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RISE.L vs. HYEA.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

RISE.L vs. HYEA.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares Fallen Angels High Yield Corporate Bond UCITS ETF (RISE.L) and iShares Global High Yield Corporate Bond UCITS ETF (HYEA.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

RISE.L is traded in GBp, while HYEA.L is traded in EUR. To make them comparable, the HYEA.L values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, RISE.L achieves a 1.29% return, which is significantly higher than HYEA.L's 1.00% return.


RISE.L

1D
0.13%
1M
1.26%
YTD
1.29%
6M
1.50%
1Y
9.82%
3Y*
6.74%
5Y*
4.64%
10Y*

HYEA.L

1D
0.16%
1M
1.14%
YTD
1.00%
6M
0.98%
1Y
7.10%
3Y*
6.25%
5Y*
4.10%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

RISE.L vs. HYEA.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
RISE.L
iShares Fallen Angels High Yield Corporate Bond UCITS ETF
1.29%5.86%5.76%7.62%-3.13%4.04%14.09%13.14%2.07%-0.97%
HYEA.L
iShares Global High Yield Corporate Bond UCITS ETF
1.00%6.97%4.26%7.03%-1.62%1.84%3.80%7.67%1.71%-2.70%

Correlation

The correlation between RISE.L and HYEA.L is 0.69, 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

0.69

Correlation (3Y)
Calculated over the trailing 3-year period

0.76

Correlation (5Y)
Calculated over the trailing 5-year period

0.78

Correlation (All Time)
Calculated using the full available price history since Oct 25, 2017

0.74

The correlation between RISE.L and HYEA.L has been stable across timeframes, ranging from 0.69 to 0.78 - a consistent structural relationship.

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Return for Risk

RISE.L vs. HYEA.L — Risk / Return Rank

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

RISE.L
RISE.L Risk / Return Rank: 6464
Overall Rank
RISE.L Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
RISE.L Sortino Ratio Rank: 6666
Sortino Ratio Rank
RISE.L Omega Ratio Rank: 6060
Omega Ratio Rank
RISE.L Calmar Ratio Rank: 7070
Calmar Ratio Rank
RISE.L Martin Ratio Rank: 6262
Martin Ratio Rank

HYEA.L
HYEA.L Risk / Return Rank: 4040
Overall Rank
HYEA.L Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
HYEA.L Sortino Ratio Rank: 3636
Sortino Ratio Rank
HYEA.L Omega Ratio Rank: 3434
Omega Ratio Rank
HYEA.L Calmar Ratio Rank: 4747
Calmar Ratio Rank
HYEA.L Martin Ratio Rank: 4949
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.

RISE.L vs. HYEA.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Fallen Angels High Yield Corporate Bond UCITS ETF (RISE.L) and iShares Global High Yield Corporate Bond UCITS ETF (HYEA.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.


RISE.LHYEA.LDifference
Sharpe ratioReturn per unit of total volatility

+0.40

Sortino ratioReturn per unit of downside risk

+0.57

Omega ratioGain probability vs. loss probability

1.36

1.30

+0.07

Calmar ratioReturn relative to maximum drawdown

3.42

3.10

+0.32

Martin ratioReturn relative to average drawdown

10.87

8.60

+2.27

RISE.L vs. HYEA.L - Sharpe Ratio Comparison

The current RISE.L Sharpe Ratio is 2.00, which is comparable to the HYEA.L Sharpe Ratio of 1.60. The chart below compares the historical Sharpe Ratios of RISE.L and HYEA.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.


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Sharpe Ratios by Period


RISE.LHYEA.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.00

1.60

+0.40

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.70

0.63

+0.06

Sharpe Ratio (All Time)

Calculated using the full available price history

0.85

0.43

+0.42

Drawdowns

RISE.L vs. HYEA.L - Drawdown Comparison

The maximum RISE.L drawdown since its inception was -14.31%, smaller than the maximum HYEA.L drawdown of -16.98%. Use the drawdown chart below to compare losses from any high point for RISE.L and HYEA.L.


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Drawdown Indicators


RISE.LHYEA.LDifference

Max Drawdown

Largest peak-to-trough decline

-14.31%

-16.98%

+2.67%

Max Drawdown (1Y)

Largest decline over 1 year

-2.86%

-2.28%

-0.58%

Max Drawdown (3Y)

Largest decline over 3 years

-6.65%

-4.27%

-2.38%

Max Drawdown (5Y)

Largest decline over 5 years

-10.05%

-9.31%

-0.74%

Current Drawdown

Current decline from peak

-0.25%

-0.21%

-0.04%

Average Drawdown

Average peak-to-trough decline

-2.24%

-2.62%

+0.38%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.90%

0.82%

+0.08%

Volatility

RISE.L vs. HYEA.L - Volatility Comparison

The current volatility for iShares Fallen Angels High Yield Corporate Bond UCITS ETF (RISE.L) is 1.24%, while iShares Global High Yield Corporate Bond UCITS ETF (HYEA.L) has a volatility of 1.47%. This indicates that RISE.L experiences smaller price fluctuations and is considered to be less risky than HYEA.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


RISE.LHYEA.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.24%

1.47%

-0.23%

Volatility (6M)

Calculated over the trailing 6-month period

3.62%

3.30%

+0.32%

Volatility (1Y)

Calculated over the trailing 1-year period

4.90%

4.43%

+0.47%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.66%

6.47%

+0.19%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.83%

8.00%

+0.83%

RISE.L vs. HYEA.L - Expense Ratio Comparison

Both RISE.L and HYEA.L have an expense ratio of 0.50%.


Dividends

RISE.L vs. HYEA.L - Dividend Comparison

RISE.L's dividend yield for the trailing twelve months is around 8.29%, while HYEA.L has not paid dividends to shareholders.


PositionTTM2025202420232022202120202019201820172016
HYEA.L
iShares Global High Yield Corporate Bond UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
RISE.L
iShares Fallen Angels High Yield Corporate Bond UCITS ETF
8.29%6.61%6.89%6.13%5.06%4.52%4.96%5.81%6.42%5.91%2.65%

Frequently Asked Questions


RISE.L and HYEA.L have a correlation of 0.69, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.50% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

RISE.L and HYEA.L have the same expense ratio: 0.50% per year.

Both ETFs track ICE BofA Gbl HY Constnd TR USD.

Portfolio Optimizer

Find the right allocation for RISE.L and HYEA.L

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