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

Performance

HIGH.L vs. ICLN - 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 Global Clean Energy ETF (ICLN). 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 ICLN is traded in USD. To make them comparable, the ICLN 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 1.29% return, which is significantly lower than ICLN's 13.92% return.


HIGH.L

1D
0.00%
1M
-0.00%
6M
1.45%
YTD
1.29%
1Y
3.11%
3Y*
6.20%
5Y*
2.73%
10Y*
ALL TIME*
2.65%

ICLN

1D
-1.05%
1M
-13.67%
6M
4.42%
YTD
13.92%
1Y
37.43%
3Y*
-0.43%
5Y*
-2.61%
10Y*
8.45%
ALL TIME*
-2.06%
*Multi-year figures are annualized to reflect compound growth (CAGR)

HIGH.L vs. ICLN - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
HIGH.L
iShares EUR High Yield Corporate Bond UCITS ETF EUR (Acc)
1.29%4.89%5.70%11.59%-9.32%2.82%1.10%9.76%-3.41%0.63%
ICLN
iShares Global Clean Energy ETF
13.92%29.60%-20.81%-22.79%0.43%-18.51%121.89%47.62%-4.76%1.57%

Correlation

The correlation between HIGH.L and ICLN is 0.36, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.36

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

0.32

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

0.30

Correlation (All Time)
Calculated using the full available price history since Sep 21, 2017

0.32

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Return for Risk

HIGH.L vs. ICLN — 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: 3333
Overall Rank
HIGH.L Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
HIGH.L Sortino Ratio Rank: 3434
Sortino Ratio Rank
HIGH.L Omega Ratio Rank: 3333
Omega Ratio Rank
HIGH.L Calmar Ratio Rank: 2929
Calmar Ratio Rank
HIGH.L Martin Ratio Rank: 3838
Martin Ratio Rank

ICLN
ICLN Risk / Return Rank: 4141
Overall Rank
ICLN Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
ICLN Sortino Ratio Rank: 4242
Sortino Ratio Rank
ICLN Omega Ratio Rank: 3939
Omega Ratio Rank
ICLN Calmar Ratio Rank: 3838
Calmar Ratio Rank
ICLN Martin Ratio Rank: 4343
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. ICLN - 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 Global Clean Energy ETF (ICLN). 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.


HIGH.LICLNDifference
Sharpe ratioReturn per unit of total volatility

-0.47

Sortino ratioReturn per unit of downside risk

-0.45

Omega ratioGain probability vs. loss probability

1.17

1.22

-0.05

Calmar ratioReturn relative to maximum drawdown

1.08

1.71

-0.63

Martin ratioReturn relative to average drawdown

4.35

5.72

-1.37

HIGH.L vs. ICLN - Sharpe Ratio Comparison

The current HIGH.L Sharpe Ratio is 0.85, which is lower than the ICLN Sharpe Ratio of 1.31. The chart below compares the historical Sharpe Ratios of HIGH.L and ICLN, 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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Drawdowns

HIGH.L vs. ICLN - Drawdown Comparison

The maximum HIGH.L drawdown since its inception was -25.42%, smaller than the maximum ICLN drawdown of -84.40%. Use the drawdown chart below to compare losses from any high point for HIGH.L and ICLN.


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Drawdown Indicators


HIGH.LICLNDifference

Max Drawdown

Largest peak-to-trough decline

-25.42%

-84.40%

+58.98%

Max Drawdown (1Y)

Largest decline over 1 year

-2.88%

-21.97%

+19.09%

Max Drawdown (3Y)

Largest decline over 3 years

-3.65%

-41.70%

+38.05%

Max Drawdown (5Y)

Largest decline over 5 years

-14.64%

-57.06%

+42.42%

Max Drawdown (10Y)

Largest decline over 10 years

-62.76%

Current Drawdown

Current decline from peak

-0.47%

-37.30%

+36.83%

Average Drawdown

Average peak-to-trough decline

-2.68%

-57.84%

+55.16%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.71%

6.56%

-5.85%

Volatility

HIGH.L vs. ICLN - Volatility Comparison

The current volatility for iShares EUR High Yield Corporate Bond UCITS ETF EUR (Acc) (HIGH.L) is 0.73%, while iShares Global Clean Energy ETF (ICLN) has a volatility of 11.31%. This indicates that HIGH.L experiences smaller price fluctuations and is considered to be less risky than ICLN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HIGH.LICLNDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.73%

11.31%

-10.58%

Volatility (6M)

Calculated over the trailing 6-month period

3.12%

23.54%

-20.42%

Volatility (1Y)

Calculated over the trailing 1-year period

3.67%

28.71%

-25.04%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.47%

26.36%

-20.89%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.16%

26.71%

-19.55%

HIGH.L vs. ICLN - Expense Ratio Comparison

HIGH.L has a 0.50% expense ratio, which is higher than ICLN's 0.39% expense ratio.


Dividends

HIGH.L vs. ICLN - Dividend Comparison

HIGH.L has not paid dividends to shareholders, while ICLN's dividend yield for the trailing twelve months is around 1.02%.


PositionTTM20252024202320222021202020192018201720162015
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%
ICLN
iShares Global Clean Energy ETF
1.02%1.63%1.85%1.59%0.89%1.18%0.34%1.36%2.77%2.49%3.88%2.36%

Frequently Asked Questions


HIGH.L and ICLN have a correlation of 0.36, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, ICLN is cheaper at 0.39% per year. The better choice depends on whether you care most about return, fees, risk, or income.

ICLN is cheaper with a 0.39% expense ratio, compared with 0.50% for HIGH.L.

HIGH.L is categorized as European High Yield Bonds, while ICLN is Alternative Energy Equities. HIGH.L tracks Bloomberg Pan Euro HY Euro TR EUR, while ICLN tracks S&P Global Clean Energy Index. Their fees differ too: 0.50% for HIGH.L and 0.39% for ICLN.

Portfolio Optimizer

Find the right allocation for HIGH.L and ICLN

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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