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SDHG.L vs. JHYU.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SDHG.L vs. JHYU.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares USD Short Duration High Yield Corporate Bond UCITS ETF (SDHG.L) and JPMorgan Global High Yield Corporate Bond Multi-Factor UCITS ETF USD Hedged (acc) (JHYU.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

SDHG.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, SDHG.L achieves a 2.17% return, which is significantly lower than JHYU.L's 2.64% return.


SDHG.L

1D
0.26%
1M
1.12%
YTD
2.17%
6M
3.15%
1Y
11.14%
3Y*
7.16%
5Y*
7.59%
10Y*
7.60%

JHYU.L

1D
0.12%
1M
1.54%
YTD
2.64%
6M
2.28%
1Y
9.72%
3Y*
6.31%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SDHG.L vs. JHYU.L - Yearly Performance Comparison


Correlation

The correlation between SDHG.L and JHYU.L is 0.65, 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

0.65

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

0.71

Correlation (All Time)
Calculated using the full available price history since Jul 14, 2022

0.69

The correlation between SDHG.L and JHYU.L has been stable across timeframes, ranging from 0.65 to 0.71 - a consistent structural relationship.

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Return for Risk

SDHG.L vs. JHYU.L — Risk / Return Rank

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

SDHG.L
SDHG.L Risk / Return Rank: 6161
Overall Rank
SDHG.L Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
SDHG.L Sortino Ratio Rank: 6060
Sortino Ratio Rank
SDHG.L Omega Ratio Rank: 5454
Omega Ratio Rank
SDHG.L Calmar Ratio Rank: 7474
Calmar Ratio Rank
SDHG.L Martin Ratio Rank: 6363
Martin Ratio Rank

JHYU.L
JHYU.L Risk / Return Rank: 7676
Overall Rank
JHYU.L Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
JHYU.L Sortino Ratio Rank: 8585
Sortino Ratio Rank
JHYU.L Omega Ratio Rank: 7575
Omega Ratio Rank
JHYU.L Calmar Ratio Rank: 6969
Calmar Ratio Rank
JHYU.L Martin Ratio Rank: 7676
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.

SDHG.L vs. JHYU.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares USD Short Duration High Yield Corporate Bond UCITS ETF (SDHG.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.


SDHG.LJHYU.LDifference
Sharpe ratioReturn per unit of total volatility

+0.40

Sortino ratioReturn per unit of downside risk

+0.74

Omega ratioGain probability vs. loss probability

1.33

1.26

+0.07

Calmar ratioReturn relative to maximum drawdown

3.63

2.62

+1.01

Martin ratioReturn relative to average drawdown

11.43

8.72

+2.71

SDHG.L vs. JHYU.L - Sharpe Ratio Comparison

The current SDHG.L Sharpe Ratio is 1.85, which is comparable to the JHYU.L Sharpe Ratio of 1.45. The chart below compares the historical Sharpe Ratios of SDHG.L and JHYU.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


SDHG.LJHYU.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.85

1.45

+0.40

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.00

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.83

Sharpe Ratio (All Time)

Calculated using the full available price history

0.86

0.67

+0.19

Drawdowns

SDHG.L vs. JHYU.L - Drawdown Comparison

The maximum SDHG.L drawdown since its inception was -11.44%, 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 SDHG.L and JHYU.L.


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Drawdown Indicators


SDHG.LJHYU.LDifference

Max Drawdown

Largest peak-to-trough decline

-11.44%

-10.49%

-0.95%

Max Drawdown (1Y)

Largest decline over 1 year

-3.00%

-3.69%

+0.69%

Max Drawdown (3Y)

Largest decline over 3 years

-8.95%

-9.27%

+0.32%

Max Drawdown (5Y)

Largest decline over 5 years

-10.53%

Max Drawdown (10Y)

Largest decline over 10 years

-11.44%

Current Drawdown

Current decline from peak

-0.37%

0.00%

-0.37%

Average Drawdown

Average peak-to-trough decline

-3.15%

-3.51%

+0.36%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.95%

1.11%

-0.16%

Volatility

SDHG.L vs. JHYU.L - Volatility Comparison

The current volatility for iShares USD Short Duration High Yield Corporate Bond UCITS ETF (SDHG.L) is 1.48%, 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 SDHG.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


SDHG.LJHYU.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.48%

1.63%

-0.15%

Volatility (6M)

Calculated over the trailing 6-month period

4.11%

5.06%

-0.95%

Volatility (1Y)

Calculated over the trailing 1-year period

5.88%

6.66%

-0.78%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.58%

8.20%

-0.62%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.19%

8.20%

+0.99%

SDHG.L vs. JHYU.L - Expense Ratio Comparison

SDHG.L has a 0.45% expense ratio, which is higher than JHYU.L's 0.35% expense ratio.


Dividends

SDHG.L vs. JHYU.L - Dividend Comparison

SDHG.L's dividend yield for the trailing twelve months is around 11.18%, while JHYU.L has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
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%0.00%
SDHG.L
iShares USD Short Duration High Yield Corporate Bond UCITS ETF
11.18%8.87%8.03%7.20%5.20%5.72%6.58%6.95%7.01%7.33%6.99%7.49%

Frequently Asked Questions


SDHG.L and JHYU.L have a correlation of 0.65, 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 0.45% for SDHG.L.

SDHG.L tracks Bloomberg US Corporate High Yield TR USD, while JHYU.L tracks ICE BofA Gbl HY Constnd TR USD. They also come from different issuers: iShares and JPMorgan. Their fees differ too: 0.45% for SDHG.L and 0.35% for JHYU.L.

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