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SBEM.L vs. SHYG.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SBEM.L vs. SHYG.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in UBS ETF (LU) Bloomberg USD Emerging Markets Sovereign UCITS ETF (USD) A-dis (SBEM.L) and iShares EUR High Yield Corporate Bond UCITS ETF EUR (Dist) (SHYG.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

SBEM.L is traded in GBp, while SHYG.L is traded in GBP. To make them comparable, the SHYG.L values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, SBEM.L achieves a 5.05% return, which is significantly higher than SHYG.L's 0.09% return. Over the past 10 years, SBEM.L has outperformed SHYG.L with an annualized return of 4.93%, while SHYG.L has yielded a comparatively lower 3.87% annualized return.


SBEM.L

1D
0.72%
1M
4.22%
YTD
5.05%
6M
5.84%
1Y
16.49%
3Y*
9.84%
5Y*
3.61%
10Y*
4.93%

SHYG.L

1D
0.03%
1M
0.90%
YTD
0.09%
6M
0.19%
1Y
4.91%
3Y*
6.78%
5Y*
2.84%
10Y*
3.87%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SBEM.L vs. SHYG.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SBEM.L
UBS ETF (LU) Bloomberg USD Emerging Markets Sovereign UCITS ETF (USD) A-dis
5.05%7.42%9.45%5.95%-10.24%-1.29%1.29%10.91%1.42%0.47%
SHYG.L
iShares EUR High Yield Corporate Bond UCITS ETF EUR (Dist)
0.09%10.52%0.97%9.30%-4.42%-3.69%6.61%4.45%-2.62%8.24%

Correlation

The correlation between SBEM.L and SHYG.L is 0.42, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.42

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

0.38

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

0.43

Correlation (10Y)
Calculated over the trailing 10-year period

0.53

Correlation (All Time)
Calculated using the full available price history since Feb 10, 2016

0.52

The correlation between SBEM.L and SHYG.L shifts across timeframes, from 0.38 (3 years) to 0.53 (10 years), reflecting how their relationship changes across market environments.

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Return for Risk

SBEM.L vs. SHYG.L — Risk / Return Rank

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

SBEM.L
SBEM.L Risk / Return Rank: 8686
Overall Rank
SBEM.L Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
SBEM.L Sortino Ratio Rank: 9191
Sortino Ratio Rank
SBEM.L Omega Ratio Rank: 8686
Omega Ratio Rank
SBEM.L Calmar Ratio Rank: 8989
Calmar Ratio Rank
SBEM.L Martin Ratio Rank: 7979
Martin Ratio Rank

SHYG.L
SHYG.L Risk / Return Rank: 3030
Overall Rank
SHYG.L Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
SHYG.L Sortino Ratio Rank: 3030
Sortino Ratio Rank
SHYG.L Omega Ratio Rank: 2828
Omega Ratio Rank
SHYG.L Calmar Ratio Rank: 2929
Calmar Ratio Rank
SHYG.L Martin Ratio Rank: 3131
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.

SBEM.L vs. SHYG.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for UBS ETF (LU) Bloomberg USD Emerging Markets Sovereign UCITS ETF (USD) A-dis (SBEM.L) and iShares EUR High Yield Corporate Bond UCITS ETF EUR (Dist) (SHYG.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


SBEM.LSHYG.LDifference
Sharpe ratioReturn per unit of total volatility

+1.51

Sortino ratioReturn per unit of downside risk

+2.24

Omega ratioGain probability vs. loss probability

1.46

1.18

+0.28

Calmar ratioReturn relative to maximum drawdown

4.65

1.29

+3.36

Martin ratioReturn relative to average drawdown

13.45

4.03

+9.42

SBEM.L vs. SHYG.L - Sharpe Ratio Comparison

The current SBEM.L Sharpe Ratio is 2.52, which is higher than the SHYG.L Sharpe Ratio of 1.01. The chart below compares the historical Sharpe Ratios of SBEM.L and SHYG.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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Drawdowns

SBEM.L vs. SHYG.L - Drawdown Comparison

The maximum SBEM.L drawdown since its inception was -21.61%, smaller than the maximum SHYG.L drawdown of -22.97%. Use the drawdown chart below to compare losses from any high point for SBEM.L and SHYG.L.


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Drawdown Indicators


SBEM.LSHYG.LDifference

Max Drawdown

Largest peak-to-trough decline

-21.61%

-22.97%

+1.36%

Max Drawdown (1Y)

Largest decline over 1 year

-3.53%

-3.78%

+0.25%

Max Drawdown (3Y)

Largest decline over 3 years

-9.79%

-3.78%

-6.01%

Max Drawdown (5Y)

Largest decline over 5 years

-17.20%

-15.33%

-1.87%

Max Drawdown (10Y)

Largest decline over 10 years

-21.61%

-22.97%

+1.36%

Current Drawdown

Current decline from peak

0.00%

-0.67%

+0.67%

Average Drawdown

Average peak-to-trough decline

-7.20%

-5.22%

-1.98%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.22%

1.22%

0.00%

Volatility

SBEM.L vs. SHYG.L - Volatility Comparison

UBS ETF (LU) Bloomberg USD Emerging Markets Sovereign UCITS ETF (USD) A-dis (SBEM.L) has a higher volatility of 1.75% compared to iShares EUR High Yield Corporate Bond UCITS ETF EUR (Dist) (SHYG.L) at 1.09%. This indicates that SBEM.L's price experiences larger fluctuations and is considered to be riskier than SHYG.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SBEM.LSHYG.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.75%

1.09%

+0.66%

Volatility (6M)

Calculated over the trailing 6-month period

4.76%

3.79%

+0.97%

Volatility (1Y)

Calculated over the trailing 1-year period

6.53%

4.84%

+1.69%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

9.12%

6.93%

+2.19%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.96%

8.45%

+2.51%

SBEM.L vs. SHYG.L - Expense Ratio Comparison

SBEM.L has a 0.42% expense ratio, which is lower than SHYG.L's 0.50% expense ratio.


Dividends

SBEM.L vs. SHYG.L - Dividend Comparison

SBEM.L's dividend yield for the trailing twelve months is around 6.37%, less than SHYG.L's 6.50% yield.


PositionTTM20252024202320222021202020192018201720162015
SBEM.L
UBS ETF (LU) Bloomberg USD Emerging Markets Sovereign UCITS ETF (USD) A-dis
6.37%7.69%6.27%6.49%5.73%4.35%4.92%4.83%4.47%4.84%2.27%0.00%
SHYG.L
iShares EUR High Yield Corporate Bond UCITS ETF EUR (Dist)
6.50%5.31%6.24%5.39%3.58%3.13%3.66%3.86%3.65%3.74%3.83%4.55%

Frequently Asked Questions


SBEM.L and SHYG.L have a correlation of 0.42, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SBEM.L is cheaper at 0.42% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SBEM.L is cheaper with a 0.42% expense ratio, compared with 0.50% for SHYG.L.

SBEM.L is categorized as Emerging Markets Bonds, while SHYG.L is European High Yield Bonds. SBEM.L tracks JPM EMBI Global Diversified TR USD, while SHYG.L tracks Bloomberg Pan Euro HY Euro TR EUR. They also come from different issuers: UBS and iShares. Their fees differ too: 0.42% for SBEM.L and 0.50% for SHYG.L.

Portfolio Optimizer

Find the right allocation for SBEM.L and SHYG.L

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