JGYH.L vs. WIGG.L
JGYH.L (JPMorgan Global High Yield Corporate Bond Multi-Factor UCITS ETF (acc)) and WIGG.L (iShares Fallen Angels High Yield Corporate Bond UCITS ETF GBP Hedged (Dist)) are both High Yield Bonds funds - JGYH.L tracks the ICE BofA Gbl HY Constnd TR USD while WIGG.L tracks the ICE BofA Gbl HY Constnd TR HGBP. Both are passively managed. Over the past 5 years, JGYH.L returned 4.89%/yr vs 2.72%/yr for WIGG.L. At a 0.21 correlation, their price movements are largely independent. JGYH.L charges 0.35%/yr vs 0.55%/yr for WIGG.L.
Performance
JGYH.L vs. WIGG.L - Performance Comparison
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Returns By Period
In the year-to-date period, JGYH.L achieves a 1.97% return, which is significantly higher than WIGG.L's 1.47% return.
JGYH.L
- 1D
- 0.17%
- 1M
- 1.39%
- YTD
- 1.97%
- 6M
- 2.21%
- 1Y
- 9.59%
- 3Y*
- 6.40%
- 5Y*
- 4.89%
- 10Y*
- —
WIGG.L
- 1D
- 0.13%
- 1M
- 0.90%
- YTD
- 1.47%
- 6M
- 1.71%
- 1Y
- 7.53%
- 3Y*
- 7.62%
- 5Y*
- 2.72%
- 10Y*
- —
JGYH.L vs. WIGG.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) | 1.97% | 4.09% | 7.92% | 5.18% | 0.63% | 3.10% | -0.09% |
WIGG.L iShares Fallen Angels High Yield Corporate Bond UCITS ETF GBP Hedged (Dist) | 1.47% | 8.82% | 4.80% | 11.01% | -12.90% | 4.06% | 11.23% |
Correlation
The correlation between JGYH.L and WIGG.L is 0.12, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.12 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.12 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.18 |
Correlation (All Time) Calculated using the full available price history since Feb 12, 2020 | 0.21 |
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Return for Risk
JGYH.L vs. WIGG.L — Risk / Return Rank
JGYH.L
WIGG.L
JGYH.L vs. WIGG.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 Fallen Angels High Yield Corporate Bond UCITS ETF GBP Hedged (Dist) (WIGG.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 | WIGG.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.05 | ||
| Sortino ratioReturn per unit of downside risk | -0.13 | ||
| Omega ratioGain probability vs. loss probability | 1.36 | 1.39 | -0.03 |
| Calmar ratioReturn relative to maximum drawdown | 3.97 | 2.13 | +1.84 |
| Martin ratioReturn relative to average drawdown | 11.86 | 8.95 | +2.91 |
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 | WIGG.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.93 | 1.98 | -0.05 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.71 | 0.46 | +0.25 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.42 | 0.63 | -0.21 |
Drawdowns
JGYH.L vs. WIGG.L - Drawdown Comparison
The maximum JGYH.L drawdown since its inception was -12.24%, smaller than the maximum WIGG.L drawdown of -23.44%. Use the drawdown chart below to compare losses from any high point for JGYH.L and WIGG.L.
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Drawdown Indicators
| JGYH.L | WIGG.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -12.24% | -23.44% | +11.20% |
Max Drawdown (1Y)Largest decline over 1 year | -2.41% | -3.52% | +1.11% |
Max Drawdown (3Y)Largest decline over 3 years | -7.56% | -4.30% | -3.26% |
Max Drawdown (5Y)Largest decline over 5 years | -7.75% | -17.35% | +9.60% |
Current DrawdownCurrent decline from peak | 0.00% | -0.10% | +0.10% |
Average DrawdownAverage peak-to-trough decline | -2.52% | -3.59% | +1.07% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.81% | 0.84% | -0.03% |
Volatility
JGYH.L vs. WIGG.L - Volatility Comparison
The current volatility for JPMorgan Global High Yield Corporate Bond Multi-Factor UCITS ETF (acc) (JGYH.L) is 1.22%, while iShares Fallen Angels High Yield Corporate Bond UCITS ETF GBP Hedged (Dist) (WIGG.L) has a volatility of 1.30%. This indicates that JGYH.L experiences smaller price fluctuations and is considered to be less risky than WIGG.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 | WIGG.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.22% | 1.30% | -0.08% |
Volatility (6M)Calculated over the trailing 6-month period | 3.56% | 2.97% | +0.59% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.94% | 3.80% | +1.14% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.92% | 5.92% | +1.00% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 8.60% | 7.44% | +1.16% |
JGYH.L vs. WIGG.L - Expense Ratio Comparison
JGYH.L has a 0.35% expense ratio, which is lower than WIGG.L's 0.55% expense ratio.
Dividends
JGYH.L vs. WIGG.L - Dividend Comparison
JGYH.L has not paid dividends to shareholders, while WIGG.L's dividend yield for the trailing twelve months is around 6.92%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
JGYH.L JPMorgan Global High Yield Corporate Bond Multi-Factor UCITS ETF (acc) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
WIGG.L iShares Fallen Angels High Yield Corporate Bond UCITS ETF GBP Hedged (Dist) | 6.92% | 5.58% | 5.74% | 5.08% | 4.47% | 3.89% | 4.24% | 4.53% | 3.28% |
Frequently Asked Questions
JGYH.L and WIGG.L have a correlation of 0.12, 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 WIGG.L.
JGYH.L tracks ICE BofA Gbl HY Constnd TR USD, while WIGG.L tracks ICE BofA Gbl HY Constnd TR HGBP. They also come from different issuers: JPMorgan and iShares. Their fees differ too: 0.35% for JGYH.L and 0.55% for WIGG.L.
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