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HYLE.DE vs. IBC9.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

HYLE.DE vs. IBC9.DE - 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 iShares Global High Yield Corporate Bond UCITS ETF (IBC9.DE). The values are adjusted to include any dividend payments, if applicable.

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HYLE.DE vs. IBC9.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
HYLE.DE
iShares Global High Yield Corporate Bond UCITS ETF (EUR Hedged) Dist
-0.87%5.98%5.45%9.62%-10.62%3.02%2.52%3.53%
IBC9.DE
iShares Global High Yield Corporate Bond UCITS ETF
0.84%1.08%9.31%9.25%-6.54%8.54%-2.13%4.42%

Returns By Period

In the year-to-date period, HYLE.DE achieves a -0.87% return, which is significantly lower than IBC9.DE's 0.84% return.


HYLE.DE

1D
-0.01%
1M
-0.84%
YTD
-0.87%
6M
0.13%
1Y
4.15%
3Y*
5.84%
5Y*
2.05%
10Y*

IBC9.DE

1D
0.52%
1M
0.05%
YTD
0.84%
6M
1.54%
1Y
2.76%
3Y*
6.11%
5Y*
3.54%
10Y*
4.52%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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HYLE.DE vs. IBC9.DE - Expense Ratio Comparison

HYLE.DE has a 0.55% expense ratio, which is higher than IBC9.DE's 0.50% expense ratio.


Return for Risk

HYLE.DE vs. IBC9.DE — 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: 5858
Overall Rank
HYLE.DE Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
HYLE.DE Sortino Ratio Rank: 5656
Sortino Ratio Rank
HYLE.DE Omega Ratio Rank: 5454
Omega Ratio Rank
HYLE.DE Calmar Ratio Rank: 5656
Calmar Ratio Rank
HYLE.DE Martin Ratio Rank: 6767
Martin Ratio Rank

IBC9.DE
IBC9.DE Risk / Return Rank: 4040
Overall Rank
IBC9.DE Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
IBC9.DE Sortino Ratio Rank: 2424
Sortino Ratio Rank
IBC9.DE Omega Ratio Rank: 2525
Omega Ratio Rank
IBC9.DE Calmar Ratio Rank: 6868
Calmar Ratio Rank
IBC9.DE Martin Ratio Rank: 5656
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. IBC9.DE - 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 iShares Global High Yield Corporate Bond UCITS ETF (IBC9.DE). 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.


HYLE.DEIBC9.DEDifference

Sharpe ratio

Return per unit of total volatility

1.05

0.55

+0.50

Sortino ratio

Return per unit of downside risk

1.54

0.76

+0.79

Omega ratio

Gain probability vs. loss probability

1.22

1.11

+0.11

Calmar ratio

Return relative to maximum drawdown

1.75

2.08

-0.33

Martin ratio

Return relative to average drawdown

8.32

6.56

+1.77

HYLE.DE vs. IBC9.DE - Sharpe Ratio Comparison

The current HYLE.DE Sharpe Ratio is 1.05, which is higher than the IBC9.DE Sharpe Ratio of 0.55. The chart below compares the historical Sharpe Ratios of HYLE.DE and IBC9.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


HYLE.DEIBC9.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.05

0.55

+0.50

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.35

0.62

-0.27

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.57

Sharpe Ratio (All Time)

Calculated using the full available price history

0.29

0.55

-0.26

Correlation

The correlation between HYLE.DE and IBC9.DE is 0.55, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

HYLE.DE vs. IBC9.DE - Dividend Comparison

HYLE.DE's dividend yield for the trailing twelve months is around 5.44%, less than IBC9.DE's 5.61% yield.


TTM20252024202320222021202020192018201720162015
HYLE.DE
iShares Global High Yield Corporate Bond UCITS ETF (EUR Hedged) Dist
5.44%5.34%5.38%4.76%4.17%3.83%4.50%1.75%0.00%0.00%0.00%0.00%
IBC9.DE
iShares Global High Yield Corporate Bond UCITS ETF
5.61%5.55%5.32%4.88%4.06%3.76%4.80%4.78%4.77%5.03%4.78%5.18%

Drawdowns

HYLE.DE vs. IBC9.DE - Drawdown Comparison

The maximum HYLE.DE drawdown since its inception was -22.59%, roughly equal to the maximum IBC9.DE drawdown of -22.34%. Use the drawdown chart below to compare losses from any high point for HYLE.DE and IBC9.DE.


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Drawdown Indicators


HYLE.DEIBC9.DEDifference

Max Drawdown

Largest peak-to-trough decline

-22.59%

-22.34%

-0.25%

Max Drawdown (1Y)

Largest decline over 1 year

-2.83%

-2.68%

-0.15%

Max Drawdown (5Y)

Largest decline over 5 years

-15.38%

-10.01%

-5.37%

Max Drawdown (10Y)

Largest decline over 10 years

-22.34%

Current Drawdown

Current decline from peak

-1.51%

-0.66%

-0.85%

Average Drawdown

Average peak-to-trough decline

-3.54%

-3.26%

-0.28%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.60%

0.68%

-0.08%

Volatility

HYLE.DE vs. IBC9.DE - Volatility Comparison

iShares Global High Yield Corporate Bond UCITS ETF (EUR Hedged) Dist (HYLE.DE) and iShares Global High Yield Corporate Bond UCITS ETF (IBC9.DE) have volatilities of 1.93% and 1.85%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HYLE.DEIBC9.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.93%

1.85%

+0.08%

Volatility (6M)

Calculated over the trailing 6-month period

2.63%

2.90%

-0.27%

Volatility (1Y)

Calculated over the trailing 1-year period

3.94%

5.05%

-1.11%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.82%

5.65%

+0.17%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.46%

7.89%

+0.57%