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IS0R.DE vs. JGHY.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IS0R.DE vs. JGHY.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares USD High Yield Corporate Bond UCITS ETF USD (Dist) (IS0R.DE) and JPM Global High Yield Corporate Bond Multi-Factor Active UCITS ETF USD Acc (JGHY.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both investments are quite close, with IS0R.DE having a 4.69% return and JGHY.DE slightly higher at 4.92%.


IS0R.DE

1D
0.23%
1M
1.58%
6M
3.42%
YTD
4.69%
1Y
7.85%
3Y*
7.32%
5Y*
4.58%
10Y*
4.40%

JGHY.DE

1D
-0.21%
1M
1.20%
6M
3.93%
YTD
4.92%
1Y
8.73%
3Y*
7.91%
5Y*
4.39%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IS0R.DE vs. JGHY.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
IS0R.DE
iShares USD High Yield Corporate Bond UCITS ETF USD (Dist)
4.69%-2.53%12.69%6.98%-3.50%12.85%-5.25%
JGHY.DE
JPM Global High Yield Corporate Bond Multi-Factor Active UCITS ETF USD Acc
4.92%-0.68%12.22%7.50%-4.77%10.40%-13.43%

Correlation

The correlation between IS0R.DE and JGHY.DE is 0.82, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.82

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

0.87

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

0.88

Correlation (All Time)
Calculated using the full available price history since Feb 4, 2020

0.89

The correlation between IS0R.DE and JGHY.DE has been stable across timeframes, ranging from 0.82 to 0.89 - a consistent structural relationship.

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Return for Risk

IS0R.DE vs. JGHY.DE — Risk / Return Rank

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

IS0R.DE
IS0R.DE Risk / Return Rank: 5454
Overall Rank
IS0R.DE Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
IS0R.DE Sortino Ratio Rank: 5151
Sortino Ratio Rank
IS0R.DE Omega Ratio Rank: 5151
Omega Ratio Rank
IS0R.DE Calmar Ratio Rank: 6262
Calmar Ratio Rank
IS0R.DE Martin Ratio Rank: 5858
Martin Ratio Rank

JGHY.DE
JGHY.DE Risk / Return Rank: 8585
Overall Rank
JGHY.DE Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
JGHY.DE Sortino Ratio Rank: 8585
Sortino Ratio Rank
JGHY.DE Omega Ratio Rank: 8585
Omega Ratio Rank
JGHY.DE Calmar Ratio Rank: 8989
Calmar Ratio Rank
JGHY.DE Martin Ratio Rank: 8585
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.

IS0R.DE vs. JGHY.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares USD High Yield Corporate Bond UCITS ETF USD (Dist) (IS0R.DE) and JPM Global High Yield Corporate Bond Multi-Factor Active UCITS ETF USD Acc (JGHY.DE). 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.


IS0R.DEJGHY.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.72

Sortino ratioReturn per unit of downside risk

-1.01

Omega ratioGain probability vs. loss probability

1.26

1.41

-0.14

Calmar ratioReturn relative to maximum drawdown

2.51

4.15

-1.64

Martin ratioReturn relative to average drawdown

8.35

13.75

-5.40

IS0R.DE vs. JGHY.DE - Sharpe Ratio Comparison

The current IS0R.DE Sharpe Ratio is 1.40, which is lower than the JGHY.DE Sharpe Ratio of 2.12. The chart below compares the historical Sharpe Ratios of IS0R.DE and JGHY.DE, 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

IS0R.DE vs. JGHY.DE - Drawdown Comparison

The maximum IS0R.DE drawdown since its inception was -23.27%, smaller than the maximum JGHY.DE drawdown of -24.72%. Use the drawdown chart below to compare losses from any high point for IS0R.DE and JGHY.DE.


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Drawdown Indicators


IS0R.DEJGHY.DEDifference

Max Drawdown

Largest peak-to-trough decline

-23.27%

-24.72%

+1.45%

Max Drawdown (1Y)

Largest decline over 1 year

-3.11%

-2.32%

-0.79%

Max Drawdown (3Y)

Largest decline over 3 years

-11.43%

-10.49%

-0.94%

Max Drawdown (5Y)

Largest decline over 5 years

-11.43%

-10.49%

-0.94%

Max Drawdown (10Y)

Largest decline over 10 years

-22.05%

Current Drawdown

Current decline from peak

-1.14%

-0.52%

-0.62%

Average Drawdown

Average peak-to-trough decline

-6.71%

-6.58%

-0.13%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.94%

0.70%

+0.24%

Volatility

IS0R.DE vs. JGHY.DE - Volatility Comparison

iShares USD High Yield Corporate Bond UCITS ETF USD (Dist) (IS0R.DE) has a higher volatility of 1.44% compared to JPM Global High Yield Corporate Bond Multi-Factor Active UCITS ETF USD Acc (JGHY.DE) at 1.21%. This indicates that IS0R.DE's price experiences larger fluctuations and is considered to be riskier than JGHY.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IS0R.DEJGHY.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.44%

1.21%

+0.23%

Volatility (6M)

Calculated over the trailing 6-month period

3.62%

3.04%

+0.58%

Volatility (1Y)

Calculated over the trailing 1-year period

5.61%

4.63%

+0.98%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.62%

6.57%

+1.05%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.80%

8.78%

+0.02%

IS0R.DE vs. JGHY.DE - Expense Ratio Comparison

IS0R.DE has a 0.50% expense ratio, which is higher than JGHY.DE's 0.35% expense ratio.


Dividends

IS0R.DE vs. JGHY.DE - Dividend Comparison

IS0R.DE's dividend yield for the trailing twelve months is around 6.09%, while JGHY.DE has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
IS0R.DE
iShares USD High Yield Corporate Bond UCITS ETF USD (Dist)
6.09%6.34%6.26%5.74%4.94%4.18%5.22%5.46%5.65%5.88%5.32%6.02%
JGHY.DE
JPM Global High Yield Corporate Bond Multi-Factor Active UCITS ETF USD Acc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


IS0R.DE and JGHY.DE have a correlation of 0.82, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, JGHY.DE is cheaper at 0.35% per year. The better choice depends on whether you care most about return, fees, risk, or income.

JGHY.DE is cheaper with a 0.35% expense ratio, compared with 0.50% for IS0R.DE.

They also come from different issuers: iShares and JPMorgan. Their fees differ too: 0.50% for IS0R.DE and 0.35% for JGHY.DE.

Portfolio Optimizer

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