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HYG vs. FGQD.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

HYG vs. FGQD.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares iBoxx $ High Yield Corporate Bond ETF (HYG) and Fidelity Global Quality Income ETF (FGQD.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

HYG is traded in USD, while FGQD.L is traded in GBp. To make them comparable, the FGQD.L values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, HYG achieves a 1.78% return, which is significantly lower than FGQD.L's 10.39% return.


HYG

1D
0.13%
1M
1.25%
YTD
1.78%
6M
2.29%
1Y
6.95%
3Y*
8.47%
5Y*
3.83%
10Y*
5.03%

FGQD.L

1D
1.06%
1M
3.43%
YTD
10.39%
6M
11.19%
1Y
26.09%
3Y*
16.86%
5Y*
10.91%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

HYG vs. FGQD.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
HYG
iShares iBoxx $ High Yield Corporate Bond ETF
1.78%8.59%7.97%11.54%-10.98%3.76%4.47%14.09%-2.02%4.81%
FGQD.L
Fidelity Global Quality Income ETF
10.39%20.61%11.33%17.39%-10.91%22.66%9.68%28.80%-7.79%-7.56%

Correlation

The correlation between HYG and FGQD.L is 0.51, 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

0.51

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

0.51

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

0.53

Correlation (All Time)
Calculated using the full available price history since Mar 27, 2017

0.51

The correlation between HYG and FGQD.L has been stable across timeframes, ranging from 0.51 to 0.53 - a consistent structural relationship.

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Return for Risk

HYG vs. FGQD.L — Risk / Return Rank

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

HYG
HYG Risk / Return Rank: 6767
Overall Rank
HYG Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
HYG Sortino Ratio Rank: 6767
Sortino Ratio Rank
HYG Omega Ratio Rank: 6565
Omega Ratio Rank
HYG Calmar Ratio Rank: 6666
Calmar Ratio Rank
HYG Martin Ratio Rank: 7676
Martin Ratio Rank

FGQD.L
FGQD.L Risk / Return Rank: 8888
Overall Rank
FGQD.L Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
FGQD.L Sortino Ratio Rank: 9191
Sortino Ratio Rank
FGQD.L Omega Ratio Rank: 9090
Omega Ratio Rank
FGQD.L Calmar Ratio Rank: 7979
Calmar Ratio Rank
FGQD.L Martin Ratio Rank: 8787
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.

HYG vs. FGQD.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares iBoxx $ High Yield Corporate Bond ETF (HYG) and Fidelity Global Quality Income ETF (FGQD.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.

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.


HYGFGQD.LDifference
Sharpe ratioReturn per unit of total volatility

-0.51

Sortino ratioReturn per unit of downside risk

-0.72

Omega ratioGain probability vs. loss probability

1.35

1.41

-0.07

Calmar ratioReturn relative to maximum drawdown

2.98

2.87

+0.11

Martin ratioReturn relative to average drawdown

13.11

12.99

+0.11

HYG vs. FGQD.L - Sharpe Ratio Comparison

The current HYG Sharpe Ratio is 1.81, which is comparable to the FGQD.L Sharpe Ratio of 2.32. The chart below compares the historical Sharpe Ratios of HYG and FGQD.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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Drawdowns

HYG vs. FGQD.L - Drawdown Comparison

The maximum HYG drawdown since its inception was -34.25%, roughly equal to the maximum FGQD.L drawdown of -34.58%. Use the drawdown chart below to compare losses from any high point for HYG and FGQD.L.


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Drawdown Indicators


HYGFGQD.LDifference

Max Drawdown

Largest peak-to-trough decline

-34.25%

-34.58%

+0.33%

Max Drawdown (1Y)

Largest decline over 1 year

-2.34%

-9.04%

+6.70%

Max Drawdown (3Y)

Largest decline over 3 years

-4.56%

-15.59%

+11.03%

Max Drawdown (5Y)

Largest decline over 5 years

-15.79%

-22.77%

+6.98%

Max Drawdown (10Y)

Largest decline over 10 years

-22.03%

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-3.24%

-5.63%

+2.39%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.53%

2.00%

-1.47%

Volatility

HYG vs. FGQD.L - Volatility Comparison

The current volatility for iShares iBoxx $ High Yield Corporate Bond ETF (HYG) is 1.31%, while Fidelity Global Quality Income ETF (FGQD.L) has a volatility of 3.51%. This indicates that HYG experiences smaller price fluctuations and is considered to be less risky than FGQD.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HYGFGQD.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.31%

3.51%

-2.20%

Volatility (6M)

Calculated over the trailing 6-month period

3.08%

8.89%

-5.81%

Volatility (1Y)

Calculated over the trailing 1-year period

3.87%

11.24%

-7.37%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.53%

14.30%

-6.77%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.29%

16.78%

-8.49%

HYG vs. FGQD.L - Expense Ratio Comparison

HYG has a 0.49% expense ratio, which is higher than FGQD.L's 0.40% expense ratio.


Dividends

HYG vs. FGQD.L - Dividend Comparison

HYG's dividend yield for the trailing twelve months is around 5.89%, more than FGQD.L's 1.80% yield.


PositionTTM20252024202320222021202020192018201720162015
FGQD.L
Fidelity Global Quality Income ETF
1.80%1.86%2.31%2.78%2.70%2.46%2.60%2.44%2.70%1.10%0.00%0.00%
HYG
iShares iBoxx $ High Yield Corporate Bond ETF
5.89%5.71%6.01%5.74%5.30%4.02%4.88%4.99%5.54%5.12%5.27%5.90%

Frequently Asked Questions


HYG and FGQD.L have a correlation of 0.51, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, FGQD.L is cheaper at 0.40% per year. The better choice depends on whether you care most about return, fees, risk, or income.

FGQD.L is cheaper with a 0.40% expense ratio, compared with 0.49% for HYG.

HYG is categorized as High Yield Bonds, while FGQD.L is Global Equities. HYG tracks Markit iBoxx USD Liquid High Yield Index, while FGQD.L tracks Fidelity Global Quality Income index. They also come from different issuers: iShares and Fidelity. Their fees differ too: 0.49% for HYG and 0.40% for FGQD.L.

Portfolio Optimizer

Find the right allocation for HYG and FGQD.L

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