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

Performance

TAHY.L vs. IHYE.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 $ High Yield Corp Bond UCITS ETF EUR Hedged (Dist) (IHYE.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

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

Returns By Period

In the year-to-date period, TAHY.L achieves a 3.88% return, which is significantly higher than IHYE.L's -1.67% return.


TAHY.L

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

IHYE.L

1D
-0.04%
1M
-0.30%
6M
-0.92%
YTD
-1.67%
1Y
2.44%
3Y*
6.43%
5Y*
1.03%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

TAHY.L vs. IHYE.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%
IHYE.L
iShares $ High Yield Corp Bond UCITS ETF EUR Hedged (Dist)
-1.67%21.11%-1.39%11.47%-16.91%-4.12%

Correlation

The correlation between TAHY.L and IHYE.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

0.13

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

0.18

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Return for Risk

TAHY.L vs. IHYE.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

IHYE.L
IHYE.L Risk / Return Rank: 3939
Overall Rank
IHYE.L Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
IHYE.L Sortino Ratio Rank: 3939
Sortino Ratio Rank
IHYE.L Omega Ratio Rank: 3939
Omega Ratio Rank
IHYE.L Calmar Ratio Rank: 3535
Calmar Ratio Rank
IHYE.L Martin Ratio Rank: 4646
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. IHYE.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 $ High Yield Corp Bond UCITS ETF EUR Hedged (Dist) (IHYE.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.LIHYE.LDifference
Sharpe ratioReturn per unit of total volatility

+1.52

Sortino ratioReturn per unit of downside risk

+2.17

Omega ratioGain probability vs. loss probability

1.38

1.06

+0.32

Calmar ratioReturn relative to maximum drawdown

2.59

0.36

+2.23

Martin ratioReturn relative to average drawdown

7.38

0.83

+6.55

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

The current TAHY.L Sharpe Ratio is 1.83, which is higher than the IHYE.L Sharpe Ratio of 0.31. The chart below compares the historical Sharpe Ratios of TAHY.L and IHYE.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. IHYE.L - Drawdown Comparison

The maximum TAHY.L drawdown since its inception was -51.61%, which is greater than IHYE.L's maximum drawdown of -32.48%. Use the drawdown chart below to compare losses from any high point for TAHY.L and IHYE.L.


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Drawdown Indicators


TAHY.LIHYE.LDifference

Max Drawdown

Largest peak-to-trough decline

-51.61%

-32.48%

-19.13%

Max Drawdown (1Y)

Largest decline over 1 year

-2.57%

-6.84%

+4.27%

Max Drawdown (3Y)

Largest decline over 3 years

-9.81%

-9.59%

-0.22%

Max Drawdown (5Y)

Largest decline over 5 years

-31.79%

Current Drawdown

Current decline from peak

-17.10%

-4.55%

-12.55%

Average Drawdown

Average peak-to-trough decline

-26.81%

-9.53%

-17.28%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.91%

2.93%

-2.02%

Volatility

TAHY.L vs. IHYE.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 $ High Yield Corp Bond UCITS ETF EUR Hedged (Dist) (IHYE.L) has a volatility of 1.75%. This indicates that TAHY.L experiences smaller price fluctuations and is considered to be less risky than IHYE.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.LIHYE.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.07%

1.75%

-0.68%

Volatility (6M)

Calculated over the trailing 6-month period

2.83%

5.83%

-3.00%

Volatility (1Y)

Calculated over the trailing 1-year period

3.64%

7.84%

-4.20%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.09%

11.69%

+1.40%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.09%

12.03%

+1.06%

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

TAHY.L has a 0.60% expense ratio, which is higher than IHYE.L's 0.55% expense ratio.


Dividends

TAHY.L vs. IHYE.L - Dividend Comparison

TAHY.L has not paid dividends to shareholders, while IHYE.L's dividend yield for the trailing twelve months is around 6.19%.


PositionTTM20252024202320222021202020192018
IHYE.L
iShares $ High Yield Corp Bond UCITS ETF EUR Hedged (Dist)
6.19%6.07%6.32%5.59%5.13%4.35%4.82%5.59%3.88%
TAHY.L
Janus Henderson Haitong Asia ex-Japan High Yield Corporate USD Bond Screened Core UCITS ETF USD (Acc)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


TAHY.L and IHYE.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, IHYE.L is cheaper at 0.55% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IHYE.L is cheaper with a 0.55% expense ratio, compared with 0.60% for TAHY.L.

TAHY.L is categorized as High Yield Bonds, while IHYE.L is Corporate Bonds. TAHY.L tracks iBoxx MSCI Scored & Screened Tilted USD Asia ex-Japan High Yield Capped TCA Index, while IHYE.L tracks iBoxx USD Liquid High Yield Capped (USD). They also come from different issuers: Janus Henderson and iShares. Their fees differ too: 0.60% for TAHY.L and 0.55% for IHYE.L.

Portfolio Optimizer

Find the right allocation for TAHY.L and IHYE.L

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