EHYG.L vs. JGYH.L
Compare and contrast key facts about iShares € High Yield Corp Bond ESG SRI UCITS ETF GBP Hedged (Acc) (EHYG.L) and JPMorgan Global High Yield Corporate Bond Multi-Factor UCITS ETF (acc) (JGYH.L).
EHYG.L and JGYH.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. EHYG.L is a passively managed fund by iShares that tracks the performance of the Bloomberg MSCI Euro Corporate High Yield ESG SRI Bond Index (EUR). It was launched on Apr 28, 2023. JGYH.L is a passively managed fund by JPMorgan that tracks the performance of the ICE BofA Gbl HY Constnd TR USD. It was launched on Feb 4, 2020. Both EHYG.L and JGYH.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
EHYG.L vs. JGYH.L - Performance Comparison
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EHYG.L vs. JGYH.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
EHYG.L iShares € High Yield Corp Bond ESG SRI UCITS ETF GBP Hedged (Acc) | -0.83% | 7.84% | 7.83% | 9.46% |
JGYH.L JPMorgan Global High Yield Corporate Bond Multi-Factor UCITS ETF (acc) | 0.25% | 4.09% | 7.92% | 5.71% |
Returns By Period
In the year-to-date period, EHYG.L achieves a -0.83% return, which is significantly lower than JGYH.L's 0.25% return.
EHYG.L
- 1D
- 0.71%
- 1M
- -1.35%
- YTD
- -0.83%
- 6M
- 0.73%
- 1Y
- 5.98%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
JGYH.L
- 1D
- 0.05%
- 1M
- -0.56%
- YTD
- 0.25%
- 6M
- 2.43%
- 1Y
- 5.65%
- 3Y*
- 5.60%
- 5Y*
- 4.48%
- 10Y*
- —
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EHYG.L vs. JGYH.L - Expense Ratio Comparison
EHYG.L has a 0.27% expense ratio, which is lower than JGYH.L's 0.35% expense ratio.
Return for Risk
EHYG.L vs. JGYH.L — Risk / Return Rank
EHYG.L
JGYH.L
EHYG.L vs. JGYH.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 (Acc) (EHYG.L) and JPMorgan Global High Yield Corporate Bond Multi-Factor UCITS ETF (acc) (JGYH.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.
| EHYG.L | JGYH.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.53 | 0.95 | +0.58 |
Sortino ratioReturn per unit of downside risk | 2.27 | 1.34 | +0.92 |
Omega ratioGain probability vs. loss probability | 1.31 | 1.18 | +0.13 |
Calmar ratioReturn relative to maximum drawdown | 2.12 | 2.42 | -0.30 |
Martin ratioReturn relative to average drawdown | 9.74 | 6.24 | +3.49 |
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
| EHYG.L | JGYH.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.53 | 0.95 | +0.58 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.64 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 2.38 | 0.39 | +1.98 |
Correlation
The correlation between EHYG.L and JGYH.L is 0.17, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
EHYG.L vs. JGYH.L - Dividend Comparison
Neither EHYG.L nor JGYH.L has paid dividends to shareholders.
Drawdowns
EHYG.L vs. JGYH.L - Drawdown Comparison
The maximum EHYG.L drawdown since its inception was -3.19%, smaller than the maximum JGYH.L drawdown of -12.24%. Use the drawdown chart below to compare losses from any high point for EHYG.L and JGYH.L.
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Drawdown Indicators
| EHYG.L | JGYH.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -3.19% | -12.24% | +9.05% |
Max Drawdown (1Y)Largest decline over 1 year | -2.85% | -3.26% | +0.41% |
Max Drawdown (5Y)Largest decline over 5 years | — | -7.75% | — |
Current DrawdownCurrent decline from peak | -1.84% | -0.91% | -0.93% |
Average DrawdownAverage peak-to-trough decline | -0.31% | -2.58% | +2.27% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.62% | 0.93% | -0.31% |
Volatility
EHYG.L vs. JGYH.L - Volatility Comparison
iShares € High Yield Corp Bond ESG SRI UCITS ETF GBP Hedged (Acc) (EHYG.L) and JPMorgan Global High Yield Corporate Bond Multi-Factor UCITS ETF (acc) (JGYH.L) have volatilities of 1.91% and 1.82%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EHYG.L | JGYH.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.91% | 1.82% | +0.09% |
Volatility (6M)Calculated over the trailing 6-month period | 2.47% | 3.79% | -1.32% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.89% | 5.92% | -2.03% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 3.48% | 6.98% | -3.50% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 3.48% | 8.70% | -5.22% |