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HYUS.L vs. UHYG.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

HYUS.L vs. UHYG.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Broad USD High Yield Corporate Bond UCITS ETF USD (Dist) (HYUS.L) and Lyxor ESG USD High Yield (DR) UCITS ETF - Dist (UHYG.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

HYUS.L is traded in USD, while UHYG.L is traded in GBP. To make them comparable, the UHYG.L values have been converted to USD using the latest available exchange rates.

Returns By Period

The year-to-date returns for both stocks are quite close, with HYUS.L having a 1.22% return and UHYG.L slightly lower at 1.20%.


HYUS.L

1D
-0.00%
1M
0.51%
YTD
1.22%
6M
2.18%
1Y
6.91%
3Y*
8.87%
5Y*
10Y*

UHYG.L

1D
0.19%
1M
0.54%
YTD
1.20%
6M
-3.78%
1Y
0.76%
3Y*
6.45%
5Y*
2.44%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

HYUS.L vs. UHYG.L - Yearly Performance Comparison


2026 (YTD)2025202420232022
HYUS.L
iShares Broad USD High Yield Corporate Bond UCITS ETF USD (Dist)
1.22%8.62%8.28%12.85%-5.88%
UHYG.L
Lyxor ESG USD High Yield (DR) UCITS ETF - Dist
1.20%2.94%7.91%11.21%-5.86%

Correlation

The correlation between HYUS.L and UHYG.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

0.47

Correlation (All Time)
Calculated using the full available price history since Apr 8, 2022

0.55

The correlation between HYUS.L and UHYG.L shifts across timeframes, from 0.42 (1 year) to 0.55 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

HYUS.L vs. UHYG.L — Risk / Return Rank

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

HYUS.L
HYUS.L Risk / Return Rank: 6161
Overall Rank
HYUS.L Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
HYUS.L Sortino Ratio Rank: 6262
Sortino Ratio Rank
HYUS.L Omega Ratio Rank: 5757
Omega Ratio Rank
HYUS.L Calmar Ratio Rank: 6262
Calmar Ratio Rank
HYUS.L Martin Ratio Rank: 6868
Martin Ratio Rank

UHYG.L
UHYG.L Risk / Return Rank: 1111
Overall Rank
UHYG.L Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
UHYG.L Sortino Ratio Rank: 1111
Sortino Ratio Rank
UHYG.L Omega Ratio Rank: 1212
Omega Ratio Rank
UHYG.L Calmar Ratio Rank: 1111
Calmar Ratio Rank
UHYG.L Martin Ratio Rank: 1111
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.

HYUS.L vs. UHYG.L - 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 Lyxor ESG USD High Yield (DR) UCITS ETF - Dist (UHYG.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.


HYUS.LUHYG.LDifference
Sharpe ratioReturn per unit of total volatility

+1.74

Sortino ratioReturn per unit of downside risk

+2.68

Omega ratioGain probability vs. loss probability

1.35

1.03

+0.32

Calmar ratioReturn relative to maximum drawdown

3.01

0.10

+2.91

Martin ratioReturn relative to average drawdown

12.39

0.21

+12.18

HYUS.L vs. UHYG.L - Sharpe Ratio Comparison

The current HYUS.L Sharpe Ratio is 1.84, which is higher than the UHYG.L Sharpe Ratio of 0.10. The chart below compares the historical Sharpe Ratios of HYUS.L and UHYG.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


HYUS.LUHYG.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.84

0.10

+1.74

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.29

Sharpe Ratio (All Time)

Calculated using the full available price history

0.87

0.44

+0.43

Drawdowns

HYUS.L vs. UHYG.L - Drawdown Comparison

The maximum HYUS.L drawdown since its inception was -10.49%, smaller than the maximum UHYG.L drawdown of -22.38%. Use the drawdown chart below to compare losses from any high point for HYUS.L and UHYG.L.


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Drawdown Indicators


HYUS.LUHYG.LDifference

Max Drawdown

Largest peak-to-trough decline

-10.49%

-22.38%

+11.89%

Max Drawdown (1Y)

Largest decline over 1 year

-2.29%

-7.34%

+5.05%

Max Drawdown (3Y)

Largest decline over 3 years

-5.06%

-7.34%

+2.28%

Max Drawdown (5Y)

Largest decline over 5 years

-17.09%

Current Drawdown

Current decline from peak

-0.13%

-4.23%

+4.10%

Average Drawdown

Average peak-to-trough decline

-1.67%

-3.29%

+1.62%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.56%

3.57%

-3.01%

Volatility

HYUS.L vs. UHYG.L - Volatility Comparison

iShares Broad USD High Yield Corporate Bond UCITS ETF USD (Dist) (HYUS.L) and Lyxor ESG USD High Yield (DR) UCITS ETF - Dist (UHYG.L) have volatilities of 1.39% and 1.40%, 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


HYUS.LUHYG.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.39%

1.40%

-0.01%

Volatility (6M)

Calculated over the trailing 6-month period

2.95%

7.05%

-4.10%

Volatility (1Y)

Calculated over the trailing 1-year period

3.75%

7.61%

-3.86%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.69%

8.30%

-1.61%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.69%

8.67%

-1.98%

HYUS.L vs. UHYG.L - Expense Ratio Comparison

HYUS.L has a 0.20% expense ratio, which is lower than UHYG.L's 0.25% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

HYUS.L vs. UHYG.L - Dividend Comparison

HYUS.L's dividend yield for the trailing twelve months is around 9.21%, while UHYG.L has not paid dividends to shareholders.


PositionTTM202520242023202220212020201920182017
HYUS.L
iShares Broad USD High Yield Corporate Bond UCITS ETF USD (Dist)
9.21%7.38%7.54%6.30%1.52%0.00%0.00%0.00%0.00%0.00%
UHYG.L
Lyxor ESG USD High Yield (DR) UCITS ETF - Dist
0.00%0.00%3.44%6.00%5.93%6.98%6.98%6.59%5.42%4.11%

Frequently Asked Questions


HYUS.L and UHYG.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, HYUS.L is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

HYUS.L is cheaper with a 0.20% expense ratio, compared with 0.25% for UHYG.L.

Both ETFs track Bloomberg US Corporate High Yield TR USD. They also come from different issuers: iShares and Amundi. Their fees differ too: 0.20% for HYUS.L and 0.25% for UHYG.L.

Portfolio Optimizer

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