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FGQD.L vs. HYG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FGQD.L vs. HYG - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Fidelity Global Quality Income ETF (FGQD.L) and iShares iBoxx $ High Yield Corporate Bond ETF (HYG). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

FGQD.L is traded in GBp, while HYG is traded in USD. To make them comparable, the HYG values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, FGQD.L achieves a 10.74% return, which is significantly higher than HYG's 2.23% return.


FGQD.L

1D
0.92%
1M
2.70%
YTD
10.74%
6M
10.84%
1Y
27.46%
3Y*
15.11%
5Y*
11.84%
10Y*

HYG

1D
0.06%
1M
0.56%
YTD
2.23%
6M
2.00%
1Y
8.21%
3Y*
6.86%
5Y*
4.70%
10Y*
5.76%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FGQD.L vs. HYG - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FGQD.L
Fidelity Global Quality Income ETF
10.74%12.15%13.21%11.51%-0.25%23.78%6.42%23.83%-2.25%-14.04%
HYG
iShares iBoxx $ High Yield Corporate Bond ETF
2.23%0.86%9.85%5.96%-0.40%4.74%1.40%9.75%3.79%-3.27%

Correlation

The correlation between FGQD.L and HYG is 0.29, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.30

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

0.35

Correlation (5Y)
Calculated over the trailing 5-year period

0.35

Correlation (All Time)
Calculated using the full available price history since Mar 27, 2017

0.44

The correlation between FGQD.L and HYG shifts across timeframes, from 0.29 (1 year) to 0.44 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

FGQD.L vs. HYG — Risk / Return Rank

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

FGQD.L
FGQD.L Risk / Return Rank: 8888
Overall Rank
FGQD.L Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
FGQD.L Sortino Ratio Rank: 9191
Sortino Ratio Rank
FGQD.L Omega Ratio Rank: 9090
Omega Ratio Rank
FGQD.L Calmar Ratio Rank: 7979
Calmar Ratio Rank
FGQD.L Martin Ratio Rank: 8787
Martin Ratio Rank

HYG
HYG Risk / Return Rank: 6767
Overall Rank
HYG Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
HYG Sortino Ratio Rank: 6767
Sortino Ratio Rank
HYG Omega Ratio Rank: 6565
Omega Ratio Rank
HYG Calmar Ratio Rank: 6666
Calmar Ratio Rank
HYG Martin Ratio Rank: 7676
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.

FGQD.L vs. HYG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Global Quality Income ETF (FGQD.L) and iShares iBoxx $ High Yield Corporate Bond ETF (HYG). 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.


FGQD.LHYGDifference
Sharpe ratioReturn per unit of total volatility

+1.41

Sortino ratioReturn per unit of downside risk

+1.92

Omega ratioGain probability vs. loss probability

1.52

1.26

+0.27

Calmar ratioReturn relative to maximum drawdown

3.79

2.12

+1.67

Martin ratioReturn relative to average drawdown

17.00

6.58

+10.43

FGQD.L vs. HYG - Sharpe Ratio Comparison

The current FGQD.L Sharpe Ratio is 2.79, which is higher than the HYG Sharpe Ratio of 1.38. The chart below compares the historical Sharpe Ratios of FGQD.L and HYG, 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

FGQD.L vs. HYG - Drawdown Comparison

The maximum FGQD.L drawdown since its inception was -26.43%, which is greater than HYG's maximum drawdown of -23.86%. Use the drawdown chart below to compare losses from any high point for FGQD.L and HYG.


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Drawdown Indicators


FGQD.LHYGDifference

Max Drawdown

Largest peak-to-trough decline

-26.43%

-23.86%

-2.57%

Max Drawdown (1Y)

Largest decline over 1 year

-7.22%

-3.88%

-3.34%

Max Drawdown (3Y)

Largest decline over 3 years

-16.90%

-10.25%

-6.65%

Max Drawdown (5Y)

Largest decline over 5 years

-16.90%

-10.25%

-6.65%

Max Drawdown (10Y)

Largest decline over 10 years

-14.89%

Current Drawdown

Current decline from peak

0.00%

-0.76%

+0.76%

Average Drawdown

Average peak-to-trough decline

-5.63%

-3.76%

-1.87%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.61%

1.25%

+0.36%

Volatility

FGQD.L vs. HYG - Volatility Comparison

Fidelity Global Quality Income ETF (FGQD.L) has a higher volatility of 3.04% compared to iShares iBoxx $ High Yield Corporate Bond ETF (HYG) at 0.97%. This indicates that FGQD.L's price experiences larger fluctuations and is considered to be riskier than HYG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FGQD.LHYGDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.04%

0.97%

+2.07%

Volatility (6M)

Calculated over the trailing 6-month period

7.57%

4.33%

+3.24%

Volatility (1Y)

Calculated over the trailing 1-year period

9.81%

5.98%

+3.83%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.22%

8.54%

+3.68%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.46%

10.41%

+5.05%

FGQD.L vs. HYG - Expense Ratio Comparison

FGQD.L has a 0.40% expense ratio, which is lower than HYG's 0.49% expense ratio.


Dividends

FGQD.L vs. HYG - Dividend Comparison

FGQD.L's dividend yield for the trailing twelve months is around 1.80%, less than HYG's 5.89% yield.


PositionTTM20252024202320222021202020192018201720162015
FGQD.L
Fidelity Global Quality Income ETF
1.80%1.86%2.31%2.78%2.70%2.46%2.60%2.44%2.70%1.10%0.00%0.00%
HYG
iShares iBoxx $ High Yield Corporate Bond ETF
5.89%5.71%6.01%5.74%5.30%4.02%4.88%4.99%5.54%5.12%5.27%5.90%

Frequently Asked Questions


FGQD.L and HYG have a correlation of 0.29, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, FGQD.L is cheaper at 0.40% per year. The better choice depends on whether you care most about return, fees, risk, or income.

FGQD.L is cheaper with a 0.40% expense ratio, compared with 0.49% for HYG.

FGQD.L is categorized as Global Equities, while HYG is High Yield Bonds. FGQD.L tracks Fidelity Global Quality Income index, while HYG tracks Markit iBoxx USD Liquid High Yield Index. They also come from different issuers: Fidelity and iShares. Their fees differ too: 0.40% for FGQD.L and 0.49% for HYG.

Portfolio Optimizer

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