MPV vs. DHYA.L
Compare and contrast key facts about Barings Participation Investors (MPV) and iShares USD High Yield Corporate Bond ESG UCITS ETF USD (Acc) (DHYA.L).
DHYA.L is a passively managed fund by iShares that tracks the performance of the Bloomberg US Corporate High Yield TR USD. It was launched on Nov 12, 2019.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: MPV or DHYA.L.
Key characteristics
| MPV | DHYA.L | |
|---|---|---|
| YTD Return | 12.18% | 8.10% |
| 1Y Return | 36.20% | 15.13% |
| 3Y Return (Ann) | 14.31% | 2.40% |
| Sharpe Ratio | 2.25 | 3.01 |
| Sortino Ratio | 3.04 | 4.67 |
| Omega Ratio | 1.40 | 1.61 |
| Calmar Ratio | 3.57 | 2.03 |
| Martin Ratio | 11.77 | 23.95 |
| Ulcer Index | 3.13% | 0.59% |
| Daily Std Dev | 16.39% | 4.75% |
| Max Drawdown | -54.02% | -16.70% |
| Current Drawdown | -3.64% | -0.27% |
Correlation
The correlation between MPV and DHYA.L is 0.07, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
MPV vs. DHYA.L - Performance Comparison
In the year-to-date period, MPV achieves a 12.18% return, which is significantly higher than DHYA.L's 8.10% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
MPV vs. DHYA.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Barings Participation Investors (MPV) and iShares USD High Yield Corporate Bond ESG UCITS ETF USD (Acc) (DHYA.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.
Dividends
MPV vs. DHYA.L - Dividend Comparison
MPV's dividend yield for the trailing twelve months is around 8.87%, while DHYA.L has not paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MPV Barings Participation Investors | 8.87% | 8.27% | 6.98% | 5.41% | 6.73% | 6.70% | 7.18% | 7.66% | 7.61% | 7.86% | 8.16% | 8.39% |
DHYA.L iShares USD High Yield Corporate Bond ESG 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% |
Drawdowns
MPV vs. DHYA.L - Drawdown Comparison
The maximum MPV drawdown since its inception was -54.02%, which is greater than DHYA.L's maximum drawdown of -16.70%. Use the drawdown chart below to compare losses from any high point for MPV and DHYA.L. For additional features, visit the drawdowns tool.
Volatility
MPV vs. DHYA.L - Volatility Comparison
Barings Participation Investors (MPV) has a higher volatility of 2.81% compared to iShares USD High Yield Corporate Bond ESG UCITS ETF USD (Acc) (DHYA.L) at 1.21%. This indicates that MPV's price experiences larger fluctuations and is considered to be riskier than DHYA.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.