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

Performance

IGHY.L vs. FSYD - 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 Fidelity Sustainable High Yield ETF (FSYD). The values are adjusted to include any dividend payments, if applicable.

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IGHY.L vs. FSYD - Yearly Performance Comparison


2026 (YTD)2025202420232022
IGHY.L
iShares Global High Yield Corporate Bond UCITS ETF
-3.09%1.20%-1.38%1.98%-0.41%
FSYD
Fidelity Sustainable High Yield ETF
2.19%1.31%10.64%6.62%5.13%
Different Trading Currencies

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

Returns By Period

In the year-to-date period, IGHY.L achieves a -3.09% return, which is significantly lower than FSYD's 2.19% return.


IGHY.L

1D
0.22%
1M
-3.75%
YTD
-3.09%
6M
-1.75%
1Y
0.65%
3Y*
0.03%
5Y*
-1.07%
10Y*
0.40%

FSYD

1D
-0.11%
1M
0.15%
YTD
2.19%
6M
3.36%
1Y
6.13%
3Y*
6.06%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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IGHY.L vs. FSYD - Expense Ratio Comparison

IGHY.L has a 0.50% expense ratio, which is lower than FSYD's 0.55% expense ratio.


Return for Risk

IGHY.L vs. FSYD — 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: 1313
Overall Rank
IGHY.L Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
IGHY.L Sortino Ratio Rank: 1212
Sortino Ratio Rank
IGHY.L Omega Ratio Rank: 1313
Omega Ratio Rank
IGHY.L Calmar Ratio Rank: 1414
Calmar Ratio Rank
IGHY.L Martin Ratio Rank: 1515
Martin Ratio Rank

FSYD
FSYD Risk / Return Rank: 8080
Overall Rank
FSYD Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
FSYD Sortino Ratio Rank: 8080
Sortino Ratio Rank
FSYD Omega Ratio Rank: 8484
Omega Ratio Rank
FSYD Calmar Ratio Rank: 7474
Calmar Ratio Rank
FSYD Martin Ratio Rank: 8383
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. FSYD - 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 Fidelity Sustainable High Yield ETF (FSYD). 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.


IGHY.LFSYDDifference

Sharpe ratio

Return per unit of total volatility

0.10

0.73

-0.63

Sortino ratio

Return per unit of downside risk

0.16

1.05

-0.89

Omega ratio

Gain probability vs. loss probability

1.03

1.15

-0.12

Calmar ratio

Return relative to maximum drawdown

0.13

1.19

-1.06

Martin ratio

Return relative to average drawdown

0.47

3.57

-3.11

IGHY.L vs. FSYD - Sharpe Ratio Comparison

The current IGHY.L Sharpe Ratio is 0.10, which is lower than the FSYD Sharpe Ratio of 0.73. The chart below compares the historical Sharpe Ratios of IGHY.L and FSYD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


IGHY.LFSYDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.10

0.73

-0.63

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.15

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.04

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.20

0.69

-0.89

Correlation

The correlation between IGHY.L and FSYD is 0.60, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

IGHY.L vs. FSYD - Dividend Comparison

IGHY.L's dividend yield for the trailing twelve months is around 0.06%, less than FSYD's 6.49% yield.


TTM20252024202320222021202020192018201720162015
IGHY.L
iShares Global High Yield Corporate Bond UCITS ETF
0.06%0.05%0.05%0.05%0.04%0.04%0.05%0.05%0.05%0.05%0.05%0.05%
FSYD
Fidelity Sustainable High Yield ETF
6.49%6.49%6.47%6.70%5.29%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

IGHY.L vs. FSYD - Drawdown Comparison

The maximum IGHY.L drawdown since its inception was -38.62%, which is greater than FSYD's maximum drawdown of -10.86%. Use the drawdown chart below to compare losses from any high point for IGHY.L and FSYD.


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Drawdown Indicators


IGHY.LFSYDDifference

Max Drawdown

Largest peak-to-trough decline

-38.62%

-12.11%

-26.51%

Max Drawdown (1Y)

Largest decline over 1 year

-5.16%

-4.30%

-0.86%

Max Drawdown (5Y)

Largest decline over 5 years

-11.28%

Max Drawdown (10Y)

Largest decline over 10 years

-20.95%

Current Drawdown

Current decline from peak

-30.04%

-1.28%

-28.76%

Average Drawdown

Average peak-to-trough decline

-27.56%

-2.49%

-25.07%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.42%

0.89%

+0.53%

Volatility

IGHY.L vs. FSYD - Volatility Comparison

iShares Global High Yield Corporate Bond UCITS ETF (IGHY.L) has a higher volatility of 4.03% compared to Fidelity Sustainable High Yield ETF (FSYD) at 2.36%. This indicates that IGHY.L's price experiences larger fluctuations and is considered to be riskier than FSYD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IGHY.LFSYDDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.03%

2.36%

+1.67%

Volatility (6M)

Calculated over the trailing 6-month period

4.97%

4.99%

-0.02%

Volatility (1Y)

Calculated over the trailing 1-year period

6.46%

8.44%

-1.98%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.30%

9.07%

-1.77%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.15%

9.07%

+0.08%