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GHYU.L vs. HYUS.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GHYU.L vs. HYUS.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 iShares Broad USD High Yield Corporate Bond UCITS ETF USD (Dist) (HYUS.L). The values are adjusted to include any dividend payments, if applicable.

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


2026 (YTD)2025202420232022
GHYU.L
Lyxor Global High Yield Sustainable Exposure UCITS ETF - Acc
-1.23%11.40%5.06%12.36%-5.92%
HYUS.L
iShares Broad USD High Yield Corporate Bond UCITS ETF USD (Dist)
-0.54%8.62%8.28%12.85%-5.88%

Returns By Period

In the year-to-date period, GHYU.L achieves a -1.23% return, which is significantly lower than HYUS.L's -0.54% return.


GHYU.L

1D
0.82%
1M
-1.28%
YTD
-1.23%
6M
0.20%
1Y
7.86%
3Y*
7.94%
5Y*
2.59%
10Y*

HYUS.L

1D
0.41%
1M
-0.50%
YTD
-0.54%
6M
1.14%
1Y
7.13%
3Y*
8.56%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

GHYU.L has a 0.25% expense ratio, which is higher than HYUS.L's 0.20% 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%.


Return for Risk

GHYU.L vs. HYUS.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: 7474
Overall Rank
GHYU.L Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
GHYU.L Sortino Ratio Rank: 8282
Sortino Ratio Rank
GHYU.L Omega Ratio Rank: 7575
Omega Ratio Rank
GHYU.L Calmar Ratio Rank: 6868
Calmar Ratio Rank
GHYU.L Martin Ratio Rank: 6969
Martin Ratio Rank

HYUS.L
HYUS.L Risk / Return Rank: 7676
Overall Rank
HYUS.L Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
HYUS.L Sortino Ratio Rank: 7272
Sortino Ratio Rank
HYUS.L Omega Ratio Rank: 7676
Omega Ratio Rank
HYUS.L Calmar Ratio Rank: 7676
Calmar Ratio Rank
HYUS.L Martin Ratio Rank: 8686
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.

GHYU.L vs. HYUS.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 iShares Broad USD High Yield Corporate Bond UCITS ETF USD (Dist) (HYUS.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.LHYUS.LDifference

Sharpe ratio

Return per unit of total volatility

1.56

1.32

+0.24

Sortino ratio

Return per unit of downside risk

2.25

1.89

+0.36

Omega ratio

Gain probability vs. loss probability

1.30

1.30

0.00

Calmar ratio

Return relative to maximum drawdown

1.95

2.21

-0.26

Martin ratio

Return relative to average drawdown

7.88

11.01

-3.13

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

The current GHYU.L Sharpe Ratio is 1.56, which is comparable to the HYUS.L Sharpe Ratio of 1.32. The chart below compares the historical Sharpe Ratios of GHYU.L and HYUS.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


GHYU.LHYUS.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.56

1.32

+0.24

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.35

Sharpe Ratio (All Time)

Calculated using the full available price history

0.38

0.83

-0.45

Correlation

The correlation between GHYU.L and HYUS.L is 0.73, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

GHYU.L vs. HYUS.L - Dividend Comparison

GHYU.L has not paid dividends to shareholders, while HYUS.L's dividend yield for the trailing twelve months is around 7.49%.


Drawdowns

GHYU.L vs. HYUS.L - Drawdown Comparison

The maximum GHYU.L drawdown since its inception was -22.36%, which is greater than HYUS.L's maximum drawdown of -10.49%. Use the drawdown chart below to compare losses from any high point for GHYU.L and HYUS.L.


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Drawdown Indicators


GHYU.LHYUS.LDifference

Max Drawdown

Largest peak-to-trough decline

-22.36%

-10.49%

-11.87%

Max Drawdown (1Y)

Largest decline over 1 year

-3.92%

-4.22%

+0.30%

Max Drawdown (5Y)

Largest decline over 5 years

-22.36%

Current Drawdown

Current decline from peak

-2.35%

-1.21%

-1.14%

Average Drawdown

Average peak-to-trough decline

-5.73%

-1.72%

-4.01%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.97%

0.64%

+0.33%

Volatility

GHYU.L vs. HYUS.L - Volatility Comparison

Lyxor Global High Yield Sustainable Exposure UCITS ETF - Acc (GHYU.L) has a higher volatility of 2.27% compared to iShares Broad USD High Yield Corporate Bond UCITS ETF USD (Dist) (HYUS.L) at 1.57%. This indicates that GHYU.L's price experiences larger fluctuations and is considered to be riskier than HYUS.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GHYU.LHYUS.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.27%

1.57%

+0.70%

Volatility (6M)

Calculated over the trailing 6-month period

3.53%

2.80%

+0.73%

Volatility (1Y)

Calculated over the trailing 1-year period

5.02%

5.37%

-0.35%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.30%

6.76%

+0.54%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.01%

6.76%

+2.25%