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Issuer
VanEck
Inception Date
Mar 20, 2018
Leveraged
1x (No leverage)
Index Tracked
VanEck Emerging Markets High Yield Bond UCITS ETF
Distribution Policy
Accumulating
Asset Class
Bond

Share Price Chart


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Performance

HYGB.L Performance Chart

VanEck Emerging Markets High Yield Bond UCITS ETF (HYGB.L) is up 3.4% since the beginning of the year. HYGB.L is currently trading at £103 per share. Investors who bought £1,000 worth of HYGB.L shares 5 years ago would now be looking at an investment worth £1,172.


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S&P 500 Index

Returns By Period

VanEck Emerging Markets High Yield Bond UCITS ETF (HYGB.L) has returned 3.41% so far this year and 7.65% over the past 12 months.


VanEck Emerging Markets High Yield Bond UCITS ETF

1D
-0.56%
1M
-0.50%
6M
2.88%
YTD
3.41%
1Y
7.65%
3Y*
8.57%
5Y*
3.23%
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)

HYGB.L Monthly Returns History

Based on dividend-adjusted daily data since Mar 20, 2018, HYGB.L's average daily return is +0.01%, while the average monthly return is +0.10%. At this rate, an investment would double in approximately 57.8 years.

Historically, 53% of months were positive and 47% were negative. The best month was May 2020 with a return of +8.0%, while the worst month was May 2018 at -25.2%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 5 months.

On a daily basis, HYGB.L closed higher 50% of trading days. The best single day was Jun 22, 2023 with a return of +27.9%, while the worst single day was May 29, 2018 at -24.3%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026-0.65%2.86%-0.24%-0.39%1.34%1.83%-1.31%3.41%
20252.04%-0.01%-2.94%-3.88%0.32%-0.15%4.82%-0.87%1.02%3.25%-1.03%-0.70%1.56%
20240.96%1.73%1.31%0.34%0.50%1.90%-0.01%-0.72%-0.52%4.36%1.99%1.20%13.72%
20231.59%-0.48%-1.73%-1.79%-0.36%-0.89%0.45%1.09%3.04%-0.99%-0.29%2.14%1.66%
2022-1.76%-5.12%-0.33%2.37%-1.95%-1.96%0.75%4.82%-0.97%-4.81%4.98%2.03%-2.52%
2021-0.36%-0.96%0.52%0.77%-2.02%3.55%-2.50%2.35%0.77%-2.23%1.51%-0.64%0.59%

Benchmark Metrics

VanEck Emerging Markets High Yield Bond UCITS ETF has an annualized alpha of 0.99%, beta of 0.13, and R2 of 0.02 versus S&P 500 Index. Calculated based on daily prices since March 20, 2018.

  • This ETF participated in 25.20% of S&P 500 Index downside but only 13.92% of its upside - more exposed to losses than it benefited from rallies.
  • Beta of 0.13 may look defensive, but with R2 of 0.02 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 0.02 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
0.99%
Beta
0.13
0.02
Upside Capture
13.92%
Downside Capture
25.20%

Expense Ratio

HYGB.L has an expense ratio of 0.40%, placing it in the medium range.


Return for Risk

Risk / Return Rank

HYGB.L ranks 43 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.


HYGB.L Risk / Return Rank: 4343
Overall Rank
HYGB.L Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
HYGB.L Sortino Ratio Rank: 3939
Sortino Ratio Rank
HYGB.L Omega Ratio Rank: 3737
Omega Ratio Rank
HYGB.L Calmar Ratio Rank: 5757
Calmar Ratio Rank
HYGB.L Martin Ratio Rank: 4444
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 VanEck Emerging Markets High Yield Bond UCITS ETF (HYGB.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.


HYGB.LBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-0.50

Sortino ratioReturn per unit of downside risk

-0.52

Omega ratioGain probability vs. loss probability

1.21

1.31

-0.10

Calmar ratioReturn relative to maximum drawdown

2.30

2.50

-0.20

Martin ratioReturn relative to average drawdown

5.91

9.11

-3.20

Dividends

Dividend History


VanEck Emerging Markets High Yield Bond UCITS ETF doesn't pay dividends

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 VanEck Emerging Markets High Yield Bond UCITS ETF. 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 VanEck Emerging Markets High Yield Bond UCITS ETF was 26.72%, occurring on Jun 18, 2018. Recovery took 1258 trading sessions.

The current VanEck Emerging Markets High Yield Bond UCITS ETF drawdown is 2.23%.


Drawdown

Fall

Recovery

Underwater

Related event

-26.72%Jun 2018
2mo 10d5y 5d
5y 2moApr 2018 - Jun 2023
-23.02%Jul 2023
14d2y 11mo
2y 12moJun 2023 - Jun 2026
-2.23%Jul 2026
20d
21dJun 2026 - now
-0.45%Jun 2026
0s2d
2dJun 2026 - Jun 2026
-0.28%Mar 2018
2d5d
7dMar 2018 - Mar 2018

Drawdown Indicators


HYGB.LBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-26.72%

-37.07%

+10.35%

Max Drawdown (1Y)

Largest decline over 1 year

-3.31%

-8.03%

+4.72%

Max Drawdown (3Y)

Largest decline over 3 years

-8.96%

-22.15%

+13.19%

Max Drawdown (5Y)

Largest decline over 5 years

-23.02%

-22.15%

-0.87%

Max Drawdown (10Y)

Largest decline over 10 years

-26.01%

Current Drawdown

Current decline from peak

-2.23%

-1.42%

-0.81%

Average Drawdown

Average peak-to-trough decline

-14.29%

-5.29%

-9.00%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.29%

2.20%

-0.91%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

Build a portfolio with HYGB.L

Add VanEck Emerging Markets High Yield Bond UCITS ETF to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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