HYEA.L vs. GHYU.L
HYEA.L (iShares Global High Yield Corporate Bond UCITS ETF) and GHYU.L (Lyxor Global High Yield Sustainable Exposure UCITS ETF - Acc) are both High Yield Bonds funds tracking the ICE BofA Gbl HY Constnd TR USD, from iShares and Amundi respectively. Both are passively managed. HYEA.L charges 0.50%/yr vs 0.25%/yr for GHYU.L.
Performance
HYEA.L vs. GHYU.L - Performance Comparison
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Different Trading Currencies
HYEA.L is traded in EUR, while GHYU.L is traded in USD. To make them comparable, the GHYU.L values have been converted to EUR using the latest available exchange rates.
Returns By Period
HYEA.L
- 1D
- —
- 1M
- —
- YTD
- —
- 6M
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
GHYU.L
- 1D
- 0.44%
- 1M
- 1.57%
- YTD
- 2.25%
- 6M
- 2.03%
- 1Y
- 4.81%
- 3Y*
- 5.83%
- 5Y*
- 3.70%
- 10Y*
- —
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Return for Risk
HYEA.L vs. GHYU.L — Risk / Return Rank
HYEA.L
GHYU.L
HYEA.L vs. GHYU.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Global High Yield Corporate Bond UCITS ETF (HYEA.L) and Lyxor Global High Yield Sustainable Exposure UCITS ETF - Acc (GHYU.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.
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
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Sharpe Ratios by Period
| HYEA.L | GHYU.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | — | 0.78 | — |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.48 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | — | 0.32 | — |
Drawdowns
HYEA.L vs. GHYU.L - Drawdown Comparison
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Drawdown Indicators
| HYEA.L | GHYU.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | — | -19.82% | — |
Max Drawdown (1Y)Largest decline over 1 year | — | -2.89% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -10.04% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -10.74% | — |
Current DrawdownCurrent decline from peak | — | -1.22% | — |
Average DrawdownAverage peak-to-trough decline | — | -3.92% | — |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 0.90% | — |
Volatility
HYEA.L vs. GHYU.L - Volatility Comparison
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Volatility by Period
| HYEA.L | GHYU.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 1.68% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 4.51% | — |
Volatility (1Y)Calculated over the trailing 1-year period | — | 6.13% | — |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | — | 7.71% | — |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | — | 9.13% | — |
HYEA.L vs. GHYU.L - Expense Ratio Comparison
HYEA.L has a 0.50% expense ratio, which is higher than GHYU.L's 0.25% expense ratio.
Dividends
HYEA.L vs. GHYU.L - Dividend Comparison
Neither HYEA.L nor GHYU.L has paid dividends to shareholders.
Frequently Asked Questions
On fees, GHYU.L is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.
GHYU.L is cheaper with a 0.25% expense ratio, compared with 0.50% for HYEA.L.
Both ETFs track ICE BofA Gbl HY Constnd TR USD. They also come from different issuers: iShares and Amundi. Their fees differ too: 0.50% for HYEA.L and 0.25% for GHYU.L.
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