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PHYD vs. IHYA.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PHYD vs. IHYA.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Putnam ESG High Yield ETF - (PHYD) and iShares USD High Yield Corporate Bond UCITS ETF USD (Acc) (IHYA.L). The values are adjusted to include any dividend payments, if applicable.

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PHYD vs. IHYA.L - Yearly Performance Comparison


2026 (YTD)202520242023
PHYD
Putnam ESG High Yield ETF -
0.42%8.84%7.35%8.07%
IHYA.L
iShares USD High Yield Corporate Bond UCITS ETF USD (Acc)
-0.34%9.49%6.98%7.47%

Returns By Period

In the year-to-date period, PHYD achieves a 0.42% return, which is significantly higher than IHYA.L's -0.34% return.


PHYD

1D
0.78%
1M
0.25%
YTD
0.42%
6M
2.19%
1Y
8.27%
3Y*
8.29%
5Y*
10Y*

IHYA.L

1D
0.75%
1M
-0.66%
YTD
-0.34%
6M
1.10%
1Y
7.12%
3Y*
7.81%
5Y*
3.91%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PHYD vs. IHYA.L - Expense Ratio Comparison

PHYD has a 0.55% expense ratio, which is higher than IHYA.L's 0.50% expense ratio.


Return for Risk

PHYD vs. IHYA.L — Risk / Return Rank

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

PHYD
PHYD Risk / Return Rank: 8585
Overall Rank
PHYD Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
PHYD Sortino Ratio Rank: 8989
Sortino Ratio Rank
PHYD Omega Ratio Rank: 9090
Omega Ratio Rank
PHYD Calmar Ratio Rank: 7575
Calmar Ratio Rank
PHYD Martin Ratio Rank: 8888
Martin Ratio Rank

IHYA.L
IHYA.L Risk / Return Rank: 7676
Overall Rank
IHYA.L Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
IHYA.L Sortino Ratio Rank: 7171
Sortino Ratio Rank
IHYA.L Omega Ratio Rank: 8080
Omega Ratio Rank
IHYA.L Calmar Ratio Rank: 6969
Calmar Ratio Rank
IHYA.L Martin Ratio Rank: 8686
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.

PHYD vs. IHYA.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Putnam ESG High Yield ETF - (PHYD) and iShares USD High Yield Corporate Bond UCITS ETF USD (Acc) (IHYA.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.


PHYDIHYA.LDifference

Sharpe ratio

Return per unit of total volatility

1.65

1.35

+0.30

Sortino ratio

Return per unit of downside risk

2.60

1.86

+0.74

Omega ratio

Gain probability vs. loss probability

1.40

1.32

+0.07

Calmar ratio

Return relative to maximum drawdown

2.24

1.88

+0.36

Martin ratio

Return relative to average drawdown

12.01

10.74

+1.27

PHYD vs. IHYA.L - Sharpe Ratio Comparison

The current PHYD Sharpe Ratio is 1.65, which is comparable to the IHYA.L Sharpe Ratio of 1.35. The chart below compares the historical Sharpe Ratios of PHYD and IHYA.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


PHYDIHYA.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.65

1.35

+0.30

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.58

Sharpe Ratio (All Time)

Calculated using the full available price history

1.67

0.55

+1.12

Correlation

The correlation between PHYD and IHYA.L is 0.67, 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

PHYD vs. IHYA.L - Dividend Comparison

PHYD's dividend yield for the trailing twelve months is around 9.76%, while IHYA.L has not paid dividends to shareholders.


TTM202520242023
PHYD
Putnam ESG High Yield ETF -
9.76%6.63%6.80%6.15%
IHYA.L
iShares USD High Yield Corporate Bond UCITS ETF USD (Acc)
0.00%0.00%0.00%0.00%

Drawdowns

PHYD vs. IHYA.L - Drawdown Comparison

The maximum PHYD drawdown since its inception was -4.33%, smaller than the maximum IHYA.L drawdown of -22.58%. Use the drawdown chart below to compare losses from any high point for PHYD and IHYA.L.


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Drawdown Indicators


PHYDIHYA.LDifference

Max Drawdown

Largest peak-to-trough decline

-4.33%

-22.58%

+18.25%

Max Drawdown (1Y)

Largest decline over 1 year

-3.71%

-4.36%

+0.65%

Max Drawdown (5Y)

Largest decline over 5 years

-13.68%

Current Drawdown

Current decline from peak

-0.49%

-1.22%

+0.73%

Average Drawdown

Average peak-to-trough decline

-0.65%

-2.26%

+1.61%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.69%

0.67%

+0.02%

Volatility

PHYD vs. IHYA.L - Volatility Comparison

Putnam ESG High Yield ETF - (PHYD) and iShares USD High Yield Corporate Bond UCITS ETF USD (Acc) (IHYA.L) have volatilities of 1.91% and 1.82%, 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


PHYDIHYA.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.91%

1.82%

+0.09%

Volatility (6M)

Calculated over the trailing 6-month period

2.64%

2.58%

+0.06%

Volatility (1Y)

Calculated over the trailing 1-year period

5.04%

5.28%

-0.24%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.65%

6.77%

-2.12%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.65%

7.93%

-3.28%