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IHYG.L vs. SPICHA.SW
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IHYG.L vs. SPICHA.SW - 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 UBS ETF (CH) – SPI® (CHF) A-dis (SPICHA.SW). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

IHYG.L is traded in EUR, while SPICHA.SW is traded in CHF. To make them comparable, the SPICHA.SW values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, IHYG.L achieves a 0.69% return, which is significantly lower than SPICHA.SW's 4.76% return. Over the past 10 years, IHYG.L has underperformed SPICHA.SW with an annualized return of 3.09%, while SPICHA.SW has yielded a comparatively higher 9.70% annualized return.


IHYG.L

1D
0.07%
1M
0.48%
YTD
0.69%
6M
1.34%
1Y
3.29%
3Y*
6.31%
5Y*
2.68%
10Y*
3.09%

SPICHA.SW

1D
1.05%
1M
0.22%
YTD
4.76%
6M
8.08%
1Y
13.54%
3Y*
9.74%
5Y*
8.43%
10Y*
9.70%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IHYG.L vs. SPICHA.SW - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IHYG.L
iShares € High Yield Corp Bond UCITS ETF EUR (Dist)
0.69%5.32%5.71%11.34%-9.47%3.04%1.14%9.71%-3.57%4.81%
SPICHA.SW
UBS ETF (CH) – SPI® (CHF) A-dis
4.76%19.01%4.69%12.74%-12.90%29.18%3.98%34.89%-4.87%9.52%

Correlation

The correlation between IHYG.L and SPICHA.SW is 0.43, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.43

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

0.43

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

0.49

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

0.46

Correlation (All Time)
Calculated using the full available price history since Jul 19, 2011

0.43

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Return for Risk

IHYG.L vs. SPICHA.SW — 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: 2727
Overall Rank
IHYG.L Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
IHYG.L Sortino Ratio Rank: 2727
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: 3232
Martin Ratio Rank

SPICHA.SW
SPICHA.SW Risk / Return Rank: 2626
Overall Rank
SPICHA.SW Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
SPICHA.SW Sortino Ratio Rank: 2727
Sortino Ratio Rank
SPICHA.SW Omega Ratio Rank: 2727
Omega Ratio Rank
SPICHA.SW Calmar Ratio Rank: 2323
Calmar Ratio Rank
SPICHA.SW Martin Ratio Rank: 2626
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. SPICHA.SW - 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 UBS ETF (CH) – SPI® (CHF) A-dis (SPICHA.SW). 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.LSPICHA.SWDifference
Sharpe ratioReturn per unit of total volatility

-0.21

Sortino ratioReturn per unit of downside risk

-0.21

Omega ratioGain probability vs. loss probability

1.17

1.20

-0.03

Calmar ratioReturn relative to maximum drawdown

1.14

1.21

-0.08

Martin ratioReturn relative to average drawdown

4.71

4.07

+0.65

IHYG.L vs. SPICHA.SW - Sharpe Ratio Comparison

The current IHYG.L Sharpe Ratio is 0.88, which is comparable to the SPICHA.SW Sharpe Ratio of 1.09. The chart below compares the historical Sharpe Ratios of IHYG.L and SPICHA.SW, 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.LSPICHA.SWDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.88

1.09

-0.21

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.49

0.62

-0.12

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.45

0.69

-0.23

Sharpe Ratio (All Time)

Calculated using the full available price history

0.63

0.65

-0.02

Drawdowns

IHYG.L vs. SPICHA.SW - Drawdown Comparison

The maximum IHYG.L drawdown since its inception was -25.61%, roughly equal to the maximum SPICHA.SW drawdown of -26.51%. Use the drawdown chart below to compare losses from any high point for IHYG.L and SPICHA.SW.


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Drawdown Indicators


IHYG.LSPICHA.SWDifference

Max Drawdown

Largest peak-to-trough decline

-25.61%

-26.51%

+0.90%

Max Drawdown (1Y)

Largest decline over 1 year

-2.76%

-11.11%

+8.35%

Max Drawdown (3Y)

Largest decline over 3 years

-3.89%

-15.90%

+12.01%

Max Drawdown (5Y)

Largest decline over 5 years

-14.59%

-17.58%

+2.99%

Max Drawdown (10Y)

Largest decline over 10 years

-25.61%

-26.51%

+0.90%

Current Drawdown

Current decline from peak

-0.16%

-3.00%

+2.84%

Average Drawdown

Average peak-to-trough decline

-2.05%

-4.99%

+2.94%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.67%

3.29%

-2.62%

Volatility

IHYG.L vs. SPICHA.SW - Volatility Comparison

The current volatility for iShares € High Yield Corp Bond UCITS ETF EUR (Dist) (IHYG.L) is 1.01%, while UBS ETF (CH) – SPI® (CHF) A-dis (SPICHA.SW) has a volatility of 3.72%. This indicates that IHYG.L experiences smaller price fluctuations and is considered to be less risky than SPICHA.SW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IHYG.LSPICHA.SWDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.01%

3.72%

-2.71%

Volatility (6M)

Calculated over the trailing 6-month period

3.07%

9.84%

-6.77%

Volatility (1Y)

Calculated over the trailing 1-year period

3.56%

12.35%

-8.79%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.44%

13.71%

-8.27%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.79%

14.14%

-7.35%

IHYG.L vs. SPICHA.SW - Expense Ratio Comparison

IHYG.L has a 0.50% expense ratio, which is higher than SPICHA.SW's 0.10% expense ratio.


Dividends

IHYG.L vs. SPICHA.SW - Dividend Comparison

IHYG.L's dividend yield for the trailing twelve months is around 5.17%, more than SPICHA.SW's 2.20% yield.


PositionTTM20252024202320222021202020192018201720162015
IHYG.L
iShares € High Yield Corp Bond UCITS ETF EUR (Dist)
5.17%5.44%6.10%5.41%3.70%3.07%3.67%3.76%3.68%3.77%4.03%4.59%
SPICHA.SW
UBS ETF (CH) – SPI® (CHF) A-dis
2.20%2.64%2.96%2.94%2.83%2.26%2.55%2.60%3.21%2.62%3.04%2.87%

Frequently Asked Questions


IHYG.L and SPICHA.SW have a correlation of 0.43, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

SPICHA.SW is cheaper with a 0.10% expense ratio, compared with 0.50% for IHYG.L.

IHYG.L is categorized as European High Yield Bonds, while SPICHA.SW is Europe Equities. IHYG.L tracks Markit iBoxx Euro Liquid High Yield Index, while SPICHA.SW tracks SPI® Index. They also come from different issuers: iShares and UBS. Their fees differ too: 0.50% for IHYG.L and 0.10% for SPICHA.SW.

Portfolio Optimizer

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