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EHYG.L vs. JHYP.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

EHYG.L vs. JHYP.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 (Acc) (EHYG.L) and JPMorgan Global High Yield Corporate Bond Multi-Factor UCITS ETF - GBP Hedged (dist) (JHYP.L). The values are adjusted to include any dividend payments, if applicable.

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EHYG.L vs. JHYP.L - Yearly Performance Comparison


Returns By Period

In the year-to-date period, EHYG.L achieves a -0.83% return, which is significantly lower than JHYP.L's -0.52% return.


EHYG.L

1D
0.71%
1M
-1.35%
YTD
-0.83%
6M
0.73%
1Y
5.98%
3Y*
5Y*
10Y*

JHYP.L

1D
0.74%
1M
-0.98%
YTD
-0.52%
6M
1.83%
1Y
7.68%
3Y*
7.77%
5Y*
3.47%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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EHYG.L vs. JHYP.L - Expense Ratio Comparison

EHYG.L has a 0.27% expense ratio, which is lower than JHYP.L's 0.35% expense ratio.


Return for Risk

EHYG.L vs. JHYP.L — Risk / Return Rank

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

EHYG.L
EHYG.L Risk / Return Rank: 7777
Overall Rank
EHYG.L Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
EHYG.L Sortino Ratio Rank: 8282
Sortino Ratio Rank
EHYG.L Omega Ratio Rank: 7777
Omega Ratio Rank
EHYG.L Calmar Ratio Rank: 7070
Calmar Ratio Rank
EHYG.L Martin Ratio Rank: 7979
Martin Ratio Rank

JHYP.L
JHYP.L Risk / Return Rank: 8181
Overall Rank
JHYP.L Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
JHYP.L Sortino Ratio Rank: 8181
Sortino Ratio Rank
JHYP.L Omega Ratio Rank: 7676
Omega Ratio Rank
JHYP.L Calmar Ratio Rank: 8181
Calmar Ratio Rank
JHYP.L Martin Ratio Rank: 8686
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.

EHYG.L vs. JHYP.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 - GBP Hedged (dist) (JHYP.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.LJHYP.LDifference

Sharpe ratio

Return per unit of total volatility

1.53

1.55

-0.02

Sortino ratio

Return per unit of downside risk

2.27

2.19

+0.07

Omega ratio

Gain probability vs. loss probability

1.31

1.30

+0.01

Calmar ratio

Return relative to maximum drawdown

2.12

2.48

-0.36

Martin ratio

Return relative to average drawdown

9.74

11.13

-1.40

EHYG.L vs. JHYP.L - Sharpe Ratio Comparison

The current EHYG.L Sharpe Ratio is 1.53, which is comparable to the JHYP.L Sharpe Ratio of 1.55. The chart below compares the historical Sharpe Ratios of EHYG.L and JHYP.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


EHYG.LJHYP.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.53

1.55

-0.02

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.62

Sharpe Ratio (All Time)

Calculated using the full available price history

2.38

0.95

+1.43

Correlation

The correlation between EHYG.L and JHYP.L is 0.69, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

EHYG.L vs. JHYP.L - Dividend Comparison

EHYG.L has not paid dividends to shareholders, while JHYP.L's dividend yield for the trailing twelve months is around 6.13%.


TTM202520242023202220212020
EHYG.L
iShares € High Yield Corp Bond ESG SRI UCITS ETF GBP Hedged (Acc)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%
JHYP.L
JPMorgan Global High Yield Corporate Bond Multi-Factor UCITS ETF - GBP Hedged (dist)
6.13%6.58%5.96%8.55%5.62%4.37%0.69%

Drawdowns

EHYG.L vs. JHYP.L - Drawdown Comparison

The maximum EHYG.L drawdown since its inception was -3.19%, smaller than the maximum JHYP.L drawdown of -15.44%. Use the drawdown chart below to compare losses from any high point for EHYG.L and JHYP.L.


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Drawdown Indicators


EHYG.LJHYP.LDifference

Max Drawdown

Largest peak-to-trough decline

-3.19%

-15.44%

+12.25%

Max Drawdown (1Y)

Largest decline over 1 year

-2.85%

-3.87%

+1.02%

Max Drawdown (5Y)

Largest decline over 5 years

-15.44%

Current Drawdown

Current decline from peak

-1.84%

-1.55%

-0.29%

Average Drawdown

Average peak-to-trough decline

-0.31%

-3.30%

+2.99%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.62%

0.67%

-0.05%

Volatility

EHYG.L vs. JHYP.L - Volatility Comparison

iShares € High Yield Corp Bond ESG SRI UCITS ETF GBP Hedged (Acc) (EHYG.L) has a higher volatility of 1.91% compared to JPMorgan Global High Yield Corporate Bond Multi-Factor UCITS ETF - GBP Hedged (dist) (JHYP.L) at 1.69%. This indicates that EHYG.L's price experiences larger fluctuations and is considered to be riskier than JHYP.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EHYG.LJHYP.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.91%

1.69%

+0.22%

Volatility (6M)

Calculated over the trailing 6-month period

2.47%

2.86%

-0.39%

Volatility (1Y)

Calculated over the trailing 1-year period

3.89%

4.94%

-1.05%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.48%

5.59%

-2.11%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.48%

5.72%

-2.24%