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IHYG.L vs. VTI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

IHYG.L vs. VTI

Last updated Jun 9, 2026

IHYG.L (iShares € High Yield Corp Bond UCITS ETF EUR (Dist)) and VTI (Vanguard Total Stock Market ETF) are both exchange-traded funds - IHYG.L is a European High Yield Bonds fund tracking the Markit iBoxx Euro Liquid High Yield Index, while VTI is a Large Cap Blend Equities fund tracking the CRSP US Total Market Index. Both are passively managed. Over the past 10 years, IHYG.L returned 3.09%/yr vs 14.53%/yr for VTI. At a 0.32 correlation, their price movements are largely independent. IHYG.L charges 0.50%/yr vs 0.03%/yr for VTI.

Performance

IHYG.L vs. VTI - 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 Vanguard Total Stock Market ETF (VTI). 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 VTI is traded in USD. To make them comparable, the VTI 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 0.54% return, which is significantly lower than VTI's 10.86% return. Over the past 10 years, IHYG.L has underperformed VTI with an annualized return of 3.09%, while VTI has yielded a comparatively higher 14.53% 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%

VTI

1D
0.00%
1M
2.44%
YTD
10.86%
6M
9.71%
1Y
23.21%
3Y*
18.18%
5Y*
13.44%
10Y*
14.53%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IHYG.L vs. VTI - 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%
VTI
Vanguard Total Stock Market ETF		11.06%3.20%31.98%22.27%-14.54%35.08%11.10%33.62%-0.79%6.32%

Correlation

The correlation between IHYG.L and VTI is 0.44, which is low. Their price movements are largely independent, making them effective diversification partners.

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

0.44

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

0.33

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

0.36

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

0.36

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

0.32

The correlation between IHYG.L and VTI shifts across timeframes, from 0.32 (all time) to 0.44 (1 year), reflecting how their relationship changes across market environments.

IHYG.L vs. VTI - Sectors Allocation Comparison

Sectors
IHYG.L
VTI

Financial Services

100.0%
12.0%

Basic Materials

-

2.0%

Communication Services

-

10.3%

Consumer Cyclical

-

10.0%

Consumer Defensive

-

4.7%

Energy

-

3.7%

Healthcare

-

9.2%

Industrials

-

9.8%

Real Estate

-

2.4%

Technology

-

33.5%

Utilities

-

2.3%

Financial Services

IHYG.L
100.0%
VTI
12.0%

Basic Materials

IHYG.L

-

VTI
2.0%

Communication Services

IHYG.L

-

VTI
10.3%

Consumer Cyclical

IHYG.L

-

VTI
10.0%

Consumer Defensive

IHYG.L

-

VTI
4.7%

Energy

IHYG.L

-

VTI
3.7%

Healthcare

IHYG.L

-

VTI
9.2%

Industrials

IHYG.L

-

VTI
9.8%

Real Estate

IHYG.L

-

VTI
2.4%

Technology

IHYG.L

-

VTI
33.5%

Utilities

IHYG.L

-

VTI
2.3%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

iShares € High Yield Corp Bond UCITS ETF EUR (Dist)

Vanguard Total Stock Market ETF

Often compared with IHYG.L:
IHYG.L vs. IEAC.ASIHYG.L vs. XHYA.DEIHYG.L vs. XAT1.DEIHYG.L vs. GLDIHYG.L vs. SDHA.LIHYG.L vs. YIEL.LIHYG.L vs. XHYG.L
Often compared with VTI:
VTI vs. VOOVTI vs. VXUSVTI vs. SPYVTI vs. VTVTI vs. SCHDVTI vs. FZROXVTI vs. QQQ

Return for Risk

IHYG.L vs. VTI — 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
VTI
VTI Risk / Return Rank: 6868
Overall Rank
VTI Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
VTI Sortino Ratio Rank: 6666
Sortino Ratio Rank
VTI Omega Ratio Rank: 6868
Omega Ratio Rank
VTI Calmar Ratio Rank: 6262
Calmar Ratio Rank
VTI Martin Ratio Rank: 7575
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. VTI - 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 Vanguard Total Stock Market ETF (VTI). 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.LVTIDifference
Sharpe ratioReturn per unit of total volatility
0.84
1.87

