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Lyxor Global High Yield Sustainable Exposure UCITS...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINLU2099295466
WKNLYX0ZV
IssuerAmundi
Inception DateJan 16, 2020
CategoryHigh Yield Bonds
Index TrackedICE BofA Gbl HY Constnd TR USD
DomicileLuxembourg
Distribution PolicyAccumulating
Asset ClassBond

Expense Ratio

GHYU.L has a high expense ratio of 0.25%, indicating higher-than-average management fees.


Expense ratio chart for GHYU.L: current value at 0.25% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.25%

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Lyxor Global High Yield Sustainable Exposure UCITS ETF - Acc

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Lyxor Global High Yield Sustainable Exposure UCITS ETF - Acc, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


0.00%10.00%20.00%30.00%40.00%50.00%60.00%December2024FebruaryMarchAprilMay
4.66%
48.74%
GHYU.L (Lyxor Global High Yield Sustainable Exposure UCITS ETF - Acc)
Benchmark (^GSPC)

S&P 500

Returns By Period

Lyxor Global High Yield Sustainable Exposure UCITS ETF - Acc had a return of -1.38% year-to-date (YTD) and 7.22% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date-1.38%5.21%
1 month-1.25%-4.30%
6 months7.91%18.42%
1 year7.22%21.82%
5 years (annualized)N/A11.27%
10 years (annualized)N/A10.33%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-0.98%-0.14%1.00%-1.18%
2023-0.92%5.38%4.10%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of GHYU.L is 58, suggesting that the investment has average results relative to the market in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.


The Risk-Adjusted Performance Rank of GHYU.L is 5858
Lyxor Global High Yield Sustainable Exposure UCITS ETF - Acc(GHYU.L)
The Sharpe Ratio Rank of GHYU.L is 6060Sharpe Ratio Rank
The Sortino Ratio Rank of GHYU.L is 6464Sortino Ratio Rank
The Omega Ratio Rank of GHYU.L is 6363Omega Ratio Rank
The Calmar Ratio Rank of GHYU.L is 4242Calmar Ratio Rank
The Martin Ratio Rank of GHYU.L is 6060Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Lyxor Global High Yield Sustainable Exposure UCITS ETF - Acc (GHYU.L) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


GHYU.L
Sharpe ratio
The chart of Sharpe ratio for GHYU.L, currently valued at 1.10, compared to the broader market-1.000.001.002.003.004.005.001.10
Sortino ratio
The chart of Sortino ratio for GHYU.L, currently valued at 1.80, compared to the broader market-2.000.002.004.006.008.001.80
Omega ratio
The chart of Omega ratio for GHYU.L, currently valued at 1.21, compared to the broader market0.501.001.502.002.501.21
Calmar ratio
The chart of Calmar ratio for GHYU.L, currently valued at 0.45, compared to the broader market0.002.004.006.008.0010.0012.000.45
Martin ratio
The chart of Martin ratio for GHYU.L, currently valued at 3.93, compared to the broader market0.0020.0040.0060.003.93
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.74, compared to the broader market-1.000.001.002.003.004.005.001.74
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.53, compared to the broader market-2.000.002.004.006.008.002.53
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.30, compared to the broader market0.501.001.502.002.501.30
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.33, compared to the broader market0.002.004.006.008.0010.0012.001.33
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 6.79, compared to the broader market0.0020.0040.0060.006.79

Sharpe Ratio

The current Lyxor Global High Yield Sustainable Exposure UCITS ETF - Acc Sharpe ratio is 1.10. This value is calculated based on the past 12 months of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Lyxor Global High Yield Sustainable Exposure UCITS ETF - Acc with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio1.001.502.002.503.00December2024FebruaryMarchAprilMay
1.10
1.74
GHYU.L (Lyxor Global High Yield Sustainable Exposure UCITS ETF - Acc)
Benchmark (^GSPC)

Dividends

Dividend History


Lyxor Global High Yield Sustainable Exposure UCITS ETF - Acc doesn't pay dividends

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%December2024FebruaryMarchAprilMay
-6.73%
-4.49%
GHYU.L (Lyxor Global High Yield Sustainable Exposure UCITS ETF - Acc)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Lyxor Global High Yield Sustainable Exposure UCITS ETF - 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 Lyxor Global High Yield Sustainable Exposure UCITS ETF - Acc was 22.36%, occurring on Sep 29, 2022. The portfolio has not yet recovered.

The current Lyxor Global High Yield Sustainable Exposure UCITS ETF - Acc drawdown is 6.73%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-22.36%Sep 27, 2021253Sep 29, 2022
-20.34%Feb 18, 202025Mar 23, 202082Jul 21, 2020107
-2.91%Sep 2, 202017Sep 24, 202012Oct 12, 202029
-1.97%Feb 16, 202114Mar 5, 202143May 10, 202157
-1.79%Oct 13, 202013Oct 29, 20204Nov 4, 202017

Volatility

Volatility Chart

The current Lyxor Global High Yield Sustainable Exposure UCITS ETF - Acc volatility is 1.67%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


1.00%2.00%3.00%4.00%5.00%December2024FebruaryMarchAprilMay
1.67%
3.91%
GHYU.L (Lyxor Global High Yield Sustainable Exposure UCITS ETF - Acc)
Benchmark (^GSPC)