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

Performance

HYLA.L vs. HYEA.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Global High Yield Corp Bond UCITS ETF (HYLA.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

HYLA.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, HYLA.L achieves a 0.70% return, which is significantly higher than HYEA.L's 0.20% return.


HYLA.L

1D
0.12%
1M
-0.32%
6M
0.56%
YTD
0.70%
1Y
4.54%
3Y*
7.76%
5Y*
3.15%
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)

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


2026 (YTD)202520242023202220212020201920182017
HYLA.L
iShares Global High Yield Corp Bond UCITS ETF
0.70%14.45%2.59%13.39%-11.81%-0.14%7.57%11.83%-3.50%-0.18%
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%-14.99%

Correlation

The correlation between HYLA.L and HYEA.L is 0.60, 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

0.60

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

0.66

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

0.76

Correlation (All Time)
Calculated using the full available price history since Oct 19, 2017

0.69

The correlation between HYLA.L and HYEA.L shifts across timeframes, from 0.60 (1 year) to 0.76 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

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

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

HYLA.L
HYLA.L Risk / Return Rank: 2323
Overall Rank
HYLA.L Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
HYLA.L Sortino Ratio Rank: 2222
Sortino Ratio Rank
HYLA.L Omega Ratio Rank: 2121
Omega Ratio Rank
HYLA.L Calmar Ratio Rank: 2323
Calmar Ratio Rank
HYLA.L Martin Ratio Rank: 2727
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.

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

This table presents a comparison of risk-adjusted performance metrics for iShares Global High Yield Corp Bond UCITS ETF (HYLA.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.


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

-0.03

Sortino ratioReturn per unit of downside risk

-0.04

Omega ratioGain probability vs. loss probability

1.13

1.13

-0.01

Calmar ratioReturn relative to maximum drawdown

0.88

0.86

+0.02

Martin ratioReturn relative to average drawdown

2.95

2.67

+0.28

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

The current HYLA.L Sharpe Ratio is 0.69, which is comparable to the HYEA.L Sharpe Ratio of 0.73. The chart below compares the historical Sharpe Ratios of HYLA.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

HYLA.L vs. HYEA.L - Drawdown Comparison

The maximum HYLA.L drawdown since its inception was -24.42%, smaller than the maximum HYEA.L drawdown of -30.15%. Use the drawdown chart below to compare losses from any high point for HYLA.L and HYEA.L.


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Drawdown Indicators


HYLA.LHYEA.LDifference

Max Drawdown

Largest peak-to-trough decline

-24.42%

-30.15%

+5.73%

Max Drawdown (1Y)

Largest decline over 1 year

-4.62%

-4.79%

+0.17%

Max Drawdown (3Y)

Largest decline over 3 years

-5.65%

-4.90%

-0.75%

Max Drawdown (5Y)

Largest decline over 5 years

-22.93%

-22.62%

-0.31%

Current Drawdown

Current decline from peak

-1.04%

-1.74%

+0.70%

Average Drawdown

Average peak-to-trough decline

-4.11%

-8.30%

+4.19%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.38%

1.54%

-0.16%

Volatility

HYLA.L vs. HYEA.L - Volatility Comparison

iShares Global High Yield Corp Bond UCITS ETF (HYLA.L) has a higher volatility of 1.39% compared to iShares Global High Yield Corporate Bond UCITS ETF (HYEA.L) at 1.29%. This indicates that HYLA.L's price experiences larger fluctuations and is considered to be riskier 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


HYLA.LHYEA.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.39%

1.29%

+0.10%

Volatility (6M)

Calculated over the trailing 6-month period

4.67%

4.07%

+0.60%

Volatility (1Y)

Calculated over the trailing 1-year period

5.86%

5.68%

+0.18%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.19%

8.13%

+0.06%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.25%

10.07%

-0.82%

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

Both HYLA.L and HYEA.L have an expense ratio of 0.50%.


Dividends

HYLA.L vs. HYEA.L - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


HYLA.L and HYEA.L have a correlation of 0.60, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.50% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

HYLA.L and HYEA.L have the same expense ratio: 0.50% per year.

HYLA.L tracks iShares Global High Yield Corp Bond UCITS ETF, while HYEA.L tracks ICE BofA Gbl HY Constnd TR USD.

Portfolio Optimizer

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