PortfoliosLab logoPortfoliosLab logo
IHYA.L vs. GHYU.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IHYA.L vs. GHYU.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 Lyxor Global High Yield Sustainable Exposure UCITS ETF - Acc (GHYU.L). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

Returns By Period

In the year-to-date period, IHYA.L achieves a -0.35% return, which is significantly higher than GHYU.L's -1.21% return.


IHYA.L

1D
-0.01%
1M
-0.65%
YTD
-0.35%
6M
1.07%
1Y
9.50%
3Y*
7.72%
5Y*
3.90%
10Y*

GHYU.L

1D
0.02%
1M
-1.11%
YTD
-1.21%
6M
0.10%
1Y
9.88%
3Y*
7.91%
5Y*
2.59%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020
IHYA.L
iShares USD High Yield Corporate Bond UCITS ETF USD (Acc)
-0.35%9.49%6.98%10.64%-8.87%3.72%4.02%
GHYU.L
Lyxor Global High Yield Sustainable Exposure UCITS ETF - Acc
-1.21%11.40%5.06%12.36%-13.13%0.31%8.39%

Correlation

The correlation between IHYA.L and GHYU.L is 0.73, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined. Holding both can reduce overall portfolio volatility compared to holding either one alone.


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

IHYA.L has a 0.50% expense ratio, which is higher than GHYU.L's 0.25% expense ratio.


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

IHYA.L vs. GHYU.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: 7878
Overall Rank
IHYA.L Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
IHYA.L Sortino Ratio Rank: 7171
Sortino Ratio Rank
IHYA.L Omega Ratio Rank: 8080
Omega Ratio Rank
IHYA.L Calmar Ratio Rank: 7878
Calmar Ratio Rank
IHYA.L Martin Ratio Rank: 9090
Martin Ratio Rank

GHYU.L
GHYU.L Risk / Return Rank: 7373
Overall Rank
GHYU.L Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
GHYU.L Sortino Ratio Rank: 8181
Sortino Ratio Rank
GHYU.L Omega Ratio Rank: 7474
Omega Ratio Rank
GHYU.L Calmar Ratio Rank: 6464
Calmar Ratio Rank
GHYU.L Martin Ratio Rank: 6767
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. GHYU.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 Lyxor Global High Yield Sustainable Exposure UCITS ETF - Acc (GHYU.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.LGHYU.LDifference

Sharpe ratio

Return per unit of total volatility

1.36

1.52

-0.17

Sortino ratio

Return per unit of downside risk

1.88

2.20

-0.32

Omega ratio

Gain probability vs. loss probability

1.32

1.29

+0.04

Calmar ratio

Return relative to maximum drawdown

2.76

2.04

+0.72

Martin ratio

Return relative to average drawdown

13.86

8.56

+5.30

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

The current IHYA.L Sharpe Ratio is 1.36, which is comparable to the GHYU.L Sharpe Ratio of 1.52. The chart below compares the historical Sharpe Ratios of IHYA.L and GHYU.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.


Loading graphics...

Sharpe Ratios by Period


IHYA.LGHYU.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.36

1.52

-0.17

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.58

0.36

+0.22

Sharpe Ratio (All Time)

Calculated using the full available price history

0.55

0.38

+0.17

Drawdowns

IHYA.L vs. GHYU.L - Drawdown Comparison

The maximum IHYA.L drawdown since its inception was -22.58%, roughly equal to the maximum GHYU.L drawdown of -22.36%. Use the drawdown chart below to compare losses from any high point for IHYA.L and GHYU.L.


Loading graphics...

Drawdown Indicators


IHYA.LGHYU.LDifference

Max Drawdown

Largest peak-to-trough decline

-22.58%

-22.36%

-0.22%

Max Drawdown (1Y)

Largest decline over 1 year

-2.82%

-3.92%

+1.10%

Max Drawdown (5Y)

Largest decline over 5 years

-13.68%

-22.36%

+8.68%

Current Drawdown

Current decline from peak

-1.24%

-2.33%

+1.09%

Average Drawdown

Average peak-to-trough decline

-2.26%

-5.73%

+3.47%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.56%

0.94%

-0.38%

Volatility

IHYA.L vs. GHYU.L - Volatility Comparison

The current volatility for iShares USD High Yield Corporate Bond UCITS ETF USD (Acc) (IHYA.L) is 1.80%, while Lyxor Global High Yield Sustainable Exposure UCITS ETF - Acc (GHYU.L) has a volatility of 2.23%. This indicates that IHYA.L experiences smaller price fluctuations and is considered to be less risky than GHYU.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


IHYA.LGHYU.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.80%

2.23%

-0.43%

Volatility (6M)

Calculated over the trailing 6-month period

2.58%

3.53%

-0.95%

Volatility (1Y)

Calculated over the trailing 1-year period

5.27%

5.02%

+0.25%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.77%

7.30%

-0.53%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.93%

9.01%

-1.08%

Dividends

IHYA.L vs. GHYU.L - Dividend Comparison

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


Tickers have no history of dividend payments