PortfoliosLab logoPortfoliosLab logo
SUOE.L vs. HYGU.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SUOE.L vs. HYGU.L - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares EUR Corporate Bond ESG UCITS ETF (Dist) (SUOE.L) and iShares € High Yield Corp Bond UCITS ETF USD Hedged (Acc) (HYGU.L). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Different Trading Currencies

SUOE.L is traded in EUR, while HYGU.L is traded in USD. To make them comparable, the HYGU.L values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, SUOE.L achieves a 0.33% return, which is significantly lower than HYGU.L's 4.81% return.


SUOE.L

1D
-0.21%
1M
-0.64%
6M
-0.09%
YTD
0.33%
1Y
1.12%
3Y*
4.18%
5Y*
-0.16%
10Y*

HYGU.L

1D
-0.10%
1M
0.69%
6M
3.50%
YTD
4.81%
1Y
6.54%
3Y*
7.35%
5Y*
5.22%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SUOE.L vs. HYGU.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
SUOE.L
iShares EUR Corporate Bond ESG UCITS ETF (Dist)
0.33%3.04%4.13%7.20%-13.07%-1.23%2.51%6.06%-0.50%
HYGU.L
iShares € High Yield Corp Bond UCITS ETF USD Hedged (Acc)
4.81%-5.49%14.37%10.15%-1.38%11.48%-6.26%15.37%0.90%

Correlation

The correlation between SUOE.L and HYGU.L is 0.05, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

0.05

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

0.15

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

0.19

Correlation (All Time)
Calculated using the full available price history since Jun 27, 2018

0.20

The correlation between SUOE.L and HYGU.L shifts across timeframes, from 0.05 (1 year) to 0.20 (all time), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

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


Return for Risk

SUOE.L vs. HYGU.L — Risk / Return Rank

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

SUOE.L
SUOE.L Risk / Return Rank: 1616
Overall Rank
SUOE.L Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
SUOE.L Sortino Ratio Rank: 1414
Sortino Ratio Rank
SUOE.L Omega Ratio Rank: 1515
Omega Ratio Rank
SUOE.L Calmar Ratio Rank: 1616
Calmar Ratio Rank
SUOE.L Martin Ratio Rank: 1818
Martin Ratio Rank

HYGU.L
HYGU.L Risk / Return Rank: 6464
Overall Rank
HYGU.L Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
HYGU.L Sortino Ratio Rank: 7272
Sortino Ratio Rank
HYGU.L Omega Ratio Rank: 7272
Omega Ratio Rank
HYGU.L Calmar Ratio Rank: 5151
Calmar Ratio Rank
HYGU.L Martin Ratio Rank: 6464
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.

SUOE.L vs. HYGU.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares EUR Corporate Bond ESG UCITS ETF (Dist) (SUOE.L) and iShares € High Yield Corp Bond UCITS ETF USD Hedged (Acc) (HYGU.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.


SUOE.LHYGU.LDifference
Sharpe ratioReturn per unit of total volatility

-0.69

Sortino ratioReturn per unit of downside risk

-0.96

Omega ratioGain probability vs. loss probability

1.07

1.19

-0.12

Calmar ratioReturn relative to maximum drawdown

0.41

1.95

-1.53

Martin ratioReturn relative to average drawdown

1.36

5.05

-3.69

SUOE.L vs. HYGU.L - Sharpe Ratio Comparison

The current SUOE.L Sharpe Ratio is 0.32, which is lower than the HYGU.L Sharpe Ratio of 1.01. The chart below compares the historical Sharpe Ratios of SUOE.L and HYGU.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...

Drawdowns

SUOE.L vs. HYGU.L - Drawdown Comparison

The maximum SUOE.L drawdown since its inception was -17.08%, smaller than the maximum HYGU.L drawdown of -25.92%. Use the drawdown chart below to compare losses from any high point for SUOE.L and HYGU.L.


Loading charts...

Drawdown Indicators


SUOE.LHYGU.LDifference

Max Drawdown

Largest peak-to-trough decline

-17.08%

-25.92%

+8.84%

Max Drawdown (1Y)

Largest decline over 1 year

-2.71%

-3.35%

+0.64%

Max Drawdown (3Y)

Largest decline over 3 years

-2.71%

-11.30%

+8.59%

Max Drawdown (5Y)

Largest decline over 5 years

-17.08%

-11.30%

-5.78%

Current Drawdown

Current decline from peak

-1.35%

-2.54%

+1.19%

Average Drawdown

Average peak-to-trough decline

-4.69%

-3.94%

-0.75%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.82%

1.29%

-0.47%

Volatility

SUOE.L vs. HYGU.L - Volatility Comparison

The current volatility for iShares EUR Corporate Bond ESG UCITS ETF (Dist) (SUOE.L) is 0.99%, while iShares € High Yield Corp Bond UCITS ETF USD Hedged (Acc) (HYGU.L) has a volatility of 1.24%. This indicates that SUOE.L experiences smaller price fluctuations and is considered to be less risky than HYGU.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


SUOE.LHYGU.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.99%

1.24%

-0.25%

Volatility (6M)

Calculated over the trailing 6-month period

2.97%

4.51%

-1.54%

Volatility (1Y)

Calculated over the trailing 1-year period

3.46%

6.43%

-2.97%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.00%

7.99%

-2.99%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.63%

9.31%

-3.68%

SUOE.L vs. HYGU.L - Expense Ratio Comparison

SUOE.L has a 0.15% expense ratio, which is lower than HYGU.L's 0.55% expense ratio.


Dividends

SUOE.L vs. HYGU.L - Dividend Comparison

SUOE.L's dividend yield for the trailing twelve months is around 3.28%, while HYGU.L has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018
HYGU.L
iShares € High Yield Corp Bond UCITS ETF USD Hedged (Acc)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SUOE.L
iShares EUR Corporate Bond ESG UCITS ETF (Dist)
3.28%3.23%3.19%2.52%0.82%0.47%0.57%0.77%0.30%

Frequently Asked Questions


SUOE.L and HYGU.L have a correlation of 0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SUOE.L is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SUOE.L is cheaper with a 0.15% expense ratio, compared with 0.55% for HYGU.L.

SUOE.L is categorized as European Corporate Bonds, while HYGU.L is European High Yield Bonds. SUOE.L tracks Bloomberg Euro Corp TR EUR, while HYGU.L tracks Markit iBoxx Euro Liquid High Yield Index (EUR). Their fees differ too: 0.15% for SUOE.L and 0.55% for HYGU.L.

Portfolio Optimizer

Find the right allocation for SUOE.L and HYGU.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