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HIGH.L vs. GOVT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

HIGH.L vs. GOVT - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares EUR High Yield Corporate Bond UCITS ETF EUR (Acc) (HIGH.L) and iShares U.S. Treasury Bond ETF (GOVT). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

HIGH.L is traded in EUR, while GOVT is traded in USD. To make them comparable, the GOVT values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, HIGH.L achieves a 1.03% return, which is significantly lower than GOVT's 1.16% return.


HIGH.L

1D
0.13%
1M
0.90%
YTD
1.03%
6M
1.37%
1Y
3.20%
3Y*
6.34%
5Y*
2.71%
10Y*

GOVT

1D
-0.01%
1M
0.80%
YTD
1.16%
6M
0.28%
1Y
1.63%
3Y*
0.14%
5Y*
0.50%
10Y*
0.68%
*Multi-year figures are annualized to reflect compound growth (CAGR)

HIGH.L vs. GOVT - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
HIGH.L
iShares EUR High Yield Corporate Bond UCITS ETF EUR (Acc)
1.03%4.81%5.78%11.51%-9.32%2.82%1.10%9.76%-3.46%0.37%
GOVT
iShares U.S. Treasury Bond ETF
1.16%-8.55%9.75%1.05%-8.02%6.28%-1.56%9.78%4.96%-1.88%

Correlation

The correlation between HIGH.L and GOVT is -0.07, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

-0.07

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

0.00

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

-0.10

Correlation (All Time)
Calculated using the full available price history since Sep 26, 2017

-0.13

The correlation between HIGH.L and GOVT shifts across timeframes, from -0.13 (all time) to 0.00 (3 years), reflecting how their relationship changes across market environments.

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Return for Risk

HIGH.L vs. GOVT — Risk / Return Rank

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

HIGH.L
HIGH.L Risk / Return Rank: 2727
Overall Rank
HIGH.L Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
HIGH.L Sortino Ratio Rank: 2727
Sortino Ratio Rank
HIGH.L Omega Ratio Rank: 2727
Omega Ratio Rank
HIGH.L Calmar Ratio Rank: 2424
Calmar Ratio Rank
HIGH.L Martin Ratio Rank: 3232
Martin Ratio Rank

GOVT
GOVT Risk / Return Rank: 2626
Overall Rank
GOVT Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
GOVT Sortino Ratio Rank: 2727
Sortino Ratio Rank
GOVT Omega Ratio Rank: 2525
Omega Ratio Rank
GOVT Calmar Ratio Rank: 2626
Calmar Ratio Rank
GOVT Martin Ratio Rank: 2626
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.

HIGH.L vs. GOVT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares EUR High Yield Corporate Bond UCITS ETF EUR (Acc) (HIGH.L) and iShares U.S. Treasury Bond ETF (GOVT). 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.


HIGH.LGOVTDifference
Sharpe ratioReturn per unit of total volatility

+0.64

Sortino ratioReturn per unit of downside risk

+1.03

Omega ratioGain probability vs. loss probability

1.18

1.05

+0.12

Calmar ratioReturn relative to maximum drawdown

1.11

0.36

+0.75

Martin ratioReturn relative to average drawdown

4.65

1.00

+3.65

HIGH.L vs. GOVT - Sharpe Ratio Comparison

The current HIGH.L Sharpe Ratio is 0.92, which is higher than the GOVT Sharpe Ratio of 0.28. The chart below compares the historical Sharpe Ratios of HIGH.L and GOVT, 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


HIGH.LGOVTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.92

0.28

+0.64

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.51

0.06

+0.45

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.08

Sharpe Ratio (All Time)

Calculated using the full available price history

0.37

0.27

+0.09

Drawdowns

HIGH.L vs. GOVT - Drawdown Comparison

The maximum HIGH.L drawdown since its inception was -25.42%, which is greater than GOVT's maximum drawdown of -17.66%. Use the drawdown chart below to compare losses from any high point for HIGH.L and GOVT.


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Drawdown Indicators


HIGH.LGOVTDifference

Max Drawdown

Largest peak-to-trough decline

-25.42%

-17.66%

-7.76%

Max Drawdown (1Y)

Largest decline over 1 year

-2.88%

-4.54%

+1.66%

Max Drawdown (3Y)

Largest decline over 3 years

-3.70%

-11.49%

+7.79%

Max Drawdown (5Y)

Largest decline over 5 years

-14.64%

-12.87%

-1.77%

Max Drawdown (10Y)

Largest decline over 10 years

-17.66%

Current Drawdown

Current decline from peak

-0.14%

-13.03%

+12.89%

Average Drawdown

Average peak-to-trough decline

-2.72%

-8.71%

+5.99%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.69%

1.68%

-0.99%

Volatility

HIGH.L vs. GOVT - Volatility Comparison

iShares EUR High Yield Corporate Bond UCITS ETF EUR (Acc) (HIGH.L) has a higher volatility of 1.09% compared to iShares U.S. Treasury Bond ETF (GOVT) at 0.82%. This indicates that HIGH.L's price experiences larger fluctuations and is considered to be riskier than GOVT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HIGH.LGOVTDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.09%

0.82%

+0.27%

Volatility (6M)

Calculated over the trailing 6-month period

2.91%

4.32%

-1.41%

Volatility (1Y)

Calculated over the trailing 1-year period

3.46%

5.84%

-2.38%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.32%

8.38%

-3.06%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.15%

8.09%

-0.94%

HIGH.L vs. GOVT - Expense Ratio Comparison

HIGH.L has a 0.50% expense ratio, which is higher than GOVT's 0.05% expense ratio.


Dividends

HIGH.L vs. GOVT - Dividend Comparison

HIGH.L has not paid dividends to shareholders, while GOVT's dividend yield for the trailing twelve months is around 3.58%.


PositionTTM20252024202320222021202020192018201720162015
GOVT
iShares U.S. Treasury Bond ETF
3.58%3.49%3.14%2.65%1.77%0.96%2.17%1.98%1.97%1.57%1.40%1.25%
HIGH.L
iShares EUR High Yield Corporate Bond UCITS ETF EUR (Acc)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


HIGH.L and GOVT have a correlation of -0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, GOVT is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.

GOVT is cheaper with a 0.05% expense ratio, compared with 0.50% for HIGH.L.

HIGH.L is categorized as European High Yield Bonds, while GOVT is Government Bonds. HIGH.L tracks Bloomberg Pan Euro HY Euro TR EUR, while GOVT tracks ICE U.S. Treasury Core Bond Index. Their fees differ too: 0.50% for HIGH.L and 0.05% for GOVT.

Portfolio Optimizer

Find the right allocation for HIGH.L and GOVT

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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