SHYM vs QVAL
Comparison between iShares High Yield Muni Income Active ETF (SHYM, ETF) and ALPHA ARCHITECT U.S. QUANTITATIVE VALUE ETF (QVAL, ETF).
5-Year PerformanceQVAL has outperformed SHYM, delivering a return of +12.0% compared to +1.0%
SHYM vs QVAL - Performance Comparison
Key Characteristics
Financial metrics and valuation ratios
SHYM vs QVAL - Historical Returns
Returns include dividend reinvestment.
SHYM vs QVAL - Annual Returns (2016 - 2026)
Returns include dividend reinvestment.
| Year | SHYM | QVAL |
|---|---|---|
| 2026 | +1.86% | +13.13% |
| 2025 | +2.36% | +11.27% |
| 2024 | +7.19% | +12.04% |
| 2023 | +8.51% | +31.82% |
| 2022 | -15.84% | -11.30% |
| 2021 | +6.71% | +34.69% |
| 2020 | N/A | -6.12% |
| 2019 | N/A | +22.17% |
| 2018 | N/A | -18.51% |
| 2017 | N/A | +24.51% |
| 2016 | N/A | +13.13% |
SHYM vs QVAL Drawdown Comparison
The maximum drawdown for SHYM was -22.55%, occurring on Oct 24, 2022. Recovery took 908 trading sessions.
The maximum drawdown for QVAL was -51.47%, occurring on Mar 23, 2020. Recovery took 786 trading sessions.
The current SHYM drawdown is -0.09%. The current QVAL drawdown is -1.23%.
| Rank | SHYM | QVAL |
|---|---|---|
| #1 | -22.55% Jul 19, 2021 - Feb 28, 2025 | -51.47% Jan 26, 2018 - Mar 12, 2021 |
| #2 | -8.06% Feb 28, 2025 - Jan 2, 2026 | -27.14% Nov 16, 2021 - Sep 1, 2023 |
| #3 | -2.23% Feb 27, 2026 - May 29, 2026 | -21.41% Dec 2, 2024 - Oct 1, 2025 |
| #4 | -0.72% Jun 10, 2021 - Jul 2, 2021 | -13.23% Mar 21, 2016 - Aug 15, 2016 |
| #5 | -0.27% Apr 15, 2021 - Apr 22, 2021 | -12.04% Jan 4, 2016 - Mar 2, 2016 |
| #6 | -0.27% Jan 14, 2026 - Jan 27, 2026 | -8.14% Sep 14, 2023 - Dec 1, 2023 |
| #7 | -0.18% Feb 4, 2026 - Feb 12, 2026 | -7.57% May 7, 2021 - Aug 11, 2021 |
| #8 | -0.13% Apr 28, 2021 - May 5, 2021 | -7.52% Jul 31, 2024 - Sep 19, 2024 |
| #9 | -0.12% May 6, 2021 - May 13, 2021 | -7.21% Aug 23, 2016 - Nov 11, 2016 |
| #10 | -0.10% Mar 26, 2021 - Mar 30, 2021 | -6.04% Feb 11, 2026 - Apr 9, 2026 |
| #11 | -0.09% Jun 4, 2026 - Jun 5, 2026 | -5.99% Sep 2, 2021 - Oct 22, 2021 |
| #12 | -0.06% Jul 12, 2021 - Jul 14, 2021 | -5.73% May 31, 2024 - Jul 16, 2024 |
| #13 | -0.04% Jan 12, 2026 - Jan 14, 2026 | -5.50% Mar 28, 2024 - May 31, 2024 |
| #14 | -0.04% Feb 23, 2026 - Feb 27, 2026 | -5.06% Oct 3, 2025 - Nov 12, 2025 |
| #15 | -0.04% May 27, 2021 - Jun 1, 2021 | -5.00% Apr 27, 2017 - Aug 7, 2017 |
Correlation
Correlation between SHYM and QVAL is 0.69 which considered as a moderate positive correlation - the stocks show some tendency to move together.
Dividend Comparison (2016 - 2026)
SHYM vs QVAL dividend yield comparison.
| Year | SHYM | QVAL |
|---|---|---|
| 2026 | 1.70% | 0.38% |
| 2025 | 4.55% | 1.44% |
| 2024 | 4.35% | 1.72% |
| 2023 | 4.35% | 1.76% |
| 2022 | 4.01% | 2.00% |
| 2021 | 2.97% | 1.23% |
| 2020 | 0.00% | 1.86% |
| 2019 | 0.00% | 1.99% |
| 2018 | 0.00% | 1.64% |
| 2017 | 0.00% | 1.08% |
| 2016 | 0.00% | 1.30% |
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