GHYU.L vs. ANXU.L

Last updated Jun 5, 2026

GHYU.L (Lyxor Global High Yield Sustainable Exposure UCITS ETF - Acc) and ANXU.L (Amundi Nasdaq-100 UCITS USD) are both exchange-traded funds - GHYU.L is a High Yield Bonds fund tracking the ICE BofA Gbl HY Constnd TR USD, while ANXU.L is a Nasdaq-100 fund tracking the Russell 1000 Growth TR USD. Both are passively managed. Over the past 5 years, GHYU.L returned 2.66%/yr vs 17.78%/yr for ANXU.L. A 0.54 correlation means they provide meaningful diversification when combined. GHYU.L charges 0.25%/yr vs 0.13%/yr for ANXU.L.

Performance

GHYU.L vs. ANXU.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Lyxor Global High Yield Sustainable Exposure UCITS ETF - Acc (GHYU.L) and Amundi Nasdaq-100 UCITS USD (ANXU.L). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, GHYU.L achieves a 0.65% return, which is significantly lower than ANXU.L's 19.66% return.

GHYU.L

• 1D: 0.12%
• 1M: -0.06%
• YTD: 0.65%
• 6M: 1.35%
• 1Y: 5.88%
• 3Y*: 8.58%
• 5Y*: 2.66%
• 10Y*: —

ANXU.L

• 1D: -0.70%
• 1M: 6.79%
• YTD: 19.66%
• 6M: 18.74%
• 1Y: 39.57%
• 3Y*: 28.16%
• 5Y*: 17.78%
• 10Y*: 21.70%

*Multi-year figures are annualized to reflect compound growth (CAGR)

GHYU.L vs. ANXU.L - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020
GHYU.L Lyxor Global High Yield Sustainable Exposure UCITS ETF - Acc	0.65%	11.40%	5.06%	12.36%	-13.13%	0.31%	8.39%
ANXU.L Amundi Nasdaq-100 UCITS USD	19.66%	19.86%	26.74%	56.50%	-33.24%	27.83%	34.64%

Correlation

The correlation between GHYU.L and ANXU.L is 0.49, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.49
Correlation (3Y) Calculated over the trailing 3-year period	0.47
Correlation (5Y) Calculated over the trailing 5-year period	0.56
Correlation (All Time) Calculated using the full available price history since Feb 14, 2020	0.54

The correlation between GHYU.L and ANXU.L has been stable across timeframes, ranging from 0.47 to 0.56 - a consistent structural relationship.

Return for Risk

GHYU.L vs. ANXU.L — Risk / Return Rank

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

GHYU.L

GHYU.L Risk / Return Rank: 37
GHYU.L Sharpe Ratio Rank: 37
GHYU.L Sortino Ratio Rank: 39
GHYU.L Omega Ratio Rank: 35
GHYU.L Calmar Ratio Rank: 33
GHYU.L Martin Ratio Rank: 40

ANXU.L

ANXU.L Risk / Return Rank: 76
ANXU.L Sharpe Ratio Rank: 79
ANXU.L Sortino Ratio Rank: 79
ANXU.L Omega Ratio Rank: 75
ANXU.L Calmar Ratio Rank: 74
ANXU.L Martin Ratio Rank: 71

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.

GHYU.L vs. ANXU.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Lyxor Global High Yield Sustainable Exposure UCITS ETF - Acc (GHYU.L) and Amundi Nasdaq-100 UCITS USD (ANXU.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.

	GHYU.L	ANXU.L	Difference
Sharpe ratio: Return per unit of total volatility	1.29	2.54	-1.25
Sortino ratio: Return per unit of downside risk	1.97	3.51	-1.54
Omega ratio: Gain probability vs. loss probability	1.23	1.44	-0.21
Calmar ratio: Return relative to maximum drawdown	1.58	3.66	-2.08
Martin ratio: Return relative to average drawdown	6.21	13.14	-6.93
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

GHYU.L vs. ANXU.L - Sharpe Ratio Comparison

The current GHYU.L Sharpe Ratio is 1.29, which is lower than the ANXU.L Sharpe Ratio of 2.54. The chart below compares the historical Sharpe Ratios of GHYU.L and ANXU.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.

Sharpe Ratios by Period

	GHYU.L	ANXU.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.29	2.54	-1.25
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.36	0.86	-0.50
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	1.17	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.41	1.19	-0.79

Drawdowns

GHYU.L vs. ANXU.L - Drawdown Comparison

The maximum GHYU.L drawdown since its inception was -22.36%, smaller than the maximum ANXU.L drawdown of -35.13%. Use the drawdown chart below to compare losses from any high point for GHYU.L and ANXU.L.

Drawdown Indicators

	GHYU.L	ANXU.L	Difference
Max Drawdown Largest peak-to-trough decline	-22.36%	-35.13%	+12.77%
Max Drawdown (1Y) Largest decline over 1 year	-3.92%	-11.01%	+7.09%
Max Drawdown (3Y) Largest decline over 3 years	-4.67%	-22.45%	+17.78%
Max Drawdown (5Y) Largest decline over 5 years	-22.36%	-35.13%	+12.77%
Max Drawdown (10Y) Largest decline over 10 years	—	-35.13%	—
Current Drawdown Current decline from peak	-0.49%	-0.77%	+0.28%
Average Drawdown Average peak-to-trough decline	-5.60%	-5.77%	+0.17%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.00%	3.08%	-2.08%

Volatility

GHYU.L vs. ANXU.L - Volatility Comparison

The current volatility for Lyxor Global High Yield Sustainable Exposure UCITS ETF - Acc (GHYU.L) is 1.69%, while Amundi Nasdaq-100 UCITS USD (ANXU.L) has a volatility of 5.03%. This indicates that GHYU.L experiences smaller price fluctuations and is considered to be less risky than ANXU.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	GHYU.L	ANXU.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	1.69%	5.03%	-3.34%
Volatility (6M) Calculated over the trailing 6-month period	3.74%	11.93%	-8.19%
Volatility (1Y) Calculated over the trailing 1-year period	4.83%	15.91%	-11.08%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	7.34%	20.79%	-13.45%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	8.94%	21.15%	-12.21%

GHYU.L vs. ANXU.L - Expense Ratio Comparison

GHYU.L has a 0.25% expense ratio, which is higher than ANXU.L's 0.13% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.

Dividends

GHYU.L vs. ANXU.L - Dividend Comparison

Neither GHYU.L nor ANXU.L has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

Can I hold both GHYU.L and ANXU.L in my portfolio?

GHYU.L and ANXU.L have a correlation of 0.49, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, GHYU.L or ANXU.L?

On fees, ANXU.L is cheaper at 0.13% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, GHYU.L or ANXU.L?

ANXU.L is cheaper with a 0.13% expense ratio, compared with 0.25% for GHYU.L.

What is the main difference between GHYU.L and ANXU.L?

GHYU.L is categorized as High Yield Bonds, while ANXU.L is Nasdaq-100. GHYU.L tracks ICE BofA Gbl HY Constnd TR USD, while ANXU.L tracks Russell 1000 Growth TR USD. Their fees differ too: 0.25% for GHYU.L and 0.13% for ANXU.L.