PortfoliosLab logoPortfoliosLab logo

Documentation

Upgrade your plan
RISE.L vs. JNKS.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

RISE.L vs. JNKS.L

Last updated Jun 5, 2026

RISE.L (iShares Fallen Angels High Yield Corporate Bond UCITS ETF) and JNKS.L (SPDR Bloomberg SASB U.S. High Yield Corporate ESG UCITS ETF Dist USD) are both High Yield Bonds funds - RISE.L tracks the ICE BofA Gbl HY Constnd TR USD while JNKS.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 5.27%/yr for JNKS.L. A 0.77 correlation means they provide meaningful diversification when combined. RISE.L charges 0.50%/yr vs 0.30%/yr for JNKS.L.

Performance

RISE.L vs. JNKS.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 SPDR Bloomberg SASB U.S. High Yield Corporate ESG UCITS ETF Dist USD (JNKS.L). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Different Trading Currencies

RISE.L is traded in GBp, while JNKS.L is traded in GBP. To make them comparable, the JNKS.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 JNKS.L's 1.56% 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*
—

JNKS.L

1D
0.26%
1M
1.60%
YTD
1.56%
6M
1.26%
1Y
7.49%
3Y*
6.17%
5Y*
5.27%
10Y*
5.75%
*Multi-year figures are annualized to reflect compound growth (CAGR)

RISE.L vs. JNKS.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%3.75%
JNKS.L
SPDR Bloomberg SASB U.S. High Yield Corporate ESG UCITS ETF Dist USD		1.56%0.31%11.61%6.25%0.20%6.02%1.64%6.18%5.43%-4.16%

Correlation

The correlation between RISE.L and JNKS.L is 0.77, 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

0.77

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

0.83

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

0.85

Correlation (All Time)
Calculated using the full available price history since Jul 5, 2016

0.77

The correlation between RISE.L and JNKS.L has been stable across timeframes, ranging from 0.77 to 0.85 - a consistent structural relationship.

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

Sectors
RISE.L
JNKS.L

Financial Services

100.0%
1.6%

Basic Materials

-

8.3%

Communication Services

-

3.5%

Consumer Cyclical

-

13.0%

Consumer Defensive

-

1.0%

Energy

-

6.3%

Healthcare

-

3.0%

Industrials

-

5.6%

Real Estate

-

4.7%

Technology

-

3.7%

Utilities

-

0.9%

Financial Services

RISE.L
100.0%
JNKS.L
1.6%

Basic Materials

RISE.L

-

JNKS.L
8.3%

Communication Services

RISE.L

-

JNKS.L
3.5%

Consumer Cyclical

RISE.L

-

JNKS.L
13.0%

Consumer Defensive

RISE.L

-

JNKS.L
1.0%

Energy

RISE.L

-

JNKS.L
6.3%

Healthcare

RISE.L

-

JNKS.L
3.0%

Industrials

RISE.L

-

JNKS.L
5.6%

Real Estate

RISE.L

-

JNKS.L
4.7%

Technology

RISE.L

-

JNKS.L
3.7%

Utilities

RISE.L

-

JNKS.L
0.9%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

iShares Fallen Angels High Yield Corporate Bond UCITS ETF

SPDR Bloomberg SASB U.S. High Yield Corporate ESG UCITS ETF Dist USD

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 JNKS.L:
JNKS.L vs. JNKJNKS.L vs. JNKE.LJNKS.L vs. SHYG.LJNKS.L vs. SJNKJNKS.L vs. SSHY.LJNKS.L vs. CWBJNKS.L vs. FALN

Return for Risk

RISE.L vs. JNKS.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
JNKS.L
JNKS.L Risk / Return Rank: 3636
Overall Rank
JNKS.L Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
JNKS.L Sortino Ratio Rank: 3737
Sortino Ratio Rank
JNKS.L Omega Ratio Rank: 3434
Omega Ratio Rank
JNKS.L Calmar Ratio Rank: 4141
Calmar Ratio Rank
JNKS.L Martin Ratio Rank: 3434
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. JNKS.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 SPDR Bloomberg SASB U.S. High Yield Corporate ESG UCITS ETF Dist USD (JNKS.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.LJNKS.LDifference
Sharpe ratioReturn per unit of total volatility
2.00
1.25

