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

Performance

HYSD.L vs. HYEA.L - Performance Comparison

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

HYSD.L is traded in GBP, while HYEA.L is traded in EUR. To make them comparable, the HYEA.L values have been converted to GBP using the latest available exchange rates.

Returns By Period

In the year-to-date period, HYSD.L achieves a 2.22% return, which is significantly higher than HYEA.L's 0.84% return.


HYSD.L

1D
0.36%
1M
0.36%
6M
1.62%
YTD
2.22%
1Y
6.13%
3Y*
8.23%
5Y*
10Y*

HYEA.L

1D
0.00%
1M
-0.40%
6M
0.84%
YTD
0.84%
1Y
4.07%
3Y*
6.78%
5Y*
3.65%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)2025202420232022
HYSD.L
iShares Broad $ High Yield Corp Bond UCITS ETF
2.22%8.24%7.60%11.75%-3.60%
HYEA.L
iShares Global High Yield Corporate Bond UCITS ETF
0.84%6.97%4.26%7.03%1.58%

Correlation

The correlation between HYSD.L and HYEA.L is 0.22, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.22

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

0.26

Correlation (All Time)
Calculated using the full available price history since Aug 3, 2022

0.28

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Return for Risk

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

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

HYSD.L
HYSD.L Risk / Return Rank: 6464
Overall Rank
HYSD.L Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
HYSD.L Sortino Ratio Rank: 6262
Sortino Ratio Rank
HYSD.L Omega Ratio Rank: 6565
Omega Ratio Rank
HYSD.L Calmar Ratio Rank: 6363
Calmar Ratio Rank
HYSD.L Martin Ratio Rank: 7575
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.

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

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


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

+0.66

Sortino ratioReturn per unit of downside risk

+0.95

Omega ratioGain probability vs. loss probability

1.31

1.16

+0.15

Calmar ratioReturn relative to maximum drawdown

2.53

1.79

+0.73

Martin ratioReturn relative to average drawdown

11.10

4.71

+6.39

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

The current HYSD.L Sharpe Ratio is 1.57, which is higher than the HYEA.L Sharpe Ratio of 0.91. The chart below compares the historical Sharpe Ratios of HYSD.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

HYSD.L vs. HYEA.L - Drawdown Comparison

The maximum HYSD.L drawdown since its inception was -9.53%, smaller than the maximum HYEA.L drawdown of -21.65%. Use the drawdown chart below to compare losses from any high point for HYSD.L and HYEA.L.


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Drawdown Indicators


HYSD.LHYEA.LDifference

Max Drawdown

Largest peak-to-trough decline

-9.53%

-21.65%

+12.12%

Max Drawdown (1Y)

Largest decline over 1 year

-2.42%

-2.28%

-0.14%

Max Drawdown (3Y)

Largest decline over 3 years

-5.02%

-4.27%

-0.75%

Max Drawdown (5Y)

Largest decline over 5 years

-9.31%

Current Drawdown

Current decline from peak

0.00%

-1.55%

+1.55%

Average Drawdown

Average peak-to-trough decline

-1.50%

-6.89%

+5.39%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.55%

0.87%

-0.32%

Volatility

HYSD.L vs. HYEA.L - Volatility Comparison

The current volatility for iShares Broad $ High Yield Corp Bond UCITS ETF (HYSD.L) is 0.97%, while iShares Global High Yield Corporate Bond UCITS ETF (HYEA.L) has a volatility of 1.57%. This indicates that HYSD.L experiences smaller price fluctuations and is considered to be less risky 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


HYSD.LHYEA.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.97%

1.57%

-0.60%

Volatility (6M)

Calculated over the trailing 6-month period

3.15%

3.35%

-0.20%

Volatility (1Y)

Calculated over the trailing 1-year period

3.89%

4.50%

-0.61%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.09%

6.47%

-0.38%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.09%

9.38%

-3.29%

Dividends

HYSD.L vs. HYEA.L - Dividend Comparison

HYSD.L's dividend yield for the trailing twelve months is around 11.04%, while HYEA.L has not paid dividends to shareholders.


PositionTTM202520242023
HYEA.L
iShares Global High Yield Corporate Bond UCITS ETF
0.00%0.00%0.00%0.00%
HYSD.L
iShares Broad $ High Yield Corp Bond UCITS ETF
11.04%7.39%7.39%5.61%

Frequently Asked Questions


HYSD.L and HYEA.L have a correlation of 0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

Portfolio Optimizer

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