PortfoliosLab logoPortfoliosLab logo
Issuer
iShares
Inception Date
Sep 22, 2023
Leveraged
1x (No leverage)
Index Tracked
iShares € High Yield Corp Bond UCITS ETF
Distribution Policy
Accumulating
Asset Class
Bond

Share Price Chart


Loading charts...

Compare stocks, funds, or ETFs

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


Performance

HYGU.L Performance Chart

iShares € High Yield Corp Bond UCITS ETF (HYGU.L) is up 2.2% since the beginning of the year. HYGU.L is currently trading at $7 per share. Investors who bought $1,000 worth of HYGU.L shares 5 years ago would now be looking at an investment worth $1,251.


Loading charts...

S&P 500 Index

Returns By Period

iShares € High Yield Corp Bond UCITS ETF (HYGU.L) has returned 2.18% so far this year and 5.22% over the past 12 months.


iShares € High Yield Corp Bond UCITS ETF

1D
-0.03%
1M
0.24%
6M
2.18%
YTD
2.18%
1Y
5.22%
3Y*
8.18%
5Y*
4.58%
10Y*

Benchmark (S&P 500 Index)

1D
0.38%
1M
0.24%
6M
9.32%
YTD
10.62%
1Y
21.28%
3Y*
18.90%
5Y*
11.84%
10Y*
13.36%
*Multi-year figures are annualized to reflect compound growth (CAGR)

HYGU.L Monthly Returns History

Based on dividend-adjusted daily data since Nov 16, 2017, HYGU.L's average daily return is +0.02%, while the average monthly return is +0.40%. At this rate, an investment would double in approximately 14.5 years.

Historically, 70% of months were positive and 30% were negative. The best month was Jul 2022 with a return of +6.7%, while the worst month was Mar 2020 at -12.4%. The longest winning streak lasted 11 consecutive months, and the longest losing streak was 6 months.

On a daily basis, HYGU.L closed higher 45% of trading days. The best single day was Mar 20, 2020 with a return of +4.2%, while the worst single day was Mar 12, 2020 at -6.8%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20260.28%0.14%-2.19%2.24%1.10%0.68%-0.03%2.18%
20251.03%0.73%-0.87%0.59%1.75%0.29%1.14%0.14%0.70%0.28%0.56%0.69%7.24%
2024-0.16%0.48%0.16%0.00%0.79%0.31%1.56%1.08%1.06%0.15%1.05%0.59%7.29%
20232.56%-0.18%1.43%0.09%0.17%1.12%1.03%0.17%0.17%0.17%3.03%3.10%13.55%
2022-2.10%-1.91%-0.16%-3.27%-0.40%-6.20%6.66%-3.30%-1.42%1.73%3.97%-0.34%-7.14%
20210.05%0.36%1.08%0.32%0.40%0.34%0.51%0.20%-0.17%-0.43%-0.61%1.62%3.72%

Benchmark Metrics

iShares € High Yield Corp Bond UCITS ETF has an annualized alpha of 2.28%, beta of 0.19, and R2 of 0.27 versus S&P 500 Index. Calculated based on daily prices since November 16, 2017.

  • This ETF participated in 29.46% of S&P 500 Index downside but only 25.68% of its upside - more exposed to losses than it benefited from rallies.
  • Beta of 0.19 may look defensive, but with R2 of 0.27 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 0.27 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
2.28%
Beta
0.19
0.27
Upside Capture
25.68%
Downside Capture
29.46%

Expense Ratio

HYGU.L has an expense ratio of 0.55%, placing it in the medium range.


Return for Risk

Risk / Return Rank

HYGU.L ranks 61 for risk / return — better than 61% 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.


HYGU.L Risk / Return Rank: 6161
Overall Rank
HYGU.L Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
HYGU.L Sortino Ratio Rank: 6868
Sortino Ratio Rank
HYGU.L Omega Ratio Rank: 6868
Omega Ratio Rank
HYGU.L Calmar Ratio Rank: 4848
Calmar Ratio Rank
HYGU.L Martin Ratio Rank: 6161
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 UCITS ETF (HYGU.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.


HYGU.LBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-0.14

Sortino ratioReturn per unit of downside risk

+0.16

Omega ratioGain probability vs. loss probability

1.33

1.31

+0.02

Calmar ratioReturn relative to maximum drawdown

2.00

2.35

-0.35

Martin ratioReturn relative to average drawdown

8.61

10.19

-1.58

Dividends

Dividend History


iShares € High Yield Corp 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.


Loading charts...

Worst Drawdowns

The table below displays the maximum drawdowns of the iShares € High Yield Corp 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 iShares € High Yield Corp Bond UCITS ETF was 25.03%, occurring on Mar 18, 2020. Recovery took 174 trading sessions.

The current iShares € High Yield Corp Bond UCITS ETF drawdown is 0.16%.


Drawdown

Fall

Recovery

Underwater

Related event

-25.03%Mar 2020
26d8mo 11d
9mo 7dFeb 2020 - Nov 2020
COVID crash2020
-13.61%Jul 2022
6mo1y 4mo
1y 10moJan 2022 - Nov 2023
Bear market2022
-3.67%Dec 2018
2mo 7d1mo 27d
4mo 4dOct 2018 - Feb 2019
Rate-hike selloffLate 2018
-3.62%Apr 2025
1mo 6d29d
2mo 5dMar 2025 - May 2025
2025 selloff2025
-2.60%Mar 2026
28d21d
1mo 19dFeb 2026 - Apr 2026

Drawdown Indicators


HYGU.LBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-25.03%

-56.78%

+31.75%

Max Drawdown (1Y)

Largest decline over 1 year

-2.60%

-9.10%

+6.50%

Max Drawdown (3Y)

Largest decline over 3 years

-3.62%

-18.90%

+15.28%

Max Drawdown (5Y)

Largest decline over 5 years

-13.61%

-25.43%

+11.82%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

-0.16%

-0.49%

+0.33%

Average Drawdown

Average peak-to-trough decline

-2.06%

-10.70%

+8.64%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.61%

2.09%

-1.48%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


Loading charts...

Portfolio Analyzer

Build a portfolio with HYGU.L

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

Open Portfolio Analyzer with HYGU.L