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SHYU.L vs. CRPS.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SHYU.L vs. CRPS.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares $ High Yield Corp Bond UCITS ETF (SHYU.L) and iShares Global Corporate Bond UCITS ETF (CRPS.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SHYU.L achieves a -1.70% return, which is significantly higher than CRPS.L's -1.84% return. Over the past 10 years, SHYU.L has outperformed CRPS.L with an annualized return of 4.84%, while CRPS.L has yielded a comparatively lower 2.45% annualized return.


SHYU.L

1D
0.16%
1M
-0.19%
YTD
-1.70%
6M
-1.85%
1Y
1.64%
3Y*
2.26%
5Y*
3.17%
10Y*
4.84%

CRPS.L

1D
0.23%
1M
1.37%
YTD
-1.84%
6M
-2.12%
1Y
1.48%
3Y*
1.73%
5Y*
0.28%
10Y*
2.45%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SHYU.L vs. CRPS.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SHYU.L
iShares $ High Yield Corp Bond UCITS ETF
-1.70%-4.17%8.56%4.72%2.04%4.96%1.60%9.12%4.39%-3.89%
CRPS.L
iShares Global Corporate Bond UCITS ETF
-1.84%0.38%2.69%2.88%-5.90%-2.68%6.79%8.38%1.64%-0.97%

Correlation

The correlation between SHYU.L and CRPS.L is 0.70, 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

0.70

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

0.75

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

0.73

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

0.74

Correlation (All Time)
Calculated using the full available price history since Sep 26, 2012

0.68

The correlation between SHYU.L and CRPS.L has been stable across timeframes, ranging from 0.68 to 0.75 - a consistent structural relationship.

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Return for Risk

SHYU.L vs. CRPS.L — Risk / Return Rank

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

SHYU.L
SHYU.L Risk / Return Rank: 1212
Overall Rank
SHYU.L Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
SHYU.L Sortino Ratio Rank: 1111
Sortino Ratio Rank
SHYU.L Omega Ratio Rank: 1212
Omega Ratio Rank
SHYU.L Calmar Ratio Rank: 1212
Calmar Ratio Rank
SHYU.L Martin Ratio Rank: 1111
Martin Ratio Rank

CRPS.L
CRPS.L Risk / Return Rank: 1212
Overall Rank
CRPS.L Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
CRPS.L Sortino Ratio Rank: 1111
Sortino Ratio Rank
CRPS.L Omega Ratio Rank: 1212
Omega Ratio Rank
CRPS.L Calmar Ratio Rank: 1212
Calmar Ratio Rank
CRPS.L Martin Ratio Rank: 1212
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.

SHYU.L vs. CRPS.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares $ High Yield Corp Bond UCITS ETF (SHYU.L) and iShares Global Corporate Bond UCITS ETF (CRPS.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.


SHYU.LCRPS.LDifference
Sharpe ratioReturn per unit of total volatility

-0.01

Sortino ratioReturn per unit of downside risk

-0.01

Omega ratioGain probability vs. loss probability

1.05

1.05

0.00

Calmar ratioReturn relative to maximum drawdown

0.25

0.29

-0.05

Martin ratioReturn relative to average drawdown

0.43

0.64

-0.21

SHYU.L vs. CRPS.L - Sharpe Ratio Comparison

The current SHYU.L Sharpe Ratio is 0.24, which is comparable to the CRPS.L Sharpe Ratio of 0.25. The chart below compares the historical Sharpe Ratios of SHYU.L and CRPS.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


SHYU.LCRPS.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.24

0.25

-0.01

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.39

0.04

+0.35

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.50

0.29

+0.21

Sharpe Ratio (All Time)

Calculated using the full available price history

0.59

0.39

+0.21

Drawdowns

SHYU.L vs. CRPS.L - Drawdown Comparison

The maximum SHYU.L drawdown since its inception was -15.01%, roughly equal to the maximum CRPS.L drawdown of -15.38%. Use the drawdown chart below to compare losses from any high point for SHYU.L and CRPS.L.


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Drawdown Indicators


SHYU.LCRPS.LDifference

Max Drawdown

Largest peak-to-trough decline

-15.01%

-15.38%

+0.37%

Max Drawdown (1Y)

Largest decline over 1 year

-6.61%

-5.02%

-1.59%

Max Drawdown (3Y)

Largest decline over 3 years

-11.08%

-5.77%

-5.31%

Max Drawdown (5Y)

Largest decline over 5 years

-11.08%

-12.26%

+1.18%

Max Drawdown (10Y)

Largest decline over 10 years

-15.01%

-15.38%

+0.37%

Current Drawdown

Current decline from peak

-9.14%

-7.65%

-1.49%

Average Drawdown

Average peak-to-trough decline

-4.14%

-5.89%

+1.75%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.83%

2.30%

+1.53%

Volatility

SHYU.L vs. CRPS.L - Volatility Comparison

iShares $ High Yield Corp Bond UCITS ETF (SHYU.L) has a higher volatility of 1.72% compared to iShares Global Corporate Bond UCITS ETF (CRPS.L) at 1.35%. This indicates that SHYU.L's price experiences larger fluctuations and is considered to be riskier than CRPS.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SHYU.LCRPS.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.72%

1.35%

+0.37%

Volatility (6M)

Calculated over the trailing 6-month period

4.34%

4.46%

-0.12%

Volatility (1Y)

Calculated over the trailing 1-year period

6.89%

5.90%

+0.99%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.13%

7.17%

+0.96%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.74%

8.49%

+1.25%

SHYU.L vs. CRPS.L - Expense Ratio Comparison

SHYU.L has a 0.50% expense ratio, which is higher than CRPS.L's 0.20% expense ratio.


Dividends

SHYU.L vs. CRPS.L - Dividend Comparison

Neither SHYU.L nor CRPS.L has paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
CRPS.L
iShares Global Corporate Bond UCITS ETF
0.00%2.08%3.87%3.34%2.55%2.07%2.42%2.75%2.56%2.61%2.45%2.58%
SHYU.L
iShares $ High Yield Corp Bond UCITS ETF
0.00%0.00%6.32%5.76%4.82%4.27%5.16%5.58%5.52%5.74%5.16%5.87%

Frequently Asked Questions


SHYU.L and CRPS.L have a correlation of 0.70, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, CRPS.L is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

CRPS.L is cheaper with a 0.20% expense ratio, compared with 0.50% for SHYU.L.

SHYU.L is categorized as Corporate Bonds, while CRPS.L is Global Corporate Bonds. SHYU.L tracks Markit iBoxx USD Liquid High Yield Capped Index, while CRPS.L tracks Bloomberg Gbl Agg Corp TR USD. Their fees differ too: 0.50% for SHYU.L and 0.20% for CRPS.L.

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