RISE.L vs. JHYU.L
RISE.L (iShares Fallen Angels High Yield Corporate Bond UCITS ETF) and JHYU.L (JPMorgan Global High Yield Corporate Bond Multi-Factor UCITS ETF USD Hedged (acc)) are both High Yield Bonds funds tracking the ICE BofA Gbl HY Constnd TR USD, from iShares and JPMorgan respectively. Both are passively managed. Over the past 3 years, RISE.L returned 6.74%/yr vs 6.31%/yr for JHYU.L. A 0.70 correlation means they provide meaningful diversification when combined. RISE.L charges 0.50%/yr vs 0.35%/yr for JHYU.L.
Performance
RISE.L vs. JHYU.L - Performance Comparison
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Different Trading Currencies
RISE.L is traded in GBp, while JHYU.L is traded in USD. To make them comparable, the JHYU.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 JHYU.L's 2.64% 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*
- —
JHYU.L
- 1D
- 0.12%
- 1M
- 1.54%
- YTD
- 2.64%
- 6M
- 2.28%
- 1Y
- 9.72%
- 3Y*
- 6.31%
- 5Y*
- —
- 10Y*
- —
RISE.L vs. JHYU.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
RISE.L iShares Fallen Angels High Yield Corporate Bond UCITS ETF | 1.29% | 5.86% | 5.76% | 7.62% | 2.70% |
JHYU.L JPMorgan Global High Yield Corporate Bond Multi-Factor UCITS ETF USD Hedged (acc) | 2.64% | 1.61% | 9.83% | 5.20% | 2.07% |
Correlation
The correlation between RISE.L and JHYU.L is 0.64, 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 | 0.64 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.70 |
Correlation (All Time) Calculated using the full available price history since Jul 14, 2022 | 0.70 |
The correlation between RISE.L and JHYU.L has been stable across timeframes, ranging from 0.64 to 0.70 - a consistent structural relationship.
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Return for Risk
RISE.L vs. JHYU.L — Risk / Return Rank
RISE.L
JHYU.L
RISE.L vs. JHYU.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 JPMorgan Global High Yield Corporate Bond Multi-Factor UCITS ETF USD Hedged (acc) (JHYU.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.L | JHYU.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.54 | ||
| Sortino ratioReturn per unit of downside risk | +0.96 | ||
| Omega ratioGain probability vs. loss probability | 1.36 | 1.26 | +0.11 |
| Calmar ratioReturn relative to maximum drawdown | 3.42 | 2.62 | +0.80 |
| Martin ratioReturn relative to average drawdown | 10.87 | 8.72 | +2.15 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| RISE.L | JHYU.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.00 | 1.45 | +0.54 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.70 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.85 | 0.67 | +0.18 |
Drawdowns
RISE.L vs. JHYU.L - Drawdown Comparison
The maximum RISE.L drawdown since its inception was -14.31%, which is greater than JHYU.L's maximum drawdown of -10.49%. Use the drawdown chart below to compare losses from any high point for RISE.L and JHYU.L.
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Drawdown Indicators
| RISE.L | JHYU.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -14.31% | -10.49% | -3.82% |
Max Drawdown (1Y)Largest decline over 1 year | -2.86% | -3.69% | +0.83% |
Max Drawdown (3Y)Largest decline over 3 years | -6.65% | -9.27% | +2.62% |
Max Drawdown (5Y)Largest decline over 5 years | -10.05% | — | — |
Current DrawdownCurrent decline from peak | -0.25% | 0.00% | -0.25% |
Average DrawdownAverage peak-to-trough decline | -2.24% | -3.51% | +1.27% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.90% | 1.11% | -0.21% |
Volatility
RISE.L vs. JHYU.L - Volatility Comparison
The current volatility for iShares Fallen Angels High Yield Corporate Bond UCITS ETF (RISE.L) is 1.24%, while JPMorgan Global High Yield Corporate Bond Multi-Factor UCITS ETF USD Hedged (acc) (JHYU.L) has a volatility of 1.63%. This indicates that RISE.L experiences smaller price fluctuations and is considered to be less risky than JHYU.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.L | JHYU.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.24% | 1.63% | -0.39% |
Volatility (6M)Calculated over the trailing 6-month period | 3.62% | 5.06% | -1.44% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.90% | 6.66% | -1.76% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.66% | 8.20% | -1.54% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 8.83% | 8.20% | +0.63% |
RISE.L vs. JHYU.L - Expense Ratio Comparison
RISE.L has a 0.50% expense ratio, which is higher than JHYU.L's 0.35% expense ratio.
Dividends
RISE.L vs. JHYU.L - Dividend Comparison
RISE.L's dividend yield for the trailing twelve months is around 8.29%, while JHYU.L has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
JHYU.L JPMorgan Global High Yield Corporate Bond Multi-Factor UCITS ETF USD Hedged (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 JHYU.L have a correlation of 0.64, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, JHYU.L is cheaper at 0.35% per year. The better choice depends on whether you care most about return, fees, risk, or income.
JHYU.L is cheaper with a 0.35% expense ratio, compared with 0.50% for RISE.L.
Both ETFs track ICE BofA Gbl HY Constnd TR USD. They also come from different issuers: iShares and JPMorgan. Their fees differ too: 0.50% for RISE.L and 0.35% for JHYU.L.
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