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

Performance

GFGB.L vs. IHYA.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 USD High Yield Corporate Bond UCITS ETF USD (Acc) (IHYA.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 IHYA.L is traded in USD. To make them comparable, the IHYA.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 3.80% return, which is significantly higher than IHYA.L's 1.51% return.


GFGB.L

1D
0.23%
1M
1.74%
YTD
3.80%
6M
3.63%
1Y
9.92%
3Y*
6.58%
5Y*
4.31%
10Y*

IHYA.L

1D
0.09%
1M
1.11%
YTD
1.51%
6M
1.04%
1Y
7.97%
3Y*
5.57%
5Y*
5.11%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)20252024202320222021202020192018
GFGB.L
VanEck Global Fallen Angel High Yield Bond UCITS ETF
3.80%2.41%7.87%4.27%-2.32%3.31%13.08%9.77%6.75%
IHYA.L
iShares USD High Yield Corporate Bond UCITS ETF USD (Acc)
1.48%1.69%8.85%5.11%1.97%4.70%1.98%8.34%10.56%

Correlation

The correlation between GFGB.L and IHYA.L is 0.61, 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

0.61

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

0.64

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

0.67

Correlation (All Time)
Calculated using the full available price history since Mar 26, 2018

0.68

The correlation between GFGB.L and IHYA.L has been stable across timeframes, ranging from 0.61 to 0.68 - a consistent structural relationship.

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Return for Risk

GFGB.L vs. IHYA.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: 4949
Overall Rank
GFGB.L Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
GFGB.L Sortino Ratio Rank: 4040
Sortino Ratio Rank
GFGB.L Omega Ratio Rank: 4545
Omega Ratio Rank
GFGB.L Calmar Ratio Rank: 6666
Calmar Ratio Rank
GFGB.L Martin Ratio Rank: 5151
Martin Ratio Rank

IHYA.L
IHYA.L Risk / Return Rank: 6161
Overall Rank
IHYA.L Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
IHYA.L Sortino Ratio Rank: 6767
Sortino Ratio Rank
IHYA.L Omega Ratio Rank: 6464
Omega Ratio Rank
IHYA.L Calmar Ratio Rank: 5050
Calmar Ratio Rank
IHYA.L Martin Ratio Rank: 6868
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. IHYA.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 USD High Yield Corporate Bond UCITS ETF USD (Acc) (IHYA.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.


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

+0.23

Sortino ratioReturn per unit of downside risk

+0.29

Omega ratioGain probability vs. loss probability

1.28

1.22

+0.07

Calmar ratioReturn relative to maximum drawdown

3.25

2.10

+1.15

Martin ratioReturn relative to average drawdown

8.50

6.56

+1.94

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

The current GFGB.L Sharpe Ratio is 1.43, which is comparable to the IHYA.L Sharpe Ratio of 1.21. The chart below compares the historical Sharpe Ratios of GFGB.L and IHYA.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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Sharpe Ratios by Period


GFGB.LIHYA.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.43

1.21

+0.23

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.55

0.59

-0.04

Sharpe Ratio (All Time)

Calculated using the full available price history

0.67

0.37

+0.30

Drawdowns

GFGB.L vs. IHYA.L - Drawdown Comparison

The maximum GFGB.L drawdown since its inception was -15.95%, roughly equal to the maximum IHYA.L drawdown of -16.09%. Use the drawdown chart below to compare losses from any high point for GFGB.L and IHYA.L.


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Drawdown Indicators


GFGB.LIHYA.LDifference

Max Drawdown

Largest peak-to-trough decline

-15.95%

-16.09%

+0.14%

Max Drawdown (1Y)

Largest decline over 1 year

-3.04%

-3.79%

+0.75%

Max Drawdown (3Y)

Largest decline over 3 years

-7.54%

-8.92%

+1.38%

Max Drawdown (5Y)

Largest decline over 5 years

-10.36%

-10.81%

+0.45%

Current Drawdown

Current decline from peak

-1.13%

-0.60%

-0.53%

Average Drawdown

Average peak-to-trough decline

-2.52%

-3.74%

+1.22%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.16%

1.21%

-0.05%

Volatility

GFGB.L vs. IHYA.L - Volatility Comparison

VanEck Global Fallen Angel High Yield Bond UCITS ETF (GFGB.L) has a higher volatility of 3.51% compared to iShares USD High Yield Corporate Bond UCITS ETF USD (Acc) (IHYA.L) at 2.04%. This indicates that GFGB.L's price experiences larger fluctuations and is considered to be riskier than IHYA.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.LIHYA.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.51%

2.04%

+1.47%

Volatility (6M)

Calculated over the trailing 6-month period

5.86%

5.15%

+0.71%

Volatility (1Y)

Calculated over the trailing 1-year period

6.89%

6.58%

+0.31%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.81%

8.67%

-0.86%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.80%

9.78%

-0.98%

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

GFGB.L has a 0.40% expense ratio, which is lower than IHYA.L's 0.50% expense ratio.


Dividends

GFGB.L vs. IHYA.L - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


GFGB.L and IHYA.L have a correlation of 0.61, 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 0.50% for IHYA.L.

GFGB.L tracks ICE BofA Gbl HY Constnd TR USD, while IHYA.L tracks Bloomberg US Corporate High Yield TR USD. They also come from different issuers: VanEck and iShares. Their fees differ too: 0.40% for GFGB.L and 0.50% for IHYA.L.

Portfolio Optimizer

Find the right allocation for GFGB.L and IHYA.L

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