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

Performance

HYSD.L vs. JGHY.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares Broad $ High Yield Corp Bond UCITS ETF GBP Hedged (Dist) (HYSD.L) and JPM Global High Yield Corporate Bond Multi-Factor Active UCITS ETF USD (Acc) (JGHY.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 JGHY.L is traded in USD. To make them comparable, the JGHY.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 1.97% return, which is significantly lower than JGHY.L's 2.24% return.


HYSD.L

1D
0.00%
1M
0.31%
6M
1.29%
YTD
1.97%
1Y
5.49%
3Y*
7.99%
5Y*
10Y*

JGHY.L

1D
0.17%
1M
-1.27%
6M
1.50%
YTD
2.24%
1Y
7.00%
3Y*
7.33%
5Y*
4.22%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


Correlation

The correlation between HYSD.L and JGHY.L is 0.23, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.23

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

0.23

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

0.21

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Return for Risk

HYSD.L vs. JGHY.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: 6262
Overall Rank
HYSD.L Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
HYSD.L Sortino Ratio Rank: 5858
Sortino Ratio Rank
HYSD.L Omega Ratio Rank: 6262
Omega Ratio Rank
HYSD.L Calmar Ratio Rank: 6060
Calmar Ratio Rank
HYSD.L Martin Ratio Rank: 7474
Martin Ratio Rank

JGHY.L
JGHY.L Risk / Return Rank: 7272
Overall Rank
JGHY.L Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
JGHY.L Sortino Ratio Rank: 8181
Sortino Ratio Rank
JGHY.L Omega Ratio Rank: 7777
Omega Ratio Rank
JGHY.L Calmar Ratio Rank: 5858
Calmar Ratio Rank
JGHY.L Martin Ratio Rank: 7070
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. JGHY.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Broad $ High Yield Corp Bond UCITS ETF GBP Hedged (Dist) (HYSD.L) and JPM Global High Yield Corporate Bond Multi-Factor Active UCITS ETF USD (Acc) (JGHY.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.LJGHY.LDifference
Sharpe ratioReturn per unit of total volatility

+0.29

Sortino ratioReturn per unit of downside risk

+0.50

Omega ratioGain probability vs. loss probability

1.28

1.20

+0.08

Calmar ratioReturn relative to maximum drawdown

2.26

2.43

-0.17

Martin ratioReturn relative to average drawdown

9.94

7.75

+2.18

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

The current HYSD.L Sharpe Ratio is 1.42, which is comparable to the JGHY.L Sharpe Ratio of 1.13. The chart below compares the historical Sharpe Ratios of HYSD.L and JGHY.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. JGHY.L - Drawdown Comparison

The maximum HYSD.L drawdown since its inception was -9.53%, smaller than the maximum JGHY.L drawdown of -12.14%. Use the drawdown chart below to compare losses from any high point for HYSD.L and JGHY.L.


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Drawdown Indicators


HYSD.LJGHY.LDifference

Max Drawdown

Largest peak-to-trough decline

-9.53%

-12.14%

+2.61%

Max Drawdown (1Y)

Largest decline over 1 year

-2.42%

-2.87%

+0.45%

Max Drawdown (3Y)

Largest decline over 3 years

-5.02%

-7.63%

+2.61%

Max Drawdown (5Y)

Largest decline over 5 years

-8.57%

Current Drawdown

Current decline from peak

-0.10%

-1.77%

+1.67%

Average Drawdown

Average peak-to-trough decline

-1.50%

-2.62%

+1.12%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.55%

0.90%

-0.35%

Volatility

HYSD.L vs. JGHY.L - Volatility Comparison

The current volatility for iShares Broad $ High Yield Corp Bond UCITS ETF GBP Hedged (Dist) (HYSD.L) is 0.91%, while JPM Global High Yield Corporate Bond Multi-Factor Active UCITS ETF USD (Acc) (JGHY.L) has a volatility of 1.79%. This indicates that HYSD.L experiences smaller price fluctuations and is considered to be less risky than JGHY.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.LJGHY.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.91%

1.79%

-0.88%

Volatility (6M)

Calculated over the trailing 6-month period

3.13%

4.96%

-1.83%

Volatility (1Y)

Calculated over the trailing 1-year period

3.88%

6.19%

-2.31%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.08%

7.85%

-1.77%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.08%

9.27%

-3.19%

HYSD.L vs. JGHY.L - Expense Ratio Comparison

HYSD.L has a 0.22% expense ratio, which is lower than JGHY.L's 0.35% expense ratio.


Dividends

HYSD.L vs. JGHY.L - Dividend Comparison

HYSD.L's dividend yield for the trailing twelve months is around 7.39%, while JGHY.L has not paid dividends to shareholders.


Frequently Asked Questions


HYSD.L and JGHY.L have a correlation of 0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, HYSD.L is cheaper at 0.22% per year. The better choice depends on whether you care most about return, fees, risk, or income.

HYSD.L is cheaper with a 0.22% expense ratio, compared with 0.35% for JGHY.L.

They also come from different issuers: iShares and JPMorgan. Their fees differ too: 0.22% for HYSD.L and 0.35% for JGHY.L.

Portfolio Optimizer

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