HYUS.L vs. BRHYX
Compare and contrast key facts about iShares Broad USD High Yield Corporate Bond UCITS ETF USD (Dist) (HYUS.L) and BlackRock High Yield K (BRHYX).
HYUS.L is a passively managed fund by iShares that tracks the performance of the Bloomberg US Corporate High Yield TR USD. It was launched on Apr 5, 2022. BRHYX is managed by BlackRock. It was launched on Jan 5, 2001.
Performance
HYUS.L vs. BRHYX - Performance Comparison
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HYUS.L vs. BRHYX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
HYUS.L iShares Broad USD High Yield Corporate Bond UCITS ETF USD (Dist) | -0.54% | 8.62% | 8.28% | 12.85% | -5.88% |
BRHYX BlackRock High Yield K | -1.15% | 9.44% | 8.65% | 13.26% | -6.51% |
Returns By Period
In the year-to-date period, HYUS.L achieves a -0.54% return, which is significantly higher than BRHYX's -1.15% return.
HYUS.L
- 1D
- 0.41%
- 1M
- -0.50%
- YTD
- -0.54%
- 6M
- 1.14%
- 1Y
- 7.13%
- 3Y*
- 8.56%
- 5Y*
- —
- 10Y*
- —
BRHYX
- 1D
- 0.57%
- 1M
- -1.53%
- YTD
- -1.15%
- 6M
- 0.50%
- 1Y
- 7.13%
- 3Y*
- 8.60%
- 5Y*
- 4.26%
- 10Y*
- 6.08%
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HYUS.L vs. BRHYX - Expense Ratio Comparison
HYUS.L has a 0.20% expense ratio, which is lower than BRHYX's 0.48% expense ratio.
Return for Risk
HYUS.L vs. BRHYX — Risk / Return Rank
HYUS.L
BRHYX
HYUS.L vs. BRHYX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Broad USD High Yield Corporate Bond UCITS ETF USD (Dist) (HYUS.L) and BlackRock High Yield K (BRHYX). 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.
| HYUS.L | BRHYX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.32 | 1.83 | -0.51 |
Sortino ratioReturn per unit of downside risk | 1.89 | 2.61 | -0.72 |
Omega ratioGain probability vs. loss probability | 1.30 | 1.41 | -0.11 |
Calmar ratioReturn relative to maximum drawdown | 2.21 | 2.38 | -0.17 |
Martin ratioReturn relative to average drawdown | 11.01 | 10.96 | +0.05 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| HYUS.L | BRHYX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.32 | 1.83 | -0.51 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.82 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 1.03 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.83 | 1.22 | -0.39 |
Correlation
The correlation between HYUS.L and BRHYX is 0.67, 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
HYUS.L vs. BRHYX - Dividend Comparison
HYUS.L's dividend yield for the trailing twelve months is around 7.49%, more than BRHYX's 6.71% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HYUS.L iShares Broad USD High Yield Corporate Bond UCITS ETF USD (Dist) | 7.49% | 7.38% | 7.54% | 6.30% | 1.52% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
BRHYX BlackRock High Yield K | 6.71% | 7.14% | 7.56% | 6.20% | 4.98% | 4.80% | 5.22% | 5.82% | 6.48% | 5.92% | 6.03% | 6.42% |
Drawdowns
HYUS.L vs. BRHYX - Drawdown Comparison
The maximum HYUS.L drawdown since its inception was -10.49%, smaller than the maximum BRHYX drawdown of -34.77%. Use the drawdown chart below to compare losses from any high point for HYUS.L and BRHYX.
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Drawdown Indicators
| HYUS.L | BRHYX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -10.49% | -34.77% | +24.28% |
Max Drawdown (1Y)Largest decline over 1 year | -4.22% | -3.26% | -0.96% |
Max Drawdown (5Y)Largest decline over 5 years | — | -15.29% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -23.20% | — |
Current DrawdownCurrent decline from peak | -1.21% | -1.71% | +0.50% |
Average DrawdownAverage peak-to-trough decline | -1.72% | -2.75% | +1.03% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.64% | 0.71% | -0.07% |
Volatility
HYUS.L vs. BRHYX - Volatility Comparison
iShares Broad USD High Yield Corporate Bond UCITS ETF USD (Dist) (HYUS.L) has a higher volatility of 1.57% compared to BlackRock High Yield K (BRHYX) at 1.45%. This indicates that HYUS.L's price experiences larger fluctuations and is considered to be riskier than BRHYX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| HYUS.L | BRHYX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.57% | 1.45% | +0.12% |
Volatility (6M)Calculated over the trailing 6-month period | 2.80% | 2.44% | +0.36% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.37% | 4.01% | +1.36% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.76% | 5.22% | +1.54% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6.76% | 5.93% | +0.83% |