92%

Sharpe Ratio

SHYG

0.93

Winner

JQUA

1.17

5Y Beta

Winner

SHYG

0.22

JQUA

0.84

P/E Ratio

SHYG

N/A

JQUA

25.28

Forward P/E

SHYG

N/A

JQUA

19.19

PEG Ratio

SHYG

N/A

JQUA

0.31

5Y Dividends CAGR

SHYG

6.98%

Winner

JQUA

7.25%

5Y EPS CAGR

SHYG

N/A

JQUA

20.39%

Debt to Equity

SHYG

N/A

JQUA

0.88%

P/S Ratio

SHYG

N/A

JQUA

3.48

P/B Ratio

SHYG

N/A

JQUA

5.59

SHYG vs JQUA - Historical Returns

Returns include dividend reinvestment.

Period	SHYG	JQUA
1 month	+0.34%	+6.60%
3 months	+0.76%	+6.95%
6 months	+2.81%	+10.21%
1 year	+6.66%	+17.29%
5 years(CAGR)	+4.94%	+13.34%
10 years(CAGR)	+5.30%	+14.26%
Max(CAGR)	+4.40%	+14.26%

SHYG

+0.34%

Winner

JQUA

+6.60%

SHYG

+0.76%

Winner

JQUA

+6.95%

SHYG

+2.81%

Winner

JQUA

+10.21%

SHYG

+6.66%

Winner

JQUA

+17.29%

5Y(CAGR)

SHYG

+4.94%

Winner

JQUA

+13.34%

10Y(CAGR)

SHYG

+5.30%

Winner

JQUA

+14.26%

Max(CAGR)

SHYG

+4.40%

Winner

JQUA

+14.26%

SHYG vs JQUA - Annual Returns (2013 - 2026)

Returns include dividend reinvestment.

Year	SHYG	JQUA
2026	+1.21%	+8.06%
2025	+7.71%	+12.00%
2024	+8.38%	+21.92%
2023	+10.24%	+25.36%
2022	-4.63%	-13.11%
2021	+4.78%	+30.71%
2020	+2.98%	+15.70%
2019	+10.08%	+28.30%
2018	+0.04%	-2.96%
2017	+4.86%	+5.07%
2016	+12.94%	N/A
2015	-3.10%	N/A
2014	+0.23%	N/A
2013	+1.99%	N/A

SHYG vs JQUA Drawdown Comparison

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

The maximum drawdown for JQUA was -32.92%, occurring on Mar 23, 2020. Recovery took 122 trading sessions.

The current SHYG drawdown is -0.21%. The current JQUA drawdown is -0.45%.

Rank	SHYG	JQUA
#1	-19.27% Feb 14, 2020 - Nov 17, 2020	-32.92% Feb 19, 2020 - Aug 12, 2020
#2	-10.32% May 29, 2015 - Jul 8, 2016	-22.47% Dec 29, 2021 - Jul 13, 2023
#3	-9.39% Dec 27, 2021 - Jul 13, 2023	-17.07% Sep 21, 2018 - Mar 21, 2019
#4	-5.15% Jun 23, 2014 - Apr 9, 2015	-16.81% Feb 18, 2025 - Jul 3, 2025
#5	-5.04% Oct 1, 2018 - Jan 31, 2019	-9.67% Jan 26, 2018 - Aug 9, 2018
#6	-4.53% Feb 28, 2025 - May 12, 2025	-8.78% Jul 31, 2023 - Nov 20, 2023
#7	-2.69% Oct 24, 2016 - Dec 6, 2016	-8.22% Sep 2, 2020 - Nov 11, 2020
#8	-2.39% Sep 1, 2023 - Nov 3, 2023	-7.13% Jan 27, 2026 - Apr 15, 2026
#9	-1.86% Jan 26, 2018 - Apr 12, 2018	-6.32% Jul 16, 2024 - Aug 19, 2024
#10	-1.75% Feb 2, 2026 - Apr 8, 2026	-5.88% Apr 30, 2019 - Jun 19, 2019
#11	-1.74% Mar 27, 2024 - May 3, 2024	-5.84% Mar 21, 2024 - Jun 17, 2024
#12	-1.61% Nov 5, 2021 - Dec 23, 2021	-5.82% Sep 3, 2021 - Oct 25, 2021
#13	-1.57% Mar 1, 2017 - Apr 20, 2017	-5.52% Jul 26, 2019 - Oct 28, 2019
#14	-1.48% May 3, 2019 - Jun 18, 2019	-5.48% Dec 6, 2024 - Feb 5, 2025
#15	-1.38% Oct 20, 2017 - Jan 3, 2018	-5.36% Oct 27, 2025 - Dec 10, 2025

Correlation

Correlation between SHYG and JQUA is 0.99 which considered as a very strong positive correlation - the stocks move almost identically together.

0.99

-101

Dividend Comparison (2013 - 2026)

SHYG vs JQUA dividend yield comparison.

Year	SHYG	JQUA
2026	2.33%	0.26%
2025	7.03%	1.19%
2024	6.93%	1.24%
2023	6.54%	1.22%
2022	5.57%	1.60%
2021	4.83%	1.32%
2020	5.07%	1.44%
2019	5.33%	1.67%
2018	5.90%	2.10%
2017	5.49%	0.40%
2016	5.53%	0.00%
2015	5.17%	0.00%
2014	4.33%	0.00%
2013	0.85%	0.00%