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GHYS.L vs. HYSD.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GHYS.L vs. HYSD.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares Global High Yield Corp Bond GBP Hedged UCITS ETF (GHYS.L) and iShares Broad $ High Yield Corp Bond UCITS ETF GBP Hedged (Dist) (HYSD.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, GHYS.L achieves a 1.86% return, which is significantly higher than HYSD.L's 1.76% return.


GHYS.L

1D
-0.20%
1M
0.46%
6M
1.48%
YTD
1.86%
1Y
5.05%
3Y*
7.68%
5Y*
3.51%
10Y*
3.84%
ALL TIME*
4.09%

HYSD.L

1D
-0.21%
1M
0.10%
6M
1.29%
YTD
1.76%
1Y
5.27%
3Y*
7.92%
5Y*
10Y*
ALL TIME*
6.36%
*Multi-year figures are annualized to reflect compound growth (CAGR)

GHYS.L vs. HYSD.L - Yearly Performance Comparison


2026 (YTD)2025202420232022
GHYS.L
iShares Global High Yield Corp Bond GBP Hedged UCITS ETF
1.86%7.56%6.95%11.60%-2.21%
HYSD.L
iShares Broad $ High Yield Corp Bond UCITS ETF GBP Hedged (Dist)
1.76%8.24%7.60%11.75%-3.60%

Correlation

The correlation between GHYS.L and HYSD.L is 0.52, 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

0.52

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

0.62

Correlation (All Time)
Calculated using the full available price history since Aug 3, 2022

0.66

The correlation between GHYS.L and HYSD.L shifts across timeframes, from 0.52 (1 year) to 0.66 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

GHYS.L vs. HYSD.L — Risk / Return Rank

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

GHYS.L
GHYS.L Risk / Return Rank: 4545
Overall Rank
GHYS.L Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
GHYS.L Sortino Ratio Rank: 4242
Sortino Ratio Rank
GHYS.L Omega Ratio Rank: 4141
Omega Ratio Rank
GHYS.L Calmar Ratio Rank: 4444
Calmar Ratio Rank
GHYS.L Martin Ratio Rank: 5858
Martin Ratio Rank

HYSD.L
HYSD.L Risk / Return Rank: 6060
Overall Rank
HYSD.L Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
HYSD.L Sortino Ratio Rank: 5656
Sortino Ratio Rank
HYSD.L Omega Ratio Rank: 5959
Omega Ratio Rank
HYSD.L Calmar Ratio Rank: 5858
Calmar Ratio Rank
HYSD.L Martin Ratio Rank: 7272
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.

GHYS.L vs. HYSD.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Global High Yield Corp Bond GBP Hedged UCITS ETF (GHYS.L) and iShares Broad $ High Yield Corp Bond UCITS ETF GBP Hedged (Dist) (HYSD.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.


GHYS.LHYSD.LDifference
Sharpe ratioReturn per unit of total volatility

-0.27

Sortino ratioReturn per unit of downside risk

-0.37

Omega ratioGain probability vs. loss probability

1.21

1.27

-0.06

Calmar ratioReturn relative to maximum drawdown

1.70

2.17

-0.47

Martin ratioReturn relative to average drawdown

7.45

9.54

-2.09

GHYS.L vs. HYSD.L - Sharpe Ratio Comparison

The current GHYS.L Sharpe Ratio is 1.09, which is comparable to the HYSD.L Sharpe Ratio of 1.36. The chart below compares the historical Sharpe Ratios of GHYS.L and HYSD.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

GHYS.L vs. HYSD.L - Drawdown Comparison

The maximum GHYS.L drawdown since its inception was -25.16%, which is greater than HYSD.L's maximum drawdown of -9.53%. Use the drawdown chart below to compare losses from any high point for GHYS.L and HYSD.L.


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Drawdown Indicators


GHYS.LHYSD.LDifference

Max Drawdown

Largest peak-to-trough decline

-25.16%

-9.53%

-15.63%

Max Drawdown (1Y)

Largest decline over 1 year

-2.97%

-2.42%

-0.55%

Max Drawdown (3Y)

Largest decline over 3 years

-4.54%

-5.02%

+0.48%

Max Drawdown (5Y)

Largest decline over 5 years

-14.71%

Max Drawdown (10Y)

Largest decline over 10 years

-25.16%

Current Drawdown

Current decline from peak

-0.50%

-0.30%

-0.20%

Average Drawdown

Average peak-to-trough decline

-2.27%

-1.50%

-0.77%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.68%

0.55%

+0.13%

Volatility

GHYS.L vs. HYSD.L - Volatility Comparison

iShares Global High Yield Corp Bond GBP Hedged UCITS ETF (GHYS.L) and iShares Broad $ High Yield Corp Bond UCITS ETF GBP Hedged (Dist) (HYSD.L) have volatilities of 0.95% and 0.94%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GHYS.LHYSD.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.95%

0.94%

+0.01%

Volatility (6M)

Calculated over the trailing 6-month period

4.07%

3.13%

+0.94%

Volatility (1Y)

Calculated over the trailing 1-year period

4.64%

3.88%

+0.76%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.03%

6.08%

-0.05%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.11%

6.08%

+1.03%

GHYS.L vs. HYSD.L - Expense Ratio Comparison

GHYS.L has a 0.55% expense ratio, which is higher than HYSD.L's 0.22% expense ratio.


Dividends

GHYS.L vs. HYSD.L - Dividend Comparison

GHYS.L's dividend yield for the trailing twelve months is around 7.26%, less than HYSD.L's 7.40% yield.


PositionTTM20252024202320222021202020192018201720162015
GHYS.L
iShares Global High Yield Corp Bond GBP Hedged UCITS ETF
7.26%5.68%5.77%5.36%4.41%3.78%4.08%5.03%4.89%4.58%4.91%5.65%
HYSD.L
iShares Broad $ High Yield Corp Bond UCITS ETF GBP Hedged (Dist)
7.40%7.39%7.39%5.61%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


GHYS.L and HYSD.L have a correlation of 0.52, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, HYSD.L is cheaper at 0.22% per year. The better choice depends on whether you care most about return, fees, risk, or income.

HYSD.L is cheaper with a 0.22% expense ratio, compared with 0.55% for GHYS.L.

GHYS.L tracks Markit iBoxx Global Developed Markets Liquid High Yield Capped Index (GBP Hedged), while HYSD.L tracks ICE BofA US High Yield Constrained Index. Their fees differ too: 0.55% for GHYS.L and 0.22% for HYSD.L.

Portfolio Optimizer

Find the right allocation for GHYS.L and HYSD.L

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