PortfoliosLab logoPortfoliosLab logo
IBC2.DE vs. HYLE.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IBC2.DE vs. HYLE.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares $ High Yield Corp Bond UCITS ETF EUR Hedged (Dist) (IBC2.DE) and iShares Global High Yield Corporate Bond UCITS ETF (EUR Hedged) Dist (HYLE.DE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, IBC2.DE achieves a 0.98% return, which is significantly lower than HYLE.DE's 1.31% return.


IBC2.DE

1D
0.00%
1M
0.52%
6M
0.98%
YTD
0.98%
1Y
3.60%
3Y*
6.22%
5Y*
1.62%
10Y*

HYLE.DE

1D
0.00%
1M
0.77%
6M
1.54%
YTD
1.31%
1Y
3.63%
3Y*
6.45%
5Y*
2.18%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IBC2.DE vs. HYLE.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
IBC2.DE
iShares $ High Yield Corp Bond UCITS ETF EUR Hedged (Dist)
0.98%7.02%4.85%8.05%-11.78%3.08%2.84%2.76%
HYLE.DE
iShares Global High Yield Corporate Bond UCITS ETF (EUR Hedged) Dist
1.31%5.99%5.32%9.83%-10.71%3.04%2.41%3.61%

Correlation

The correlation between IBC2.DE and HYLE.DE is 0.57, 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

0.57

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

0.67

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

0.74

Correlation (All Time)
Calculated using the full available price history since Apr 26, 2019

0.75

The correlation between IBC2.DE and HYLE.DE shifts across timeframes, from 0.57 (1 year) to 0.75 (all time), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

IBC2.DE vs. HYLE.DE — Risk / Return Rank

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

IBC2.DE
IBC2.DE Risk / Return Rank: 3030
Overall Rank
IBC2.DE Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
IBC2.DE Sortino Ratio Rank: 2727
Sortino Ratio Rank
IBC2.DE Omega Ratio Rank: 2929
Omega Ratio Rank
IBC2.DE Calmar Ratio Rank: 2727
Calmar Ratio Rank
IBC2.DE Martin Ratio Rank: 3939
Martin Ratio Rank

HYLE.DE
HYLE.DE Risk / Return Rank: 3333
Overall Rank
HYLE.DE Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
HYLE.DE Sortino Ratio Rank: 3131
Sortino Ratio Rank
HYLE.DE Omega Ratio Rank: 3333
Omega Ratio Rank
HYLE.DE Calmar Ratio Rank: 2828
Calmar Ratio Rank
HYLE.DE Martin Ratio Rank: 4141
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.

IBC2.DE vs. HYLE.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares $ High Yield Corp Bond UCITS ETF EUR Hedged (Dist) (IBC2.DE) and iShares Global High Yield Corporate Bond UCITS ETF (EUR Hedged) Dist (HYLE.DE). 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.


IBC2.DEHYLE.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.09

Sortino ratioReturn per unit of downside risk

-0.16

Omega ratioGain probability vs. loss probability

1.18

1.20

-0.02

Calmar ratioReturn relative to maximum drawdown

1.18

1.24

-0.06

Martin ratioReturn relative to average drawdown

5.24

5.62

-0.38

IBC2.DE vs. HYLE.DE - Sharpe Ratio Comparison

The current IBC2.DE Sharpe Ratio is 0.86, which is comparable to the HYLE.DE Sharpe Ratio of 0.96. The chart below compares the historical Sharpe Ratios of IBC2.DE and HYLE.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

IBC2.DE vs. HYLE.DE - Drawdown Comparison

The maximum IBC2.DE drawdown since its inception was -22.54%, roughly equal to the maximum HYLE.DE drawdown of -22.51%. Use the drawdown chart below to compare losses from any high point for IBC2.DE and HYLE.DE.


Loading charts...

Drawdown Indicators


IBC2.DEHYLE.DEDifference

Max Drawdown

Largest peak-to-trough decline

-22.54%

-22.51%

-0.03%

Max Drawdown (1Y)

Largest decline over 1 year

-3.03%

-2.91%

-0.12%

Max Drawdown (3Y)

Largest decline over 3 years

-4.22%

-3.96%

-0.26%

Max Drawdown (5Y)

Largest decline over 5 years

-15.71%

-15.44%

-0.27%

Current Drawdown

Current decline from peak

-0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-3.57%

-3.48%

-0.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.69%

0.64%

+0.05%

Volatility

IBC2.DE vs. HYLE.DE - Volatility Comparison

iShares $ High Yield Corp Bond UCITS ETF EUR Hedged (Dist) (IBC2.DE) and iShares Global High Yield Corporate Bond UCITS ETF (EUR Hedged) Dist (HYLE.DE) have volatilities of 0.91% and 0.88%, 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.


Loading charts...

Volatility by Period


IBC2.DEHYLE.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.91%

0.88%

+0.03%

Volatility (6M)

Calculated over the trailing 6-month period

3.27%

3.03%

+0.24%

Volatility (1Y)

Calculated over the trailing 1-year period

4.16%

3.81%

+0.35%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.95%

5.96%

+0.99%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.21%

8.27%

-0.06%

IBC2.DE vs. HYLE.DE - Expense Ratio Comparison

Both IBC2.DE and HYLE.DE have an expense ratio of 0.55%.


Dividends

IBC2.DE vs. HYLE.DE - Dividend Comparison

IBC2.DE's dividend yield for the trailing twelve months is around 6.19%, less than HYLE.DE's 6.87% yield.


PositionTTM20252024202320222021202020192018
HYLE.DE
iShares Global High Yield Corporate Bond UCITS ETF (EUR Hedged) Dist
6.87%5.34%5.38%4.76%4.17%3.83%4.50%1.75%0.00%
IBC2.DE
iShares $ High Yield Corp Bond UCITS ETF EUR Hedged (Dist)
6.19%6.07%6.33%5.59%5.13%4.34%4.82%5.58%3.90%

Frequently Asked Questions


IBC2.DE and HYLE.DE have a correlation of 0.57, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.55% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

IBC2.DE and HYLE.DE have the same expense ratio: 0.55% per year.

IBC2.DE tracks Markit iBoxx USD Liquid High Yield Capped Index (EUR Hedged), while HYLE.DE tracks iBoxx® Global Developed Markets Liquid High Yield Capped (EUR Hedged).

Portfolio Optimizer

Find the right allocation for IBC2.DE and HYLE.DE

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

Open Portfolio Optimizer