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JHYP.L vs. EHYG.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

JHYP.L vs. EHYG.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 - GBP Hedged (dist) (JHYP.L) and iShares € High Yield Corp Bond ESG SRI UCITS ETF GBP Hedged (Acc) (EHYG.L). The values are adjusted to include any dividend payments, if applicable.

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JHYP.L vs. EHYG.L - Yearly Performance Comparison


Returns By Period

In the year-to-date period, JHYP.L achieves a -0.52% return, which is significantly higher than EHYG.L's -0.83% return.


JHYP.L

1D
0.74%
1M
-0.98%
YTD
-0.52%
6M
1.83%
1Y
7.68%
3Y*
7.77%
5Y*
3.47%
10Y*

EHYG.L

1D
0.71%
1M
-1.35%
YTD
-0.83%
6M
0.73%
1Y
5.98%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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JHYP.L vs. EHYG.L - Expense Ratio Comparison

JHYP.L has a 0.35% expense ratio, which is higher than EHYG.L's 0.27% expense ratio.


Return for Risk

JHYP.L vs. EHYG.L — Risk / Return Rank

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

JHYP.L
JHYP.L Risk / Return Rank: 8181
Overall Rank
JHYP.L Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
JHYP.L Sortino Ratio Rank: 8181
Sortino Ratio Rank
JHYP.L Omega Ratio Rank: 7676
Omega Ratio Rank
JHYP.L Calmar Ratio Rank: 8181
Calmar Ratio Rank
JHYP.L Martin Ratio Rank: 8686
Martin Ratio Rank

EHYG.L
EHYG.L Risk / Return Rank: 7777
Overall Rank
EHYG.L Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
EHYG.L Sortino Ratio Rank: 8282
Sortino Ratio Rank
EHYG.L Omega Ratio Rank: 7777
Omega Ratio Rank
EHYG.L Calmar Ratio Rank: 7070
Calmar Ratio Rank
EHYG.L Martin Ratio Rank: 7979
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.

JHYP.L vs. EHYG.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 - GBP Hedged (dist) (JHYP.L) and iShares € High Yield Corp Bond ESG SRI UCITS ETF GBP Hedged (Acc) (EHYG.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.


JHYP.LEHYG.LDifference

Sharpe ratio

Return per unit of total volatility

1.55

1.53

+0.02

Sortino ratio

Return per unit of downside risk

2.19

2.27

-0.07

Omega ratio

Gain probability vs. loss probability

1.30

1.31

-0.01

Calmar ratio

Return relative to maximum drawdown

2.48

2.12

+0.36

Martin ratio

Return relative to average drawdown

11.13

9.74

+1.40

JHYP.L vs. EHYG.L - Sharpe Ratio Comparison

The current JHYP.L Sharpe Ratio is 1.55, which is comparable to the EHYG.L Sharpe Ratio of 1.53. The chart below compares the historical Sharpe Ratios of JHYP.L and EHYG.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


JHYP.LEHYG.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.55

1.53

+0.02

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.62

Sharpe Ratio (All Time)

Calculated using the full available price history

0.95

2.38

-1.43

Correlation

The correlation between JHYP.L and EHYG.L is 0.69, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

JHYP.L vs. EHYG.L - Dividend Comparison

JHYP.L's dividend yield for the trailing twelve months is around 6.13%, while EHYG.L has not paid dividends to shareholders.


TTM202520242023202220212020
JHYP.L
JPMorgan Global High Yield Corporate Bond Multi-Factor UCITS ETF - GBP Hedged (dist)
6.13%6.58%5.96%8.55%5.62%4.37%0.69%
EHYG.L
iShares € High Yield Corp Bond ESG SRI UCITS ETF GBP Hedged (Acc)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

JHYP.L vs. EHYG.L - Drawdown Comparison

The maximum JHYP.L drawdown since its inception was -15.44%, which is greater than EHYG.L's maximum drawdown of -3.19%. Use the drawdown chart below to compare losses from any high point for JHYP.L and EHYG.L.


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Drawdown Indicators


JHYP.LEHYG.LDifference

Max Drawdown

Largest peak-to-trough decline

-15.44%

-3.19%

-12.25%

Max Drawdown (1Y)

Largest decline over 1 year

-3.87%

-2.85%

-1.02%

Max Drawdown (5Y)

Largest decline over 5 years

-15.44%

Current Drawdown

Current decline from peak

-1.55%

-1.84%

+0.29%

Average Drawdown

Average peak-to-trough decline

-3.30%

-0.31%

-2.99%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.67%

0.62%

+0.05%

Volatility

JHYP.L vs. EHYG.L - Volatility Comparison

The current volatility for JPMorgan Global High Yield Corporate Bond Multi-Factor UCITS ETF - GBP Hedged (dist) (JHYP.L) is 1.69%, while iShares € High Yield Corp Bond ESG SRI UCITS ETF GBP Hedged (Acc) (EHYG.L) has a volatility of 1.91%. This indicates that JHYP.L experiences smaller price fluctuations and is considered to be less risky than EHYG.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


JHYP.LEHYG.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.69%

1.91%

-0.22%

Volatility (6M)

Calculated over the trailing 6-month period

2.86%

2.47%

+0.39%

Volatility (1Y)

Calculated over the trailing 1-year period

4.94%

3.89%

+1.05%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.59%

3.48%

+2.11%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.72%

3.48%

+2.24%