HIGH.L vs. YIEL.L
HIGH.L (iShares EUR High Yield Corporate Bond UCITS ETF EUR (Acc)) and YIEL.L (Lyxor ESG Euro High Yield (DR) UCITS ETF - Dist) are both European High Yield Bonds funds tracking the Bloomberg Pan Euro HY Euro TR EUR, from iShares and Amundi respectively. Both are passively managed. Over the past 5 years, HIGH.L returned 2.71%/yr vs 2.09%/yr for YIEL.L. Their correlation of 0.87 suggests significant overlap in exposure. HIGH.L charges 0.50%/yr vs 0.25%/yr for YIEL.L.
Performance
HIGH.L vs. YIEL.L - Performance Comparison
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Returns By Period
In the year-to-date period, HIGH.L achieves a 1.03% return, which is significantly higher than YIEL.L's 0.46% 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*
- —
YIEL.L
- 1D
- 0.06%
- 1M
- 1.02%
- YTD
- 0.46%
- 6M
- 1.13%
- 1Y
- 3.83%
- 3Y*
- 6.51%
- 5Y*
- 2.09%
- 10Y*
- 2.74%
HIGH.L vs. YIEL.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
YIEL.L Lyxor ESG Euro High Yield (DR) UCITS ETF - Dist | 0.46% | 5.74% | 6.35% | 9.75% | -11.03% | 1.61% | 1.47% | 10.54% | -4.50% | 0.30% |
Correlation
The correlation between HIGH.L and YIEL.L is 0.73, 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 | 0.73 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.78 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.84 |
Correlation (All Time) Calculated using the full available price history since Sep 26, 2017 | 0.87 |
The correlation between HIGH.L and YIEL.L shifts across timeframes, from 0.73 (1 year) to 0.87 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
HIGH.L vs. YIEL.L — Risk / Return Rank
HIGH.L
YIEL.L
HIGH.L vs. YIEL.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 Lyxor ESG Euro High Yield (DR) UCITS ETF - Dist (YIEL.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.L | YIEL.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.21 | ||
| Sortino ratioReturn per unit of downside risk | -0.38 | ||
| Omega ratioGain probability vs. loss probability | 1.18 | 1.23 | -0.05 |
| Calmar ratioReturn relative to maximum drawdown | 1.11 | 1.21 | -0.10 |
| Martin ratioReturn relative to average drawdown | 4.65 | 5.11 | -0.46 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| HIGH.L | YIEL.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.92 | 1.13 | -0.21 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.51 | 0.39 | +0.12 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.39 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.37 | 0.59 | -0.22 |
Drawdowns
HIGH.L vs. YIEL.L - Drawdown Comparison
The maximum HIGH.L drawdown since its inception was -25.42%, roughly equal to the maximum YIEL.L drawdown of -25.67%. Use the drawdown chart below to compare losses from any high point for HIGH.L and YIEL.L.
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Drawdown Indicators
| HIGH.L | YIEL.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -25.42% | -25.67% | +0.25% |
Max Drawdown (1Y)Largest decline over 1 year | -2.88% | -3.16% | +0.28% |
Max Drawdown (3Y)Largest decline over 3 years | -3.70% | -3.65% | -0.05% |
Max Drawdown (5Y)Largest decline over 5 years | -14.64% | -16.59% | +1.95% |
Max Drawdown (10Y)Largest decline over 10 years | — | -25.67% | — |
Current DrawdownCurrent decline from peak | -0.14% | -0.15% | +0.01% |
Average DrawdownAverage peak-to-trough decline | -2.72% | -2.78% | +0.06% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.69% | 0.75% | -0.06% |
Volatility
HIGH.L vs. YIEL.L - Volatility Comparison
iShares EUR High Yield Corporate Bond UCITS ETF EUR (Acc) (HIGH.L) has a higher volatility of 1.09% compared to Lyxor ESG Euro High Yield (DR) UCITS ETF - Dist (YIEL.L) at 0.93%. This indicates that HIGH.L's price experiences larger fluctuations and is considered to be riskier than YIEL.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.L | YIEL.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.09% | 0.93% | +0.16% |
Volatility (6M)Calculated over the trailing 6-month period | 2.91% | 2.97% | -0.06% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.46% | 3.37% | +0.09% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.32% | 5.41% | -0.09% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.15% | 7.00% | +0.15% |
HIGH.L vs. YIEL.L - Expense Ratio Comparison
HIGH.L has a 0.50% expense ratio, which is higher than YIEL.L's 0.25% expense ratio.
Dividends
HIGH.L vs. YIEL.L - Dividend Comparison
HIGH.L has not paid dividends to shareholders, while YIEL.L's dividend yield for the trailing twelve months is around 4.05%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
YIEL.L Lyxor ESG Euro High Yield (DR) UCITS ETF - Dist | 4.05% | 4.07% | 2.29% | 3.31% | 3.55% | 2.85% | 3.16% | 3.67% | 4.00% | 4.05% | 4.80% | 4.41% |
Frequently Asked Questions
HIGH.L and YIEL.L have a correlation of 0.73, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, YIEL.L is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.
YIEL.L is cheaper with a 0.25% expense ratio, compared with 0.50% for HIGH.L.
Both ETFs track Bloomberg Pan Euro HY Euro TR EUR. They also come from different issuers: iShares and Amundi. Their fees differ too: 0.50% for HIGH.L and 0.25% for YIEL.L.
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