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HYLE.DE vs. MVED.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

HYLE.DE vs. MVED.L - 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 Edge MSCI Europe Minimum Volatility UCITS ETF EUR (Dist) (MVED.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, HYLE.DE achieves a 0.62% return, which is significantly lower than MVED.L's 4.65% return.


HYLE.DE

1D
0.17%
1M
0.41%
YTD
0.62%
6M
1.13%
1Y
4.13%
3Y*
6.29%
5Y*
2.18%
10Y*

MVED.L

1D
0.33%
1M
0.58%
YTD
4.65%
6M
5.79%
1Y
2.49%
3Y*
8.12%
5Y*
6.05%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

HYLE.DE vs. MVED.L - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
HYLE.DE
iShares Global High Yield Corporate Bond UCITS ETF (EUR Hedged) Dist
0.62%5.98%5.45%9.62%-10.62%3.02%2.52%3.53%
MVED.L
iShares Edge MSCI Europe Minimum Volatility UCITS ETF EUR (Dist)
4.65%8.77%8.89%10.72%-12.60%21.51%-3.86%8.36%

Correlation

The correlation between HYLE.DE and MVED.L is 0.42, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.42

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

0.46

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

0.48

Correlation (All Time)
Calculated using the full available price history since Apr 29, 2019

0.49

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Return for Risk

HYLE.DE vs. MVED.L — 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: 3636
Overall Rank
HYLE.DE Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
HYLE.DE Sortino Ratio Rank: 3737
Sortino Ratio Rank
HYLE.DE Omega Ratio Rank: 3636
Omega Ratio Rank
HYLE.DE Calmar Ratio Rank: 3030
Calmar Ratio Rank
HYLE.DE Martin Ratio Rank: 4141
Martin Ratio Rank

MVED.L
MVED.L Risk / Return Rank: 1313
Overall Rank
MVED.L Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
MVED.L Sortino Ratio Rank: 1212
Sortino Ratio Rank
MVED.L Omega Ratio Rank: 1313
Omega Ratio Rank
MVED.L Calmar Ratio Rank: 1313
Calmar Ratio Rank
MVED.L Martin Ratio Rank: 1313
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. MVED.L - 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 Edge MSCI Europe Minimum Volatility UCITS ETF EUR (Dist) (MVED.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.


HYLE.DEMVED.LDifference
Sharpe ratioReturn per unit of total volatility

+0.92

Sortino ratioReturn per unit of downside risk

+1.45

Omega ratioGain probability vs. loss probability

1.23

1.06

+0.18

Calmar ratioReturn relative to maximum drawdown

1.45

0.35

+1.10

Martin ratioReturn relative to average drawdown

6.60

0.78

+5.82

HYLE.DE vs. MVED.L - Sharpe Ratio Comparison

The current HYLE.DE Sharpe Ratio is 1.20, which is higher than the MVED.L Sharpe Ratio of 0.28. The chart below compares the historical Sharpe Ratios of HYLE.DE and MVED.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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Sharpe Ratios by Period


HYLE.DEMVED.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.20

0.28

+0.92

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.37

0.55

-0.18

Sharpe Ratio (All Time)

Calculated using the full available price history

0.31

0.52

-0.21

Drawdowns

HYLE.DE vs. MVED.L - Drawdown Comparison

The maximum HYLE.DE drawdown since its inception was -22.59%, smaller than the maximum MVED.L drawdown of -30.56%. Use the drawdown chart below to compare losses from any high point for HYLE.DE and MVED.L.


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Drawdown Indicators


HYLE.DEMVED.LDifference

Max Drawdown

Largest peak-to-trough decline

-22.59%

-30.56%

+7.97%

Max Drawdown (1Y)

Largest decline over 1 year

-2.83%

-7.00%

+4.17%

Max Drawdown (3Y)

Largest decline over 3 years

-4.05%

-10.51%

+6.46%

Max Drawdown (5Y)

Largest decline over 5 years

-15.38%

-19.54%

+4.16%

Current Drawdown

Current decline from peak

-0.23%

-4.11%

+3.88%

Average Drawdown

Average peak-to-trough decline

-3.47%

-5.19%

+1.72%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.63%

3.18%

-2.55%

Volatility

HYLE.DE vs. MVED.L - Volatility Comparison

The current volatility for iShares Global High Yield Corporate Bond UCITS ETF (EUR Hedged) Dist (HYLE.DE) is 1.06%, while iShares Edge MSCI Europe Minimum Volatility UCITS ETF EUR (Dist) (MVED.L) has a volatility of 2.93%. This indicates that HYLE.DE experiences smaller price fluctuations and is considered to be less risky than MVED.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HYLE.DEMVED.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.06%

2.93%

-1.87%

Volatility (6M)

Calculated over the trailing 6-month period

2.83%

7.14%

-4.31%

Volatility (1Y)

Calculated over the trailing 1-year period

3.43%

8.78%

-5.35%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.85%

10.99%

-5.14%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.39%

12.63%

-4.24%

HYLE.DE vs. MVED.L - Expense Ratio Comparison

HYLE.DE has a 0.55% expense ratio, which is higher than MVED.L's 0.25% expense ratio.


Dividends

HYLE.DE vs. MVED.L - Dividend Comparison

HYLE.DE's dividend yield for the trailing twelve months is around 5.36%, while MVED.L has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018
HYLE.DE
iShares Global High Yield Corporate Bond UCITS ETF (EUR Hedged) Dist
5.36%5.34%5.38%4.76%4.17%3.83%4.50%1.75%0.00%
MVED.L
iShares Edge MSCI Europe Minimum Volatility UCITS ETF EUR (Dist)
0.00%0.00%0.00%2.67%2.95%2.16%2.54%2.81%2.50%

Frequently Asked Questions


HYLE.DE and MVED.L have a correlation of 0.42, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, MVED.L is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.

MVED.L is cheaper with a 0.25% expense ratio, compared with 0.55% for HYLE.DE.

HYLE.DE is categorized as High Yield Bonds, while MVED.L is Europe Equities. HYLE.DE tracks iBoxx® Global Developed Markets Liquid High Yield Capped (EUR Hedged), while MVED.L tracks MSCI Europe NR EUR. They also come from different issuers: iShares and BlackRock. Their fees differ too: 0.55% for HYLE.DE and 0.25% for MVED.L.

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