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

Performance

HYGU.L vs. HYEA.L - Performance Comparison

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

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Different Trading Currencies

HYGU.L is traded in USD, while HYEA.L is traded in EUR. To make them comparable, the HYEA.L values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, HYGU.L achieves a 2.18% return, which is significantly higher than HYEA.L's 0.20% return.


HYGU.L

1D
-0.03%
1M
0.24%
6M
2.18%
YTD
2.18%
1Y
5.22%
3Y*
8.18%
5Y*
4.58%
10Y*

HYEA.L

1D
0.00%
1M
-0.56%
6M
0.41%
YTD
0.20%
1Y
4.09%
3Y*
7.58%
5Y*
3.07%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

HYGU.L vs. HYEA.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
HYGU.L
iShares € High Yield Corp Bond UCITS ETF
2.18%7.24%7.29%13.55%-7.14%3.72%2.16%12.83%-0.86%0.71%
HYEA.L
iShares Global High Yield Corporate Bond UCITS ETF
0.20%15.17%2.47%12.66%-12.07%0.88%6.94%11.93%-4.42%2.40%

Correlation

The correlation between HYGU.L and HYEA.L is 0.45, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.45

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

0.44

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

0.58

Correlation (All Time)
Calculated using the full available price history since Nov 16, 2017

0.54

The correlation between HYGU.L and HYEA.L shifts across timeframes, from 0.44 (3 years) to 0.58 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

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

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

HYGU.L
HYGU.L Risk / Return Rank: 6161
Overall Rank
HYGU.L Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
HYGU.L Sortino Ratio Rank: 6868
Sortino Ratio Rank
HYGU.L Omega Ratio Rank: 6868
Omega Ratio Rank
HYGU.L Calmar Ratio Rank: 4848
Calmar Ratio Rank
HYGU.L Martin Ratio Rank: 6161
Martin Ratio Rank

HYEA.L
HYEA.L Risk / Return Rank: 6767
Overall Rank
HYEA.L Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
HYEA.L Sortino Ratio Rank: 6666
Sortino Ratio Rank
HYEA.L Omega Ratio Rank: 5959
Omega Ratio Rank
HYEA.L Calmar Ratio Rank: 7575
Calmar Ratio Rank
HYEA.L Martin Ratio Rank: 7676
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.

HYGU.L vs. HYEA.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares € High Yield Corp Bond UCITS ETF (HYGU.L) and iShares Global High Yield Corporate Bond UCITS ETF (HYEA.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.


HYGU.LHYEA.LDifference
Sharpe ratioReturn per unit of total volatility

+0.83

Sortino ratioReturn per unit of downside risk

+1.43

Omega ratioGain probability vs. loss probability

1.33

1.13

+0.19

Calmar ratioReturn relative to maximum drawdown

2.00

0.86

+1.14

Martin ratioReturn relative to average drawdown

8.61

2.67

+5.94

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

The current HYGU.L Sharpe Ratio is 1.56, which is higher than the HYEA.L Sharpe Ratio of 0.73. The chart below compares the historical Sharpe Ratios of HYGU.L and HYEA.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

HYGU.L vs. HYEA.L - Drawdown Comparison

The maximum HYGU.L drawdown since its inception was -25.03%, smaller than the maximum HYEA.L drawdown of -30.15%. Use the drawdown chart below to compare losses from any high point for HYGU.L and HYEA.L.


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Drawdown Indicators


HYGU.LHYEA.LDifference

Max Drawdown

Largest peak-to-trough decline

-25.03%

-30.15%

+5.12%

Max Drawdown (1Y)

Largest decline over 1 year

-2.60%

-4.79%

+2.19%

Max Drawdown (3Y)

Largest decline over 3 years

-3.62%

-4.90%

+1.28%

Max Drawdown (5Y)

Largest decline over 5 years

-13.61%

-22.62%

+9.01%

Current Drawdown

Current decline from peak

-0.16%

-1.74%

+1.58%

Average Drawdown

Average peak-to-trough decline

-2.06%

-8.30%

+6.24%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.61%

1.54%

-0.93%

Volatility

HYGU.L vs. HYEA.L - Volatility Comparison

The current volatility for iShares € High Yield Corp Bond UCITS ETF (HYGU.L) is 0.62%, while iShares Global High Yield Corporate Bond UCITS ETF (HYEA.L) has a volatility of 1.29%. This indicates that HYGU.L experiences smaller price fluctuations and is considered to be less risky than HYEA.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HYGU.LHYEA.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.62%

1.29%

-0.67%

Volatility (6M)

Calculated over the trailing 6-month period

2.85%

4.07%

-1.22%

Volatility (1Y)

Calculated over the trailing 1-year period

3.33%

5.68%

-2.35%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.37%

8.13%

-2.76%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.10%

10.07%

-2.97%

HYGU.L vs. HYEA.L - Expense Ratio Comparison

HYGU.L has a 0.55% expense ratio, which is higher than HYEA.L's 0.50% expense ratio.


Dividends

HYGU.L vs. HYEA.L - Dividend Comparison

Neither HYGU.L nor HYEA.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


HYGU.L and HYEA.L have a correlation of 0.45, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, HYEA.L is cheaper at 0.50% per year. The better choice depends on whether you care most about return, fees, risk, or income.

HYEA.L is cheaper with a 0.50% expense ratio, compared with 0.55% for HYGU.L.

HYGU.L tracks iShares € High Yield Corp Bond UCITS ETF, while HYEA.L tracks ICE BofA Gbl HY Constnd TR USD. Their fees differ too: 0.55% for HYGU.L and 0.50% for HYEA.L.

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