GHYU.L vs. RISE.L
GHYU.L (Lyxor Global High Yield Sustainable Exposure UCITS ETF - Acc) and RISE.L (iShares Fallen Angels High Yield Corporate Bond UCITS ETF) are both High Yield Bonds funds tracking the ICE BofA Gbl HY Constnd TR USD, from Amundi and iShares respectively. Both are passively managed. Over the past 5 years, GHYU.L returned 2.66%/yr vs 3.54%/yr for RISE.L. A 0.59 correlation means they provide meaningful diversification when combined. GHYU.L charges 0.25%/yr vs 0.50%/yr for RISE.L.
Performance
GHYU.L vs. RISE.L - Performance Comparison
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Different Trading Currencies
GHYU.L is traded in USD, while RISE.L is traded in GBp. To make them comparable, the RISE.L values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, GHYU.L achieves a 0.65% return, which is significantly lower than RISE.L's 1.05% 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*
- —
RISE.L
- 1D
- 0.18%
- 1M
- -0.10%
- YTD
- 1.05%
- 6M
- 2.10%
- 1Y
- 8.83%
- 3Y*
- 9.49%
- 5Y*
- 3.54%
- 10Y*
- —
GHYU.L vs. RISE.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% |
RISE.L iShares Fallen Angels High Yield Corporate Bond UCITS ETF | 1.05% | 13.85% | 4.00% | 13.30% | -13.48% | 3.10% | 17.01% |
Correlation
The correlation between GHYU.L and RISE.L is 0.45, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.45 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.51 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.60 |
Correlation (All Time) Calculated using the full available price history since Feb 14, 2020 | 0.59 |
The correlation between GHYU.L and RISE.L shifts across timeframes, from 0.45 (1 year) to 0.60 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
GHYU.L vs. RISE.L — Risk / Return Rank
GHYU.L
RISE.L
GHYU.L vs. RISE.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 Fallen Angels High Yield Corporate Bond UCITS ETF (RISE.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 | RISE.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.28 | ||
| Sortino ratioReturn per unit of downside risk | -0.37 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 1.29 | -0.06 |
| Calmar ratioReturn relative to maximum drawdown | 1.58 | 1.84 | -0.26 |
| Martin ratioReturn relative to average drawdown | 6.21 | 7.04 | -0.83 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| GHYU.L | RISE.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.29 | 1.57 | -0.28 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.36 | 0.47 | -0.10 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.41 | 0.85 | -0.44 |
Drawdowns
GHYU.L vs. RISE.L - Drawdown Comparison
The maximum GHYU.L drawdown since its inception was -22.36%, roughly equal to the maximum RISE.L drawdown of -22.84%. Use the drawdown chart below to compare losses from any high point for GHYU.L and RISE.L.
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Drawdown Indicators
| GHYU.L | RISE.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -22.36% | -22.84% | +0.48% |
Max Drawdown (1Y)Largest decline over 1 year | -3.92% | -4.76% | +0.84% |
Max Drawdown (3Y)Largest decline over 3 years | -4.67% | -5.24% | +0.57% |
Max Drawdown (5Y)Largest decline over 5 years | -22.36% | -22.03% | -0.33% |
Current DrawdownCurrent decline from peak | -0.49% | -0.94% | +0.45% |
Average DrawdownAverage peak-to-trough decline | -5.60% | -3.81% | -1.79% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.00% | 1.24% | -0.24% |
Volatility
GHYU.L vs. RISE.L - Volatility Comparison
Lyxor Global High Yield Sustainable Exposure UCITS ETF - Acc (GHYU.L) and iShares Fallen Angels High Yield Corporate Bond UCITS ETF (RISE.L) have volatilities of 1.69% and 1.68%, 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
| GHYU.L | RISE.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.69% | 1.68% | +0.01% |
Volatility (6M)Calculated over the trailing 6-month period | 3.74% | 4.39% | -0.65% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.83% | 5.57% | -0.74% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.34% | 7.59% | -0.25% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 8.94% | 8.97% | -0.03% |
GHYU.L vs. RISE.L - Expense Ratio Comparison
GHYU.L has a 0.25% expense ratio, which is lower than RISE.L's 0.50% expense ratio.
Dividends
GHYU.L vs. RISE.L - Dividend Comparison
GHYU.L has not paid dividends to shareholders, while RISE.L's dividend yield for the trailing twelve months is around 8.29%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
GHYU.L Lyxor Global High Yield Sustainable Exposure UCITS ETF - Acc | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
RISE.L iShares Fallen Angels High Yield Corporate Bond UCITS ETF | 8.29% | 6.61% | 6.89% | 6.13% | 5.06% | 4.52% | 4.96% | 5.81% | 6.42% | 5.91% | 2.65% |
Frequently Asked Questions
GHYU.L and RISE.L have a correlation of 0.45, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, GHYU.L is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.
GHYU.L is cheaper with a 0.25% expense ratio, compared with 0.50% for RISE.L.
Both ETFs track ICE BofA Gbl HY Constnd TR USD. They also come from different issuers: Amundi and iShares. Their fees differ too: 0.25% for GHYU.L and 0.50% for RISE.L.
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