DHYA.L vs. IGLN.L
DHYA.L (iShares USD High Yield Corporate Bond ESG UCITS ETF USD (Acc)) and IGLN.L (iShares Physical Gold ETC) are both exchange-traded funds - DHYA.L is a High Yield Bonds fund tracking the Bloomberg US Corporate High Yield TR USD, while IGLN.L is a Gold fund tracking the LBMA Gold Price. Both are passively managed. Over the past 5 years, DHYA.L returned 3.78%/yr vs 18.61%/yr for IGLN.L. At a 0.15 correlation, their price movements are largely independent. Both charge a 0.25% expense ratio.
Performance
DHYA.L vs. IGLN.L - Performance Comparison
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Returns By Period
In the year-to-date period, DHYA.L achieves a 1.20% return, which is significantly lower than IGLN.L's 3.70% return.
DHYA.L
- 1D
- -0.09%
- 1M
- 0.09%
- YTD
- 1.20%
- 6M
- 1.69%
- 1Y
- 6.66%
- 3Y*
- 8.68%
- 5Y*
- 3.78%
- 10Y*
- —
IGLN.L
- 1D
- 0.68%
- 1M
- -2.35%
- YTD
- 3.70%
- 6M
- 6.03%
- 1Y
- 32.37%
- 3Y*
- 31.55%
- 5Y*
- 18.61%
- 10Y*
- 13.42%
DHYA.L vs. IGLN.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
DHYA.L iShares USD High Yield Corporate Bond ESG UCITS ETF USD (Acc) | 1.20% | 8.50% | 8.26% | 12.25% | -12.01% | 3.82% | 7.49% | 0.45% |
IGLN.L iShares Physical Gold ETC | 3.70% | 64.92% | 26.14% | 13.44% | -0.09% | -4.03% | 24.16% | 3.74% |
Correlation
The correlation between DHYA.L and IGLN.L is 0.17, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.17 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.18 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.19 |
Correlation (All Time) Calculated using the full available price history since Nov 18, 2019 | 0.15 |
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Return for Risk
DHYA.L vs. IGLN.L — Risk / Return Rank
DHYA.L
IGLN.L
DHYA.L vs. IGLN.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares USD High Yield Corporate Bond ESG UCITS ETF USD (Acc) (DHYA.L) and iShares Physical Gold ETC (IGLN.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.
| DHYA.L | IGLN.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.36 | ||
| Sortino ratioReturn per unit of downside risk | +0.78 | ||
| Omega ratioGain probability vs. loss probability | 1.32 | 1.25 | +0.07 |
| Calmar ratioReturn relative to maximum drawdown | 2.59 | 1.86 | +0.73 |
| Martin ratioReturn relative to average drawdown | 11.33 | 4.79 | +6.54 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| DHYA.L | IGLN.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.66 | 1.30 | +0.36 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.52 | 1.07 | -0.55 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.86 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.46 | 0.46 | 0.00 |
Drawdowns
DHYA.L vs. IGLN.L - Drawdown Comparison
The maximum DHYA.L drawdown since its inception was -16.70%, smaller than the maximum IGLN.L drawdown of -45.24%. Use the drawdown chart below to compare losses from any high point for DHYA.L and IGLN.L.
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Drawdown Indicators
| DHYA.L | IGLN.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.70% | -45.24% | +28.54% |
Max Drawdown (1Y)Largest decline over 1 year | -2.56% | -17.36% | +14.80% |
Max Drawdown (3Y)Largest decline over 3 years | -5.13% | -17.36% | +12.23% |
Max Drawdown (5Y)Largest decline over 5 years | -16.29% | -21.15% | +4.86% |
Max Drawdown (10Y)Largest decline over 10 years | — | -21.15% | — |
Current DrawdownCurrent decline from peak | -0.29% | -15.66% | +15.37% |
Average DrawdownAverage peak-to-trough decline | -3.69% | -19.80% | +16.11% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.59% | 6.74% | -6.15% |
Volatility
DHYA.L vs. IGLN.L - Volatility Comparison
The current volatility for iShares USD High Yield Corporate Bond ESG UCITS ETF USD (Acc) (DHYA.L) is 1.53%, while iShares Physical Gold ETC (IGLN.L) has a volatility of 6.36%. This indicates that DHYA.L experiences smaller price fluctuations and is considered to be less risky than IGLN.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DHYA.L | IGLN.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.53% | 6.36% | -4.83% |
Volatility (6M)Calculated over the trailing 6-month period | 3.29% | 21.73% | -18.44% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.98% | 24.78% | -20.80% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.27% | 17.36% | -10.09% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 10.19% | 15.54% | -5.35% |
DHYA.L vs. IGLN.L - Expense Ratio Comparison
Both DHYA.L and IGLN.L have an expense ratio of 0.25%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Dividends
DHYA.L vs. IGLN.L - Dividend Comparison
Neither DHYA.L nor IGLN.L has paid dividends to shareholders.
Frequently Asked Questions
DHYA.L and IGLN.L have a correlation of 0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Both ETFs have the same 0.25% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
DHYA.L and IGLN.L have the same expense ratio: 0.25% per year.
DHYA.L is categorized as High Yield Bonds, while IGLN.L is Gold. DHYA.L tracks Bloomberg US Corporate High Yield TR USD, while IGLN.L tracks LBMA Gold Price.
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