PortfoliosLab logoPortfoliosLab logo
CRPS.L vs. SHYU.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CRPS.L vs. SHYU.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares Global Corporate Bond UCITS ETF (CRPS.L) and iShares $ High Yield Corp Bond UCITS ETF (SHYU.L). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, CRPS.L achieves a -1.84% return, which is significantly lower than SHYU.L's -1.70% return. Over the past 10 years, CRPS.L has underperformed SHYU.L with an annualized return of 2.45%, while SHYU.L has yielded a comparatively higher 4.84% annualized return.


CRPS.L

1D
0.23%
1M
1.37%
YTD
-1.84%
6M
-2.12%
1Y
1.48%
3Y*
1.73%
5Y*
0.28%
10Y*
2.45%

SHYU.L

1D
0.16%
1M
-0.19%
YTD
-1.70%
6M
-1.85%
1Y
1.64%
3Y*
2.26%
5Y*
3.17%
10Y*
4.84%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CRPS.L vs. SHYU.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CRPS.L
iShares Global Corporate Bond UCITS ETF
-1.84%0.38%2.69%2.88%-5.90%-2.68%6.79%8.38%1.64%-0.97%
SHYU.L
iShares $ High Yield Corp Bond UCITS ETF
-1.70%-4.17%8.56%4.72%2.04%4.96%1.60%9.12%4.39%-3.89%

Correlation

The correlation between CRPS.L and SHYU.L is 0.70, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.70

Correlation (3Y)
Calculated over the trailing 3-year period

0.75

Correlation (5Y)
Calculated over the trailing 5-year period

0.73

Correlation (10Y)
Calculated over the trailing 10-year period

0.74

Correlation (All Time)
Calculated using the full available price history since Sep 26, 2012

0.68

The correlation between CRPS.L and SHYU.L has been stable across timeframes, ranging from 0.68 to 0.75 - a consistent structural relationship.

Compare stocks, funds, or ETFs

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


Return for Risk

CRPS.L vs. SHYU.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

CRPS.L
CRPS.L Risk / Return Rank: 1212
Overall Rank
CRPS.L Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
CRPS.L Sortino Ratio Rank: 1111
Sortino Ratio Rank
CRPS.L Omega Ratio Rank: 1212
Omega Ratio Rank
CRPS.L Calmar Ratio Rank: 1212
Calmar Ratio Rank
CRPS.L Martin Ratio Rank: 1212
Martin Ratio Rank

SHYU.L
SHYU.L Risk / Return Rank: 1212
Overall Rank
SHYU.L Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
SHYU.L Sortino Ratio Rank: 1111
Sortino Ratio Rank
SHYU.L Omega Ratio Rank: 1212
Omega Ratio Rank
SHYU.L Calmar Ratio Rank: 1212
Calmar Ratio Rank
SHYU.L Martin Ratio Rank: 1111
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.

CRPS.L vs. SHYU.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Global Corporate Bond UCITS ETF (CRPS.L) and iShares $ High Yield Corp Bond UCITS ETF (SHYU.L). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


CRPS.LSHYU.LDifference
Sharpe ratioReturn per unit of total volatility

+0.01

Sortino ratioReturn per unit of downside risk

+0.01

Omega ratioGain probability vs. loss probability

1.05

1.05

0.00

Calmar ratioReturn relative to maximum drawdown

0.29

0.25

+0.05

Martin ratioReturn relative to average drawdown

0.64

0.43

+0.21

CRPS.L vs. SHYU.L - Sharpe Ratio Comparison

The current CRPS.L Sharpe Ratio is 0.25, which is comparable to the SHYU.L Sharpe Ratio of 0.24. The chart below compares the historical Sharpe Ratios of CRPS.L and SHYU.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


CRPS.LSHYU.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.25

0.24

+0.01

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.04

0.39

-0.35

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.29

0.50

-0.21

Sharpe Ratio (All Time)

Calculated using the full available price history

0.39

0.59

-0.21

Drawdowns

CRPS.L vs. SHYU.L - Drawdown Comparison

The maximum CRPS.L drawdown since its inception was -15.38%, roughly equal to the maximum SHYU.L drawdown of -15.01%. Use the drawdown chart below to compare losses from any high point for CRPS.L and SHYU.L.


Loading charts...

Drawdown Indicators


CRPS.LSHYU.LDifference

Max Drawdown

Largest peak-to-trough decline

-15.38%

-15.01%

-0.37%

Max Drawdown (1Y)

Largest decline over 1 year

-5.02%

-6.61%

+1.59%

Max Drawdown (3Y)

Largest decline over 3 years

-5.77%

-11.08%

+5.31%

Max Drawdown (5Y)

Largest decline over 5 years

-12.26%

-11.08%

-1.18%

Max Drawdown (10Y)

Largest decline over 10 years

-15.38%

-15.01%

-0.37%

Current Drawdown

Current decline from peak

-7.65%

-9.14%

+1.49%

Average Drawdown

Average peak-to-trough decline

-5.89%

-4.14%

-1.75%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.30%

3.83%

-1.53%

Volatility

CRPS.L vs. SHYU.L - Volatility Comparison

The current volatility for iShares Global Corporate Bond UCITS ETF (CRPS.L) is 1.35%, while iShares $ High Yield Corp Bond UCITS ETF (SHYU.L) has a volatility of 1.72%. This indicates that CRPS.L experiences smaller price fluctuations and is considered to be less risky than SHYU.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


CRPS.LSHYU.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.35%

1.72%

-0.37%

Volatility (6M)

Calculated over the trailing 6-month period

4.46%

4.34%

+0.12%

Volatility (1Y)

Calculated over the trailing 1-year period

5.90%

6.89%

-0.99%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.17%

8.13%

-0.96%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.49%

9.74%

-1.25%

CRPS.L vs. SHYU.L - Expense Ratio Comparison

CRPS.L has a 0.20% expense ratio, which is lower than SHYU.L's 0.50% expense ratio.


Dividends

CRPS.L vs. SHYU.L - Dividend Comparison

Neither CRPS.L nor SHYU.L has paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
CRPS.L
iShares Global Corporate Bond UCITS ETF
0.00%2.08%3.87%3.34%2.55%2.07%2.42%2.75%2.56%2.61%2.45%2.58%
SHYU.L
iShares $ High Yield Corp Bond UCITS ETF
0.00%0.00%6.32%5.76%4.82%4.27%5.16%5.58%5.52%5.74%5.16%5.87%

Frequently Asked Questions


CRPS.L and SHYU.L have a correlation of 0.70, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, CRPS.L is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

CRPS.L is cheaper with a 0.20% expense ratio, compared with 0.50% for SHYU.L.

CRPS.L is categorized as Global Corporate Bonds, while SHYU.L is Corporate Bonds. CRPS.L tracks Bloomberg Gbl Agg Corp TR USD, while SHYU.L tracks Markit iBoxx USD Liquid High Yield Capped Index. Their fees differ too: 0.20% for CRPS.L and 0.50% for SHYU.L.

Portfolio Optimizer

Find the right allocation for CRPS.L and SHYU.L

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer