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GBPC.L vs. HYGU.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GBPC.L vs. HYGU.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in L&G ESG GBP Corporate Bond UCITS ETF (GBPC.L) and iShares € High Yield Corp Bond UCITS ETF USD Hedged (Acc) (HYGU.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

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

Returns By Period

In the year-to-date period, GBPC.L achieves a -2.60% return, which is significantly lower than HYGU.L's 2.21% return.


GBPC.L

1D
-0.06%
1M
-1.13%
6M
-1.06%
YTD
-2.60%
1Y
1.20%
3Y*
5.24%
5Y*
-1.07%
10Y*

HYGU.L

1D
0.03%
1M
-1.09%
6M
1.48%
YTD
2.21%
1Y
4.82%
3Y*
6.89%
5Y*
5.04%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

GBPC.L vs. HYGU.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
GBPC.L
L&G ESG GBP Corporate Bond UCITS ETF
-2.60%6.83%2.78%8.35%-17.11%-3.03%1.71%
HYGU.L
iShares € High Yield Corp Bond UCITS ETF USD Hedged (Acc)
2.21%-0.40%9.16%7.87%3.91%4.70%-1.29%

Correlation

The correlation between GBPC.L and HYGU.L is -0.03, 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

-0.03

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

0.03

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

0.08

Correlation (All Time)
Calculated using the full available price history since Dec 4, 2020

0.09

The correlation between GBPC.L and HYGU.L shifts across timeframes, from -0.03 (1 year) to 0.09 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

GBPC.L vs. HYGU.L — Risk / Return Rank

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

GBPC.L
GBPC.L Risk / Return Rank: 1212
Overall Rank
GBPC.L Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
GBPC.L Sortino Ratio Rank: 1111
Sortino Ratio Rank
GBPC.L Omega Ratio Rank: 1212
Omega Ratio Rank
GBPC.L Calmar Ratio Rank: 1313
Calmar Ratio Rank
GBPC.L Martin Ratio Rank: 1313
Martin Ratio Rank

HYGU.L
HYGU.L Risk / Return Rank: 6464
Overall Rank
HYGU.L Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
HYGU.L Sortino Ratio Rank: 7272
Sortino Ratio Rank
HYGU.L Omega Ratio Rank: 7272
Omega Ratio Rank
HYGU.L Calmar Ratio Rank: 5151
Calmar Ratio Rank
HYGU.L Martin Ratio Rank: 6464
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.

GBPC.L vs. HYGU.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for L&G ESG GBP Corporate Bond UCITS ETF (GBPC.L) and iShares € High Yield Corp Bond UCITS ETF USD Hedged (Acc) (HYGU.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.


GBPC.LHYGU.LDifference
Sharpe ratioReturn per unit of total volatility

-0.53

Sortino ratioReturn per unit of downside risk

-0.75

Omega ratioGain probability vs. loss probability

1.04

1.13

-0.09

Calmar ratioReturn relative to maximum drawdown

0.20

1.12

-0.92

Martin ratioReturn relative to average drawdown

0.48

2.79

-2.31

GBPC.L vs. HYGU.L - Sharpe Ratio Comparison

The current GBPC.L Sharpe Ratio is 0.18, which is lower than the HYGU.L Sharpe Ratio of 0.71. The chart below compares the historical Sharpe Ratios of GBPC.L and HYGU.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

GBPC.L vs. HYGU.L - Drawdown Comparison

The maximum GBPC.L drawdown since its inception was -28.45%, which is greater than HYGU.L's maximum drawdown of -19.14%. Use the drawdown chart below to compare losses from any high point for GBPC.L and HYGU.L.


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Drawdown Indicators


GBPC.LHYGU.LDifference

Max Drawdown

Largest peak-to-trough decline

-28.45%

-19.14%

-9.31%

Max Drawdown (1Y)

Largest decline over 1 year

-6.01%

-4.27%

-1.74%

Max Drawdown (3Y)

Largest decline over 3 years

-6.01%

-8.35%

+2.34%

Max Drawdown (5Y)

Largest decline over 5 years

-27.69%

-9.08%

-18.61%

Current Drawdown

Current decline from peak

-7.26%

-1.99%

-5.27%

Average Drawdown

Average peak-to-trough decline

-10.96%

-3.90%

-7.06%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.52%

1.72%

+0.80%

Volatility

GBPC.L vs. HYGU.L - Volatility Comparison

The current volatility for L&G ESG GBP Corporate Bond UCITS ETF (GBPC.L) is 1.50%, while iShares € High Yield Corp Bond UCITS ETF USD Hedged (Acc) (HYGU.L) has a volatility of 1.62%. This indicates that GBPC.L experiences smaller price fluctuations and is considered to be less risky than HYGU.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GBPC.LHYGU.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.50%

1.62%

-0.12%

Volatility (6M)

Calculated over the trailing 6-month period

5.21%

5.11%

+0.10%

Volatility (1Y)

Calculated over the trailing 1-year period

6.66%

6.78%

-0.12%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.92%

8.40%

-0.48%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.63%

9.42%

-1.79%

GBPC.L vs. HYGU.L - Expense Ratio Comparison

GBPC.L has a 0.09% expense ratio, which is lower than HYGU.L's 0.55% expense ratio.


Dividends

GBPC.L vs. HYGU.L - Dividend Comparison

GBPC.L's dividend yield for the trailing twelve months is around 2.65%, while HYGU.L has not paid dividends to shareholders.


PositionTTM20252024202320222021
GBPC.L
L&G ESG GBP Corporate Bond UCITS ETF
2.65%5.00%4.86%3.58%2.16%0.87%
HYGU.L
iShares € High Yield Corp Bond UCITS ETF USD Hedged (Acc)
0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


GBPC.L and HYGU.L have a correlation of -0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, GBPC.L is cheaper at 0.09% per year. The better choice depends on whether you care most about return, fees, risk, or income.

GBPC.L is cheaper with a 0.09% expense ratio, compared with 0.55% for HYGU.L.

GBPC.L is categorized as European Corporate Bonds, while HYGU.L is European High Yield Bonds. GBPC.L tracks Markit iBoxx GBP NonGilts TR, while HYGU.L tracks Markit iBoxx Euro Liquid High Yield Index (EUR). They also come from different issuers: Legal & General and iShares. Their fees differ too: 0.09% for GBPC.L and 0.55% for HYGU.L.

Portfolio Optimizer

Find the right allocation for GBPC.L and HYGU.L

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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