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HYLE.DE vs. EURUSD=X
Performance
Return for Risk
Drawdowns
Volatility

Performance

HYLE.DE vs. EURUSD=X - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares Global High Yield Corporate Bond UCITS ETF (EUR Hedged) Dist (HYLE.DE) and Euro / U.S. Dollar (EURUSD=X). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

HYLE.DE is traded in EUR, while EURUSD=X is traded in USD. To make them comparable, the EURUSD=X values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, HYLE.DE achieves a 1.31% return, which is significantly higher than EURUSD=X's 0.01% return.


HYLE.DE

1D
0.00%
1M
0.77%
6M
1.54%
YTD
1.31%
1Y
3.63%
3Y*
6.45%
5Y*
2.18%
10Y*

EURUSD=X

1D
0.01%
1M
-0.00%
6M
0.01%
YTD
0.01%
1Y
-0.00%
3Y*
0.00%
5Y*
-0.00%
10Y*
-0.01%
*Multi-year figures are annualized to reflect compound growth (CAGR)

HYLE.DE vs. EURUSD=X - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
HYLE.DE
iShares Global High Yield Corporate Bond UCITS ETF (EUR Hedged) Dist
1.31%5.99%5.32%9.83%-10.71%3.04%2.41%3.61%
EURUSD=X
Euro / U.S. Dollar
0.01%-0.03%0.01%0.07%-0.18%0.16%-0.12%0.13%

Correlation

The correlation between HYLE.DE and EURUSD=X is -0.04, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

-0.04

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

-0.07

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

-0.02

Correlation (All Time)
Calculated using the full available price history since Apr 26, 2019

-0.02

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Return for Risk

HYLE.DE vs. EURUSD=X — Risk / Return Rank

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

HYLE.DE
HYLE.DE Risk / Return Rank: 3333
Overall Rank
HYLE.DE Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
HYLE.DE Sortino Ratio Rank: 3131
Sortino Ratio Rank
HYLE.DE Omega Ratio Rank: 3333
Omega Ratio Rank
HYLE.DE Calmar Ratio Rank: 2828
Calmar Ratio Rank
HYLE.DE Martin Ratio Rank: 4141
Martin Ratio Rank

EURUSD=X
EURUSD=X Risk / Return Rank: 2828
Overall Rank
EURUSD=X Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
EURUSD=X Sortino Ratio Rank: 2929
Sortino Ratio Rank
EURUSD=X Omega Ratio Rank: 3030
Omega Ratio Rank
EURUSD=X Calmar Ratio Rank: 2828
Calmar Ratio Rank
EURUSD=X Martin Ratio Rank: 2525
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.

HYLE.DE vs. EURUSD=X - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Global High Yield Corporate Bond UCITS ETF (EUR Hedged) Dist (HYLE.DE) and Euro / U.S. Dollar (EURUSD=X). 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.


HYLE.DEEURUSD=XDifference
Sharpe ratioReturn per unit of total volatility

+0.96

Sortino ratioReturn per unit of downside risk

+1.49

Omega ratioGain probability vs. loss probability

1.20

1.00

+0.20

Calmar ratioReturn relative to maximum drawdown

1.24

-0.00

+1.25

Martin ratioReturn relative to average drawdown

5.62

-0.02

+5.64

HYLE.DE vs. EURUSD=X - Sharpe Ratio Comparison

The current HYLE.DE Sharpe Ratio is 0.96, which is higher than the EURUSD=X Sharpe Ratio of -0.00. The chart below compares the historical Sharpe Ratios of HYLE.DE and EURUSD=X, 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

HYLE.DE vs. EURUSD=X - Drawdown Comparison

The maximum HYLE.DE drawdown since its inception was -22.51%, which is greater than EURUSD=X's maximum drawdown of -1.76%. Use the drawdown chart below to compare losses from any high point for HYLE.DE and EURUSD=X.


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Drawdown Indicators


HYLE.DEEURUSD=XDifference

Max Drawdown

Largest peak-to-trough decline

-22.51%

-1.76%

-20.75%

Max Drawdown (1Y)

Largest decline over 1 year

-2.91%

-0.43%

-2.48%

Max Drawdown (3Y)

Largest decline over 3 years

-3.96%

-0.81%

-3.15%

Max Drawdown (5Y)

Largest decline over 5 years

-15.44%

-0.81%

-14.63%

Max Drawdown (10Y)

Largest decline over 10 years

-1.22%

Current Drawdown

Current decline from peak

0.00%

-0.73%

+0.73%

Average Drawdown

Average peak-to-trough decline

-3.48%

-0.73%

-2.75%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.64%

0.09%

+0.55%

Volatility

HYLE.DE vs. EURUSD=X - Volatility Comparison

iShares Global High Yield Corporate Bond UCITS ETF (EUR Hedged) Dist (HYLE.DE) has a higher volatility of 0.88% compared to Euro / U.S. Dollar (EURUSD=X) at 0.17%. This indicates that HYLE.DE's price experiences larger fluctuations and is considered to be riskier than EURUSD=X based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HYLE.DEEURUSD=XDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.88%

0.17%

+0.71%

Volatility (6M)

Calculated over the trailing 6-month period

3.03%

0.59%

+2.44%

Volatility (1Y)

Calculated over the trailing 1-year period

3.81%

0.76%

+3.05%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.96%

0.74%

+5.22%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.27%

1.14%

+7.13%

Frequently Asked Questions


HYLE.DE and EURUSD=X have a correlation of -0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Portfolio Optimizer

Find the right allocation for HYLE.DE and EURUSD=X

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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