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TAHY.L vs. HYLA.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TAHY.L vs. HYLA.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Janus Henderson Haitong Asia ex-Japan High Yield Corporate USD Bond Screened Core UCITS ETF USD (Acc) (TAHY.L) and iShares Global High Yield Corp Bond UCITS ETF USD (Acc) (HYLA.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, TAHY.L achieves a 3.88% return, which is significantly higher than HYLA.L's 0.29% return.


TAHY.L

1D
0.00%
1M
0.24%
6M
2.85%
YTD
3.88%
1Y
6.69%
3Y*
8.17%
5Y*
10Y*

HYLA.L

1D
-0.15%
1M
-0.29%
6M
0.59%
YTD
0.29%
1Y
3.96%
3Y*
7.55%
5Y*
3.07%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

TAHY.L vs. HYLA.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021
TAHY.L
Janus Henderson Haitong Asia ex-Japan High Yield Corporate USD Bond Screened Core UCITS ETF USD (Acc)
3.88%7.26%17.54%-10.74%-18.39%-13.10%
HYLA.L
iShares Global High Yield Corp Bond UCITS ETF USD (Acc)
0.29%14.45%2.59%13.39%-11.81%-2.01%

Correlation

The correlation between TAHY.L and HYLA.L is 0.15, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.15

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

0.15

Correlation (All Time)
Calculated using the full available price history since Sep 2, 2021

0.19

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Return for Risk

TAHY.L vs. HYLA.L — Risk / Return Rank

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

TAHY.L
TAHY.L Risk / Return Rank: 7373
Overall Rank
TAHY.L Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
TAHY.L Sortino Ratio Rank: 7979
Sortino Ratio Rank
TAHY.L Omega Ratio Rank: 8484
Omega Ratio Rank
TAHY.L Calmar Ratio Rank: 6969
Calmar Ratio Rank
TAHY.L Martin Ratio Rank: 5757
Martin Ratio Rank

HYLA.L
HYLA.L Risk / Return Rank: 2525
Overall Rank
HYLA.L Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
HYLA.L Sortino Ratio Rank: 2424
Sortino Ratio Rank
HYLA.L Omega Ratio Rank: 2323
Omega Ratio Rank
HYLA.L Calmar Ratio Rank: 2424
Calmar Ratio Rank
HYLA.L Martin Ratio Rank: 2828
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.

TAHY.L vs. HYLA.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Janus Henderson Haitong Asia ex-Japan High Yield Corporate USD Bond Screened Core UCITS ETF USD (Acc) (TAHY.L) and iShares Global High Yield Corp Bond UCITS ETF USD (Acc) (HYLA.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.


TAHY.LHYLA.LDifference
Sharpe ratioReturn per unit of total volatility

+1.16

Sortino ratioReturn per unit of downside risk

+1.67

Omega ratioGain probability vs. loss probability

1.38

1.12

+0.26

Calmar ratioReturn relative to maximum drawdown

2.59

0.85

+1.74

Martin ratioReturn relative to average drawdown

7.38

2.86

+4.52

TAHY.L vs. HYLA.L - Sharpe Ratio Comparison

The current TAHY.L Sharpe Ratio is 1.83, which is higher than the HYLA.L Sharpe Ratio of 0.68. The chart below compares the historical Sharpe Ratios of TAHY.L and HYLA.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

TAHY.L vs. HYLA.L - Drawdown Comparison

The maximum TAHY.L drawdown since its inception was -51.61%, which is greater than HYLA.L's maximum drawdown of -24.42%. Use the drawdown chart below to compare losses from any high point for TAHY.L and HYLA.L.


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Drawdown Indicators


TAHY.LHYLA.LDifference

Max Drawdown

Largest peak-to-trough decline

-51.61%

-24.42%

-27.19%

Max Drawdown (1Y)

Largest decline over 1 year

-2.57%

-4.62%

+2.05%

Max Drawdown (3Y)

Largest decline over 3 years

-9.81%

-5.65%

-4.16%

Max Drawdown (5Y)

Largest decline over 5 years

-22.93%

Current Drawdown

Current decline from peak

-17.10%

-1.44%

-15.66%

Average Drawdown

Average peak-to-trough decline

-26.81%

-4.10%

-22.71%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.91%

1.38%

-0.47%

Volatility

TAHY.L vs. HYLA.L - Volatility Comparison

The current volatility for Janus Henderson Haitong Asia ex-Japan High Yield Corporate USD Bond Screened Core UCITS ETF USD (Acc) (TAHY.L) is 1.07%, while iShares Global High Yield Corp Bond UCITS ETF USD (Acc) (HYLA.L) has a volatility of 1.37%. This indicates that TAHY.L experiences smaller price fluctuations and is considered to be less risky than HYLA.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TAHY.LHYLA.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.07%

1.37%

-0.30%

Volatility (6M)

Calculated over the trailing 6-month period

2.83%

4.68%

-1.85%

Volatility (1Y)

Calculated over the trailing 1-year period

3.64%

5.85%

-2.21%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.09%

8.19%

+4.90%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.09%

9.25%

+3.84%

TAHY.L vs. HYLA.L - Expense Ratio Comparison

TAHY.L has a 0.60% expense ratio, which is higher than HYLA.L's 0.50% expense ratio.


Dividends

TAHY.L vs. HYLA.L - Dividend Comparison

Neither TAHY.L nor HYLA.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


TAHY.L and HYLA.L have a correlation of 0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

HYLA.L is cheaper with a 0.50% expense ratio, compared with 0.60% for TAHY.L.

TAHY.L is categorized as High Yield Bonds, while HYLA.L is Global Corporate Bonds. TAHY.L tracks iBoxx MSCI Scored & Screened Tilted USD Asia ex-Japan High Yield Capped TCA Index, while HYLA.L tracks Markit iBoxx Global Developed Markets Liquid High Yield Capped (USD) Index. They also come from different issuers: Janus Henderson and iShares. Their fees differ too: 0.60% for TAHY.L and 0.50% for HYLA.L.

Portfolio Optimizer

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