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IHYA.L vs. BPCR.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

IHYA.L vs. BPCR.L

Last updated Jun 5, 2026

IHYA.L (iShares USD High Yield Corporate Bond UCITS ETF USD (Acc)) is High Yield Bonds fund tracking the Bloomberg US Corporate High Yield TR USD, while BPCR.L (BioPharma Credit plc) is a stock. Over the past 5 years, IHYA.L returned 3.99%/yr vs 15.04%/yr for BPCR.L. At a 0.07 correlation, their price movements are largely independent.

Performance

IHYA.L vs. BPCR.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares USD High Yield Corporate Bond UCITS ETF USD (Acc) (IHYA.L) and BioPharma Credit plc (BPCR.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, IHYA.L achieves a 1.10% return, which is significantly lower than BPCR.L's 12.06% return.

IHYA.L

1D
0.09%
1M
-0.11%
YTD
1.10%
6M
1.70%
1Y
6.95%
3Y*
8.29%
5Y*
3.99%
10Y*
—

BPCR.L

1D
-1.04%
1M
1.70%
YTD
12.06%
6M
12.79%
1Y
25.81%
3Y*
18.03%
5Y*
15.04%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

IHYA.L vs. BPCR.L - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
IHYA.L
iShares USD High Yield Corporate Bond UCITS ETF USD (Acc)		1.10%9.49%6.98%10.64%-8.87%3.72%5.07%12.63%-1.30%2.90%
BPCR.L
BioPharma Credit plc		12.06%19.78%22.20%2.59%13.30%7.89%8.79%4.67%12.75%3.91%

Correlation

The correlation between IHYA.L and BPCR.L is 0.06, 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

0.06

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

0.07

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

0.06

Correlation (All Time)
Calculated using the full available price history since Apr 18, 2017

0.07

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

iShares USD High Yield Corporate Bond UCITS ETF USD (Acc)

BioPharma Credit plc

Often compared with IHYA.L:
IHYA.L vs. HYGIHYA.L vs. XUHY.LIHYA.L vs. BRHYXIHYA.L vs. DHYA.LIHYA.L vs. SLXX.LIHYA.L vs. IS0R.DEIHYA.L vs. QQQ
Often compared with BPCR.L:
BPCR.L vs. V3GU.LBPCR.L vs. KSLVBPCR.L vs. FSFL.LBPCR.L vs. QQQBPCR.L vs. SPYBPCR.L vs. IDVOBPCR.L vs. BRWM.L

Return for Risk

IHYA.L vs. BPCR.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
IHYA.L
IHYA.L Risk / Return Rank: 6161
Overall Rank
IHYA.L Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
IHYA.L Sortino Ratio Rank: 6767
Sortino Ratio Rank
IHYA.L Omega Ratio Rank: 6464
Omega Ratio Rank
IHYA.L Calmar Ratio Rank: 5050
Calmar Ratio Rank
IHYA.L Martin Ratio Rank: 6868
Martin Ratio Rank
BPCR.L
BPCR.L Risk / Return Rank: 9191
Overall Rank
BPCR.L Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
BPCR.L Sortino Ratio Rank: 9191
Sortino Ratio Rank
BPCR.L Omega Ratio Rank: 8989
Omega Ratio Rank
BPCR.L Calmar Ratio Rank: 9393
Calmar Ratio Rank
BPCR.L Martin Ratio Rank: 9393
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.

IHYA.L vs. BPCR.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares USD High Yield Corporate Bond UCITS ETF USD (Acc) (IHYA.L) and BioPharma Credit plc (BPCR.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.

IHYA.LBPCR.LDifference
Sharpe ratioReturn per unit of total volatility
1.93
2.10

-0.17

Sortino ratioReturn per unit of downside risk
3.03
3.43

-0.40

Omega ratioGain probability vs. loss probability

1.38

1.42

-0.04

Calmar ratioReturn relative to maximum drawdown

2.45

5.55

-3.10

Martin ratioReturn relative to average drawdown

12.30

15.02

-2.72

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

IHYA.L vs. BPCR.L - Sharpe Ratio Comparison

The current IHYA.L Sharpe Ratio is 1.93, which is comparable to the BPCR.L Sharpe Ratio of 2.10. The chart below compares the historical Sharpe Ratios of IHYA.L and BPCR.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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Sharpe Ratios by Period

IHYA.LBPCR.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.93

2.10

-0.17

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.59

1.19

-0.60

Sharpe Ratio (All Time)

Calculated using the full available price history

0.56

0.98

-0.42

Drawdowns

IHYA.L vs. BPCR.L - Drawdown Comparison

The maximum IHYA.L drawdown since its inception was -22.58%, which is greater than BPCR.L's maximum drawdown of -14.00%. Use the drawdown chart below to compare losses from any high point for IHYA.L and BPCR.L.

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Drawdown Indicators

IHYA.LBPCR.LDifference

Max Drawdown

Largest peak-to-trough decline

-22.58%

-14.00%

-8.58%

Max Drawdown (1Y)

Largest decline over 1 year

-2.82%

-4.73%

+1.91%

Max Drawdown (3Y)

Largest decline over 3 years

-4.83%

-9.62%

+4.79%

Max Drawdown (5Y)

Largest decline over 5 years

-13.68%

-13.92%

+0.24%

Current Drawdown

Current decline from peak

-0.31%

-1.44%

+1.13%

Average Drawdown

Average peak-to-trough decline

-2.23%

-2.49%

+0.26%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.56%

1.75%

-1.19%

Volatility

IHYA.L vs. BPCR.L - Volatility Comparison

The current volatility for iShares USD High Yield Corporate Bond UCITS ETF USD (Acc) (IHYA.L) is 1.36%, while BioPharma Credit plc (BPCR.L) has a volatility of 2.59%. This indicates that IHYA.L experiences smaller price fluctuations and is considered to be less risky than BPCR.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

IHYA.LBPCR.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.36%

2.59%

-1.23%

Volatility (6M)

Calculated over the trailing 6-month period

2.87%

9.21%

-6.34%

Volatility (1Y)

Calculated over the trailing 1-year period

3.58%

12.51%

-8.93%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.81%

12.68%

-5.87%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.89%

11.86%

-3.97%

Dividends

IHYA.L vs. BPCR.L - Dividend Comparison

IHYA.L has not paid dividends to shareholders, while BPCR.L's dividend yield for the trailing twelve months is around 14.04%.

PositionTTM202520242023202220212020201920182017
BPCR.L
BioPharma Credit plc		14.04%13.78%14.99%15.79%14.30%10.39%10.73%8.96%10.10%2.56%
IHYA.L
iShares USD High Yield Corporate Bond UCITS ETF USD (Acc)		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions

IHYA.L and BPCR.L have a correlation of 0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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