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DHYA.L vs. IGLN.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DHYA.L vs. IGLN.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares USD High Yield Corporate Bond ESG UCITS ETF USD (Acc) (DHYA.L) and iShares Physical Gold ETC (IGLN.L). The values are adjusted to include any dividend payments, if applicable.

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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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DHYA.L vs. IGLN.L - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
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

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

DHYA.L
DHYA.L Risk / Return Rank: 5454
Overall Rank
DHYA.L Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
DHYA.L Sortino Ratio Rank: 5353
Sortino Ratio Rank
DHYA.L Omega Ratio Rank: 5252
Omega Ratio Rank
DHYA.L Calmar Ratio Rank: 5353
Calmar Ratio Rank
DHYA.L Martin Ratio Rank: 6464
Martin Ratio Rank

IGLN.L
IGLN.L Risk / Return Rank: 3636
Overall Rank
IGLN.L Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
IGLN.L Sortino Ratio Rank: 3333
Sortino Ratio Rank
IGLN.L Omega Ratio Rank: 3939
Omega Ratio Rank
IGLN.L Calmar Ratio Rank: 3838
Calmar Ratio Rank
IGLN.L Martin Ratio Rank: 3333
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.

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.LIGLN.LDifference
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

DHYA.L vs. IGLN.L - Sharpe Ratio Comparison

The current DHYA.L Sharpe Ratio is 1.66, which is comparable to the IGLN.L Sharpe Ratio of 1.30. The chart below compares the historical Sharpe Ratios of DHYA.L and IGLN.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.


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Sharpe Ratios by Period


DHYA.LIGLN.LDifference

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.LIGLN.LDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-0.29%

-15.66%

+15.37%

Average Drawdown

Average peak-to-trough decline

-3.69%

-19.80%

+16.11%

Ulcer Index

Depth 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.LIGLN.LDifference

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.


Tickers have no history of dividend payments

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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