PortfoliosLab logoPortfoliosLab logo
IHEB.AX vs. IHHY.AX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IHEB.AX vs. IHHY.AX - Performance Comparison

The chart below illustrates the hypothetical performance of a A$10,000 investment in iShares JP Morgan USD Emerging Markets Bond (AUD Hedged) ETF (IHEB.AX) and iShares Global High Yield Bond (AUD Hedged) ETF (IHHY.AX). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, IHEB.AX achieves a 1.27% return, which is significantly lower than IHHY.AX's 2.08% return. Both investments have delivered pretty close results over the past 10 years, with IHEB.AX having a 3.51% annualized return and IHHY.AX not far ahead at 3.67%.


IHEB.AX

1D
0.04%
1M
-0.76%
6M
1.61%
YTD
1.27%
1Y
8.50%
3Y*
8.63%
5Y*
1.58%
10Y*
3.51%

IHHY.AX

1D
0.37%
1M
0.55%
6M
1.47%
YTD
2.08%
1Y
5.24%
3Y*
7.40%
5Y*
3.05%
10Y*
3.67%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IHEB.AX vs. IHHY.AX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IHEB.AX
iShares JP Morgan USD Emerging Markets Bond (AUD Hedged) ETF
1.27%13.46%6.18%9.22%-17.76%-1.00%7.74%18.63%-7.42%12.01%
IHHY.AX
iShares Global High Yield Bond (AUD Hedged) ETF
2.08%7.65%6.11%9.78%-9.32%2.80%1.62%10.84%-4.15%6.69%

Correlation

The correlation between IHEB.AX and IHHY.AX is 0.21, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.21

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

0.33

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

0.39

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

0.30

Correlation (All Time)
Calculated using the full available price history since Dec 4, 2015

0.31

The correlation between IHEB.AX and IHHY.AX shifts across timeframes, from 0.21 (1 year) to 0.39 (5 years), 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

IHEB.AX vs. IHHY.AX — Risk / Return Rank

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

IHEB.AX
IHEB.AX Risk / Return Rank: 5151
Overall Rank
IHEB.AX Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
IHEB.AX Sortino Ratio Rank: 5353
Sortino Ratio Rank
IHEB.AX Omega Ratio Rank: 5656
Omega Ratio Rank
IHEB.AX Calmar Ratio Rank: 4343
Calmar Ratio Rank
IHEB.AX Martin Ratio Rank: 5151
Martin Ratio Rank

IHHY.AX
IHHY.AX Risk / Return Rank: 4040
Overall Rank
IHHY.AX Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
IHHY.AX Sortino Ratio Rank: 3333
Sortino Ratio Rank
IHHY.AX Omega Ratio Rank: 3636
Omega Ratio Rank
IHHY.AX Calmar Ratio Rank: 4747
Calmar Ratio Rank
IHHY.AX Martin Ratio Rank: 5454
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.

IHEB.AX vs. IHHY.AX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares JP Morgan USD Emerging Markets Bond (AUD Hedged) ETF (IHEB.AX) and iShares Global High Yield Bond (AUD Hedged) ETF (IHHY.AX). 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.


IHEB.AXIHHY.AXDifference
Sharpe ratioReturn per unit of total volatility

+0.48

Sortino ratioReturn per unit of downside risk

+0.64

Omega ratioGain probability vs. loss probability

1.28

1.21

+0.08

Calmar ratioReturn relative to maximum drawdown

1.86

1.97

-0.11

Martin ratioReturn relative to average drawdown

7.02

7.53

-0.51

IHEB.AX vs. IHHY.AX - Sharpe Ratio Comparison

The current IHEB.AX Sharpe Ratio is 1.50, which is higher than the IHHY.AX Sharpe Ratio of 1.01. The chart below compares the historical Sharpe Ratios of IHEB.AX and IHHY.AX, 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

IHEB.AX vs. IHHY.AX - Drawdown Comparison

The maximum IHEB.AX drawdown since its inception was -31.64%, roughly equal to the maximum IHHY.AX drawdown of -31.56%. Use the drawdown chart below to compare losses from any high point for IHEB.AX and IHHY.AX.


Loading charts...

Drawdown Indicators


IHEB.AXIHHY.AXDifference

Max Drawdown

Largest peak-to-trough decline

-31.64%

-31.56%

-0.08%

Max Drawdown (1Y)

Largest decline over 1 year

-4.64%

-2.68%

-1.96%

Max Drawdown (3Y)

Largest decline over 3 years

-7.51%

-6.82%

-0.69%

Max Drawdown (5Y)

Largest decline over 5 years

-27.90%

-14.99%

-12.91%

Max Drawdown (10Y)

Largest decline over 10 years

-31.64%

-31.56%

-0.08%

Current Drawdown

Current decline from peak

-0.80%

-0.03%

-0.77%

Average Drawdown

Average peak-to-trough decline

-6.27%

-2.78%

-3.49%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.24%

0.71%

+0.53%

Volatility

IHEB.AX vs. IHHY.AX - Volatility Comparison

The current volatility for iShares JP Morgan USD Emerging Markets Bond (AUD Hedged) ETF (IHEB.AX) is 1.08%, while iShares Global High Yield Bond (AUD Hedged) ETF (IHHY.AX) has a volatility of 1.74%. This indicates that IHEB.AX experiences smaller price fluctuations and is considered to be less risky than IHHY.AX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


IHEB.AXIHHY.AXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.08%

1.74%

-0.66%

Volatility (6M)

Calculated over the trailing 6-month period

4.82%

4.74%

+0.08%

Volatility (1Y)

Calculated over the trailing 1-year period

5.75%

5.20%

+0.55%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.73%

8.08%

+2.65%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.04%

10.03%

+2.01%

Dividends

IHEB.AX vs. IHHY.AX - Dividend Comparison

IHEB.AX's dividend yield for the trailing twelve months is around 6.02%, less than IHHY.AX's 6.87% yield.


PositionTTM2025202420232022202120202019201820172016
IHEB.AX
iShares JP Morgan USD Emerging Markets Bond (AUD Hedged) ETF
6.02%5.74%9.24%5.17%8.58%6.14%9.71%6.51%3.59%6.82%0.00%
IHHY.AX
iShares Global High Yield Bond (AUD Hedged) ETF
6.87%5.59%5.87%4.99%3.70%3.95%5.24%2.29%3.11%6.98%2.71%

Frequently Asked Questions


IHEB.AX and IHHY.AX have a correlation of 0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IHEB.AX tracks iShares JP Morgan USD Emerging Markets Bond (AUD Hedged) Index, while IHHY.AX tracks iShares Global High Yield Bond (AUD Hedged) Index.

Portfolio Optimizer

Find the right allocation for IHEB.AX and IHHY.AX

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