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GLDV.MI vs. GHYG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GLDV.MI vs. GHYG - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in SPDR S&P Global Dividend Aristocrats UCITS (GLDV.MI) and iShares US & Intl High Yield Corp Bond ETF (GHYG). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

GLDV.MI is traded in EUR, while GHYG is traded in USD. To make them comparable, the GHYG values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, GLDV.MI achieves a 7.40% return, which is significantly higher than GHYG's 1.72% return. Over the past 10 years, GLDV.MI has outperformed GHYG with an annualized return of 6.23%, while GHYG has yielded a comparatively lower 4.53% annualized return.


GLDV.MI

1D
0.51%
1M
0.26%
YTD
7.40%
6M
8.14%
1Y
15.47%
3Y*
11.60%
5Y*
6.54%
10Y*
6.23%

GHYG

1D
-0.18%
1M
0.98%
YTD
1.72%
6M
1.68%
1Y
4.50%
3Y*
6.05%
5Y*
4.23%
10Y*
4.53%
*Multi-year figures are annualized to reflect compound growth (CAGR)

GLDV.MI vs. GHYG - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GLDV.MI
SPDR S&P Global Dividend Aristocrats UCITS
7.40%4.55%14.31%3.25%-1.62%25.05%-16.89%22.98%-4.10%4.11%
GHYG
iShares US & Intl High Yield Corp Bond ETF
1.72%-1.93%12.84%9.90%-6.71%9.23%-2.12%16.04%0.72%-4.42%

Correlation

The correlation between GLDV.MI and GHYG is 0.28, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.28

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

0.27

Correlation (5Y)
Calculated over the trailing 5-year period

0.29

Correlation (10Y)
Calculated over the trailing 10-year period

0.35

Correlation (All Time)
Calculated using the full available price history since Jan 28, 2014

0.39

The correlation between GLDV.MI and GHYG shifts across timeframes, from 0.27 (3 years) to 0.39 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

GLDV.MI vs. GHYG — Risk / Return Rank

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

GLDV.MI
GLDV.MI Risk / Return Rank: 5252
Overall Rank
GLDV.MI Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
GLDV.MI Sortino Ratio Rank: 5252
Sortino Ratio Rank
GLDV.MI Omega Ratio Rank: 4747
Omega Ratio Rank
GLDV.MI Calmar Ratio Rank: 5757
Calmar Ratio Rank
GLDV.MI Martin Ratio Rank: 5353
Martin Ratio Rank

GHYG
GHYG Risk / Return Rank: 3838
Overall Rank
GHYG Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
GHYG Sortino Ratio Rank: 4040
Sortino Ratio Rank
GHYG Omega Ratio Rank: 3838
Omega Ratio Rank
GHYG Calmar Ratio Rank: 3434
Calmar Ratio Rank
GHYG Martin Ratio Rank: 3939
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.

GLDV.MI vs. GHYG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR S&P Global Dividend Aristocrats UCITS (GLDV.MI) and iShares US & Intl High Yield Corp Bond ETF (GHYG). 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.


GLDV.MIGHYGDifference
Sharpe ratioReturn per unit of total volatility

+0.84

Sortino ratioReturn per unit of downside risk

+1.25

Omega ratioGain probability vs. loss probability

1.29

1.16

+0.13

Calmar ratioReturn relative to maximum drawdown

2.81

1.74

+1.07

Martin ratioReturn relative to average drawdown

9.02

4.86

+4.16

GLDV.MI vs. GHYG - Sharpe Ratio Comparison

The current GLDV.MI Sharpe Ratio is 1.71, which is higher than the GHYG Sharpe Ratio of 0.87. The chart below compares the historical Sharpe Ratios of GLDV.MI and GHYG, 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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Sharpe Ratios by Period


GLDV.MIGHYGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.71

0.87

+0.84

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.53

0.59

-0.06

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.42

0.50

-0.09

Sharpe Ratio (All Time)

Calculated using the full available price history

0.48

0.57

-0.09

Drawdowns

GLDV.MI vs. GHYG - Drawdown Comparison

The maximum GLDV.MI drawdown since its inception was -41.02%, which is greater than GHYG's maximum drawdown of -26.69%. Use the drawdown chart below to compare losses from any high point for GLDV.MI and GHYG.


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Drawdown Indicators


GLDV.MIGHYGDifference

Max Drawdown

Largest peak-to-trough decline

-41.02%

-26.69%

-14.33%

Max Drawdown (1Y)

Largest decline over 1 year

-5.51%

-2.61%

-2.90%

Max Drawdown (3Y)

Largest decline over 3 years

-16.81%

-9.94%

-6.87%

Max Drawdown (5Y)

Largest decline over 5 years

-18.38%

-9.94%

-8.44%

Max Drawdown (10Y)

Largest decline over 10 years

-41.02%

-26.69%

-14.33%

Current Drawdown

Current decline from peak

-1.29%

-2.35%

+1.06%

Average Drawdown

Average peak-to-trough decline

-6.84%

-3.62%

-3.22%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.72%

0.93%

+0.79%

Volatility

GLDV.MI vs. GHYG - Volatility Comparison

SPDR S&P Global Dividend Aristocrats UCITS (GLDV.MI) has a higher volatility of 2.37% compared to iShares US & Intl High Yield Corp Bond ETF (GHYG) at 1.27%. This indicates that GLDV.MI's price experiences larger fluctuations and is considered to be riskier than GHYG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GLDV.MIGHYGDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.37%

1.27%

+1.10%

Volatility (6M)

Calculated over the trailing 6-month period

6.50%

3.65%

+2.85%

Volatility (1Y)

Calculated over the trailing 1-year period

9.03%

5.20%

+3.83%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.35%

7.23%

+5.12%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.78%

9.02%

+5.76%

GLDV.MI vs. GHYG - Expense Ratio Comparison

GLDV.MI has a 0.45% expense ratio, which is higher than GHYG's 0.40% expense ratio.


Dividends

GLDV.MI vs. GHYG - Dividend Comparison

GLDV.MI's dividend yield for the trailing twelve months is around 3.89%, less than GHYG's 6.24% yield.


PositionTTM20252024202320222021202020192018201720162015
GHYG
iShares US & Intl High Yield Corp Bond ETF
6.24%6.03%6.11%5.60%4.64%4.57%4.36%4.61%5.62%4.60%4.61%4.79%
GLDV.MI
SPDR S&P Global Dividend Aristocrats UCITS
3.89%4.25%3.73%4.25%4.51%3.57%3.97%3.46%5.10%3.36%3.62%3.80%

Frequently Asked Questions


GLDV.MI and GHYG have a correlation of 0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, GHYG is cheaper at 0.40% per year. The better choice depends on whether you care most about return, fees, risk, or income.

GHYG is cheaper with a 0.40% expense ratio, compared with 0.45% for GLDV.MI.

GLDV.MI is categorized as Global Equity Income, while GHYG is High Yield Bonds. GLDV.MI tracks S&P Global BMI Index, while GHYG tracks Markit iBoxx Global Developed Markets High Yield Index. They also come from different issuers: State Street and iShares. Their fees differ too: 0.45% for GLDV.MI and 0.40% for GHYG.

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