+0.74

Sortino ratioReturn per unit of downside risk
3.01
1.89

+1.12

Omega ratioGain probability vs. loss probability

1.36

1.22

+0.14

Calmar ratioReturn relative to maximum drawdown

3.42

1.98

+1.45

Martin ratioReturn relative to average drawdown

10.87

5.20

+5.67

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. JNKS.L - Sharpe Ratio Comparison

The current RISE.L Sharpe Ratio is 2.00, which is higher than the JNKS.L Sharpe Ratio of 1.25. The chart below compares the historical Sharpe Ratios of RISE.L and JNKS.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.

Loading charts...

Sharpe Ratios by Period

RISE.LJNKS.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.00

1.25

+0.74

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.70

0.67

+0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

0.62

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.85

0.64

+0.20

Drawdowns

RISE.L vs. JNKS.L - Drawdown Comparison

The maximum RISE.L drawdown since its inception was -14.31%, roughly equal to the maximum JNKS.L drawdown of -14.18%. Use the drawdown chart below to compare losses from any high point for RISE.L and JNKS.L.

Loading charts...

Drawdown Indicators

RISE.LJNKS.LDifference

Max Drawdown

Largest peak-to-trough decline

-14.31%

-14.18%

-0.13%

Max Drawdown (1Y)

Largest decline over 1 year

-2.86%

-3.78%

+0.92%

Max Drawdown (3Y)

Largest decline over 3 years

-6.65%

-10.35%

+3.70%

Max Drawdown (5Y)

Largest decline over 5 years

-10.05%

-10.35%

+0.30%

Max Drawdown (10Y)

Largest decline over 10 years

—

-14.18%

—

Current Drawdown

Current decline from peak

-0.25%

-1.74%

+1.49%

Average Drawdown

Average peak-to-trough decline

-2.24%

-3.66%

+1.42%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.90%

1.44%

-0.54%

Volatility

RISE.L vs. JNKS.L - Volatility Comparison

The current volatility for iShares Fallen Angels High Yield Corporate Bond UCITS ETF (RISE.L) is 1.24%, while SPDR Bloomberg SASB U.S. High Yield Corporate ESG UCITS ETF Dist USD (JNKS.L) has a volatility of 1.55%. This indicates that RISE.L experiences smaller price fluctuations and is considered to be less risky than JNKS.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Loading charts...

Volatility by Period

RISE.LJNKS.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.24%

1.55%

-0.31%

Volatility (6M)

Calculated over the trailing 6-month period

3.62%

4.27%

-0.65%

Volatility (1Y)

Calculated over the trailing 1-year period

4.90%

5.95%

-1.05%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.66%

7.81%

-1.15%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.83%

9.29%

-0.46%

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

RISE.L has a 0.50% expense ratio, which is higher than JNKS.L's 0.30% expense ratio.

Dividends

RISE.L vs. JNKS.L - Dividend Comparison

RISE.L's dividend yield for the trailing twelve months is around 8.29%, more than JNKS.L's 7.20% yield.

PositionTTM20252024202320222021202020192018201720162015
JNKS.L
SPDR Bloomberg SASB U.S. High Yield Corporate ESG UCITS ETF Dist USD		7.20%7.46%7.06%6.78%5.43%5.30%5.84%5.85%4.96%6.39%4.98%5.29%
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%0.00%

Frequently Asked Questions

RISE.L and JNKS.L have a correlation of 0.77, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, JNKS.L is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.

JNKS.L is cheaper with a 0.30% expense ratio, compared with 0.50% for RISE.L.

RISE.L tracks ICE BofA Gbl HY Constnd TR USD, while JNKS.L tracks Bloomberg US Corporate High Yield TR USD. They also come from different issuers: iShares and State Street. Their fees differ too: 0.50% for RISE.L and 0.30% for JNKS.L.

Portfolio Optimizer

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

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer