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HYEA.L vs. GHYU.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

HYEA.L vs. GHYU.L - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares Global High Yield Corporate Bond UCITS ETF (HYEA.L) and Lyxor Global High Yield Sustainable Exposure UCITS ETF - Acc (GHYU.L). The values are adjusted to include any dividend payments, if applicable.

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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*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

HYEA.L vs. GHYU.L — Risk / Return Rank

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

HYEA.L

GHYU.L
GHYU.L Risk / Return Rank: 3434
Overall Rank
GHYU.L Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
GHYU.L Sortino Ratio Rank: 3535
Sortino Ratio Rank
GHYU.L Omega Ratio Rank: 3232
Omega Ratio Rank
GHYU.L Calmar Ratio Rank: 3131
Calmar Ratio Rank
GHYU.L Martin Ratio Rank: 3939
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.

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.

HYEA.L vs. GHYU.L - Sharpe Ratio Comparison


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Sharpe Ratios by Period


HYEA.LGHYU.LDifference

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.LGHYU.LDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-1.22%

Average Drawdown

Average peak-to-trough decline

-3.92%

Ulcer Index

Depth 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.LGHYU.LDifference

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.


Tickers have no history of dividend payments

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.

Portfolio Optimizer

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