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DHYG.L vs. HYGB.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DHYG.L vs. HYGB.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares $ High Yield Corp Bond ESG SRI UCITS ETF GBP Hedged (Dist) (DHYG.L) and VanEck Emerging Markets High Yield Bond UCITS ETF (HYGB.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, DHYG.L achieves a 1.34% return, which is significantly lower than HYGB.L's 3.41% return.


DHYG.L

1D
-0.25%
1M
-0.01%
6M
1.11%
YTD
1.34%
1Y
5.43%
3Y*
7.84%
5Y*
10Y*

HYGB.L

1D
-0.56%
1M
-0.50%
6M
2.88%
YTD
3.41%
1Y
7.65%
3Y*
8.57%
5Y*
3.23%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

DHYG.L vs. HYGB.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021
DHYG.L
iShares $ High Yield Corp Bond ESG SRI UCITS ETF GBP Hedged (Dist)
1.34%8.70%7.73%10.76%-13.39%-0.20%
HYGB.L
VanEck Emerging Markets High Yield Bond UCITS ETF
3.41%1.56%13.72%1.66%-2.52%-0.22%

Correlation

The correlation between DHYG.L and HYGB.L is -0.18, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.18

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

-0.16

Correlation (All Time)
Calculated using the full available price history since Sep 13, 2021

-0.13

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Return for Risk

DHYG.L vs. HYGB.L — Risk / Return Rank

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

DHYG.L
DHYG.L Risk / Return Rank: 5353
Overall Rank
DHYG.L Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
DHYG.L Sortino Ratio Rank: 5151
Sortino Ratio Rank
DHYG.L Omega Ratio Rank: 5151
Omega Ratio Rank
DHYG.L Calmar Ratio Rank: 5252
Calmar Ratio Rank
DHYG.L Martin Ratio Rank: 6363
Martin Ratio Rank

HYGB.L
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.

DHYG.L vs. HYGB.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares $ High Yield Corp Bond ESG SRI UCITS ETF GBP Hedged (Dist) (DHYG.L) and VanEck Emerging Markets High Yield Bond UCITS ETF (HYGB.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.

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.


DHYG.LHYGB.LDifference
Sharpe ratioReturn per unit of total volatility

+0.22

Sortino ratioReturn per unit of downside risk

+0.37

Omega ratioGain probability vs. loss probability

1.27

1.21

+0.06

Calmar ratioReturn relative to maximum drawdown

2.12

2.30

-0.19

Martin ratioReturn relative to average drawdown

8.99

5.91

+3.08

DHYG.L vs. HYGB.L - Sharpe Ratio Comparison

The current DHYG.L Sharpe Ratio is 1.39, which is comparable to the HYGB.L Sharpe Ratio of 1.17. The chart below compares the historical Sharpe Ratios of DHYG.L and HYGB.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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Drawdowns

DHYG.L vs. HYGB.L - Drawdown Comparison

The maximum DHYG.L drawdown since its inception was -17.27%, smaller than the maximum HYGB.L drawdown of -26.72%. Use the drawdown chart below to compare losses from any high point for DHYG.L and HYGB.L.


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Drawdown Indicators


DHYG.LHYGB.LDifference

Max Drawdown

Largest peak-to-trough decline

-17.27%

-26.72%

+9.45%

Max Drawdown (1Y)

Largest decline over 1 year

-2.67%

-3.31%

+0.64%

Max Drawdown (3Y)

Largest decline over 3 years

-4.39%

-8.96%

+4.57%

Max Drawdown (5Y)

Largest decline over 5 years

-23.02%

Current Drawdown

Current decline from peak

-0.48%

-2.23%

+1.75%

Average Drawdown

Average peak-to-trough decline

-4.90%

-14.29%

+9.39%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.63%

1.29%

-0.66%

Volatility

DHYG.L vs. HYGB.L - Volatility Comparison

The current volatility for iShares $ High Yield Corp Bond ESG SRI UCITS ETF GBP Hedged (Dist) (DHYG.L) is 0.84%, while VanEck Emerging Markets High Yield Bond UCITS ETF (HYGB.L) has a volatility of 1.95%. This indicates that DHYG.L experiences smaller price fluctuations and is considered to be less risky than HYGB.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DHYG.LHYGB.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.84%

1.95%

-1.11%

Volatility (6M)

Calculated over the trailing 6-month period

3.09%

4.98%

-1.89%

Volatility (1Y)

Calculated over the trailing 1-year period

4.06%

6.52%

-2.46%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.88%

18.19%

-11.31%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.88%

17.41%

-10.53%

DHYG.L vs. HYGB.L - Expense Ratio Comparison

DHYG.L has a 0.27% expense ratio, which is lower than HYGB.L's 0.40% expense ratio.


Dividends

DHYG.L vs. HYGB.L - Dividend Comparison

DHYG.L's dividend yield for the trailing twelve months is around 6.81%, while HYGB.L has not paid dividends to shareholders.


PositionTTM2025202420232022
DHYG.L
iShares $ High Yield Corp Bond ESG SRI UCITS ETF GBP Hedged (Dist)
6.81%6.70%7.02%6.41%6.51%
HYGB.L
VanEck Emerging Markets High Yield Bond UCITS ETF
0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


DHYG.L and HYGB.L have a correlation of -0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, DHYG.L is cheaper at 0.27% per year. The better choice depends on whether you care most about return, fees, risk, or income.

DHYG.L is cheaper with a 0.27% expense ratio, compared with 0.40% for HYGB.L.

DHYG.L tracks Bloomberg MSCI US Corporate High Yield ESG SRI Bond Index (USD), while HYGB.L tracks VanEck Emerging Markets High Yield Bond UCITS ETF. They also come from different issuers: iShares and VanEck. Their fees differ too: 0.27% for DHYG.L and 0.40% for HYGB.L.

Portfolio Optimizer

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