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

Performance

IGUS.L vs. HYXF - Performance Comparison

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

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Different Trading Currencies

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

Returns By Period

In the year-to-date period, IGUS.L achieves a 7.87% return, which is significantly higher than HYXF's 1.57% return.


IGUS.L

1D
2.06%
1M
-0.82%
YTD
7.87%
6M
9.06%
1Y
24.08%
3Y*
19.90%
5Y*
11.97%
10Y*
13.52%

HYXF

1D
0.03%
1M
0.45%
YTD
1.57%
6M
1.52%
1Y
7.15%
3Y*
6.32%
5Y*
4.68%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IGUS.L vs. HYXF - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IGUS.L
iShares S&P 500 GBP Hedged UCITS ETF
7.87%17.39%24.64%24.49%-20.60%28.57%14.63%27.27%-7.47%19.85%
HYXF
iShares ESG Advanced High Yield Corporate Bond ETF
1.57%1.12%10.24%6.28%-1.42%3.57%2.95%10.50%5.68%-2.35%

Correlation

The correlation between IGUS.L and HYXF is -0.01, 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

-0.01

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

0.05

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

0.06

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

0.08

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Return for Risk

IGUS.L vs. HYXF — Risk / Return Rank

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

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

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
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.

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

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


IGUS.LHYXFDifference
Sharpe ratioReturn per unit of total volatility

+0.70

Sortino ratioReturn per unit of downside risk

+1.06

Omega ratioGain probability vs. loss probability

1.35

1.23

+0.12

Calmar ratioReturn relative to maximum drawdown

2.79

1.90

+0.89

Martin ratioReturn relative to average drawdown

11.79

5.63

+6.15

IGUS.L vs. HYXF - Sharpe Ratio Comparison

The current IGUS.L Sharpe Ratio is 1.93, which is higher than the HYXF Sharpe Ratio of 1.24. The chart below compares the historical Sharpe Ratios of IGUS.L and HYXF, 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

IGUS.L vs. HYXF - Drawdown Comparison

The maximum IGUS.L drawdown since its inception was -36.66%, which is greater than HYXF's maximum drawdown of -12.88%. Use the drawdown chart below to compare losses from any high point for IGUS.L and HYXF.


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Drawdown Indicators


IGUS.LHYXFDifference

Max Drawdown

Largest peak-to-trough decline

-36.66%

-12.88%

-23.78%

Max Drawdown (1Y)

Largest decline over 1 year

-8.44%

-3.94%

-4.50%

Max Drawdown (3Y)

Largest decline over 3 years

-18.98%

-10.31%

-8.67%

Max Drawdown (5Y)

Largest decline over 5 years

-25.66%

-10.31%

-15.35%

Max Drawdown (10Y)

Largest decline over 10 years

-36.66%

Current Drawdown

Current decline from peak

-2.23%

-1.05%

-1.18%

Average Drawdown

Average peak-to-trough decline

-4.12%

-3.65%

-0.47%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.00%

1.33%

+0.67%

Volatility

IGUS.L vs. HYXF - Volatility Comparison

iShares S&P 500 GBP Hedged UCITS ETF (IGUS.L) has a higher volatility of 4.04% compared to iShares ESG Advanced High Yield Corporate Bond ETF (HYXF) at 1.28%. This indicates that IGUS.L's price experiences larger fluctuations and is considered to be riskier than HYXF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IGUS.LHYXFDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.04%

1.28%

+2.76%

Volatility (6M)

Calculated over the trailing 6-month period

9.13%

4.41%

+4.72%

Volatility (1Y)

Calculated over the trailing 1-year period

12.18%

6.10%

+6.08%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.15%

9.16%

+6.99%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.60%

10.92%

+5.68%

IGUS.L vs. HYXF - Expense Ratio Comparison

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


Dividends

IGUS.L vs. HYXF - Dividend Comparison

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


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


IGUS.L and HYXF have a correlation of -0.01, 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.

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

Portfolio Optimizer

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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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