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

Performance

IHYA.L vs. UHYC.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 ESG USD High Yield (DR) UCITS ETF - Acc (UHYC.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both stocks are quite close, with IHYA.L having a 1.76% return and UHYC.L slightly lower at 1.70%.


IHYA.L

1D
0.13%
1M
0.13%
6M
1.49%
YTD
1.76%
1Y
6.37%
3Y*
7.95%
5Y*
3.90%
10Y*

UHYC.L

1D
0.17%
1M
-0.00%
6M
1.44%
YTD
1.70%
1Y
6.12%
3Y*
8.82%
5Y*
3.47%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)20252024202320222021
IHYA.L
iShares USD High Yield Corporate Bond UCITS ETF USD (Acc)
1.76%9.50%6.98%10.62%-8.87%0.54%
UHYC.L
Lyxor ESG USD High Yield (DR) UCITS ETF - Acc
1.70%8.78%7.98%12.03%-12.31%0.95%

Correlation

The correlation between IHYA.L and UHYC.L is 0.75, 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

0.75

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

0.79

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

0.82

Correlation (All Time)
Calculated using the full available price history since Jul 12, 2021

0.82

The correlation between IHYA.L and UHYC.L has been stable across timeframes, ranging from 0.75 to 0.82 - a consistent structural relationship.

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Return for Risk

IHYA.L vs. UHYC.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: 6969
Overall Rank
IHYA.L Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
IHYA.L Sortino Ratio Rank: 7575
Sortino Ratio Rank
IHYA.L Omega Ratio Rank: 7575
Omega Ratio Rank
IHYA.L Calmar Ratio Rank: 5656
Calmar Ratio Rank
IHYA.L Martin Ratio Rank: 7575
Martin Ratio Rank

UHYC.L
UHYC.L Risk / Return Rank: 6464
Overall Rank
UHYC.L Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
UHYC.L Sortino Ratio Rank: 7272
Sortino Ratio Rank
UHYC.L Omega Ratio Rank: 6565
Omega Ratio Rank
UHYC.L Calmar Ratio Rank: 5353
Calmar Ratio Rank
UHYC.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. UHYC.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 ESG USD High Yield (DR) UCITS ETF - Acc (UHYC.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.LUHYC.LDifference
Sharpe ratioReturn per unit of total volatility

+0.06

Sortino ratioReturn per unit of downside risk

+0.09

Omega ratioGain probability vs. loss probability

1.35

1.32

+0.03

Calmar ratioReturn relative to maximum drawdown

2.25

2.19

+0.06

Martin ratioReturn relative to average drawdown

11.11

9.65

+1.46

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

The current IHYA.L Sharpe Ratio is 1.73, which is comparable to the UHYC.L Sharpe Ratio of 1.66. The chart below compares the historical Sharpe Ratios of IHYA.L and UHYC.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. UHYC.L - Drawdown Comparison

The maximum IHYA.L drawdown since its inception was -22.58%, which is greater than UHYC.L's maximum drawdown of -16.72%. Use the drawdown chart below to compare losses from any high point for IHYA.L and UHYC.L.


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Drawdown Indicators


IHYA.LUHYC.LDifference

Max Drawdown

Largest peak-to-trough decline

-22.58%

-16.72%

-5.86%

Max Drawdown (1Y)

Largest decline over 1 year

-2.82%

-2.78%

-0.04%

Max Drawdown (3Y)

Largest decline over 3 years

-4.93%

-4.90%

-0.03%

Max Drawdown (5Y)

Largest decline over 5 years

-13.68%

-16.72%

+3.04%

Current Drawdown

Current decline from peak

-0.13%

-0.17%

+0.04%

Average Drawdown

Average peak-to-trough decline

-2.19%

-3.90%

+1.71%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.57%

0.63%

-0.06%

Volatility

IHYA.L vs. UHYC.L - Volatility Comparison

iShares USD High Yield Corporate Bond UCITS ETF USD (Acc) (IHYA.L) has a higher volatility of 0.80% compared to Lyxor ESG USD High Yield (DR) UCITS ETF - Acc (UHYC.L) at 0.75%. This indicates that IHYA.L's price experiences larger fluctuations and is considered to be riskier than UHYC.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.LUHYC.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.80%

0.75%

+0.05%

Volatility (6M)

Calculated over the trailing 6-month period

2.99%

2.95%

+0.04%

Volatility (1Y)

Calculated over the trailing 1-year period

3.68%

3.67%

+0.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.85%

7.44%

-0.59%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.87%

7.42%

+0.45%

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

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


Dividends

IHYA.L vs. UHYC.L - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


IHYA.L and UHYC.L have a correlation of 0.75, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, UHYC.L is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.

UHYC.L is cheaper with a 0.25% expense ratio, compared with 0.50% for IHYA.L.

Both ETFs track Bloomberg US Corporate High Yield TR USD. They also come from different issuers: iShares and Amundi. Their fees differ too: 0.50% for IHYA.L and 0.25% for UHYC.L.

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