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

Performance

IHYA.L vs. GLAD.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 SPDR Bloomberg Global Aggregate Bond UCITS ETF USD Hedged (Acc) (GLAD.L). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, IHYA.L achieves a 1.10% return, which is significantly higher than GLAD.L's 0.54% 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*

GLAD.L

1D
0.15%
1M
0.03%
YTD
0.54%
6M
0.71%
1Y
3.51%
3Y*
4.15%
5Y*
0.65%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)2025202420232022202120202019
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%2.24%
GLAD.L
SPDR Bloomberg Global Aggregate Bond UCITS ETF USD Hedged (Acc)
0.54%4.72%3.23%6.73%-11.24%-1.59%5.21%-0.04%

Correlation

The correlation between IHYA.L and GLAD.L is 0.55, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.55

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

0.55

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

0.44

Correlation (All Time)
Calculated using the full available price history since Oct 14, 2019

0.33

Over the past year, IHYA.L and GLAD.L have become more correlated (0.55) than their long-term average of 0.33, meaning their price movements have been converging.

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. GLAD.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

GLAD.L
GLAD.L Risk / Return Rank: 3131
Overall Rank
GLAD.L Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
GLAD.L Sortino Ratio Rank: 3030
Sortino Ratio Rank
GLAD.L Omega Ratio Rank: 3030
Omega Ratio Rank
GLAD.L Calmar Ratio Rank: 3131
Calmar Ratio Rank
GLAD.L Martin Ratio Rank: 3131
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. GLAD.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 SPDR Bloomberg Global Aggregate Bond UCITS ETF USD Hedged (Acc) (GLAD.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.LGLAD.LDifference
Sharpe ratioReturn per unit of total volatility

+0.85

Sortino ratioReturn per unit of downside risk

+1.45

Omega ratioGain probability vs. loss probability

1.38

1.20

+0.18

Calmar ratioReturn relative to maximum drawdown

2.45

1.51

+0.94

Martin ratioReturn relative to average drawdown

12.30

4.60

+7.70

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

The current IHYA.L Sharpe Ratio is 1.93, which is higher than the GLAD.L Sharpe Ratio of 1.09. The chart below compares the historical Sharpe Ratios of IHYA.L and GLAD.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 charts...

Sharpe Ratios by Period


IHYA.LGLAD.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.93

1.09

+0.85

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.59

0.15

+0.44

Sharpe Ratio (All Time)

Calculated using the full available price history

0.56

0.23

+0.34

Drawdowns

IHYA.L vs. GLAD.L - Drawdown Comparison

The maximum IHYA.L drawdown since its inception was -22.58%, which is greater than GLAD.L's maximum drawdown of -15.20%. Use the drawdown chart below to compare losses from any high point for IHYA.L and GLAD.L.


Loading charts...

Drawdown Indicators


IHYA.LGLAD.LDifference

Max Drawdown

Largest peak-to-trough decline

-22.58%

-15.20%

-7.38%

Max Drawdown (1Y)

Largest decline over 1 year

-2.82%

-2.30%

-0.52%

Max Drawdown (3Y)

Largest decline over 3 years

-4.83%

-3.78%

-1.05%

Max Drawdown (5Y)

Largest decline over 5 years

-13.68%

-15.05%

+1.37%

Current Drawdown

Current decline from peak

-0.31%

-1.01%

+0.70%

Average Drawdown

Average peak-to-trough decline

-2.23%

-4.55%

+2.32%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.56%

0.76%

-0.20%

Volatility

IHYA.L vs. GLAD.L - Volatility Comparison

iShares USD High Yield Corporate Bond UCITS ETF USD (Acc) (IHYA.L) and SPDR Bloomberg Global Aggregate Bond UCITS ETF USD Hedged (Acc) (GLAD.L) have volatilities of 1.36% and 1.38%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


IHYA.LGLAD.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.36%

1.38%

-0.02%

Volatility (6M)

Calculated over the trailing 6-month period

2.87%

2.63%

+0.24%

Volatility (1Y)

Calculated over the trailing 1-year period

3.58%

3.19%

+0.39%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.81%

4.48%

+2.33%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.89%

4.27%

+3.62%

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

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


Dividends

IHYA.L vs. GLAD.L - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


IHYA.L and GLAD.L have a correlation of 0.55, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

GLAD.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 GLAD.L is Global Bonds. IHYA.L tracks Bloomberg US Corporate High Yield TR USD, while GLAD.L tracks Bloomberg Global Aggregate TR Hdg USD. They also come from different issuers: iShares and State Street. Their fees differ too: 0.50% for IHYA.L and 0.10% for GLAD.L.

Portfolio Optimizer

Find the right allocation for IHYA.L and GLAD.L

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