IHYA.L vs. BRHYX
Compare and contrast key facts about iShares USD High Yield Corporate Bond UCITS ETF USD (Acc) (IHYA.L) and BlackRock High Yield K (BRHYX).
IHYA.L is a passively managed fund by iShares that tracks the performance of the Bloomberg US Corporate High Yield TR USD. It was launched on Apr 13, 2017. BRHYX is managed by BlackRock. It was launched on Jan 5, 2001.
Performance
IHYA.L vs. BRHYX - Performance Comparison
Loading graphics...
IHYA.L vs. BRHYX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IHYA.L iShares USD High Yield Corporate Bond UCITS ETF USD (Acc) | -0.35% | 9.49% | 6.98% | 10.64% | -8.87% | 3.72% | 5.07% | 12.63% | -1.30% | 2.90% |
BRHYX BlackRock High Yield K | -0.73% | 9.44% | 8.65% | 13.26% | -11.18% | 5.47% | 5.98% | 15.65% | -2.67% | 5.37% |
Returns By Period
In the year-to-date period, IHYA.L achieves a -0.35% return, which is significantly higher than BRHYX's -0.73% return.
IHYA.L
- 1D
- -0.01%
- 1M
- -0.74%
- YTD
- -0.35%
- 6M
- 1.07%
- 1Y
- 7.18%
- 3Y*
- 7.72%
- 5Y*
- 3.90%
- 10Y*
- —
BRHYX
- 1D
- 0.42%
- 1M
- -0.98%
- YTD
- -0.73%
- 6M
- 0.93%
- 1Y
- 7.43%
- 3Y*
- 8.75%
- 5Y*
- 4.35%
- 10Y*
- 6.12%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
IHYA.L vs. BRHYX - Expense Ratio Comparison
IHYA.L has a 0.50% expense ratio, which is higher than BRHYX's 0.48% expense ratio.
Return for Risk
IHYA.L vs. BRHYX — Risk / Return Rank
IHYA.L
BRHYX
IHYA.L vs. BRHYX - 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 BlackRock High Yield K (BRHYX). 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.L | BRHYX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.36 | 1.90 | -0.54 |
Sortino ratioReturn per unit of downside risk | 1.88 | 2.71 | -0.83 |
Omega ratioGain probability vs. loss probability | 1.32 | 1.43 | -0.10 |
Calmar ratioReturn relative to maximum drawdown | 2.76 | 2.38 | +0.38 |
Martin ratioReturn relative to average drawdown | 13.86 | 10.88 | +2.98 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| IHYA.L | BRHYX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.36 | 1.90 | -0.54 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.58 | 0.84 | -0.26 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 1.03 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.55 | 1.22 | -0.67 |
Correlation
The correlation between IHYA.L and BRHYX is 0.70, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
IHYA.L vs. BRHYX - Dividend Comparison
IHYA.L has not paid dividends to shareholders, while BRHYX's dividend yield for the trailing twelve months is around 6.68%.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% | 0.00% | 0.00% |
BRHYX BlackRock High Yield K | 6.68% | 7.14% | 7.56% | 6.20% | 4.98% | 4.80% | 5.22% | 5.82% | 6.48% | 5.92% | 6.03% | 6.42% |
Drawdowns
IHYA.L vs. BRHYX - Drawdown Comparison
The maximum IHYA.L drawdown since its inception was -22.58%, smaller than the maximum BRHYX drawdown of -34.77%. Use the drawdown chart below to compare losses from any high point for IHYA.L and BRHYX.
Loading graphics...
Drawdown Indicators
| IHYA.L | BRHYX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -22.58% | -34.77% | +12.19% |
Max Drawdown (1Y)Largest decline over 1 year | -3.82% | -2.40% | -1.42% |
Max Drawdown (5Y)Largest decline over 5 years | -13.68% | -15.29% | +1.61% |
Max Drawdown (10Y)Largest decline over 10 years | — | -23.20% | — |
Current DrawdownCurrent decline from peak | -1.24% | -1.29% | +0.05% |
Average DrawdownAverage peak-to-trough decline | -2.26% | -2.75% | +0.49% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.56% | 0.71% | -0.15% |
Volatility
IHYA.L vs. BRHYX - Volatility Comparison
iShares USD High Yield Corporate Bond UCITS ETF USD (Acc) (IHYA.L) has a higher volatility of 1.80% compared to BlackRock High Yield K (BRHYX) at 1.53%. This indicates that IHYA.L's price experiences larger fluctuations and is considered to be riskier than BRHYX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| IHYA.L | BRHYX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.80% | 1.53% | +0.27% |
Volatility (6M)Calculated over the trailing 6-month period | 2.58% | 2.43% | +0.15% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.27% | 4.01% | +1.26% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.77% | 5.23% | +1.54% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.93% | 5.93% | +2.00% |