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JGHY.L vs. JHYU.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

JGHY.L vs. JHYU.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPMorgan ETFs (Ireland) ICAV Global High Yield Corporate Bond Multi-Factor Active UCITS ETF USD Acc (JGHY.L) and JPMorgan Global High Yield Corporate Bond Multi-Factor UCITS ETF USD Hedged (acc) (JHYU.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, JGHY.L achieves a 2.09% return, which is significantly lower than JHYU.L's 3.06% return.


JGHY.L

1D
-0.08%
1M
-0.13%
6M
1.98%
YTD
2.09%
1Y
7.41%
3Y*
8.58%
5Y*
3.74%
10Y*

JHYU.L

1D
0.36%
1M
0.38%
6M
2.67%
YTD
3.06%
1Y
8.27%
3Y*
9.49%
5Y*
4.23%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

JGHY.L vs. JHYU.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
JGHY.L
JPMorgan ETFs (Ireland) ICAV Global High Yield Corporate Bond Multi-Factor Active UCITS ETF USD Acc
2.09%11.61%6.10%11.41%-10.11%1.82%15.69%
JHYU.L
JPMorgan Global High Yield Corporate Bond Multi-Factor UCITS ETF USD Hedged (acc)
3.06%9.40%7.94%10.74%-8.74%3.38%15.54%

Correlation

The correlation between JGHY.L and JHYU.L is 0.63, 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

0.63

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

0.75

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

0.84

Correlation (All Time)
Calculated using the full available price history since May 13, 2020

0.85

Over the past year, the correlation between JGHY.L and JHYU.L has dropped to 0.63 - well below their long-term average of 0.85, suggesting their price drivers have been diverging.

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Return for Risk

JGHY.L vs. JHYU.L — Risk / Return Rank

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

JGHY.L
JGHY.L Risk / Return Rank: 6666
Overall Rank
JGHY.L Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
JGHY.L Sortino Ratio Rank: 7777
Sortino Ratio Rank
JGHY.L Omega Ratio Rank: 7070
Omega Ratio Rank
JGHY.L Calmar Ratio Rank: 5353
Calmar Ratio Rank
JGHY.L Martin Ratio Rank: 6565
Martin Ratio Rank

JHYU.L
JHYU.L Risk / Return Rank: 8686
Overall Rank
JHYU.L Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
JHYU.L Sortino Ratio Rank: 9292
Sortino Ratio Rank
JHYU.L Omega Ratio Rank: 8787
Omega Ratio Rank
JHYU.L Calmar Ratio Rank: 7777
Calmar Ratio Rank
JHYU.L 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.

JGHY.L vs. JHYU.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan ETFs (Ireland) ICAV Global High Yield Corporate Bond Multi-Factor Active UCITS ETF USD Acc (JGHY.L) and JPMorgan Global High Yield Corporate Bond Multi-Factor UCITS ETF USD Hedged (acc) (JHYU.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.


JGHY.LJHYU.LDifference
Sharpe ratioReturn per unit of total volatility

-0.58

Sortino ratioReturn per unit of downside risk

-0.91

Omega ratioGain probability vs. loss probability

1.33

1.43

-0.10

Calmar ratioReturn relative to maximum drawdown

2.17

3.22

-1.05

Martin ratioReturn relative to average drawdown

9.24

13.81

-4.57

JGHY.L vs. JHYU.L - Sharpe Ratio Comparison

The current JGHY.L Sharpe Ratio is 1.72, which is comparable to the JHYU.L Sharpe Ratio of 2.29. The chart below compares the historical Sharpe Ratios of JGHY.L and JHYU.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

JGHY.L vs. JHYU.L - Drawdown Comparison

The maximum JGHY.L drawdown since its inception was -20.47%, which is greater than JHYU.L's maximum drawdown of -14.48%. Use the drawdown chart below to compare losses from any high point for JGHY.L and JHYU.L.


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Drawdown Indicators


JGHY.LJHYU.LDifference

Max Drawdown

Largest peak-to-trough decline

-20.47%

-14.48%

-5.99%

Max Drawdown (1Y)

Largest decline over 1 year

-3.33%

-2.56%

-0.77%

Max Drawdown (3Y)

Largest decline over 3 years

-4.31%

-4.70%

+0.39%

Max Drawdown (5Y)

Largest decline over 5 years

-17.54%

-14.48%

-3.06%

Current Drawdown

Current decline from peak

-0.20%

-0.02%

-0.18%

Average Drawdown

Average peak-to-trough decline

-3.78%

-2.58%

-1.20%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.78%

0.60%

+0.18%

Volatility

JGHY.L vs. JHYU.L - Volatility Comparison

JPMorgan ETFs (Ireland) ICAV Global High Yield Corporate Bond Multi-Factor Active UCITS ETF USD Acc (JGHY.L) has a higher volatility of 0.98% compared to JPMorgan Global High Yield Corporate Bond Multi-Factor UCITS ETF USD Hedged (acc) (JHYU.L) at 0.57%. This indicates that JGHY.L's price experiences larger fluctuations and is considered to be riskier than JHYU.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


JGHY.LJHYU.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.98%

0.57%

+0.41%

Volatility (6M)

Calculated over the trailing 6-month period

3.50%

2.65%

+0.85%

Volatility (1Y)

Calculated over the trailing 1-year period

4.21%

3.59%

+0.62%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.55%

5.73%

+0.82%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.41%

5.72%

+2.69%

JGHY.L vs. JHYU.L - Expense Ratio Comparison

Both JGHY.L and JHYU.L have an expense ratio of 0.35%.


Dividends

JGHY.L vs. JHYU.L - Dividend Comparison

Neither JGHY.L nor JHYU.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


JGHY.L and JHYU.L have a correlation of 0.63, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.35% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

JGHY.L and JHYU.L have the same expense ratio: 0.35% per year.

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