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

Performance

IHYA.L vs. FLOA.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 iShares USD Floating Rate Bond UCITS ETF USD (Acc) (FLOA.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 1.36% return, which is significantly lower than FLOA.L's 2.33% return.


IHYA.L

1D
0.00%
1M
0.40%
YTD
1.36%
6M
1.63%
1Y
6.10%
3Y*
8.48%
5Y*
3.88%
10Y*

FLOA.L

1D
0.15%
1M
0.61%
YTD
2.33%
6M
2.33%
1Y
4.94%
3Y*
5.65%
5Y*
4.32%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)20252024202320222021202020192018
IHYA.L
iShares USD High Yield Corporate Bond UCITS ETF USD (Acc)
1.36%9.50%6.98%10.62%-8.87%3.72%5.07%12.66%-0.59%
FLOA.L
iShares USD Floating Rate Bond UCITS ETF USD (Acc)
2.33%4.89%6.42%6.65%1.35%0.42%0.86%4.17%1.01%

Correlation

The correlation between IHYA.L and FLOA.L is 0.14, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.14

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

0.09

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

0.16

Correlation (All Time)
Calculated using the full available price history since Mar 21, 2018

0.14

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Return for Risk

IHYA.L vs. FLOA.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: 6060
Overall Rank
IHYA.L Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
IHYA.L Sortino Ratio Rank: 6464
Sortino Ratio Rank
IHYA.L Omega Ratio Rank: 6363
Omega Ratio Rank
IHYA.L Calmar Ratio Rank: 4949
Calmar Ratio Rank
IHYA.L Martin Ratio Rank: 6666
Martin Ratio Rank

FLOA.L
FLOA.L Risk / Return Rank: 9797
Overall Rank
FLOA.L Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
FLOA.L Sortino Ratio Rank: 9696
Sortino Ratio Rank
FLOA.L Omega Ratio Rank: 9898
Omega Ratio Rank
FLOA.L Calmar Ratio Rank: 9898
Calmar Ratio Rank
FLOA.L Martin Ratio Rank: 9898
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. FLOA.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 iShares USD Floating Rate Bond UCITS ETF USD (Acc) (FLOA.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.

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.


IHYA.LFLOA.LDifference
Sharpe ratioReturn per unit of total volatility

-1.39

Sortino ratioReturn per unit of downside risk

-2.43

Omega ratioGain probability vs. loss probability

1.33

2.01

-0.68

Calmar ratioReturn relative to maximum drawdown

2.16

10.69

-8.53

Martin ratioReturn relative to average drawdown

10.53

45.20

-34.67

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

The current IHYA.L Sharpe Ratio is 1.66, which is lower than the FLOA.L Sharpe Ratio of 3.05. The chart below compares the historical Sharpe Ratios of IHYA.L and FLOA.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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Drawdowns

IHYA.L vs. FLOA.L - Drawdown Comparison

The maximum IHYA.L drawdown since its inception was -22.58%, which is greater than FLOA.L's maximum drawdown of -14.96%. Use the drawdown chart below to compare losses from any high point for IHYA.L and FLOA.L.


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Drawdown Indicators


IHYA.LFLOA.LDifference

Max Drawdown

Largest peak-to-trough decline

-22.58%

-14.96%

-7.62%

Max Drawdown (1Y)

Largest decline over 1 year

-2.82%

-0.46%

-2.36%

Max Drawdown (3Y)

Largest decline over 3 years

-4.93%

-1.77%

-3.16%

Max Drawdown (5Y)

Largest decline over 5 years

-13.68%

-2.53%

-11.15%

Current Drawdown

Current decline from peak

-0.27%

0.00%

-0.27%

Average Drawdown

Average peak-to-trough decline

-2.21%

-0.22%

-1.99%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.58%

0.11%

+0.47%

Volatility

IHYA.L vs. FLOA.L - Volatility Comparison

iShares USD High Yield Corporate Bond UCITS ETF USD (Acc) (IHYA.L) has a higher volatility of 0.98% compared to iShares USD Floating Rate Bond UCITS ETF USD (Acc) (FLOA.L) at 0.44%. This indicates that IHYA.L's price experiences larger fluctuations and is considered to be riskier than FLOA.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.LFLOA.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.98%

0.44%

+0.54%

Volatility (6M)

Calculated over the trailing 6-month period

2.93%

1.36%

+1.57%

Volatility (1Y)

Calculated over the trailing 1-year period

3.66%

1.61%

+2.05%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.84%

2.10%

+4.74%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.89%

4.28%

+3.61%

IHYA.L vs. FLOA.L - Expense Ratio Comparison

IHYA.L has a 0.50% expense ratio, which is higher than FLOA.L's 0.10% expense ratio.


Dividends

IHYA.L vs. FLOA.L - Dividend Comparison

Neither IHYA.L nor FLOA.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


IHYA.L and FLOA.L have a correlation of 0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, FLOA.L is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.

FLOA.L is cheaper with a 0.10% expense ratio, compared with 0.50% for IHYA.L.

IHYA.L is categorized as High Yield Bonds, while FLOA.L is Corporate Bonds. IHYA.L tracks Bloomberg US Corporate High Yield TR USD, while FLOA.L tracks Bloomberg US Corp Bond TR USD. Their fees differ too: 0.50% for IHYA.L and 0.10% for FLOA.L.

Portfolio Optimizer

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