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Issuer
iShares
Inception Date
May 21, 2021
Leveraged
1x (No leverage)
Index Tracked
iShares $ High Yield Corp Bond ESG SRI UCITS ETF GBP Hedged Dist
Distribution Policy
Distributing
Asset Class
Bond

Share Price Chart


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Performance

DHYG.L Performance Chart

iShares $ High Yield Corp Bond ESG SRI UCITS ETF GBP Hedged Dist (DHYG.L) is up 1.3% since the beginning of the year. DHYG.L is currently trading at £4 per share.


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S&P 500 Index

Returns By Period

iShares $ High Yield Corp Bond ESG SRI UCITS ETF GBP Hedged Dist (DHYG.L) has returned 1.34% so far this year and 5.43% over the past 12 months.


iShares $ High Yield Corp Bond ESG SRI UCITS ETF GBP Hedged Dist

1D
-0.25%
1M
-0.01%
6M
1.11%
YTD
1.34%
1Y
5.43%
3Y*
7.84%
5Y*
10Y*

Benchmark (S&P 500 Index)

1D
-0.66%
1M
-0.64%
6M
8.66%
YTD
10.17%
1Y
19.99%
3Y*
17.60%
5Y*
12.23%
10Y*
13.06%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DHYG.L Monthly Returns History

Based on dividend-adjusted daily data since Sep 13, 2021, DHYG.L's average daily return is +0.01%, while the average monthly return is +0.24%. At this rate, an investment would double in approximately 24.1 years.

Historically, 61% of months were positive and 39% were negative. The best month was Jul 2022 with a return of +6.1%, while the worst month was Jun 2022 at -7.0%. The longest winning streak lasted 11 consecutive months, and the longest losing streak was 4 months.

On a daily basis, DHYG.L closed higher 38% of trading days. The best single day was Dec 14, 2023 with a return of +1.9%, while the worst single day was Jun 13, 2022 at -3.1%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20260.00%0.36%-1.88%1.91%0.75%0.47%-0.25%1.34%
20251.65%0.46%-1.15%0.47%1.59%1.65%0.23%0.93%0.92%0.23%0.49%0.94%8.70%
20240.24%0.00%1.42%-1.63%1.45%0.73%2.16%1.65%1.62%-0.91%1.78%-0.93%7.73%
20233.19%-1.67%1.45%0.72%-1.35%1.73%0.97%0.00%-1.20%-1.46%4.44%3.69%10.76%
2022-3.20%-0.62%-1.25%-4.00%0.59%-6.98%6.05%-3.42%-3.78%1.97%1.25%-0.25%-13.39%
2021-0.40%-0.40%-1.41%2.04%-0.20%

Benchmark Metrics

iShares $ High Yield Corp Bond ESG SRI UCITS ETF GBP Hedged Dist has an annualized alpha of 1.29%, beta of 0.12, and R2 of 0.08 versus S&P 500 Index. Calculated based on daily prices since September 13, 2021.

  • This ETF participated in 39.63% of S&P 500 Index downside but only 25.88% of its upside - more exposed to losses than it benefited from rallies.
  • Beta of 0.12 may look defensive, but with R2 of 0.08 this ETF is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this ETF's risk.
  • R2 of 0.08 means this ETF moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Alpha
1.29%
Beta
0.12
0.08
Upside Capture
25.88%
Downside Capture
39.63%

Expense Ratio

DHYG.L has an expense ratio of 0.27%, which is considered low.


Return for Risk

Risk / Return Rank

DHYG.L ranks 53 for risk / return — on par with similar ETFs. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.


DHYG.L Risk / Return Rank: 5353
Overall Rank
DHYG.L Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
DHYG.L Sortino Ratio Rank: 5151
Sortino Ratio Rank
DHYG.L Omega Ratio Rank: 5151
Omega Ratio Rank
DHYG.L Calmar Ratio Rank: 5252
Calmar Ratio Rank
DHYG.L Martin Ratio Rank: 6363
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for iShares $ High Yield Corp Bond ESG SRI UCITS ETF GBP Hedged Dist (DHYG.L) and compare them to S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


DHYG.LBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-0.28

Sortino ratioReturn per unit of downside risk

-0.15

Omega ratioGain probability vs. loss probability

1.27

1.31

-0.04

Calmar ratioReturn relative to maximum drawdown

2.12

2.50

-0.38

Martin ratioReturn relative to average drawdown

8.99

9.11

-0.12

Dividends

Dividend History

iShares $ High Yield Corp Bond ESG SRI UCITS ETF GBP Hedged Dist provided a 6.81% dividend yield over the last twelve months, with an annual payout of £0.29 per share.


6.40%6.50%6.60%6.70%6.80%6.90%7.00%£0.00£0.05£0.10£0.15£0.20£0.25£0.302022202320242025
Dividends
Dividend Yield
PeriodTTM2025202420232022
Dividend£0.29£0.29£0.30£0.27£0.26

Dividend yield

6.81%6.70%7.02%6.41%6.51%

Monthly Dividends

The table displays the monthly dividend distributions for iShares $ High Yield Corp Bond ESG SRI UCITS ETF GBP Hedged Dist. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026£0.00£0.07£0.00£0.00£0.07£0.00£0.00£0.14
2025£0.00£0.00£0.00£0.00£0.14£0.00£0.00£0.00£0.00£0.00£0.15£0.00£0.29
2024£0.00£0.00£0.00£0.00£0.15£0.00£0.00£0.00£0.00£0.00£0.15£0.00£0.30
2023£0.00£0.00£0.00£0.00£0.12£0.00£0.00£0.00£0.00£0.00£0.15£0.00£0.27
2022£0.14£0.00£0.00£0.00£0.00£0.00£0.12£0.00£0.26

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the iShares $ High Yield Corp Bond ESG SRI UCITS ETF GBP Hedged Dist. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the iShares $ High Yield Corp Bond ESG SRI UCITS ETF GBP Hedged Dist was 17.27%, occurring on Sep 27, 2022. Recovery took 474 trading sessions.

The current iShares $ High Yield Corp Bond ESG SRI UCITS ETF GBP Hedged Dist drawdown is 0.48%.


Drawdown

Fall

Recovery

Underwater

Related event

-17.27%Sep 2022
1y 3d1y 10mo
2y 10moSep 2021 - Aug 2024
Bear market2022
-4.39%Apr 2025
1mo 6d1mo 3d
2mo 9dMar 2025 - May 2025
2025 selloff2025
-2.67%Mar 2026
1mo 6d18d
1mo 24dFeb 2026 - Apr 2026
-1.63%Dec 2024
7d1mo 2d
1mo 9dDec 2024 - Jan 2025
-1.40%May 2026
12d10d
22dMay 2026 - May 2026

Drawdown Indicators


DHYG.LBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-17.27%

-37.07%

+19.80%

Max Drawdown (1Y)

Largest decline over 1 year

-2.67%

-8.03%

+5.36%

Max Drawdown (3Y)

Largest decline over 3 years

-4.39%

-22.15%

+17.76%

Max Drawdown (5Y)

Largest decline over 5 years

-22.15%

Max Drawdown (10Y)

Largest decline over 10 years

-26.01%

Current Drawdown

Current decline from peak

-0.48%

-1.42%

+0.94%

Average Drawdown

Average peak-to-trough decline

-4.90%

-5.29%

+0.39%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.63%

2.20%

-1.57%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

Build a portfolio with DHYG.L

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