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IHYG.L vs. IDVY.AS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IHYG.L vs. IDVY.AS - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares € High Yield Corp Bond UCITS ETF EUR (Dist) (IHYG.L) and iShares Euro Dividend UCITS ETF (IDVY.AS). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IHYG.L achieves a 0.54% return, which is significantly lower than IDVY.AS's 8.21% return. Over the past 10 years, IHYG.L has underperformed IDVY.AS with an annualized return of 3.09%, while IDVY.AS has yielded a comparatively higher 7.33% annualized return.


IHYG.L

1D
-0.07%
1M
0.31%
YTD
0.54%
6M
1.38%
1Y
2.99%
3Y*
6.08%
5Y*
2.59%
10Y*
3.09%

IDVY.AS

1D
0.33%
1M
2.29%
YTD
8.21%
6M
10.99%
1Y
20.66%
3Y*
20.03%
5Y*
9.08%
10Y*
7.33%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IHYG.L vs. IDVY.AS - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IHYG.L
iShares € High Yield Corp Bond UCITS ETF EUR (Dist)
0.54%5.32%5.71%11.34%-9.47%3.04%1.14%9.70%-3.57%4.81%
IDVY.AS
iShares Euro Dividend UCITS ETF
8.21%41.92%8.62%4.42%-13.82%24.39%-17.87%20.43%-10.28%9.96%

Correlation

The correlation between IHYG.L and IDVY.AS is 0.52, 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

0.52

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

0.53

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

0.60

Correlation (10Y)
Calculated over the trailing 10-year period

0.60

Correlation (All Time)
Calculated using the full available price history since Sep 6, 2010

0.54

The correlation between IHYG.L and IDVY.AS has been stable across timeframes, ranging from 0.52 to 0.60 - a consistent structural relationship.

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Return for Risk

IHYG.L vs. IDVY.AS — Risk / Return Rank

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

IHYG.L
IHYG.L Risk / Return Rank: 2828
Overall Rank
IHYG.L Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
IHYG.L Sortino Ratio Rank: 2828
Sortino Ratio Rank
IHYG.L Omega Ratio Rank: 2626
Omega Ratio Rank
IHYG.L Calmar Ratio Rank: 2525
Calmar Ratio Rank
IHYG.L Martin Ratio Rank: 3333
Martin Ratio Rank

IDVY.AS
IDVY.AS Risk / Return Rank: 5252
Overall Rank
IDVY.AS Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
IDVY.AS Sortino Ratio Rank: 5252
Sortino Ratio Rank
IDVY.AS Omega Ratio Rank: 5454
Omega Ratio Rank
IDVY.AS Calmar Ratio Rank: 5454
Calmar Ratio Rank
IDVY.AS Martin Ratio Rank: 4949
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.

IHYG.L vs. IDVY.AS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares € High Yield Corp Bond UCITS ETF EUR (Dist) (IHYG.L) and iShares Euro Dividend UCITS ETF (IDVY.AS). 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.


IHYG.LIDVY.ASDifference
Sharpe ratioReturn per unit of total volatility

-0.93

Sortino ratioReturn per unit of downside risk

-1.11

Omega ratioGain probability vs. loss probability

1.16

1.33

-0.16

Calmar ratioReturn relative to maximum drawdown

1.08

2.61

-1.53

Martin ratioReturn relative to average drawdown

4.47

8.13

-3.65

IHYG.L vs. IDVY.AS - Sharpe Ratio Comparison

The current IHYG.L Sharpe Ratio is 0.84, which is lower than the IDVY.AS Sharpe Ratio of 1.77. The chart below compares the historical Sharpe Ratios of IHYG.L and IDVY.AS, 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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Sharpe Ratios by Period


IHYG.LIDVY.ASDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.84

1.77

-0.93

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.48

0.60

-0.13

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.45

0.42

+0.04

Sharpe Ratio (All Time)

Calculated using the full available price history

0.64

0.23

+0.40

Drawdowns

IHYG.L vs. IDVY.AS - Drawdown Comparison

The maximum IHYG.L drawdown since its inception was -25.61%, smaller than the maximum IDVY.AS drawdown of -71.33%. Use the drawdown chart below to compare losses from any high point for IHYG.L and IDVY.AS.


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Drawdown Indicators


IHYG.LIDVY.ASDifference

Max Drawdown

Largest peak-to-trough decline

-25.61%

-71.33%

+45.72%

Max Drawdown (1Y)

Largest decline over 1 year

-2.76%

-7.97%

+5.21%

Max Drawdown (3Y)

Largest decline over 3 years

-3.89%

-12.81%

+8.92%

Max Drawdown (5Y)

Largest decline over 5 years

-14.59%

-24.57%

+9.98%

Max Drawdown (10Y)

Largest decline over 10 years

-25.61%

-42.34%

+16.73%

Current Drawdown

Current decline from peak

-0.32%

-1.42%

+1.10%

Average Drawdown

Average peak-to-trough decline

-2.04%

-22.54%

+20.50%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.67%

2.57%

-1.90%

Volatility

IHYG.L vs. IDVY.AS - Volatility Comparison

The current volatility for iShares € High Yield Corp Bond UCITS ETF EUR (Dist) (IHYG.L) is 0.94%, while iShares Euro Dividend UCITS ETF (IDVY.AS) has a volatility of 3.54%. This indicates that IHYG.L experiences smaller price fluctuations and is considered to be less risky than IDVY.AS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IHYG.LIDVY.ASDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.94%

3.54%

-2.60%

Volatility (6M)

Calculated over the trailing 6-month period

3.07%

9.62%

-6.55%

Volatility (1Y)

Calculated over the trailing 1-year period

3.56%

11.77%

-8.21%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.44%

14.80%

-9.36%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.79%

17.26%

-10.47%

IHYG.L vs. IDVY.AS - Expense Ratio Comparison

IHYG.L has a 0.50% expense ratio, which is higher than IDVY.AS's 0.40% expense ratio.


Dividends

IHYG.L vs. IDVY.AS - Dividend Comparison

IHYG.L's dividend yield for the trailing twelve months is around 5.18%, more than IDVY.AS's 3.99% yield.


PositionTTM20252024202320222021202020192018201720162015
IDVY.AS
iShares Euro Dividend UCITS ETF
3.99%4.36%5.85%5.84%5.28%3.68%3.57%4.84%4.76%3.91%3.97%4.00%
IHYG.L
iShares € High Yield Corp Bond UCITS ETF EUR (Dist)
5.18%5.44%6.10%5.41%3.70%3.07%3.67%3.76%3.68%3.77%4.03%4.59%

Frequently Asked Questions


IHYG.L and IDVY.AS have a correlation of 0.52, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IDVY.AS is cheaper at 0.40% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IDVY.AS is cheaper with a 0.40% expense ratio, compared with 0.50% for IHYG.L.

IHYG.L is categorized as European High Yield Bonds, while IDVY.AS is Europe Equities. IHYG.L tracks Markit iBoxx Euro Liquid High Yield Index, while IDVY.AS tracks MSCI EMU NR EUR. Their fees differ too: 0.50% for IHYG.L and 0.40% for IDVY.AS.

Portfolio Optimizer

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