-1.03

Sortino ratioReturn per unit of downside risk
1.36
2.43

-1.07

Omega ratioGain probability vs. loss probability

1.16

1.35

-0.18

Calmar ratioReturn relative to maximum drawdown

1.08

3.13

-2.05

Martin ratioReturn relative to average drawdown

4.47

11.69

-7.21

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

IHYG.L vs. VTI - Sharpe Ratio Comparison

The current IHYG.L Sharpe Ratio is 0.84, which is lower than the VTI Sharpe Ratio of 1.87. The chart below compares the historical Sharpe Ratios of IHYG.L and VTI, 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.LVTIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.84

1.87

-1.03

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.48

0.78

-0.31

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.45

0.78

-0.32

Sharpe Ratio (All Time)

Calculated using the full available price history

0.64

0.60

+0.03

Drawdowns

IHYG.L vs. VTI - Drawdown Comparison

The maximum IHYG.L drawdown since its inception was -25.61%, smaller than the maximum VTI drawdown of -50.14%. Use the drawdown chart below to compare losses from any high point for IHYG.L and VTI.

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Drawdown Indicators

IHYG.LVTIDifference

Max Drawdown

Largest peak-to-trough decline

-25.61%

-50.14%

+24.53%

Max Drawdown (1Y)

Largest decline over 1 year

-2.76%

-7.45%

+4.69%

Max Drawdown (3Y)

Largest decline over 3 years

-3.89%

-24.34%

+20.45%

Max Drawdown (5Y)

Largest decline over 5 years

-14.59%

-24.34%

+9.75%

Max Drawdown (10Y)

Largest decline over 10 years

-25.61%

-34.51%

+8.90%

Current Drawdown

Current decline from peak

-0.32%

-2.01%

+1.69%

Average Drawdown

Average peak-to-trough decline

-2.04%

-7.70%

+5.66%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.67%

1.99%

-1.32%

Volatility

IHYG.L vs. VTI - Volatility Comparison

The current volatility for iShares € High Yield Corp Bond UCITS ETF EUR (Dist) (IHYG.L) is 0.94%, while Vanguard Total Stock Market ETF (VTI) has a volatility of 3.02%. This indicates that IHYG.L experiences smaller price fluctuations and is considered to be less risky than VTI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

IHYG.LVTIDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.94%

3.02%

-2.08%

Volatility (6M)

Calculated over the trailing 6-month period

3.07%

8.94%

-5.87%

Volatility (1Y)

Calculated over the trailing 1-year period

3.56%

12.52%

-8.96%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.44%

17.23%

-11.79%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.79%

18.77%

-11.98%

IHYG.L vs. VTI - Expense Ratio Comparison

IHYG.L has a 0.50% expense ratio, which is higher than VTI's 0.03% expense ratio.

Dividends

IHYG.L vs. VTI - Dividend Comparison

IHYG.L's dividend yield for the trailing twelve months is around 5.18%, more than VTI's 1.03% yield.

PositionTTM20252024202320222021202020192018201720162015
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%
VTI
Vanguard Total Stock Market ETF		1.03%1.12%1.27%1.44%1.66%1.21%1.42%1.78%2.04%1.71%1.92%1.98%

Frequently Asked Questions

IHYG.L and VTI have a correlation of 0.44, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, VTI is cheaper at 0.03% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VTI is cheaper with a 0.03% expense ratio, compared with 0.50% for IHYG.L.

IHYG.L is categorized as European High Yield Bonds, while VTI is Large Cap Blend Equities. IHYG.L tracks Markit iBoxx Euro Liquid High Yield Index, while VTI tracks CRSP US Total Market Index. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.50% for IHYG.L and 0.03% for VTI.

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