JGYH.L vs. GFGB.L
Compare and contrast key facts about JPMorgan Global High Yield Corporate Bond Multi-Factor UCITS ETF (acc) (JGYH.L) and VanEck Global Fallen Angel High Yield Bond UCITS ETF (GFGB.L).
JGYH.L and GFGB.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. JGYH.L is a passively managed fund by JPMorgan that tracks the performance of the ICE BofA Gbl HY Constnd TR USD. It was launched on Feb 4, 2020. GFGB.L is a passively managed fund by VanEck that tracks the performance of the ICE BofA Gbl HY Constnd TR USD. It was launched on Mar 19, 2018. Both JGYH.L and GFGB.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
JGYH.L vs. GFGB.L - Performance Comparison
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JGYH.L vs. GFGB.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
JGYH.L JPMorgan Global High Yield Corporate Bond Multi-Factor UCITS ETF (acc) | 0.25% | 4.09% | 7.92% | 5.18% | 0.63% | 3.10% | -0.09% |
GFGB.L VanEck Global Fallen Angel High Yield Bond UCITS ETF | 0.85% | 2.41% | 7.87% | 4.27% | -2.32% | 3.31% | 9.71% |
Returns By Period
In the year-to-date period, JGYH.L achieves a 0.25% return, which is significantly lower than GFGB.L's 0.85% return.
JGYH.L
- 1D
- 0.05%
- 1M
- -0.56%
- YTD
- 0.25%
- 6M
- 2.43%
- 1Y
- 5.65%
- 3Y*
- 5.60%
- 5Y*
- 4.48%
- 10Y*
- —
GFGB.L
- 1D
- -0.16%
- 1M
- -1.45%
- YTD
- 0.85%
- 6M
- 1.64%
- 1Y
- 3.78%
- 3Y*
- 4.76%
- 5Y*
- 3.69%
- 10Y*
- —
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JGYH.L vs. GFGB.L - Expense Ratio Comparison
JGYH.L has a 0.35% expense ratio, which is lower than GFGB.L's 0.40% expense ratio.
Return for Risk
JGYH.L vs. GFGB.L — Risk / Return Rank
JGYH.L
GFGB.L
JGYH.L vs. GFGB.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Global High Yield Corporate Bond Multi-Factor UCITS ETF (acc) (JGYH.L) and VanEck Global Fallen Angel High Yield Bond UCITS ETF (GFGB.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.
| JGYH.L | GFGB.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.95 | 0.57 | +0.38 |
Sortino ratioReturn per unit of downside risk | 1.34 | 0.82 | +0.52 |
Omega ratioGain probability vs. loss probability | 1.18 | 1.11 | +0.07 |
Calmar ratioReturn relative to maximum drawdown | 2.42 | 1.20 | +1.23 |
Martin ratioReturn relative to average drawdown | 6.24 | 2.89 | +3.35 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| JGYH.L | GFGB.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.95 | 0.57 | +0.38 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.64 | 0.48 | +0.16 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.39 | 0.64 | -0.25 |
Correlation
The correlation between JGYH.L and GFGB.L is 0.83, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
JGYH.L vs. GFGB.L - Dividend Comparison
Neither JGYH.L nor GFGB.L has paid dividends to shareholders.
Drawdowns
JGYH.L vs. GFGB.L - Drawdown Comparison
The maximum JGYH.L drawdown since its inception was -12.24%, smaller than the maximum GFGB.L drawdown of -15.95%. Use the drawdown chart below to compare losses from any high point for JGYH.L and GFGB.L.
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Drawdown Indicators
| JGYH.L | GFGB.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -12.24% | -15.95% | +3.71% |
Max Drawdown (1Y)Largest decline over 1 year | -3.26% | -4.20% | +0.94% |
Max Drawdown (5Y)Largest decline over 5 years | -7.75% | -10.36% | +2.61% |
Current DrawdownCurrent decline from peak | -0.91% | -1.45% | +0.54% |
Average DrawdownAverage peak-to-trough decline | -2.58% | -2.55% | -0.03% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.93% | 1.38% | -0.45% |
Volatility
JGYH.L vs. GFGB.L - Volatility Comparison
The current volatility for JPMorgan Global High Yield Corporate Bond Multi-Factor UCITS ETF (acc) (JGYH.L) is 1.82%, while VanEck Global Fallen Angel High Yield Bond UCITS ETF (GFGB.L) has a volatility of 2.07%. This indicates that JGYH.L experiences smaller price fluctuations and is considered to be less risky than GFGB.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JGYH.L | GFGB.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.82% | 2.07% | -0.25% |
Volatility (6M)Calculated over the trailing 6-month period | 3.79% | 4.54% | -0.75% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.92% | 6.60% | -0.68% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.98% | 7.66% | -0.68% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 8.70% | 8.76% | -0.06% |