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IHYU.L vs. HYGU.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IHYU.L vs. HYGU.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares USD High Yield Corporate Bond UCITS ETF (IHYU.L) and iShares € High Yield Corp Bond UCITS ETF (HYGU.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, IHYU.L achieves a 1.61% return, which is significantly lower than HYGU.L's 2.18% return.


IHYU.L

1D
0.27%
1M
0.07%
6M
1.46%
YTD
1.61%
1Y
6.48%
3Y*
7.93%
5Y*
3.91%
10Y*
4.75%

HYGU.L

1D
-0.03%
1M
0.24%
6M
2.18%
YTD
2.18%
1Y
5.22%
3Y*
8.18%
5Y*
4.58%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IHYU.L vs. HYGU.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IHYU.L
iShares USD High Yield Corporate Bond UCITS ETF
1.61%9.51%6.92%10.99%-9.03%3.92%4.74%12.99%-1.50%1.61%
HYGU.L
iShares € High Yield Corp Bond UCITS ETF
2.18%7.24%7.29%13.55%-7.14%3.72%2.16%12.83%-0.86%0.71%

Correlation

The correlation between IHYU.L and HYGU.L is 0.65, 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

0.65

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

0.58

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

0.66

Correlation (All Time)
Calculated using the full available price history since Nov 16, 2017

0.63

The correlation between IHYU.L and HYGU.L has been stable across timeframes, ranging from 0.58 to 0.66 - a consistent structural relationship.

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Return for Risk

IHYU.L vs. HYGU.L — Risk / Return Rank

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

IHYU.L
IHYU.L Risk / Return Rank: 6868
Overall Rank
IHYU.L Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
IHYU.L Sortino Ratio Rank: 7474
Sortino Ratio Rank
IHYU.L Omega Ratio Rank: 7171
Omega Ratio Rank
IHYU.L Calmar Ratio Rank: 5656
Calmar Ratio Rank
IHYU.L Martin Ratio Rank: 7474
Martin Ratio Rank

HYGU.L
HYGU.L Risk / Return Rank: 6161
Overall Rank
HYGU.L Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
HYGU.L Sortino Ratio Rank: 6868
Sortino Ratio Rank
HYGU.L Omega Ratio Rank: 6868
Omega Ratio Rank
HYGU.L Calmar Ratio Rank: 4848
Calmar Ratio Rank
HYGU.L Martin Ratio Rank: 6161
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.

IHYU.L vs. HYGU.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares USD High Yield Corporate Bond UCITS ETF (IHYU.L) and iShares € High Yield Corp Bond UCITS ETF (HYGU.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.


IHYU.LHYGU.LDifference
Sharpe ratioReturn per unit of total volatility

+0.20

Sortino ratioReturn per unit of downside risk

+0.18

Omega ratioGain probability vs. loss probability

1.34

1.33

+0.01

Calmar ratioReturn relative to maximum drawdown

2.29

2.00

+0.29

Martin ratioReturn relative to average drawdown

10.98

8.61

+2.37

IHYU.L vs. HYGU.L - Sharpe Ratio Comparison

The current IHYU.L Sharpe Ratio is 1.76, which is comparable to the HYGU.L Sharpe Ratio of 1.56. The chart below compares the historical Sharpe Ratios of IHYU.L and HYGU.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

IHYU.L vs. HYGU.L - Drawdown Comparison

The maximum IHYU.L drawdown since its inception was -21.83%, smaller than the maximum HYGU.L drawdown of -25.03%. Use the drawdown chart below to compare losses from any high point for IHYU.L and HYGU.L.


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Drawdown Indicators


IHYU.LHYGU.LDifference

Max Drawdown

Largest peak-to-trough decline

-21.83%

-25.03%

+3.20%

Max Drawdown (1Y)

Largest decline over 1 year

-2.81%

-2.60%

-0.21%

Max Drawdown (3Y)

Largest decline over 3 years

-4.02%

-3.62%

-0.40%

Max Drawdown (5Y)

Largest decline over 5 years

-13.74%

-13.61%

-0.13%

Max Drawdown (10Y)

Largest decline over 10 years

-21.83%

Current Drawdown

Current decline from peak

-0.06%

-0.16%

+0.10%

Average Drawdown

Average peak-to-trough decline

-2.10%

-2.06%

-0.04%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.59%

0.61%

-0.02%

Volatility

IHYU.L vs. HYGU.L - Volatility Comparison

The current volatility for iShares USD High Yield Corporate Bond UCITS ETF (IHYU.L) is 0.53%, while iShares € High Yield Corp Bond UCITS ETF (HYGU.L) has a volatility of 0.62%. This indicates that IHYU.L experiences smaller price fluctuations and is considered to be less risky than HYGU.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IHYU.LHYGU.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.53%

0.62%

-0.09%

Volatility (6M)

Calculated over the trailing 6-month period

2.93%

2.85%

+0.08%

Volatility (1Y)

Calculated over the trailing 1-year period

3.68%

3.33%

+0.35%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.65%

5.37%

+1.28%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.69%

7.10%

+0.59%

IHYU.L vs. HYGU.L - Expense Ratio Comparison

IHYU.L has a 0.50% expense ratio, which is lower than HYGU.L's 0.55% expense ratio.


Dividends

IHYU.L vs. HYGU.L - Dividend Comparison

IHYU.L's dividend yield for the trailing twelve months is around 6.20%, while HYGU.L has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
HYGU.L
iShares € High Yield Corp Bond UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
IHYU.L
iShares USD High Yield Corporate Bond UCITS ETF
6.20%6.14%6.39%5.62%4.81%4.35%4.79%5.42%5.68%5.54%5.61%6.06%

Frequently Asked Questions


IHYU.L and HYGU.L have a correlation of 0.65, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

IHYU.L is cheaper with a 0.50% expense ratio, compared with 0.55% for HYGU.L.

IHYU.L tracks Markit iBoxx USD Liquid High Yield Capped Index, while HYGU.L tracks iShares € High Yield Corp Bond UCITS ETF. Their fees differ too: 0.50% for IHYU.L and 0.55% for HYGU.L.

Portfolio Optimizer

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