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

Performance

HIGH.L vs. SHYG.L - 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 EUR High Yield Corporate Bond UCITS ETF EUR (Dist) (SHYG.L). 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 SHYG.L is traded in GBP. To make them comparable, the SHYG.L 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 higher than SHYG.L's -1.72% 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*

SHYG.L

1D
0.15%
1M
1.04%
YTD
-1.72%
6M
-1.00%
1Y
-1.90%
3Y*
4.49%
5Y*
1.65%
10Y*
2.58%
*Multi-year figures are annualized to reflect compound growth (CAGR)

HIGH.L vs. SHYG.L - 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%
SHYG.L
iShares EUR High Yield Corporate Bond UCITS ETF EUR (Dist)
-1.72%2.08%5.84%11.62%-9.35%2.57%0.81%11.09%-3.82%0.22%

Correlation

The correlation between HIGH.L and SHYG.L is 0.62, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.62

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

0.68

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

0.73

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

0.70

The correlation between HIGH.L and SHYG.L shifts across timeframes, from 0.62 (1 year) to 0.73 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

HIGH.L vs. SHYG.L — 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

SHYG.L
SHYG.L Risk / Return Rank: 1010
Overall Rank
SHYG.L Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
SHYG.L Sortino Ratio Rank: 99
Sortino Ratio Rank
SHYG.L Omega Ratio Rank: 1010
Omega Ratio Rank
SHYG.L Calmar Ratio Rank: 1111
Calmar Ratio Rank
SHYG.L Martin Ratio Rank: 1010
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. SHYG.L - 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 EUR High Yield Corporate Bond UCITS ETF EUR (Dist) (SHYG.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.


HIGH.LSHYG.LDifference
Sharpe ratioReturn per unit of total volatility

+1.27

Sortino ratioReturn per unit of downside risk

+1.86

Omega ratioGain probability vs. loss probability

1.18

0.94

+0.24

Calmar ratioReturn relative to maximum drawdown

1.11

-0.29

+1.40

Martin ratioReturn relative to average drawdown

4.65

-0.70

+5.35

HIGH.L vs. SHYG.L - Sharpe Ratio Comparison

The current HIGH.L Sharpe Ratio is 0.92, which is higher than the SHYG.L Sharpe Ratio of -0.35. The chart below compares the historical Sharpe Ratios of HIGH.L and SHYG.L, 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.LSHYG.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.92

-0.35

+1.27

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.51

0.27

+0.24

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.34

Sharpe Ratio (All Time)

Calculated using the full available price history

0.37

0.44

-0.07

Drawdowns

HIGH.L vs. SHYG.L - Drawdown Comparison

The maximum HIGH.L drawdown since its inception was -25.42%, roughly equal to the maximum SHYG.L drawdown of -26.56%. Use the drawdown chart below to compare losses from any high point for HIGH.L and SHYG.L.


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Drawdown Indicators


HIGH.LSHYG.LDifference

Max Drawdown

Largest peak-to-trough decline

-25.42%

-26.56%

+1.14%

Max Drawdown (1Y)

Largest decline over 1 year

-2.88%

-6.56%

+3.68%

Max Drawdown (3Y)

Largest decline over 3 years

-3.70%

-6.56%

+2.86%

Max Drawdown (5Y)

Largest decline over 5 years

-14.64%

-15.48%

+0.84%

Max Drawdown (10Y)

Largest decline over 10 years

-26.56%

Current Drawdown

Current decline from peak

-0.14%

-3.36%

+3.22%

Average Drawdown

Average peak-to-trough decline

-2.72%

-2.37%

-0.35%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.69%

2.70%

-2.01%

Volatility

HIGH.L vs. SHYG.L - Volatility Comparison

The current volatility for iShares EUR High Yield Corporate Bond UCITS ETF EUR (Acc) (HIGH.L) is 1.09%, while iShares EUR High Yield Corporate Bond UCITS ETF EUR (Dist) (SHYG.L) has a volatility of 1.17%. This indicates that HIGH.L experiences smaller price fluctuations and is considered to be less risky than SHYG.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HIGH.LSHYG.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.09%

1.17%

-0.08%

Volatility (6M)

Calculated over the trailing 6-month period

2.91%

4.35%

-1.44%

Volatility (1Y)

Calculated over the trailing 1-year period

3.46%

5.43%

-1.97%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.32%

6.19%

-0.87%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.15%

7.65%

-0.50%

HIGH.L vs. SHYG.L - Expense Ratio Comparison

Both HIGH.L and SHYG.L have an expense ratio of 0.50%.


Dividends

HIGH.L vs. SHYG.L - Dividend Comparison

Neither HIGH.L nor SHYG.L has paid dividends to shareholders.


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%
SHYG.L
iShares EUR High Yield Corporate Bond UCITS ETF EUR (Dist)
0.00%2.75%6.24%5.39%3.58%3.13%3.66%3.86%3.65%3.74%3.83%4.55%

Frequently Asked Questions


HIGH.L and SHYG.L have a correlation of 0.62, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.50% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

HIGH.L and SHYG.L have the same expense ratio: 0.50% per year.

Both ETFs track Bloomberg Pan Euro HY Euro TR EUR.

Portfolio Optimizer

Find the right allocation for HIGH.L and SHYG.L

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