JNKS.L vs. SDHG.L
JNKS.L (SPDR Bloomberg SASB U.S. High Yield Corporate ESG UCITS ETF Dist USD) and SDHG.L (iShares USD Short Duration High Yield Corporate Bond UCITS ETF) are both High Yield Bonds funds tracking the Bloomberg US Corporate High Yield TR USD, from State Street and iShares respectively. Both are passively managed. Over the past 10 years, JNKS.L returned 5.75%/yr vs 7.60%/yr for SDHG.L. Their correlation of 0.93 suggests significant overlap in exposure. JNKS.L charges 0.30%/yr vs 0.45%/yr for SDHG.L.
Performance
JNKS.L vs. SDHG.L - Performance Comparison
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Returns By Period
In the year-to-date period, JNKS.L achieves a 1.56% return, which is significantly lower than SDHG.L's 2.17% return. Over the past 10 years, JNKS.L has underperformed SDHG.L with an annualized return of 5.75%, while SDHG.L has yielded a comparatively higher 7.60% annualized 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%
SDHG.L
- 1D
- 0.26%
- 1M
- 1.12%
- YTD
- 2.17%
- 6M
- 3.15%
- 1Y
- 11.14%
- 3Y*
- 7.16%
- 5Y*
- 7.59%
- 10Y*
- 7.60%
JNKS.L vs. SDHG.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% | 1.64% | 6.18% | 5.43% | -4.16% |
SDHG.L iShares USD Short Duration High Yield Corporate Bond UCITS ETF | 2.17% | 3.69% | 10.34% | 4.51% | 9.19% | 6.61% | 1.92% | 7.77% | 7.80% | -3.56% |
Correlation
The correlation between JNKS.L and SDHG.L is 0.90, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.90 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.92 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.92 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.93 |
Correlation (All Time) Calculated using the full available price history since Oct 22, 2013 | 0.93 |
The correlation between JNKS.L and SDHG.L has been stable across timeframes, ranging from 0.90 to 0.93 - a consistent structural relationship.
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Return for Risk
JNKS.L vs. SDHG.L — Risk / Return Rank
JNKS.L
SDHG.L
JNKS.L vs. SDHG.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 iShares USD Short Duration High Yield Corporate Bond UCITS ETF (SDHG.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 | SDHG.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.60 | ||
| Sortino ratioReturn per unit of downside risk | -0.90 | ||
| Omega ratioGain probability vs. loss probability | 1.22 | 1.33 | -0.11 |
| Calmar ratioReturn relative to maximum drawdown | 1.98 | 3.63 | -1.65 |
| Martin ratioReturn relative to average drawdown | 5.20 | 11.43 | -6.23 |
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 | SDHG.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.25 | 1.85 | -0.60 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.67 | 1.00 | -0.33 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.62 | 0.83 | -0.21 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.64 | 0.86 | -0.22 |
Drawdowns
JNKS.L vs. SDHG.L - Drawdown Comparison
The maximum JNKS.L drawdown since its inception was -14.18%, which is greater than SDHG.L's maximum drawdown of -11.44%. Use the drawdown chart below to compare losses from any high point for JNKS.L and SDHG.L.
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Drawdown Indicators
| JNKS.L | SDHG.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -14.18% | -11.44% | -2.74% |
Max Drawdown (1Y)Largest decline over 1 year | -3.78% | -3.00% | -0.78% |
Max Drawdown (3Y)Largest decline over 3 years | -10.35% | -8.95% | -1.40% |
Max Drawdown (5Y)Largest decline over 5 years | -10.35% | -10.53% | +0.18% |
Max Drawdown (10Y)Largest decline over 10 years | -14.18% | -11.44% | -2.74% |
Current DrawdownCurrent decline from peak | -1.74% | -0.37% | -1.37% |
Average DrawdownAverage peak-to-trough decline | -3.66% | -3.15% | -0.51% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.44% | 0.95% | +0.49% |
Volatility
JNKS.L vs. SDHG.L - Volatility Comparison
SPDR Bloomberg SASB U.S. High Yield Corporate ESG UCITS ETF Dist USD (JNKS.L) and iShares USD Short Duration High Yield Corporate Bond UCITS ETF (SDHG.L) have volatilities of 1.55% and 1.48%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JNKS.L | SDHG.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.55% | 1.48% | +0.07% |
Volatility (6M)Calculated over the trailing 6-month period | 4.27% | 4.11% | +0.16% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.95% | 5.88% | +0.07% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.81% | 7.58% | +0.23% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 9.29% | 9.19% | +0.10% |
JNKS.L vs. SDHG.L - Expense Ratio Comparison
JNKS.L has a 0.30% expense ratio, which is lower than SDHG.L's 0.45% expense ratio.
Dividends
JNKS.L vs. SDHG.L - Dividend Comparison
JNKS.L's dividend yield for the trailing twelve months is around 7.20%, less than SDHG.L's 11.18% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
SDHG.L iShares USD Short Duration High Yield Corporate Bond UCITS ETF | 11.18% | 8.87% | 8.03% | 7.20% | 5.20% | 5.72% | 6.58% | 6.95% | 7.01% | 7.33% | 6.99% | 7.49% |
Frequently Asked Questions
JNKS.L and SDHG.L have a correlation of 0.90, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, JNKS.L is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.
JNKS.L is cheaper with a 0.30% expense ratio, compared with 0.45% for SDHG.L.
Both ETFs track Bloomberg US Corporate High Yield TR USD. They also come from different issuers: State Street and iShares. Their fees differ too: 0.30% for JNKS.L and 0.45% for SDHG.L.
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