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

Performance

GFGB.L vs. HYGU.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in VanEck Global Fallen Angel High Yield Bond UCITS ETF (GFGB.L) and iShares € High Yield Corp Bond UCITS ETF (HYGU.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

GFGB.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, GFGB.L achieves a 3.33% return, which is significantly higher than HYGU.L's 1.79% return.


GFGB.L

1D
-0.53%
1M
-0.85%
6M
3.14%
YTD
3.33%
1Y
6.10%
3Y*
7.30%
5Y*
3.45%
10Y*

HYGU.L

1D
0.00%
1M
-0.61%
6M
1.58%
YTD
1.79%
1Y
4.13%
3Y*
6.96%
5Y*
4.95%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)20252024202320222021202020192018
GFGB.L
VanEck Global Fallen Angel High Yield Bond UCITS ETF
3.33%2.41%7.86%4.28%-2.32%3.31%13.08%9.77%-24.57%
HYGU.L
iShares € High Yield Corp Bond UCITS ETF
1.79%-0.40%9.16%7.87%3.91%4.70%-0.84%8.53%8.35%

Correlation

The correlation between GFGB.L and HYGU.L is 0.57, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.57

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

0.57

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

0.57

Correlation (All Time)
Calculated using the full available price history since Mar 19, 2018

0.61

The correlation between GFGB.L and HYGU.L has been stable across timeframes, ranging from 0.57 to 0.61 - a consistent structural relationship.

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Return for Risk

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

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

GFGB.L
GFGB.L Risk / Return Rank: 3434
Overall Rank
GFGB.L Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
GFGB.L Sortino Ratio Rank: 2626
Sortino Ratio Rank
GFGB.L Omega Ratio Rank: 2828
Omega Ratio Rank
GFGB.L Calmar Ratio Rank: 4848
Calmar Ratio Rank
GFGB.L Martin Ratio Rank: 3838
Martin Ratio Rank

HYGU.L
HYGU.L Risk / Return Rank: 6161
Overall Rank
HYGU.L Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
HYGU.L Sortino Ratio Rank: 6868
Sortino Ratio Rank
HYGU.L Omega Ratio Rank: 6868
Omega Ratio Rank
HYGU.L Calmar Ratio Rank: 4848
Calmar Ratio Rank
HYGU.L Martin Ratio Rank: 6161
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.

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

This table presents a comparison of risk-adjusted performance metrics for VanEck Global Fallen Angel High Yield Bond UCITS ETF (GFGB.L) and iShares € High Yield Corp Bond UCITS ETF (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.


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

+0.21

Sortino ratioReturn per unit of downside risk

+0.29

Omega ratioGain probability vs. loss probability

1.17

1.12

+0.05

Calmar ratioReturn relative to maximum drawdown

1.99

1.02

+0.97

Martin ratioReturn relative to average drawdown

4.97

2.54

+2.43

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

The current GFGB.L Sharpe Ratio is 0.86, which is higher than the HYGU.L Sharpe Ratio of 0.65. The chart below compares the historical Sharpe Ratios of GFGB.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

GFGB.L vs. HYGU.L - Drawdown Comparison

The maximum GFGB.L drawdown since its inception was -28.88%, 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 GFGB.L and HYGU.L.


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Drawdown Indicators


GFGB.LHYGU.LDifference

Max Drawdown

Largest peak-to-trough decline

-28.88%

-19.14%

-9.74%

Max Drawdown (1Y)

Largest decline over 1 year

-3.05%

-4.27%

+1.22%

Max Drawdown (3Y)

Largest decline over 3 years

-7.55%

-8.35%

+0.80%

Max Drawdown (5Y)

Largest decline over 5 years

-10.36%

-9.08%

-1.28%

Current Drawdown

Current decline from peak

-2.51%

-2.40%

-0.11%

Average Drawdown

Average peak-to-trough decline

-9.25%

-3.90%

-5.35%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.22%

1.72%

-0.50%

Volatility

GFGB.L vs. HYGU.L - Volatility Comparison

VanEck Global Fallen Angel High Yield Bond UCITS ETF (GFGB.L) has a higher volatility of 2.13% compared to iShares € High Yield Corp Bond UCITS ETF (HYGU.L) at 1.71%. This indicates that GFGB.L's price experiences larger fluctuations and is considered to be riskier 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


GFGB.LHYGU.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.13%

1.71%

+0.42%

Volatility (6M)

Calculated over the trailing 6-month period

6.04%

5.08%

+0.96%

Volatility (1Y)

Calculated over the trailing 1-year period

7.08%

6.76%

+0.32%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.86%

8.40%

-0.54%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.07%

9.42%

+3.65%

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

GFGB.L has a 0.40% expense ratio, which is lower than HYGU.L's 0.55% expense ratio.


Dividends

GFGB.L vs. HYGU.L - Dividend Comparison

Neither GFGB.L nor HYGU.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


GFGB.L and HYGU.L have a correlation of 0.57, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

GFGB.L is cheaper with a 0.40% expense ratio, compared with 0.55% for HYGU.L.

GFGB.L tracks ICE BofA Gbl HY Constnd TR USD, while HYGU.L tracks iShares € High Yield Corp Bond UCITS ETF. They also come from different issuers: VanEck and iShares. Their fees differ too: 0.40% for GFGB.L and 0.55% for HYGU.L.

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