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IHYE.L vs. HYEA.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IHYE.L vs. HYEA.L - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares $ High Yield Corp Bond UCITS ETF EUR Hedged (Dist) (IHYE.L) and iShares Global High Yield Corporate Bond UCITS ETF (HYEA.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, IHYE.L achieves a 1.01% return, which is significantly lower than HYEA.L's 3.05% return.


IHYE.L

1D
0.03%
1M
0.03%
6M
0.50%
YTD
1.01%
1Y
4.16%
3Y*
5.96%
5Y*
1.67%
10Y*

HYEA.L

1D
0.00%
1M
0.90%
6M
2.38%
YTD
3.05%
1Y
5.75%
3Y*
6.96%
5Y*
3.75%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IHYE.L vs. HYEA.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
IHYE.L
iShares $ High Yield Corp Bond UCITS ETF EUR Hedged (Dist)
1.01%6.77%5.11%8.05%-11.60%2.86%3.05%9.11%-3.03%
HYEA.L
iShares Global High Yield Corporate Bond UCITS ETF
3.05%1.53%9.22%9.21%-6.45%8.26%-1.76%14.15%3.31%

Correlation

The correlation between IHYE.L and HYEA.L is 0.29, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.29

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

0.35

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

0.49

Correlation (All Time)
Calculated using the full available price history since Mar 6, 2018

0.52

Over the past year, the correlation between IHYE.L and HYEA.L has dropped to 0.29 - well below their long-term average of 0.52, suggesting their price drivers have been diverging.

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Return for Risk

IHYE.L vs. HYEA.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

IHYE.L
IHYE.L Risk / Return Rank: 4242
Overall Rank
IHYE.L Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
IHYE.L Sortino Ratio Rank: 4242
Sortino Ratio Rank
IHYE.L Omega Ratio Rank: 4343
Omega Ratio Rank
IHYE.L Calmar Ratio Rank: 3737
Calmar Ratio Rank
IHYE.L Martin Ratio Rank: 4848
Martin Ratio Rank

HYEA.L
HYEA.L Risk / Return Rank: 6767
Overall Rank
HYEA.L Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
HYEA.L Sortino Ratio Rank: 6666
Sortino Ratio Rank
HYEA.L Omega Ratio Rank: 5959
Omega Ratio Rank
HYEA.L Calmar Ratio Rank: 7575
Calmar Ratio Rank
HYEA.L Martin Ratio Rank: 7676
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.

IHYE.L vs. HYEA.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares $ High Yield Corp Bond UCITS ETF EUR Hedged (Dist) (IHYE.L) and iShares Global High Yield Corporate Bond UCITS ETF (HYEA.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.


IHYE.LHYEA.LDifference
Sharpe ratioReturn per unit of total volatility

-0.47

Sortino ratioReturn per unit of downside risk

-0.66

Omega ratioGain probability vs. loss probability

1.23

1.30

-0.06

Calmar ratioReturn relative to maximum drawdown

1.59

3.05

-1.46

Martin ratioReturn relative to average drawdown

6.44

11.25

-4.80

IHYE.L vs. HYEA.L - Sharpe Ratio Comparison

The current IHYE.L Sharpe Ratio is 1.17, which is comparable to the HYEA.L Sharpe Ratio of 1.64. The chart below compares the historical Sharpe Ratios of IHYE.L and HYEA.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

IHYE.L vs. HYEA.L - Drawdown Comparison

The maximum IHYE.L drawdown since its inception was -22.54%, roughly equal to the maximum HYEA.L drawdown of -22.83%. Use the drawdown chart below to compare losses from any high point for IHYE.L and HYEA.L.


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Drawdown Indicators


IHYE.LHYEA.LDifference

Max Drawdown

Largest peak-to-trough decline

-22.54%

-22.83%

+0.29%

Max Drawdown (1Y)

Largest decline over 1 year

-2.78%

-1.89%

-0.89%

Max Drawdown (3Y)

Largest decline over 3 years

-4.70%

-6.63%

+1.93%

Max Drawdown (5Y)

Largest decline over 5 years

-15.54%

-9.74%

-5.80%

Current Drawdown

Current decline from peak

0.00%

-0.48%

+0.48%

Average Drawdown

Average peak-to-trough decline

-3.47%

-5.34%

+1.87%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.68%

0.51%

+0.17%

Volatility

IHYE.L vs. HYEA.L - Volatility Comparison

The current volatility for iShares $ High Yield Corp Bond UCITS ETF EUR Hedged (Dist) (IHYE.L) is 0.79%, while iShares Global High Yield Corporate Bond UCITS ETF (HYEA.L) has a volatility of 1.40%. This indicates that IHYE.L experiences smaller price fluctuations and is considered to be less risky than HYEA.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IHYE.LHYEA.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.79%

1.40%

-0.61%

Volatility (6M)

Calculated over the trailing 6-month period

2.77%

2.59%

+0.18%

Volatility (1Y)

Calculated over the trailing 1-year period

3.78%

3.53%

+0.25%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.81%

5.45%

+1.36%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.12%

8.49%

-0.37%

IHYE.L vs. HYEA.L - Expense Ratio Comparison

IHYE.L has a 0.55% expense ratio, which is higher than HYEA.L's 0.50% expense ratio.


Dividends

IHYE.L vs. HYEA.L - Dividend Comparison

IHYE.L's dividend yield for the trailing twelve months is around 6.19%, while HYEA.L has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018
HYEA.L
iShares Global High Yield Corporate Bond UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
IHYE.L
iShares $ High Yield Corp Bond UCITS ETF EUR Hedged (Dist)
6.19%6.07%6.32%5.59%5.13%4.35%4.82%5.59%3.88%

Frequently Asked Questions


IHYE.L and HYEA.L have a correlation of 0.29, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, HYEA.L is cheaper at 0.50% per year. The better choice depends on whether you care most about return, fees, risk, or income.

HYEA.L is cheaper with a 0.50% expense ratio, compared with 0.55% for IHYE.L.

IHYE.L tracks iShares $ High Yield Corp Bond UCITS ETF EUR Hedged (Dist), while HYEA.L tracks ICE BofA Gbl HY Constnd TR USD. Their fees differ too: 0.55% for IHYE.L and 0.50% for HYEA.L.

Portfolio Optimizer

Find the right allocation for IHYE.L and HYEA.L

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