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

RISE.L vs. WIGG.L

Last updated Jun 5, 2026

RISE.L (iShares Fallen Angels High Yield Corporate Bond UCITS ETF) and WIGG.L (iShares Fallen Angels High Yield Corporate Bond UCITS ETF GBP Hedged (Dist)) are both High Yield Bonds funds from iShares - RISE.L tracks the ICE BofA Gbl HY Constnd TR USD while WIGG.L tracks the ICE BofA Gbl HY Constnd TR HGBP. Both are passively managed. Over the past 5 years, RISE.L returned 4.64%/yr vs 2.72%/yr for WIGG.L. At a 0.31 correlation, their price movements are largely independent. RISE.L charges 0.50%/yr vs 0.55%/yr for WIGG.L.

Performance

RISE.L vs. WIGG.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 Fallen Angels High Yield Corporate Bond UCITS ETF GBP Hedged (Dist) (WIGG.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 WIGG.L is traded in GBP. To make them comparable, the WIGG.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 WIGG.L's 1.47% 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*
—

WIGG.L

1D
0.13%
1M
0.90%
YTD
1.47%
6M
1.71%
1Y
7.53%
3Y*
7.62%
5Y*
2.72%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

2026 (YTD)20252024202320222021202020192018
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%7.42%
WIGG.L
iShares Fallen Angels High Yield Corporate Bond UCITS ETF GBP Hedged (Dist)		1.47%8.82%4.80%11.01%-12.90%4.06%13.22%14.56%-3.63%

Correlation

The correlation between RISE.L and WIGG.L is 0.24, which is low. Their price movements are largely independent, making them effective diversification partners.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.24

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

0.25

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

0.30

Correlation (All Time)
Calculated using the full available price history since Apr 13, 2018

0.31

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

Sectors
RISE.L
WIGG.L

Financial Services

100.0%
100.0%

Basic Materials

-

-

Communication Services

-

-

Consumer Cyclical

-

-

Consumer Defensive

-

-

Energy

-

-

Healthcare

-

-

Industrials

-

-

Real Estate

-

-

Technology

-

-

Utilities

-

-

Financial Services

RISE.L
100.0%
WIGG.L
100.0%

Basic Materials

RISE.L

-

WIGG.L

-

Communication Services

RISE.L

-

WIGG.L

-

Consumer Cyclical

RISE.L

-

WIGG.L

-

Consumer Defensive

RISE.L

-

WIGG.L

-

Energy

RISE.L

-

WIGG.L

-

Healthcare

RISE.L

-

WIGG.L

-

Industrials

RISE.L

-

WIGG.L

-

Real Estate

RISE.L

-

WIGG.L

-

Technology

RISE.L

-

WIGG.L

-

Utilities

RISE.L

-

WIGG.L

-

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iShares Fallen Angels High Yield Corporate Bond UCITS ETF

iShares Fallen Angels High Yield Corporate Bond UCITS ETF GBP Hedged (Dist)

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 WIGG.L:
WIGG.L vs. XGLE.LWIGG.L vs. NCYF.LWIGG.L vs. CVCG.LWIGG.L vs. SHYU.LWIGG.L vs. JNKS.LWIGG.L vs. HYFC.LWIGG.L vs. FAHY.L

Return for Risk

RISE.L vs. WIGG.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
WIGG.L
WIGG.L Risk / Return Rank: 5858
Overall Rank
WIGG.L Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
WIGG.L Sortino Ratio Rank: 6565
Sortino Ratio Rank
WIGG.L Omega Ratio Rank: 6666
Omega Ratio Rank
WIGG.L Calmar Ratio Rank: 4444
Calmar Ratio Rank
WIGG.L Martin Ratio Rank: 5353
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. WIGG.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 Fallen Angels High Yield Corporate Bond UCITS ETF GBP Hedged (Dist) (WIGG.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.LWIGG.LDifference
Sharpe ratioReturn per unit of total volatility
2.00
1.98

+0.02

Sortino ratioReturn per unit of downside risk
3.01
2.99

+0.02

Omega ratioGain probability vs. loss probability

1.36

1.39

-0.03

Calmar ratioReturn relative to maximum drawdown

3.42

2.13

+1.29

Martin ratioReturn relative to average drawdown

10.87

8.95

+1.92

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. WIGG.L - Sharpe Ratio Comparison

The current RISE.L Sharpe Ratio is 2.00, which is comparable to the WIGG.L Sharpe Ratio of 1.98. The chart below compares the historical Sharpe Ratios of RISE.L and WIGG.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.LWIGG.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.00

1.98

+0.02

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.70

0.46

+0.24

Sharpe Ratio (All Time)

Calculated using the full available price history

0.85

0.63

+0.21

Drawdowns

RISE.L vs. WIGG.L - Drawdown Comparison

The maximum RISE.L drawdown since its inception was -14.31%, smaller than the maximum WIGG.L drawdown of -23.44%. Use the drawdown chart below to compare losses from any high point for RISE.L and WIGG.L.

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Drawdown Indicators

RISE.LWIGG.LDifference

Max Drawdown

Largest peak-to-trough decline

-14.31%

-23.44%

+9.13%

Max Drawdown (1Y)

Largest decline over 1 year

-2.86%

-3.52%

+0.66%

Max Drawdown (3Y)

Largest decline over 3 years

-6.65%

-4.30%

-2.35%

Max Drawdown (5Y)

Largest decline over 5 years

-10.05%

-17.35%

+7.30%

Current Drawdown

Current decline from peak

-0.25%

-0.10%

-0.15%

Average Drawdown

Average peak-to-trough decline

-2.24%

-3.59%

+1.35%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.90%

0.84%

+0.06%

Volatility

RISE.L vs. WIGG.L - Volatility Comparison

iShares Fallen Angels High Yield Corporate Bond UCITS ETF (RISE.L) and iShares Fallen Angels High Yield Corporate Bond UCITS ETF GBP Hedged (Dist) (WIGG.L) have volatilities of 1.24% and 1.30%, 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

RISE.LWIGG.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.24%

1.30%

-0.06%

Volatility (6M)

Calculated over the trailing 6-month period

3.62%

2.97%

+0.65%

Volatility (1Y)

Calculated over the trailing 1-year period

4.90%

3.80%

+1.10%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.66%

5.92%

+0.74%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.83%

7.44%

+1.39%

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

RISE.L has a 0.50% expense ratio, which is lower than WIGG.L's 0.55% expense ratio.

Dividends

RISE.L vs. WIGG.L - Dividend Comparison

RISE.L's dividend yield for the trailing twelve months is around 8.29%, more than WIGG.L's 6.92% yield.

PositionTTM2025202420232022202120202019201820172016
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%
WIGG.L
iShares Fallen Angels High Yield Corporate Bond UCITS ETF GBP Hedged (Dist)		6.92%5.58%5.74%5.08%4.47%3.89%4.24%4.53%3.28%0.00%0.00%

Frequently Asked Questions

RISE.L and WIGG.L have a correlation of 0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, RISE.L is cheaper at 0.50% per year. The better choice depends on whether you care most about return, fees, risk, or income.

RISE.L is cheaper with a 0.50% expense ratio, compared with 0.55% for WIGG.L.

RISE.L tracks ICE BofA Gbl HY Constnd TR USD, while WIGG.L tracks ICE BofA Gbl HY Constnd TR HGBP. Their fees differ too: 0.50% for RISE.L and 0.55% for WIGG.L.

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