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

Performance

HYGU.L vs. HYUS.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 Broad USD High Yield Corporate Bond UCITS ETF USD (Dist) (HYUS.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, HYGU.L achieves a 2.18% return, which is significantly higher than HYUS.L's 1.44% 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*

HYUS.L

1D
0.00%
1M
0.00%
6M
1.44%
YTD
1.44%
1Y
5.89%
3Y*
8.37%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)2025202420232022
HYGU.L
iShares € High Yield Corp Bond UCITS ETF
2.18%7.24%7.29%13.55%-3.54%
HYUS.L
iShares Broad USD High Yield Corporate Bond UCITS ETF USD (Dist)
1.44%8.55%8.46%12.87%-6.58%

Correlation

The correlation between HYGU.L and HYUS.L is 0.59, 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

0.59

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

0.55

Correlation (All Time)
Calculated using the full available price history since Apr 5, 2022

0.60

The correlation between HYGU.L and HYUS.L has been stable across timeframes, ranging from 0.55 to 0.60 - a consistent structural relationship.

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Return for Risk

HYGU.L vs. HYUS.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

HYUS.L
HYUS.L Risk / Return Rank: 5858
Overall Rank
HYUS.L Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
HYUS.L Sortino Ratio Rank: 5151
Sortino Ratio Rank
HYUS.L Omega Ratio Rank: 4949
Omega Ratio Rank
HYUS.L Calmar Ratio Rank: 6969
Calmar Ratio Rank
HYUS.L Martin Ratio Rank: 7373
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. HYUS.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 Broad USD High Yield Corporate Bond UCITS ETF USD (Dist) (HYUS.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.LHYUS.LDifference
Sharpe ratioReturn per unit of total volatility

+0.19

Sortino ratioReturn per unit of downside risk

+0.43

Omega ratioGain probability vs. loss probability

1.33

1.26

+0.07

Calmar ratioReturn relative to maximum drawdown

2.00

2.79

-0.80

Martin ratioReturn relative to average drawdown

8.61

10.82

-2.22

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

The current HYGU.L Sharpe Ratio is 1.56, which is comparable to the HYUS.L Sharpe Ratio of 1.37. The chart below compares the historical Sharpe Ratios of HYGU.L and HYUS.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. HYUS.L - Drawdown Comparison

The maximum HYGU.L drawdown since its inception was -25.03%, which is greater than HYUS.L's maximum drawdown of -11.00%. Use the drawdown chart below to compare losses from any high point for HYGU.L and HYUS.L.


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Drawdown Indicators


HYGU.LHYUS.LDifference

Max Drawdown

Largest peak-to-trough decline

-25.03%

-11.00%

-14.03%

Max Drawdown (1Y)

Largest decline over 1 year

-2.60%

-2.10%

-0.50%

Max Drawdown (3Y)

Largest decline over 3 years

-3.62%

-5.23%

+1.61%

Max Drawdown (5Y)

Largest decline over 5 years

-13.61%

Current Drawdown

Current decline from peak

-0.16%

-0.63%

+0.47%

Average Drawdown

Average peak-to-trough decline

-2.06%

-1.84%

-0.22%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.61%

0.54%

+0.07%

Volatility

HYGU.L vs. HYUS.L - Volatility Comparison

The current volatility for iShares € High Yield Corp Bond UCITS ETF (HYGU.L) is 0.62%, while iShares Broad USD High Yield Corporate Bond UCITS ETF USD (Dist) (HYUS.L) has a volatility of 1.17%. This indicates that HYGU.L experiences smaller price fluctuations and is considered to be less risky than HYUS.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.LHYUS.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.62%

1.17%

-0.55%

Volatility (6M)

Calculated over the trailing 6-month period

2.85%

3.27%

-0.42%

Volatility (1Y)

Calculated over the trailing 1-year period

3.33%

4.29%

-0.96%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.37%

6.86%

-1.49%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.10%

6.86%

+0.24%

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

HYGU.L has a 0.55% expense ratio, which is higher than HYUS.L's 0.20% expense ratio.


Dividends

HYGU.L vs. HYUS.L - Dividend Comparison

HYGU.L has not paid dividends to shareholders, while HYUS.L's dividend yield for the trailing twelve months is around 9.19%.


PositionTTM2025202420232022
HYGU.L
iShares € High Yield Corp Bond UCITS ETF
0.00%0.00%0.00%0.00%0.00%
HYUS.L
iShares Broad USD High Yield Corporate Bond UCITS ETF USD (Dist)
9.19%7.38%7.53%6.31%1.53%

Frequently Asked Questions


HYGU.L and HYUS.L have a correlation of 0.59, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, HYUS.L is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

HYUS.L is cheaper with a 0.20% expense ratio, compared with 0.55% for HYGU.L.

HYGU.L tracks iShares € High Yield Corp Bond UCITS ETF, while HYUS.L tracks Bloomberg US Corporate High Yield TR USD. Their fees differ too: 0.55% for HYGU.L and 0.20% for HYUS.L.

Portfolio Optimizer

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