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

Performance

HYGU.L vs. XHYG.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares € High Yield Corp Bond UCITS ETF USD Hedged (Acc) (HYGU.L) and Xtrackers EUR High Yield Corporate Bond UCITS ETF 1D (XHYG.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 XHYG.L is traded in EUR. To make them comparable, the XHYG.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 2.07% return, which is significantly higher than XHYG.L's -1.39% return.


HYGU.L

1D
-0.13%
1M
0.14%
6M
2.07%
YTD
2.07%
1Y
5.11%
3Y*
8.01%
5Y*
4.56%
10Y*

XHYG.L

1D
-0.17%
1M
-0.55%
6M
-0.20%
YTD
-1.39%
1Y
1.82%
3Y*
6.88%
5Y*
2.12%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
HYGU.L
iShares € High Yield Corp Bond UCITS ETF USD Hedged (Acc)
2.07%7.24%7.29%13.55%-7.14%3.72%2.16%12.83%-0.86%0.71%
XHYG.L
Xtrackers EUR High Yield Corporate Bond UCITS ETF 1D
-1.39%18.86%-0.57%14.97%-14.67%-3.86%10.59%7.57%-8.11%2.50%

Correlation

The correlation between HYGU.L and XHYG.L is 0.49, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.49

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

0.44

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

0.57

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

0.54

The correlation between HYGU.L and XHYG.L shifts across timeframes, from 0.44 (3 years) to 0.57 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

HYGU.L vs. XHYG.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: 6464
Overall Rank
HYGU.L Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
HYGU.L Sortino Ratio Rank: 7272
Sortino Ratio Rank
HYGU.L Omega Ratio Rank: 7272
Omega Ratio Rank
HYGU.L Calmar Ratio Rank: 5151
Calmar Ratio Rank
HYGU.L Martin Ratio Rank: 6464
Martin Ratio Rank

XHYG.L
XHYG.L Risk / Return Rank: 3535
Overall Rank
XHYG.L Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
XHYG.L Sortino Ratio Rank: 3838
Sortino Ratio Rank
XHYG.L Omega Ratio Rank: 3838
Omega Ratio Rank
XHYG.L Calmar Ratio Rank: 2929
Calmar Ratio Rank
XHYG.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.

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

This table presents a comparison of risk-adjusted performance metrics for iShares € High Yield Corp Bond UCITS ETF USD Hedged (Acc) (HYGU.L) and Xtrackers EUR High Yield Corporate Bond UCITS ETF 1D (XHYG.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.LXHYG.LDifference
Sharpe ratioReturn per unit of total volatility

+1.28

Sortino ratioReturn per unit of downside risk

+2.05

Omega ratioGain probability vs. loss probability

1.32

1.05

+0.27

Calmar ratioReturn relative to maximum drawdown

1.95

0.24

+1.71

Martin ratioReturn relative to average drawdown

8.42

0.63

+7.78

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

The current HYGU.L Sharpe Ratio is 1.52, which is higher than the XHYG.L Sharpe Ratio of 0.24. The chart below compares the historical Sharpe Ratios of HYGU.L and XHYG.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. XHYG.L - Drawdown Comparison

The maximum HYGU.L drawdown since its inception was -25.03%, smaller than the maximum XHYG.L drawdown of -31.39%. Use the drawdown chart below to compare losses from any high point for HYGU.L and XHYG.L.


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Drawdown Indicators


HYGU.LXHYG.LDifference

Max Drawdown

Largest peak-to-trough decline

-25.03%

-31.39%

+6.36%

Max Drawdown (1Y)

Largest decline over 1 year

-2.60%

-7.51%

+4.91%

Max Drawdown (3Y)

Largest decline over 3 years

-3.62%

-7.54%

+3.92%

Max Drawdown (5Y)

Largest decline over 5 years

-13.61%

-30.08%

+16.47%

Current Drawdown

Current decline from peak

-0.27%

-4.23%

+3.96%

Average Drawdown

Average peak-to-trough decline

-2.06%

-8.24%

+6.18%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.61%

2.87%

-2.26%

Volatility

HYGU.L vs. XHYG.L - Volatility Comparison

The current volatility for iShares € High Yield Corp Bond UCITS ETF USD Hedged (Acc) (HYGU.L) is 0.62%, while Xtrackers EUR High Yield Corporate Bond UCITS ETF 1D (XHYG.L) has a volatility of 1.49%. This indicates that HYGU.L experiences smaller price fluctuations and is considered to be less risky than XHYG.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.LXHYG.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.62%

1.49%

-0.87%

Volatility (6M)

Calculated over the trailing 6-month period

2.85%

6.02%

-3.17%

Volatility (1Y)

Calculated over the trailing 1-year period

3.34%

7.57%

-4.23%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.37%

10.48%

-5.11%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.10%

10.72%

-3.62%

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

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


Dividends

HYGU.L vs. XHYG.L - Dividend Comparison

HYGU.L has not paid dividends to shareholders, while XHYG.L's dividend yield for the trailing twelve months is around 4.92%.


PositionTTM20252024202320222021202020192018
HYGU.L
iShares € High Yield Corp Bond UCITS ETF USD Hedged (Acc)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
XHYG.L
Xtrackers EUR High Yield Corporate Bond UCITS ETF 1D
4.92%4.75%5.49%3.95%3.70%5.70%2.27%3.55%5.11%

Frequently Asked Questions


HYGU.L and XHYG.L have a correlation of 0.49, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

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

HYGU.L tracks Markit iBoxx Euro Liquid High Yield Index (EUR), while XHYG.L tracks Bloomberg Pan Euro HY Euro TR EUR. They also come from different issuers: iShares and Xtrackers. Their fees differ too: 0.55% for HYGU.L and 0.20% for XHYG.L.

Portfolio Optimizer

Find the right allocation for HYGU.L and XHYG.L

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