GHYU.L vs. TAHY.L
GHYU.L (Lyxor Global High Yield Sustainable Exposure UCITS ETF - Acc) and TAHY.L (Janus Henderson Haitong Asia ex-Japan High Yield Corporate USD Bond Screened Core UCITS ETF USD (Acc)) are both High Yield Bonds funds - GHYU.L tracks the ICE BofA Gbl HY Constnd TR USD while TAHY.L tracks the iBoxx MSCI Scored & Screened Tilted USD Asia ex-Japan High Yield Capped TCA Index. Both are passively managed. Over the past 3 years, GHYU.L returned 7.51%/yr vs 8.17%/yr for TAHY.L. At a 0.20 correlation, their price movements are largely independent. GHYU.L charges 0.25%/yr vs 0.60%/yr for TAHY.L.
Performance
GHYU.L vs. TAHY.L - Performance Comparison
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Returns By Period
In the year-to-date period, GHYU.L achieves a 0.64% return, which is significantly lower than TAHY.L's 3.88% return.
GHYU.L
- 1D
- 0.24%
- 1M
- -0.24%
- 6M
- 0.77%
- YTD
- 0.64%
- 1Y
- 4.91%
- 3Y*
- 7.51%
- 5Y*
- 2.48%
- 10Y*
- —
TAHY.L
- 1D
- 0.00%
- 1M
- 0.24%
- 6M
- 2.85%
- YTD
- 3.88%
- 1Y
- 6.69%
- 3Y*
- 8.17%
- 5Y*
- —
- 10Y*
- —
GHYU.L vs. TAHY.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
GHYU.L Lyxor Global High Yield Sustainable Exposure UCITS ETF - Acc | 0.64% | 11.40% | 5.09% | 12.34% | -13.08% | -2.73% |
TAHY.L Janus Henderson Haitong Asia ex-Japan High Yield Corporate USD Bond Screened Core UCITS ETF USD (Acc) | 3.88% | 7.26% | 17.54% | -10.74% | -18.39% | -13.10% |
Correlation
The correlation between GHYU.L and TAHY.L is 0.23, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.23 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.18 |
Correlation (All Time) Calculated using the full available price history since Sep 2, 2021 | 0.20 |
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Return for Risk
GHYU.L vs. TAHY.L — Risk / Return Rank
GHYU.L
TAHY.L
GHYU.L vs. TAHY.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 Janus Henderson Haitong Asia ex-Japan High Yield Corporate USD Bond Screened Core UCITS ETF USD (Acc) (TAHY.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.
| GHYU.L | TAHY.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.87 | ||
| Sortino ratioReturn per unit of downside risk | -1.20 | ||
| Omega ratioGain probability vs. loss probability | 1.17 | 1.38 | -0.21 |
| Calmar ratioReturn relative to maximum drawdown | 1.19 | 2.59 | -1.40 |
| Martin ratioReturn relative to average drawdown | 4.60 | 7.38 | -2.78 |
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Drawdowns
GHYU.L vs. TAHY.L - Drawdown Comparison
The maximum GHYU.L drawdown since its inception was -22.38%, smaller than the maximum TAHY.L drawdown of -51.61%. Use the drawdown chart below to compare losses from any high point for GHYU.L and TAHY.L.
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Drawdown Indicators
| GHYU.L | TAHY.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -22.38% | -51.61% | +29.23% |
Max Drawdown (1Y)Largest decline over 1 year | -3.90% | -2.57% | -1.33% |
Max Drawdown (3Y)Largest decline over 3 years | -4.67% | -9.81% | +5.14% |
Max Drawdown (5Y)Largest decline over 5 years | -22.38% | — | — |
Current DrawdownCurrent decline from peak | -0.48% | -17.10% | +16.62% |
Average DrawdownAverage peak-to-trough decline | -5.41% | -26.81% | +21.40% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.01% | 0.91% | +0.10% |
Volatility
GHYU.L vs. TAHY.L - Volatility Comparison
The current volatility for Lyxor Global High Yield Sustainable Exposure UCITS ETF - Acc (GHYU.L) is 0.91%, while Janus Henderson Haitong Asia ex-Japan High Yield Corporate USD Bond Screened Core UCITS ETF USD (Acc) (TAHY.L) has a volatility of 1.07%. This indicates that GHYU.L experiences smaller price fluctuations and is considered to be less risky than TAHY.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.L | TAHY.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.91% | 1.07% | -0.16% |
Volatility (6M)Calculated over the trailing 6-month period | 3.84% | 2.83% | +1.01% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.82% | 3.64% | +1.18% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.41% | 13.09% | -5.68% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 8.83% | 13.09% | -4.26% |
GHYU.L vs. TAHY.L - Expense Ratio Comparison
GHYU.L has a 0.25% expense ratio, which is lower than TAHY.L's 0.60% expense ratio.
Dividends
GHYU.L vs. TAHY.L - Dividend Comparison
Neither GHYU.L nor TAHY.L has paid dividends to shareholders.
Frequently Asked Questions
GHYU.L and TAHY.L have a correlation of 0.23, 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 0.60% for TAHY.L.
GHYU.L tracks ICE BofA Gbl HY Constnd TR USD, while TAHY.L tracks iBoxx MSCI Scored & Screened Tilted USD Asia ex-Japan High Yield Capped TCA Index. They also come from different issuers: Amundi and Janus Henderson. Their fees differ too: 0.25% for GHYU.L and 0.60% for TAHY.L.
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