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Performance
Performance Chart
The chart shows the growth of an initial investment of £10,000 in iShares € High Yield Corp Bond ESG SRI UCITS ETF GBP Hedged (Acc), comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
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Different Benchmark Currency
EHYG.L is traded in GBP, while the ^GSPC benchmark is in USD. To make them comparable, the benchmark values have been converted to GBP using the latest available exchange rates.
Returns By Period
iShares € High Yield Corp Bond ESG SRI UCITS ETF GBP Hedged (Acc) (EHYG.L) has returned -1.53% so far this year and 5.37% over the past 12 months.
iShares € High Yield Corp Bond ESG SRI UCITS ETF GBP Hedged (Acc)
- 1D
- 0.28%
- 1M
- -2.48%
- YTD
- -1.53%
- 6M
- 0.10%
- 1Y
- 5.37%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
Benchmark (S&P 500 Index)
- 1D
- 2.61%
- 1M
- -3.22%
- YTD
- -2.82%
- 6M
- -0.72%
- 1Y
- 13.66%
- 3Y*
- 14.01%
- 5Y*
- 11.18%
- 10Y*
- 12.98%
Monthly Returns
Based on dividend-adjusted daily data since Apr 28, 2023, EHYG.L's average daily return is +0.03%, while the average monthly return is +0.65%. At this rate, your investment would double in approximately 8.9 years.
Historically, 89% of months were positive and 11% were negative. The best month was Dec 2023 with a return of +3.4%, while the worst month was Mar 2026 at -2.5%. The longest winning streak lasted 11 consecutive months, and the longest losing streak was 1 months.
On a daily basis, EHYG.L closed higher 56% of trading days. The best single day was Dec 14, 2023 with a return of +1.2%, while the worst single day was Apr 7, 2025 at -1.0%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 0.79% | 0.19% | -2.48% | -1.53% | |||||||||
| 2025 | 0.73% | 0.88% | -0.83% | 0.68% | 1.62% | 0.51% | 1.31% | 0.17% | 0.85% | 0.78% | 0.29% | 0.58% | 7.84% |
| 2024 | -0.15% | 0.20% | 0.53% | -0.22% | 0.97% | 0.15% | 1.82% | 1.01% | 1.01% | 0.47% | 1.18% | 0.60% | 7.83% |
| 2023 | 0.30% | 0.81% | 1.16% | 0.00% | 0.16% | 0.15% | 3.20% | 3.38% | 9.46% |
Benchmark Metrics
iShares € High Yield Corp Bond ESG SRI UCITS ETF GBP Hedged (Acc) has an annualized alpha of 7.51%, beta of 0.06, and R² of 0.07 versus S&P 500 Index. Calculated based on daily prices since May 02, 2023.
- This ETF captured 26.12% of S&P 500 Index gains and tended to rise during its downturns (downside capture of -10.14%) — a profile typical of hedging or uncorrelated assets.
- Beta of 0.06 may look defensive, but with R² of 0.07 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 0.07 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
- 7.51%
- Beta
- 0.06
- R²
- 0.07
- Upside Capture
- 26.12%
- Downside Capture
- -10.14%
Expense Ratio
EHYG.L has an expense ratio of 0.27%, which is considered low.
Return for Risk
Risk / Return Rank
EHYG.L ranks 74 for risk / return — better than 74% of ETFs on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for iShares € High Yield Corp Bond ESG SRI UCITS ETF GBP Hedged (Acc) (EHYG.L) and compare them to a chosen benchmark (S&P 500 Index).
| EHYG.L | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.40 | 0.73 | +0.66 |
Sortino ratioReturn per unit of downside risk | 2.04 | 1.14 | +0.90 |
Omega ratioGain probability vs. loss probability | 1.28 | 1.18 | +0.11 |
Calmar ratioReturn relative to maximum drawdown | 1.84 | 1.24 | +0.60 |
Martin ratioReturn relative to average drawdown | 8.03 | 4.87 | +3.16 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Explore EHYG.L risk-adjusted metrics in detail
Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.
Dividends
Dividend History
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 (Acc). 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 (Acc) was 3.19%, occurring on Apr 7, 2025. Recovery took 10 trading sessions.
The current iShares € High Yield Corp Bond ESG SRI UCITS ETF GBP Hedged (Acc) drawdown is 2.53%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -3.19% | Mar 4, 2025 | 25 | Apr 7, 2025 | 10 | Apr 23, 2025 | 35 |
| -2.85% | Feb 26, 2026 | 22 | Mar 27, 2026 | — | — | — |
| -1.66% | Sep 21, 2023 | 22 | Oct 20, 2023 | 9 | Nov 2, 2023 | 31 |
| -1.45% | Jun 15, 2023 | 16 | Jul 6, 2023 | 5 | Jul 13, 2023 | 21 |
| -1.2% | Apr 9, 2024 | 6 | Apr 16, 2024 | 14 | May 7, 2024 | 20 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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