IESG.L vs. TAHY.L
IESG.L (iShares MSCI Europe SRI UCITS ETF) and TAHY.L (Janus Henderson Haitong Asia ex-Japan High Yield Corporate USD Bond Screened Core UCITS ETF USD (Acc)) are both exchange-traded funds - IESG.L is a ESG fund tracking the MSCI Europe SRI Select Reduced Fossil Fuel Index, while TAHY.L is a High Yield Bonds fund tracking the iBoxx MSCI Scored & Screened Tilted USD Asia ex-Japan High Yield Capped TCA Index. Both are passively managed. Over the past 3 years, IESG.L returned 7.76%/yr vs 6.97%/yr for TAHY.L. At a 0.05 correlation, their price movements are largely independent. IESG.L charges 0.20%/yr vs 0.60%/yr for TAHY.L.
Performance
IESG.L vs. TAHY.L - Performance Comparison
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Different Trading Currencies
IESG.L is traded in GBp, while TAHY.L is traded in USD. To make them comparable, the TAHY.L values have been converted to GBp using the latest available exchange rates.
Returns By Period
In the year-to-date period, IESG.L achieves a 7.43% return, which is significantly higher than TAHY.L's 3.40% return.
IESG.L
- 1D
- -0.35%
- 1M
- -1.16%
- 6M
- 4.35%
- YTD
- 7.43%
- 1Y
- 9.06%
- 3Y*
- 7.76%
- 5Y*
- 5.24%
- 10Y*
- 8.44%
TAHY.L
- 1D
- -1.09%
- 1M
- -1.59%
- 6M
- 1.64%
- YTD
- 3.40%
- 1Y
- 5.75%
- 3Y*
- 6.97%
- 5Y*
- —
- 10Y*
- —
IESG.L vs. TAHY.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
IESG.L iShares MSCI Europe SRI UCITS ETF | 7.43% | 8.44% | 0.88% | 14.27% | -9.89% | 0.53% |
TAHY.L Janus Henderson Haitong Asia ex-Japan High Yield Corporate USD Bond Screened Core UCITS ETF USD (Acc) | 3.40% | -0.38% | 19.59% | -15.20% | -8.69% | -11.17% |
Correlation
The correlation between IESG.L and TAHY.L is -0.07, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.07 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.03 |
Correlation (All Time) Calculated using the full available price history since Sep 2, 2021 | 0.05 |
The correlation between IESG.L and TAHY.L shifts across timeframes, from -0.07 (1 year) to 0.05 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
IESG.L vs. TAHY.L — Risk / Return Rank
IESG.L
TAHY.L
IESG.L vs. TAHY.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Europe SRI UCITS ETF (IESG.L) and Janus Henderson Haitong Asia ex-Japan High Yield Corporate USD Bond Screened Core UCITS ETF USD (Acc) (TAHY.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.
| IESG.L | TAHY.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.03 | ||
| Sortino ratioReturn per unit of downside risk | +0.03 | ||
| Omega ratioGain probability vs. loss probability | 1.13 | 1.13 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 0.80 | 0.92 | -0.12 |
| Martin ratioReturn relative to average drawdown | 2.63 | 2.26 | +0.37 |
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Drawdowns
IESG.L vs. TAHY.L - Drawdown Comparison
The maximum IESG.L drawdown since its inception was -33.61%, smaller than the maximum TAHY.L drawdown of -40.62%. Use the drawdown chart below to compare losses from any high point for IESG.L and TAHY.L.
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Drawdown Indicators
| IESG.L | TAHY.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.61% | -40.62% | +7.01% |
Max Drawdown (1Y)Largest decline over 1 year | -11.32% | -5.98% | -5.34% |
Max Drawdown (3Y)Largest decline over 3 years | -15.07% | -7.70% | -7.37% |
Max Drawdown (5Y)Largest decline over 5 years | -20.77% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -25.95% | — | — |
Current DrawdownCurrent decline from peak | -2.33% | -15.32% | +12.99% |
Average DrawdownAverage peak-to-trough decline | -6.95% | -21.35% | +14.40% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.44% | 2.43% | +1.01% |
Volatility
IESG.L vs. TAHY.L - Volatility Comparison
iShares MSCI Europe SRI UCITS ETF (IESG.L) has a higher volatility of 3.49% compared to Janus Henderson Haitong Asia ex-Japan High Yield Corporate USD Bond Screened Core UCITS ETF USD (Acc) (TAHY.L) at 2.17%. This indicates that IESG.L's price experiences larger fluctuations and is considered to be riskier than TAHY.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IESG.L | TAHY.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.49% | 2.17% | +1.32% |
Volatility (6M)Calculated over the trailing 6-month period | 10.90% | 5.89% | +5.01% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.93% | 7.52% | +5.41% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.26% | 14.73% | +1.53% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.78% | 14.73% | +1.05% |
IESG.L vs. TAHY.L - Expense Ratio Comparison
IESG.L has a 0.20% expense ratio, which is lower than TAHY.L's 0.60% expense ratio.
Dividends
IESG.L vs. TAHY.L - Dividend Comparison
Neither IESG.L nor TAHY.L has paid dividends to shareholders.
Frequently Asked Questions
IESG.L and TAHY.L have a correlation of -0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, IESG.L is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
IESG.L is cheaper with a 0.20% expense ratio, compared with 0.60% for TAHY.L.
IESG.L is categorized as ESG, while TAHY.L is High Yield Bonds. IESG.L tracks MSCI Europe SRI Select Reduced Fossil Fuel Index, while TAHY.L tracks iBoxx MSCI Scored & Screened Tilted USD Asia ex-Japan High Yield Capped TCA Index. They also come from different issuers: iShares and Janus Henderson. Their fees differ too: 0.20% for IESG.L and 0.60% for TAHY.L.
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