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GHYG.L vs. UHYC.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GHYG.L vs. UHYC.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares Global High Yield Corp Bond UCITS ETF GBP Hedged (Dist) (GHYG.L) and Lyxor ESG USD High Yield (DR) UCITS ETF - Acc (UHYC.L). The values are adjusted to include any dividend payments, if applicable.

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GHYG.L vs. UHYC.L - Yearly Performance Comparison


2026 (YTD)2025202420232022
GHYG.L
iShares Global High Yield Corp Bond UCITS ETF GBP Hedged (Dist)
-0.54%7.92%6.96%11.12%2.54%
UHYC.L
Lyxor ESG USD High Yield (DR) UCITS ETF - Acc
1.39%1.08%9.84%6.43%-0.91%
Different Trading Currencies

GHYG.L is traded in GBP, while UHYC.L is traded in USD. To make them comparable, the UHYC.L values have been converted to GBP using the latest available exchange rates.

Returns By Period

In the year-to-date period, GHYG.L achieves a -0.54% return, which is significantly lower than UHYC.L's 1.39% return.


GHYG.L

1D
-0.16%
1M
-0.39%
YTD
-0.54%
6M
0.84%
1Y
6.10%
3Y*
7.43%
5Y*
3.39%
10Y*

UHYC.L

1D
0.86%
1M
0.50%
YTD
1.39%
6M
2.51%
1Y
5.14%
3Y*
5.86%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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GHYG.L vs. UHYC.L - Expense Ratio Comparison

GHYG.L has a 0.55% expense ratio, which is higher than UHYC.L's 0.25% expense ratio.


Return for Risk

GHYG.L vs. UHYC.L — Risk / Return Rank

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

GHYG.L
GHYG.L Risk / Return Rank: 7474
Overall Rank
GHYG.L Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
GHYG.L Sortino Ratio Rank: 6969
Sortino Ratio Rank
GHYG.L Omega Ratio Rank: 7474
Omega Ratio Rank
GHYG.L Calmar Ratio Rank: 7777
Calmar Ratio Rank
GHYG.L Martin Ratio Rank: 8484
Martin Ratio Rank

UHYC.L
UHYC.L Risk / Return Rank: 8080
Overall Rank
UHYC.L Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
UHYC.L Sortino Ratio Rank: 7474
Sortino Ratio Rank
UHYC.L Omega Ratio Rank: 7878
Omega Ratio Rank
UHYC.L Calmar Ratio Rank: 8282
Calmar Ratio Rank
UHYC.L Martin Ratio Rank: 8989
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.

GHYG.L vs. UHYC.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Global High Yield Corp Bond UCITS ETF GBP Hedged (Dist) (GHYG.L) and Lyxor ESG USD High Yield (DR) UCITS ETF - Acc (UHYC.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.


GHYG.LUHYC.LDifference

Sharpe ratio

Return per unit of total volatility

1.25

0.68

+0.57

Sortino ratio

Return per unit of downside risk

1.84

0.96

+0.88

Omega ratio

Gain probability vs. loss probability

1.29

1.12

+0.17

Calmar ratio

Return relative to maximum drawdown

2.65

1.75

+0.90

Martin ratio

Return relative to average drawdown

11.65

4.69

+6.96

GHYG.L vs. UHYC.L - Sharpe Ratio Comparison

The current GHYG.L Sharpe Ratio is 1.25, which is higher than the UHYC.L Sharpe Ratio of 0.68. The chart below compares the historical Sharpe Ratios of GHYG.L and UHYC.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


GHYG.LUHYC.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.25

0.68

+0.57

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.58

Sharpe Ratio (All Time)

Calculated using the full available price history

0.44

0.52

-0.08

Correlation

The correlation between GHYG.L and UHYC.L is 0.21, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

GHYG.L vs. UHYC.L - Dividend Comparison

GHYG.L's dividend yield for the trailing twelve months is around 5.46%, while UHYC.L has not paid dividends to shareholders.


TTM2025202420232022202120202019
GHYG.L
iShares Global High Yield Corp Bond UCITS ETF GBP Hedged (Dist)
5.46%5.34%5.26%4.69%4.15%3.73%4.54%1.79%
UHYC.L
Lyxor ESG USD High Yield (DR) UCITS ETF - Acc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

GHYG.L vs. UHYC.L - Drawdown Comparison

The maximum GHYG.L drawdown since its inception was -23.01%, which is greater than UHYC.L's maximum drawdown of -11.11%. Use the drawdown chart below to compare losses from any high point for GHYG.L and UHYC.L.


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Drawdown Indicators


GHYG.LUHYC.LDifference

Max Drawdown

Largest peak-to-trough decline

-23.01%

-9.25%

-13.76%

Max Drawdown (1Y)

Largest decline over 1 year

-3.18%

-3.26%

+0.08%

Max Drawdown (5Y)

Largest decline over 5 years

-14.45%

Current Drawdown

Current decline from peak

-1.49%

-1.26%

-0.23%

Average Drawdown

Average peak-to-trough decline

-3.05%

-1.23%

-1.82%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.58%

0.61%

-0.03%

Volatility

GHYG.L vs. UHYC.L - Volatility Comparison

The current volatility for iShares Global High Yield Corp Bond UCITS ETF GBP Hedged (Dist) (GHYG.L) is 1.55%, while Lyxor ESG USD High Yield (DR) UCITS ETF - Acc (UHYC.L) has a volatility of 2.85%. This indicates that GHYG.L experiences smaller price fluctuations and is considered to be less risky than UHYC.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GHYG.LUHYC.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.55%

2.85%

-1.30%

Volatility (6M)

Calculated over the trailing 6-month period

2.48%

5.03%

-2.55%

Volatility (1Y)

Calculated over the trailing 1-year period

4.87%

7.57%

-2.70%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.81%

9.06%

-3.25%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.93%

9.06%

-1.13%