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

Performance

JGYH.L vs. HYGU.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in JPMorgan Global High Yield Corporate Bond Multi-Factor UCITS ETF (acc) (JGYH.L) and iShares € High Yield Corp Bond UCITS ETF USD Hedged (Acc) (HYGU.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

JGYH.L is traded in GBP, while HYGU.L is traded in USD. To make them comparable, the HYGU.L values have been converted to GBP using the latest available exchange rates.

Returns By Period

In the year-to-date period, JGYH.L achieves a 1.93% return, which is significantly lower than HYGU.L's 2.17% return.


JGYH.L

1D
-0.45%
1M
-0.44%
6M
1.33%
YTD
1.93%
1Y
7.13%
3Y*
7.53%
5Y*
4.22%
10Y*

HYGU.L

1D
0.43%
1M
-0.09%
6M
1.34%
YTD
2.17%
1Y
4.78%
3Y*
7.09%
5Y*
5.03%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020
JGYH.L
JPMorgan Global High Yield Corporate Bond Multi-Factor UCITS ETF (acc)
1.93%4.10%7.92%5.18%0.63%3.10%-22.21%
HYGU.L
iShares € High Yield Corp Bond UCITS ETF USD Hedged (Acc)
2.17%-0.40%9.16%7.87%3.91%4.70%-2.57%

Correlation

The correlation between JGYH.L and HYGU.L is 0.68, 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

0.68

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

0.70

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

0.69

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

0.71

The correlation between JGYH.L and HYGU.L has been stable across timeframes, ranging from 0.68 to 0.71 - a consistent structural relationship.

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Return for Risk

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

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

JGYH.L
JGYH.L Risk / Return Rank: 5454
Overall Rank
JGYH.L Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
JGYH.L Sortino Ratio Rank: 4949
Sortino Ratio Rank
JGYH.L Omega Ratio Rank: 4646
Omega Ratio Rank
JGYH.L Calmar Ratio Rank: 6969
Calmar Ratio Rank
JGYH.L Martin Ratio Rank: 5757
Martin Ratio Rank

HYGU.L
HYGU.L Risk / Return Rank: 6161
Overall Rank
HYGU.L Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
HYGU.L Sortino Ratio Rank: 6969
Sortino Ratio Rank
HYGU.L Omega Ratio Rank: 6969
Omega Ratio Rank
HYGU.L Calmar Ratio Rank: 4848
Calmar Ratio Rank
HYGU.L Martin Ratio Rank: 6262
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.

JGYH.L vs. HYGU.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 iShares € High Yield Corp Bond UCITS ETF USD Hedged (Acc) (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.


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

+0.64

Sortino ratioReturn per unit of downside risk

+0.97

Omega ratioGain probability vs. loss probability

1.24

1.12

+0.12

Calmar ratioReturn relative to maximum drawdown

2.75

1.11

+1.64

Martin ratioReturn relative to average drawdown

7.90

2.77

+5.13

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

The current JGYH.L Sharpe Ratio is 1.34, which is higher than the HYGU.L Sharpe Ratio of 0.70. The chart below compares the historical Sharpe Ratios of JGYH.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

JGYH.L vs. HYGU.L - Drawdown Comparison

The maximum JGYH.L drawdown since its inception was -31.48%, which is greater than HYGU.L's maximum drawdown of -19.14%. Use the drawdown chart below to compare losses from any high point for JGYH.L and HYGU.L.


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Drawdown Indicators


JGYH.LHYGU.LDifference

Max Drawdown

Largest peak-to-trough decline

-31.48%

-19.14%

-12.34%

Max Drawdown (1Y)

Largest decline over 1 year

-2.41%

-4.27%

+1.86%

Max Drawdown (3Y)

Largest decline over 3 years

-7.56%

-8.35%

+0.79%

Max Drawdown (5Y)

Largest decline over 5 years

-7.74%

-9.08%

+1.34%

Current Drawdown

Current decline from peak

-3.12%

-2.03%

-1.09%

Average Drawdown

Average peak-to-trough decline

-16.54%

-3.90%

-12.64%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.84%

1.72%

-0.88%

Volatility

JGYH.L vs. HYGU.L - Volatility Comparison

The current volatility for JPMorgan Global High Yield Corporate Bond Multi-Factor UCITS ETF (acc) (JGYH.L) is 1.40%, while iShares € High Yield Corp Bond UCITS ETF USD Hedged (Acc) (HYGU.L) has a volatility of 1.81%. This indicates that JGYH.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


JGYH.LHYGU.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.40%

1.81%

-0.41%

Volatility (6M)

Calculated over the trailing 6-month period

3.48%

5.11%

-1.63%

Volatility (1Y)

Calculated over the trailing 1-year period

4.94%

6.78%

-1.84%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.94%

8.41%

-1.47%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.31%

9.42%

+2.89%

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

JGYH.L has a 0.35% expense ratio, which is lower than HYGU.L's 0.55% expense ratio.


Dividends

JGYH.L vs. HYGU.L - Dividend Comparison

Neither JGYH.L nor HYGU.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


JGYH.L and HYGU.L have a correlation of 0.68, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

JGYH.L is cheaper with a 0.35% expense ratio, compared with 0.55% for HYGU.L.

JGYH.L is categorized as High Yield Bonds, while HYGU.L is European High Yield Bonds. JGYH.L tracks ICE BofA Gbl HY Constnd TR USD, while HYGU.L tracks Markit iBoxx Euro Liquid High Yield Index (EUR). They also come from different issuers: JPMorgan and iShares. Their fees differ too: 0.35% for JGYH.L and 0.55% for HYGU.L.

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