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IGHY.L vs. CRPS.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IGHY.L vs. CRPS.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares Global High Yield Corporate Bond UCITS ETF (IGHY.L) and iShares Global Corporate Bond UCITS ETF (CRPS.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IGHY.L achieves a 1.97% return, which is significantly higher than CRPS.L's 1.79% return. Over the past 10 years, IGHY.L has outperformed CRPS.L with an annualized return of 4.73%, while CRPS.L has yielded a comparatively lower 2.16% annualized return.


IGHY.L

1D
-0.18%
1M
1.45%
YTD
1.97%
6M
2.46%
1Y
7.50%
3Y*
7.21%
5Y*
4.04%
10Y*
4.73%

CRPS.L

1D
-0.28%
1M
1.89%
YTD
1.79%
6M
2.38%
1Y
6.64%
3Y*
4.19%
5Y*
1.09%
10Y*
2.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IGHY.L vs. CRPS.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IGHY.L
iShares Global High Yield Corporate Bond UCITS ETF
1.97%6.85%4.14%7.22%-1.28%0.55%4.60%8.17%1.66%-0.16%
CRPS.L
iShares Global Corporate Bond UCITS ETF
1.79%2.45%2.70%2.88%-5.91%-2.67%6.79%8.37%1.65%-0.96%

Correlation

The correlation between IGHY.L and CRPS.L is 0.71, 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

0.71

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

0.70

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

0.68

Correlation (10Y)
Calculated over the trailing 10-year period

0.73

Correlation (All Time)
Calculated using the full available price history since Nov 13, 2012

0.72

The correlation between IGHY.L and CRPS.L has been stable across timeframes, ranging from 0.68 to 0.73 - a consistent structural relationship.

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Return for Risk

IGHY.L vs. CRPS.L — Risk / Return Rank

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

IGHY.L
IGHY.L Risk / Return Rank: 5959
Overall Rank
IGHY.L Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
IGHY.L Sortino Ratio Rank: 5858
Sortino Ratio Rank
IGHY.L Omega Ratio Rank: 5555
Omega Ratio Rank
IGHY.L Calmar Ratio Rank: 6969
Calmar Ratio Rank
IGHY.L Martin Ratio Rank: 5757
Martin Ratio Rank

CRPS.L
CRPS.L Risk / Return Rank: 4040
Overall Rank
CRPS.L Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
CRPS.L Sortino Ratio Rank: 4343
Sortino Ratio Rank
CRPS.L Omega Ratio Rank: 3838
Omega Ratio Rank
CRPS.L Calmar Ratio Rank: 4343
Calmar Ratio Rank
CRPS.L Martin Ratio Rank: 3232
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.

IGHY.L vs. CRPS.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Global High Yield Corporate Bond UCITS ETF (IGHY.L) and iShares Global Corporate Bond UCITS ETF (CRPS.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.


IGHY.LCRPS.LDifference
Sharpe ratioReturn per unit of total volatility

+0.30

Sortino ratioReturn per unit of downside risk

+0.43

Omega ratioGain probability vs. loss probability

1.30

1.24

+0.07

Calmar ratioReturn relative to maximum drawdown

3.06

1.94

+1.12

Martin ratioReturn relative to average drawdown

8.84

4.32

+4.52

IGHY.L vs. CRPS.L - Sharpe Ratio Comparison

The current IGHY.L Sharpe Ratio is 1.63, which is comparable to the CRPS.L Sharpe Ratio of 1.33. The chart below compares the historical Sharpe Ratios of IGHY.L and CRPS.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

IGHY.L vs. CRPS.L - Drawdown Comparison

The maximum IGHY.L drawdown since its inception was -37.01%, roughly equal to the maximum CRPS.L drawdown of -37.94%. Use the drawdown chart below to compare losses from any high point for IGHY.L and CRPS.L.


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Drawdown Indicators


IGHY.LCRPS.LDifference

Max Drawdown

Largest peak-to-trough decline

-37.01%

-37.94%

+0.93%

Max Drawdown (1Y)

Largest decline over 1 year

-2.44%

-3.40%

+0.96%

Max Drawdown (3Y)

Largest decline over 3 years

-3.67%

-5.77%

+2.10%

Max Drawdown (5Y)

Largest decline over 5 years

-9.37%

-12.27%

+2.90%

Max Drawdown (10Y)

Largest decline over 10 years

-16.67%

-15.39%

-1.28%

Current Drawdown

Current decline from peak

-0.18%

-2.26%

+2.08%

Average Drawdown

Average peak-to-trough decline

-9.96%

-15.88%

+5.92%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.85%

1.53%

-0.68%

Volatility

IGHY.L vs. CRPS.L - Volatility Comparison

The current volatility for iShares Global High Yield Corporate Bond UCITS ETF (IGHY.L) is 1.26%, while iShares Global Corporate Bond UCITS ETF (CRPS.L) has a volatility of 1.42%. This indicates that IGHY.L experiences smaller price fluctuations and is considered to be less risky than CRPS.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IGHY.LCRPS.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.26%

1.42%

-0.16%

Volatility (6M)

Calculated over the trailing 6-month period

3.36%

3.60%

-0.24%

Volatility (1Y)

Calculated over the trailing 1-year period

4.57%

4.97%

-0.40%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.42%

7.02%

-0.60%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.14%

8.02%

+0.12%

IGHY.L vs. CRPS.L - Expense Ratio Comparison

IGHY.L has a 0.50% expense ratio, which is higher than CRPS.L's 0.20% expense ratio.


Dividends

IGHY.L vs. CRPS.L - Dividend Comparison

IGHY.L's dividend yield for the trailing twelve months is around 7.01%, more than CRPS.L's 4.17% yield.


PositionTTM20252024202320222021202020192018201720162015
CRPS.L
iShares Global Corporate Bond UCITS ETF
4.17%4.12%3.87%3.34%2.55%2.07%2.42%2.75%2.56%2.61%2.45%2.58%
IGHY.L
iShares Global High Yield Corporate Bond UCITS ETF
7.01%5.40%5.45%4.87%3.93%3.83%4.75%4.93%4.70%4.98%4.56%5.12%

Frequently Asked Questions


IGHY.L and CRPS.L have a correlation of 0.71, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

CRPS.L is cheaper with a 0.20% expense ratio, compared with 0.50% for IGHY.L.

IGHY.L is categorized as High Yield Bonds, while CRPS.L is Global Corporate Bonds. IGHY.L tracks ICE BofA Gbl HY Constnd TR USD, while CRPS.L tracks Bloomberg Gbl Agg Corp TR USD. Their fees differ too: 0.50% for IGHY.L and 0.20% for CRPS.L.

Portfolio Optimizer

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