JNKS.L vs. WIAU.L

Last updated Jun 5, 2026

JNKS.L (SPDR Bloomberg SASB U.S. High Yield Corporate ESG UCITS ETF Dist USD) and WIAU.L (iShares Fallen Angels High Yield Corporate Bond UCITS ETF USD (Acc)) are both High Yield Bonds funds - JNKS.L tracks the Bloomberg US Corporate High Yield TR USD while WIAU.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 3.68%/yr for WIAU.L. A 0.56 correlation means they provide meaningful diversification when combined. JNKS.L charges 0.30%/yr vs 0.50%/yr for WIAU.L.

Performance

JNKS.L vs. WIAU.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in SPDR Bloomberg SASB U.S. High Yield Corporate ESG UCITS ETF Dist USD (JNKS.L) and iShares Fallen Angels High Yield Corporate Bond UCITS ETF USD (Acc) (WIAU.L). The values are adjusted to include any dividend payments, if applicable.

Different Trading Currencies

JNKS.L is traded in GBP, while WIAU.L is traded in USD. To make them comparable, the WIAU.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 WIAU.L's 1.30% 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%

WIAU.L

• 1D: 0.16%
• 1M: 1.30%
• YTD: 1.30%
• 6M: 0.58%
• 1Y: 8.82%
• 3Y*: 5.68%
• 5Y*: 3.68%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

JNKS.L vs. WIAU.L - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018
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%	9.74%
WIAU.L iShares Fallen Angels High Yield Corporate Bond UCITS ETF USD (Acc)	1.30%	4.48%	4.84%	6.98%	-3.74%	2.77%	13.29%	12.34%	4.81%

Correlation

The correlation between JNKS.L and WIAU.L is 0.41, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.41
Correlation (3Y) Calculated over the trailing 3-year period	0.55
Correlation (5Y) Calculated over the trailing 5-year period	0.54
Correlation (All Time) Calculated using the full available price history since Apr 19, 2018	0.56

The correlation between JNKS.L and WIAU.L shifts across timeframes, from 0.41 (1 year) to 0.56 (all time), reflecting how their relationship changes across market environments.

JNKS.L vs. WIAU.L - Sectors Allocation Comparison

Sectors	JNKS.L	WIAU.L
Consumer Cyclical	13.0%	-
Basic Materials	8.3%	-
Energy	6.3%	-
Industrials	5.6%	-
Real Estate	4.7%	-
Technology	3.7%	-
Communication Services	3.5%	-
Healthcare	3.0%	-
Financial Services	1.6%	100.0%
Consumer Defensive	1.0%	-
Utilities	0.9%	-

Return for Risk

JNKS.L vs. WIAU.L — Risk / Return Rank

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

JNKS.L

JNKS.L Risk / Return Rank: 36
JNKS.L Sharpe Ratio Rank: 36
JNKS.L Sortino Ratio Rank: 37
JNKS.L Omega Ratio Rank: 34
JNKS.L Calmar Ratio Rank: 41
JNKS.L Martin Ratio Rank: 34

WIAU.L

WIAU.L Risk / Return Rank: 41
WIAU.L Sharpe Ratio Rank: 41
WIAU.L Sortino Ratio Rank: 44
WIAU.L Omega Ratio Rank: 41
WIAU.L Calmar Ratio Rank: 35
WIAU.L Martin Ratio Rank: 41

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.

JNKS.L vs. WIAU.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 Fallen Angels High Yield Corporate Bond UCITS ETF USD (Acc) (WIAU.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	WIAU.L	Difference
Sharpe ratio: Return per unit of total volatility	1.25	1.40	-0.15
Sortino ratio: Return per unit of downside risk	1.89	2.03	-0.15
Omega ratio: Gain probability vs. loss probability	1.22	1.25	-0.03
Calmar ratio: Return relative to maximum drawdown	1.98	2.72	-0.74
Martin ratio: Return relative to average drawdown	5.20	8.13	-2.93
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

JNKS.L vs. WIAU.L - Sharpe Ratio Comparison

The current JNKS.L Sharpe Ratio is 1.25, which is comparable to the WIAU.L Sharpe Ratio of 1.40. The chart below compares the historical Sharpe Ratios of JNKS.L and WIAU.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.

Sharpe Ratios by Period

	JNKS.L	WIAU.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.25	1.40	-0.15
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.67	0.50	+0.18
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	0.66	-0.01

Drawdowns

JNKS.L vs. WIAU.L - Drawdown Comparison

The maximum JNKS.L drawdown since its inception was -14.18%, smaller than the maximum WIAU.L drawdown of -15.49%. Use the drawdown chart below to compare losses from any high point for JNKS.L and WIAU.L.

Drawdown Indicators

	JNKS.L	WIAU.L	Difference
Max Drawdown Largest peak-to-trough decline	-14.18%	-15.49%	+1.31%
Max Drawdown (1Y) Largest decline over 1 year	-3.78%	-3.23%	-0.55%
Max Drawdown (3Y) Largest decline over 3 years	-10.35%	-6.82%	-3.53%
Max Drawdown (5Y) Largest decline over 5 years	-10.35%	-11.17%	+0.82%
Max Drawdown (10Y) Largest decline over 10 years	-14.18%	—	—
Current Drawdown Current decline from peak	-1.74%	-0.33%	-1.41%
Average Drawdown Average peak-to-trough decline	-3.66%	-2.54%	-1.12%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.44%	1.08%	+0.36%

Volatility

JNKS.L vs. WIAU.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 iShares Fallen Angels High Yield Corporate Bond UCITS ETF USD (Acc) (WIAU.L) has a volatility of 1.66%. This indicates that JNKS.L experiences smaller price fluctuations and is considered to be less risky than WIAU.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	JNKS.L	WIAU.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	1.55%	1.66%	-0.11%
Volatility (6M) Calculated over the trailing 6-month period	4.27%	4.99%	-0.72%
Volatility (1Y) Calculated over the trailing 1-year period	5.95%	6.28%	-0.33%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	7.81%	7.64%	+0.17%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	9.29%	9.53%	-0.24%

JNKS.L vs. WIAU.L - Expense Ratio Comparison

JNKS.L has a 0.30% expense ratio, which is lower than WIAU.L's 0.50% expense ratio.

Dividends

JNKS.L vs. WIAU.L - Dividend Comparison

JNKS.L's dividend yield for the trailing twelve months is around 7.20%, while WIAU.L has not paid dividends to shareholders.

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%
WIAU.L iShares Fallen Angels High Yield Corporate Bond UCITS ETF USD (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%

Frequently Asked Questions

Can I hold both JNKS.L and WIAU.L in my portfolio?

JNKS.L and WIAU.L have a correlation of 0.41, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, JNKS.L or WIAU.L?

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.

Which ETF is cheaper, JNKS.L or WIAU.L?

JNKS.L is cheaper with a 0.30% expense ratio, compared with 0.50% for WIAU.L.

What is the main difference between JNKS.L and WIAU.L?

JNKS.L tracks Bloomberg US Corporate High Yield TR USD, while WIAU.L tracks ICE BofA Gbl HY Constnd TR USD. They also come from different issuers: State Street and iShares. Their fees differ too: 0.30% for JNKS.L and 0.50% for WIAU.L.