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HYXF vs. IGUS.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

HYXF vs. IGUS.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares ESG Advanced High Yield Corporate Bond ETF (HYXF) and iShares S&P 500 GBP Hedged UCITS ETF (IGUS.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

HYXF is traded in USD, while IGUS.L is traded in GBp. To make them comparable, the IGUS.L values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, HYXF achieves a 1.06% return, which is significantly lower than IGUS.L's 7.38% return.


HYXF

1D
-0.05%
1M
0.47%
YTD
1.06%
6M
1.78%
1Y
5.83%
3Y*
8.51%
5Y*
3.61%
10Y*

IGUS.L

1D
1.90%
1M
-0.88%
YTD
7.38%
6M
9.31%
1Y
22.57%
3Y*
22.33%
5Y*
10.80%
10Y*
12.93%
*Multi-year figures are annualized to reflect compound growth (CAGR)

HYXF vs. IGUS.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
HYXF
iShares ESG Advanced High Yield Corporate Bond ETF
1.06%8.88%8.35%11.87%-11.90%2.60%6.07%14.87%-0.24%6.89%
IGUS.L
iShares S&P 500 GBP Hedged UCITS ETF
7.38%26.25%22.56%31.05%-29.08%27.40%18.15%32.38%-12.71%31.25%

Correlation

The correlation between HYXF and IGUS.L is 0.52, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.52

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

0.47

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

0.50

Correlation (All Time)
Calculated using the full available price history since Jun 17, 2016

0.44

The correlation between HYXF and IGUS.L has been stable across timeframes, ranging from 0.43 to 0.52 - a consistent structural relationship.

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Return for Risk

HYXF vs. IGUS.L — Risk / Return Rank

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

HYXF
HYXF Risk / Return Rank: 5454
Overall Rank
HYXF Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
HYXF Sortino Ratio Rank: 5353
Sortino Ratio Rank
HYXF Omega Ratio Rank: 5151
Omega Ratio Rank
HYXF Calmar Ratio Rank: 5151
Calmar Ratio Rank
HYXF Martin Ratio Rank: 6363
Martin Ratio Rank

IGUS.L
IGUS.L Risk / Return Rank: 6969
Overall Rank
IGUS.L Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
IGUS.L Sortino Ratio Rank: 7373
Sortino Ratio Rank
IGUS.L Omega Ratio Rank: 6868
Omega Ratio Rank
IGUS.L Calmar Ratio Rank: 6363
Calmar Ratio Rank
IGUS.L Martin Ratio Rank: 7272
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.

HYXF vs. IGUS.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares ESG Advanced High Yield Corporate Bond ETF (HYXF) and iShares S&P 500 GBP Hedged UCITS ETF (IGUS.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.


HYXFIGUS.LDifference
Sharpe ratioReturn per unit of total volatility

+0.10

Sortino ratioReturn per unit of downside risk

+0.13

Omega ratioGain probability vs. loss probability

1.29

1.25

+0.04

Calmar ratioReturn relative to maximum drawdown

2.26

1.69

+0.57

Martin ratioReturn relative to average drawdown

10.11

6.60

+3.51

HYXF vs. IGUS.L - Sharpe Ratio Comparison

The current HYXF Sharpe Ratio is 1.52, which is comparable to the IGUS.L Sharpe Ratio of 1.42. The chart below compares the historical Sharpe Ratios of HYXF and IGUS.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

HYXF vs. IGUS.L - Drawdown Comparison

The maximum HYXF drawdown since its inception was -18.75%, smaller than the maximum IGUS.L drawdown of -43.75%. Use the drawdown chart below to compare losses from any high point for HYXF and IGUS.L.


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Drawdown Indicators


HYXFIGUS.LDifference

Max Drawdown

Largest peak-to-trough decline

-18.75%

-43.75%

+25.00%

Max Drawdown (1Y)

Largest decline over 1 year

-2.57%

-12.78%

+10.21%

Max Drawdown (3Y)

Largest decline over 3 years

-4.81%

-18.55%

+13.74%

Max Drawdown (5Y)

Largest decline over 5 years

-16.00%

-40.12%

+24.12%

Max Drawdown (10Y)

Largest decline over 10 years

-43.75%

Current Drawdown

Current decline from peak

-0.13%

-2.74%

+2.61%

Average Drawdown

Average peak-to-trough decline

-2.57%

-7.75%

+5.18%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.57%

3.27%

-2.70%

Volatility

HYXF vs. IGUS.L - Volatility Comparison

The current volatility for iShares ESG Advanced High Yield Corporate Bond ETF (HYXF) is 1.26%, while iShares S&P 500 GBP Hedged UCITS ETF (IGUS.L) has a volatility of 4.25%. This indicates that HYXF experiences smaller price fluctuations and is considered to be less risky than IGUS.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HYXFIGUS.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.26%

4.25%

-2.99%

Volatility (6M)

Calculated over the trailing 6-month period

3.00%

11.38%

-8.38%

Volatility (1Y)

Calculated over the trailing 1-year period

3.82%

15.15%

-11.33%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.05%

20.57%

-12.52%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.31%

21.12%

-12.81%

HYXF vs. IGUS.L - Expense Ratio Comparison

HYXF has a 0.35% expense ratio, which is higher than IGUS.L's 0.20% expense ratio.


Dividends

HYXF vs. IGUS.L - Dividend Comparison

HYXF's dividend yield for the trailing twelve months is around 6.09%, while IGUS.L has not paid dividends to shareholders.


PositionTTM2025202420232022202120202019201820172016
HYXF
iShares ESG Advanced High Yield Corporate Bond ETF
6.09%6.19%6.40%5.93%5.37%4.56%4.96%5.29%6.14%5.85%3.16%
IGUS.L
iShares S&P 500 GBP Hedged UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


HYXF and IGUS.L have a correlation of 0.52, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

IGUS.L is cheaper with a 0.20% expense ratio, compared with 0.35% for HYXF.

HYXF is categorized as High Yield Bonds, while IGUS.L is S&P 500. HYXF tracks Bloomberg MSCI US High Yield Corporate Choice ESG Screened, while IGUS.L tracks S&P 500 Index. Their fees differ too: 0.35% for HYXF and 0.20% for IGUS.L.

Portfolio Optimizer

Find the right allocation for HYXF and IGUS.L

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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