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

RISE.L vs. IHYA.L

Last updated Jun 5, 2026

RISE.L (iShares Fallen Angels High Yield Corporate Bond UCITS ETF) and IHYA.L (iShares USD High Yield Corporate Bond UCITS ETF USD (Acc)) are both High Yield Bonds funds from iShares - RISE.L tracks the ICE BofA Gbl HY Constnd TR USD while IHYA.L tracks the Bloomberg US Corporate High Yield TR USD. Both are passively managed. Over the past 5 years, RISE.L returned 4.64%/yr vs 5.11%/yr for IHYA.L. A 0.68 correlation means they provide meaningful diversification when combined. Both charge a 0.50% expense ratio.

Performance

RISE.L vs. IHYA.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 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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Different Trading Currencies

RISE.L is traded in GBp, while IHYA.L is traded in USD. To make them comparable, the IHYA.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 lower than IHYA.L's 1.51% 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*
—

IHYA.L

1D
0.09%
1M
1.11%
YTD
1.51%
6M
1.04%
1Y
7.97%
3Y*
5.57%
5Y*
5.11%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

RISE.L vs. IHYA.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%2.23%
IHYA.L
iShares USD High Yield Corporate Bond UCITS ETF USD (Acc)		1.51%1.69%8.85%5.11%1.97%4.70%1.98%8.34%4.55%-4.76%

Correlation

The correlation between RISE.L and IHYA.L is 0.67, 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

0.67

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

0.70

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

0.71

Correlation (All Time)
Calculated using the full available price history since Apr 18, 2017

0.68

The correlation between RISE.L and IHYA.L has been stable across timeframes, ranging from 0.67 to 0.71 - a consistent structural relationship.

RISE.L vs. IHYA.L - Sectors Allocation Comparison

Sectors
RISE.L
IHYA.L

Financial Services

100.0%

-

Basic Materials

-

-

Communication Services

-

-

Consumer Cyclical

-

-

Consumer Defensive

-

-

Energy

-

-

Healthcare

-

-

Industrials

-

-

Real Estate

-

16.4%

Technology

-

-

Utilities

-

83.6%

Financial Services

RISE.L
100.0%
IHYA.L

-

Basic Materials

RISE.L

-

IHYA.L

-

Communication Services

RISE.L

-

IHYA.L

-

Consumer Cyclical

RISE.L

-

IHYA.L

-

Consumer Defensive

RISE.L

-

IHYA.L

-

Energy

RISE.L

-

IHYA.L

-

Healthcare

RISE.L

-

IHYA.L

-

Industrials

RISE.L

-

IHYA.L

-

Real Estate

RISE.L

-

IHYA.L
16.4%

Technology

RISE.L

-

IHYA.L

-

Utilities

RISE.L

-

IHYA.L
83.6%

Compare stocks, funds, or ETFs

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iShares Fallen Angels High Yield Corporate Bond UCITS ETF

iShares USD High Yield Corporate Bond UCITS ETF USD (Acc)

Often compared with RISE.L:
RISE.L vs. CRHG.LRISE.L vs. SPHYRISE.L vs. HYGRISE.L vs. HYUS.LRISE.L vs. FAHY.LRISE.L vs. SDHY.LRISE.L vs. STHY.L
Often compared with IHYA.L:
IHYA.L vs. HYGIHYA.L vs. XUHY.LIHYA.L vs. BRHYXIHYA.L vs. DHYA.LIHYA.L vs. SLXX.LIHYA.L vs. IS0R.DEIHYA.L vs. QQQ

Return for Risk

RISE.L vs. IHYA.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
IHYA.L
IHYA.L Risk / Return Rank: 6161
Overall Rank
IHYA.L Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
IHYA.L Sortino Ratio Rank: 6767
Sortino Ratio Rank
IHYA.L Omega Ratio Rank: 6464
Omega Ratio Rank
IHYA.L Calmar Ratio Rank: 5050
Calmar Ratio Rank
IHYA.L Martin Ratio Rank: 6868
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. IHYA.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 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.

RISE.LIHYA.LDifference
Sharpe ratioReturn per unit of total volatility
2.00
1.21

+0.79

Sortino ratioReturn per unit of downside risk
3.01
1.75

+1.26

Omega ratioGain probability vs. loss probability

1.36

1.22

+0.15

Calmar ratioReturn relative to maximum drawdown

3.42

2.10

+1.33

Martin ratioReturn relative to average drawdown

10.87

6.56

+4.31

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

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

The current RISE.L Sharpe Ratio is 2.00, which is higher than the IHYA.L Sharpe Ratio of 1.21. The chart below compares the historical Sharpe Ratios of RISE.L and IHYA.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.LIHYA.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.00

1.21

+0.79

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.70

0.59

+0.11

Sharpe Ratio (All Time)

Calculated using the full available price history

0.85

0.37

+0.47

Drawdowns

RISE.L vs. IHYA.L - Drawdown Comparison

The maximum RISE.L drawdown since its inception was -14.31%, smaller than the maximum IHYA.L drawdown of -16.09%. Use the drawdown chart below to compare losses from any high point for RISE.L and IHYA.L.

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Drawdown Indicators

RISE.LIHYA.LDifference

Max Drawdown

Largest peak-to-trough decline

-14.31%

-16.09%

+1.78%

Max Drawdown (1Y)

Largest decline over 1 year

-2.86%

-3.79%

+0.93%

Max Drawdown (3Y)

Largest decline over 3 years

-6.65%

-8.92%

+2.27%

Max Drawdown (5Y)

Largest decline over 5 years

-10.05%

-10.81%

+0.76%

Current Drawdown

Current decline from peak

-0.25%

-0.60%

+0.35%

Average Drawdown

Average peak-to-trough decline

-2.24%

-3.74%

+1.50%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.90%

1.21%

-0.31%

Volatility

RISE.L vs. IHYA.L - Volatility Comparison

The current volatility for iShares Fallen Angels High Yield Corporate Bond UCITS ETF (RISE.L) is 1.24%, while iShares USD High Yield Corporate Bond UCITS ETF USD (Acc) (IHYA.L) has a volatility of 2.04%. This indicates that RISE.L experiences smaller price fluctuations and is considered to be less risky than IHYA.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.LIHYA.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.24%

2.04%

-0.80%

Volatility (6M)

Calculated over the trailing 6-month period

3.62%

5.15%

-1.53%

Volatility (1Y)

Calculated over the trailing 1-year period

4.90%

6.58%

-1.68%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.66%

8.67%

-2.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.83%

9.78%

-0.95%

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

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

Dividends

RISE.L vs. IHYA.L - Dividend Comparison

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

PositionTTM2025202420232022202120202019201820172016
IHYA.L
iShares USD 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%
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 IHYA.L have a correlation of 0.67, 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 IHYA.L have the same expense ratio: 0.50% per year.

RISE.L tracks ICE BofA Gbl HY Constnd TR USD, while IHYA.L tracks Bloomberg US Corporate High Yield TR USD.

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