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HYGB.L vs. DHYA.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

HYGB.L vs. DHYA.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in VanEck Emerging Markets High Yield Bond UCITS ETF (HYGB.L) and iShares USD High Yield Corporate Bond ESG UCITS ETF USD (Acc) (DHYA.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

HYGB.L is traded in GBP, while DHYA.L is traded in USD. To make them comparable, the DHYA.L values have been converted to GBP using the latest available exchange rates.

Returns By Period

In the year-to-date period, HYGB.L achieves a 3.41% return, which is significantly higher than DHYA.L's 1.27% return.


HYGB.L

1D
-0.56%
1M
-0.50%
6M
2.88%
YTD
3.41%
1Y
7.65%
3Y*
8.57%
5Y*
3.23%
10Y*

DHYA.L

1D
-1.04%
1M
-1.17%
6M
0.76%
YTD
1.27%
1Y
4.77%
3Y*
7.02%
5Y*
3.92%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

HYGB.L vs. DHYA.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
HYGB.L
VanEck Emerging Markets High Yield Bond UCITS ETF
3.41%1.56%13.72%1.66%-2.52%0.59%8.90%
DHYA.L
iShares USD High Yield Corporate Bond ESG UCITS ETF USD (Acc)
1.27%0.73%10.15%6.72%-1.55%4.81%4.46%

Correlation

The correlation between HYGB.L and DHYA.L is 0.58, 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

0.58

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

0.55

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

0.47

Correlation (All Time)
Calculated using the full available price history since May 4, 2020

0.48

The correlation between HYGB.L and DHYA.L shifts across timeframes, from 0.47 (5 years) to 0.58 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

HYGB.L vs. DHYA.L — Risk / Return Rank

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

HYGB.L
HYGB.L Risk / Return Rank: 4343
Overall Rank
HYGB.L Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
HYGB.L Sortino Ratio Rank: 3939
Sortino Ratio Rank
HYGB.L Omega Ratio Rank: 3737
Omega Ratio Rank
HYGB.L Calmar Ratio Rank: 5757
Calmar Ratio Rank
HYGB.L Martin Ratio Rank: 4444
Martin Ratio Rank

DHYA.L
DHYA.L Risk / Return Rank: 5555
Overall Rank
DHYA.L Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
DHYA.L Sortino Ratio Rank: 5353
Sortino Ratio Rank
DHYA.L Omega Ratio Rank: 5353
Omega Ratio Rank
DHYA.L Calmar Ratio Rank: 5656
Calmar Ratio Rank
DHYA.L Martin Ratio Rank: 6868
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.

HYGB.L vs. DHYA.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VanEck Emerging Markets High Yield Bond UCITS ETF (HYGB.L) and iShares USD High Yield Corporate Bond ESG UCITS ETF USD (Acc) (DHYA.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.


HYGB.LDHYA.LDifference
Sharpe ratioReturn per unit of total volatility

+0.45

Sortino ratioReturn per unit of downside risk

+0.64

Omega ratioGain probability vs. loss probability

1.21

1.13

+0.08

Calmar ratioReturn relative to maximum drawdown

2.30

1.21

+1.09

Martin ratioReturn relative to average drawdown

5.91

3.61

+2.30

HYGB.L vs. DHYA.L - Sharpe Ratio Comparison

The current HYGB.L Sharpe Ratio is 1.17, which is higher than the DHYA.L Sharpe Ratio of 0.72. The chart below compares the historical Sharpe Ratios of HYGB.L and DHYA.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

HYGB.L vs. DHYA.L - Drawdown Comparison

The maximum HYGB.L drawdown since its inception was -26.72%, which is greater than DHYA.L's maximum drawdown of -10.45%. Use the drawdown chart below to compare losses from any high point for HYGB.L and DHYA.L.


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Drawdown Indicators


HYGB.LDHYA.LDifference

Max Drawdown

Largest peak-to-trough decline

-26.72%

-10.45%

-16.27%

Max Drawdown (1Y)

Largest decline over 1 year

-3.31%

-3.93%

+0.62%

Max Drawdown (3Y)

Largest decline over 3 years

-8.96%

-9.50%

+0.54%

Max Drawdown (5Y)

Largest decline over 5 years

-23.02%

-10.45%

-12.57%

Current Drawdown

Current decline from peak

-2.23%

-2.66%

+0.43%

Average Drawdown

Average peak-to-trough decline

-14.29%

-3.52%

-10.77%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.29%

1.32%

-0.03%

Volatility

HYGB.L vs. DHYA.L - Volatility Comparison

The current volatility for VanEck Emerging Markets High Yield Bond UCITS ETF (HYGB.L) is 1.95%, while iShares USD High Yield Corporate Bond ESG UCITS ETF USD (Acc) (DHYA.L) has a volatility of 2.18%. This indicates that HYGB.L experiences smaller price fluctuations and is considered to be less risky than DHYA.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HYGB.LDHYA.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.95%

2.18%

-0.23%

Volatility (6M)

Calculated over the trailing 6-month period

4.98%

5.18%

-0.20%

Volatility (1Y)

Calculated over the trailing 1-year period

6.52%

6.58%

-0.06%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.19%

9.08%

+9.11%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.41%

9.72%

+7.69%

HYGB.L vs. DHYA.L - Expense Ratio Comparison

HYGB.L has a 0.40% expense ratio, which is higher than DHYA.L's 0.25% expense ratio.


Dividends

HYGB.L vs. DHYA.L - Dividend Comparison

Neither HYGB.L nor DHYA.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


HYGB.L and DHYA.L have a correlation of 0.58, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, DHYA.L is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.

DHYA.L is cheaper with a 0.25% expense ratio, compared with 0.40% for HYGB.L.

HYGB.L tracks VanEck Emerging Markets High Yield Bond UCITS ETF, while DHYA.L tracks Bloomberg US Corporate High Yield TR USD. They also come from different issuers: VanEck and iShares. Their fees differ too: 0.40% for HYGB.L and 0.25% for DHYA.L.

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