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GBHY.L vs. TAHY.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GBHY.L vs. TAHY.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco Global High Yield Corporate Bond ESG Climate Transition UCITS ETF Dist (GBHY.L) and Janus Henderson Haitong Asia ex-Japan High Yield Corporate USD Bond Screened Core UCITS ETF USD (Acc) (TAHY.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, GBHY.L achieves a 1.20% return, which is significantly lower than TAHY.L's 3.88% return.


GBHY.L

1D
0.00%
1M
-0.26%
6M
1.12%
YTD
1.20%
1Y
4.93%
3Y*
7.76%
5Y*
10Y*

TAHY.L

1D
0.00%
1M
0.24%
6M
2.85%
YTD
3.88%
1Y
6.69%
3Y*
8.17%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

GBHY.L vs. TAHY.L - Yearly Performance Comparison


Correlation

The correlation between GBHY.L and TAHY.L is 0.09, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

0.09

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

0.16

Correlation (All Time)
Calculated using the full available price history since Jan 10, 2023

0.20

The correlation between GBHY.L and TAHY.L shifts across timeframes, from 0.09 (1 year) to 0.20 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

GBHY.L vs. TAHY.L — Risk / Return Rank

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

GBHY.L
GBHY.L Risk / Return Rank: 4141
Overall Rank
GBHY.L Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
GBHY.L Sortino Ratio Rank: 4343
Sortino Ratio Rank
GBHY.L Omega Ratio Rank: 4141
Omega Ratio Rank
GBHY.L Calmar Ratio Rank: 3737
Calmar Ratio Rank
GBHY.L Martin Ratio Rank: 4646
Martin Ratio Rank

TAHY.L
TAHY.L Risk / Return Rank: 7373
Overall Rank
TAHY.L Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
TAHY.L Sortino Ratio Rank: 7979
Sortino Ratio Rank
TAHY.L Omega Ratio Rank: 8484
Omega Ratio Rank
TAHY.L Calmar Ratio Rank: 6969
Calmar Ratio Rank
TAHY.L Martin Ratio Rank: 5757
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.

GBHY.L vs. TAHY.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Global High Yield Corporate Bond ESG Climate Transition UCITS ETF Dist (GBHY.L) and Janus Henderson Haitong Asia ex-Japan High Yield Corporate USD Bond Screened Core UCITS ETF USD (Acc) (TAHY.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.


GBHY.LTAHY.LDifference
Sharpe ratioReturn per unit of total volatility

-0.73

Sortino ratioReturn per unit of downside risk

-0.95

Omega ratioGain probability vs. loss probability

1.21

1.38

-0.17

Calmar ratioReturn relative to maximum drawdown

1.49

2.59

-1.10

Martin ratioReturn relative to average drawdown

5.84

7.38

-1.54

GBHY.L vs. TAHY.L - Sharpe Ratio Comparison

The current GBHY.L Sharpe Ratio is 1.10, which is lower than the TAHY.L Sharpe Ratio of 1.83. The chart below compares the historical Sharpe Ratios of GBHY.L and TAHY.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

GBHY.L vs. TAHY.L - Drawdown Comparison

The maximum GBHY.L drawdown since its inception was -5.09%, smaller than the maximum TAHY.L drawdown of -51.61%. Use the drawdown chart below to compare losses from any high point for GBHY.L and TAHY.L.


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Drawdown Indicators


GBHY.LTAHY.LDifference

Max Drawdown

Largest peak-to-trough decline

-5.09%

-51.61%

+46.52%

Max Drawdown (1Y)

Largest decline over 1 year

-3.31%

-2.57%

-0.74%

Max Drawdown (3Y)

Largest decline over 3 years

-4.17%

-9.81%

+5.64%

Current Drawdown

Current decline from peak

-0.35%

-17.10%

+16.75%

Average Drawdown

Average peak-to-trough decline

-0.91%

-26.81%

+25.90%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.84%

0.91%

-0.07%

Volatility

GBHY.L vs. TAHY.L - Volatility Comparison

The current volatility for Invesco Global High Yield Corporate Bond ESG Climate Transition UCITS ETF Dist (GBHY.L) is 0.69%, while Janus Henderson Haitong Asia ex-Japan High Yield Corporate USD Bond Screened Core UCITS ETF USD (Acc) (TAHY.L) has a volatility of 1.07%. This indicates that GBHY.L experiences smaller price fluctuations and is considered to be less risky than TAHY.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GBHY.LTAHY.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.69%

1.07%

-0.38%

Volatility (6M)

Calculated over the trailing 6-month period

3.57%

2.83%

+0.74%

Volatility (1Y)

Calculated over the trailing 1-year period

4.49%

3.64%

+0.85%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.61%

13.09%

-7.48%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.61%

13.09%

-7.48%

GBHY.L vs. TAHY.L - Expense Ratio Comparison

GBHY.L has a 0.25% expense ratio, which is lower than TAHY.L's 0.60% expense ratio.


Dividends

GBHY.L vs. TAHY.L - Dividend Comparison

GBHY.L's dividend yield for the trailing twelve months is around 6.60%, while TAHY.L has not paid dividends to shareholders.


Frequently Asked Questions


GBHY.L and TAHY.L have a correlation of 0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, GBHY.L is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.

GBHY.L is cheaper with a 0.25% expense ratio, compared with 0.60% for TAHY.L.

GBHY.L tracks Bloomberg MSCI Global High Yield Liquid Corporate Climate Transition ESG Bond Index, while TAHY.L tracks iBoxx MSCI Scored & Screened Tilted USD Asia ex-Japan High Yield Capped TCA Index. They also come from different issuers: Invesco and Janus Henderson. Their fees differ too: 0.25% for GBHY.L and 0.60% for TAHY.L.

Portfolio Optimizer

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