PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
GHYG vs. ESHY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between GHYG and ESHY is 0.45, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.4

Performance

GHYG vs. ESHY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares US & Intl High Yield Corp Bond ETF (GHYG) and Xtrackers J.P. Morgan ESG USD High Yield Corporate Bond ETF (ESHY). The values are adjusted to include any dividend payments, if applicable.

-1.00%0.00%1.00%2.00%3.00%4.00%AugustSeptemberOctoberNovemberDecember2025
2.00%
0
GHYG
ESHY

Key characteristics

Returns By Period


GHYG

YTD

-0.17%

1M

-0.83%

6M

1.81%

1Y

5.64%

5Y*

2.58%

10Y*

3.89%

ESHY

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


GHYG vs. ESHY - Expense Ratio Comparison

GHYG has a 0.40% expense ratio, which is higher than ESHY's 0.20% expense ratio.


GHYG
iShares US & Intl High Yield Corp Bond ETF
Expense ratio chart for GHYG: current value at 0.40% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.40%
Expense ratio chart for ESHY: current value at 0.20% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.20%

Risk-Adjusted Performance

GHYG vs. ESHY — Risk-Adjusted Performance Rank

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

GHYG
The Risk-Adjusted Performance Rank of GHYG is 6060
Overall Rank
The Sharpe Ratio Rank of GHYG is 5858
Sharpe Ratio Rank
The Sortino Ratio Rank of GHYG is 5555
Sortino Ratio Rank
The Omega Ratio Rank of GHYG is 5757
Omega Ratio Rank
The Calmar Ratio Rank of GHYG is 6767
Calmar Ratio Rank
The Martin Ratio Rank of GHYG is 6363
Martin Ratio Rank

ESHY
The Risk-Adjusted Performance Rank of ESHY is 8080
Overall Rank
The Sharpe Ratio Rank of ESHY is 7979
Sharpe Ratio Rank
The Sortino Ratio Rank of ESHY is 8181
Sortino Ratio Rank
The Omega Ratio Rank of ESHY is 8181
Omega Ratio Rank
The Calmar Ratio Rank of ESHY is 7474
Calmar Ratio Rank
The Martin Ratio Rank of ESHY is 8787
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

GHYG vs. ESHY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares US & Intl High Yield Corp Bond ETF (GHYG) and Xtrackers J.P. Morgan ESG USD High Yield Corporate Bond ETF (ESHY). 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.


Sharpe ratio
The chart of Sharpe ratio for GHYG, currently valued at 1.16, compared to the broader market-1.000.001.002.003.004.005.001.160.26
The chart of Sortino ratio for GHYG, currently valued at 1.62, compared to the broader market-2.000.002.004.006.008.0010.001.620.38
The chart of Omega ratio for GHYG, currently valued at 1.21, compared to the broader market0.501.001.502.002.503.001.211.11
The chart of Calmar ratio for GHYG, currently valued at 1.80, compared to the broader market0.005.0010.0015.001.800.46
The chart of Martin ratio for GHYG, currently valued at 6.22, compared to the broader market0.0020.0040.0060.0080.00100.006.220.56
GHYG
ESHY


Rolling 12-month Sharpe Ratio0.001.002.003.00AugustSeptemberOctoberNovemberDecember2025
1.16
0.26
GHYG
ESHY

Dividends

GHYG vs. ESHY - Dividend Comparison

GHYG's dividend yield for the trailing twelve months is around 6.12%, while ESHY has not paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
GHYG
iShares US & Intl High Yield Corp Bond ETF
6.12%6.11%5.61%4.64%4.57%4.36%4.61%5.62%4.60%4.61%4.78%5.73%
ESHY
Xtrackers J.P. Morgan ESG USD High Yield Corporate Bond ETF
0.98%0.98%7.07%6.39%5.31%5.88%5.85%7.55%5.68%5.31%5.25%0.00%

Drawdowns

GHYG vs. ESHY - Drawdown Comparison


-2.50%-2.00%-1.50%-1.00%-0.50%0.00%AugustSeptemberOctoberNovemberDecember2025
-1.91%
-1.31%
GHYG
ESHY

Volatility

GHYG vs. ESHY - Volatility Comparison

iShares US & Intl High Yield Corp Bond ETF (GHYG) has a higher volatility of 1.78% compared to Xtrackers J.P. Morgan ESG USD High Yield Corporate Bond ETF (ESHY) at 0.00%. This indicates that GHYG's price experiences larger fluctuations and is considered to be riskier than ESHY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%0.50%1.00%1.50%2.00%AugustSeptemberOctoberNovemberDecember2025
1.78%
0
GHYG
ESHY
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2025 PortfoliosLab