JNKS.L vs. GHYU.L
JNKS.L (SPDR Bloomberg SASB U.S. High Yield Corporate ESG UCITS ETF Dist USD) and GHYU.L (Lyxor Global High Yield Sustainable Exposure UCITS ETF - Acc) are both High Yield Bonds funds - JNKS.L tracks the Bloomberg US Corporate High Yield TR USD while GHYU.L tracks the ICE BofA Gbl HY Constnd TR USD. Both are passively managed. Over the past 5 years, JNKS.L returned 5.27%/yr vs 3.77%/yr for GHYU.L. A 0.60 correlation means they provide meaningful diversification when combined. JNKS.L charges 0.30%/yr vs 0.25%/yr for GHYU.L.
Performance
JNKS.L vs. GHYU.L - Performance Comparison
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Different Trading Currencies
JNKS.L is traded in GBP, while GHYU.L is traded in USD. To make them comparable, the GHYU.L values have been converted to GBP using the latest available exchange rates.
Returns By Period
In the year-to-date period, JNKS.L achieves a 1.56% return, which is significantly higher than GHYU.L's 1.06% return.
JNKS.L
- 1D
- 0.26%
- 1M
- 1.60%
- YTD
- 1.56%
- 6M
- 1.26%
- 1Y
- 7.49%
- 3Y*
- 6.17%
- 5Y*
- 5.27%
- 10Y*
- 5.75%
GHYU.L
- 1D
- 0.12%
- 1M
- 1.31%
- YTD
- 1.06%
- 6M
- 0.75%
- 1Y
- 7.26%
- 3Y*
- 5.86%
- 5Y*
- 3.77%
- 10Y*
- —
JNKS.L vs. GHYU.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
JNKS.L SPDR Bloomberg SASB U.S. High Yield Corporate ESG UCITS ETF Dist USD | 1.56% | 0.31% | 11.61% | 6.25% | 0.20% | 6.02% | -0.10% |
GHYU.L Lyxor Global High Yield Sustainable Exposure UCITS ETF - Acc | 1.06% | 3.46% | 6.89% | 6.74% | -3.03% | 1.50% | 3.43% |
Correlation
The correlation between JNKS.L and GHYU.L is 0.52, 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 | 0.52 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.56 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.59 |
Correlation (All Time) Calculated using the full available price history since Feb 14, 2020 | 0.60 |
The correlation between JNKS.L and GHYU.L has been stable across timeframes, ranging from 0.52 to 0.60 - a consistent structural relationship.
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Return for Risk
JNKS.L vs. GHYU.L — Risk / Return Rank
JNKS.L
GHYU.L
JNKS.L vs. GHYU.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR Bloomberg SASB U.S. High Yield Corporate ESG UCITS ETF Dist USD (JNKS.L) and Lyxor Global High Yield Sustainable Exposure UCITS ETF - Acc (GHYU.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.
| JNKS.L | GHYU.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.15 | ||
| Sortino ratioReturn per unit of downside risk | +0.31 | ||
| Omega ratioGain probability vs. loss probability | 1.22 | 1.19 | +0.03 |
| Calmar ratioReturn relative to maximum drawdown | 1.98 | 2.10 | -0.12 |
| Martin ratioReturn relative to average drawdown | 5.20 | 5.79 | -0.59 |
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
| JNKS.L | GHYU.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.25 | 1.10 | +0.15 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.67 | 0.46 | +0.22 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.62 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.64 | 0.33 | +0.31 |
Drawdowns
JNKS.L vs. GHYU.L - Drawdown Comparison
The maximum JNKS.L drawdown since its inception was -14.18%, which is greater than GHYU.L's maximum drawdown of -10.99%. Use the drawdown chart below to compare losses from any high point for JNKS.L and GHYU.L.
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Drawdown Indicators
| JNKS.L | GHYU.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -14.18% | -10.99% | -3.19% |
Max Drawdown (1Y)Largest decline over 1 year | -3.78% | -3.45% | -0.33% |
Max Drawdown (3Y)Largest decline over 3 years | -10.35% | -6.99% | -3.36% |
Max Drawdown (5Y)Largest decline over 5 years | -10.35% | -10.46% | +0.11% |
Max Drawdown (10Y)Largest decline over 10 years | -14.18% | — | — |
Current DrawdownCurrent decline from peak | -1.74% | -0.49% | -1.25% |
Average DrawdownAverage peak-to-trough decline | -3.66% | -2.89% | -0.77% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.44% | 1.25% | +0.19% |
Volatility
JNKS.L vs. GHYU.L - Volatility Comparison
The current volatility for SPDR Bloomberg SASB U.S. High Yield Corporate ESG UCITS ETF Dist USD (JNKS.L) is 1.55%, while Lyxor Global High Yield Sustainable Exposure UCITS ETF - Acc (GHYU.L) has a volatility of 2.09%. This indicates that JNKS.L experiences smaller price fluctuations and is considered to be less risky than GHYU.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JNKS.L | GHYU.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.55% | 2.09% | -0.54% |
Volatility (6M)Calculated over the trailing 6-month period | 4.27% | 5.31% | -1.04% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.95% | 6.56% | -0.61% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.81% | 8.21% | -0.40% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 9.29% | 9.54% | -0.25% |
JNKS.L vs. GHYU.L - Expense Ratio Comparison
JNKS.L has a 0.30% expense ratio, which is higher than GHYU.L's 0.25% expense ratio.
Dividends
JNKS.L vs. GHYU.L - Dividend Comparison
JNKS.L's dividend yield for the trailing twelve months is around 7.20%, while GHYU.L has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GHYU.L Lyxor Global High Yield Sustainable Exposure UCITS ETF - Acc | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
JNKS.L SPDR Bloomberg SASB U.S. High Yield Corporate ESG UCITS ETF Dist USD | 7.20% | 7.46% | 7.06% | 6.78% | 5.43% | 5.30% | 5.84% | 5.85% | 4.96% | 6.39% | 4.98% | 5.29% |
Frequently Asked Questions
JNKS.L and GHYU.L have a correlation of 0.52, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, GHYU.L is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.
GHYU.L is cheaper with a 0.25% expense ratio, compared with 0.30% for JNKS.L.
JNKS.L tracks Bloomberg US Corporate High Yield TR USD, while GHYU.L tracks ICE BofA Gbl HY Constnd TR USD. They also come from different issuers: State Street and Amundi. Their fees differ too: 0.30% for JNKS.L and 0.25% for GHYU.L.
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