TAHY.L vs. UHYC.L
TAHY.L (Janus Henderson Haitong Asia ex-Japan High Yield Corp USD Bond Screened Core UCITS ETF Acc) and UHYC.L (Lyxor ESG USD High Yield (DR) UCITS ETF - Acc) are both High Yield Bonds funds - TAHY.L tracks the Janus Henderson Haitong Asia ex-Japan High Yield Corp USD Bond Screened Core UCITS ETF Acc while UHYC.L tracks the Bloomberg US Corporate High Yield TR USD. Both are passively managed. Over the past 3 years, TAHY.L returned 8.17%/yr vs 8.82%/yr for UHYC.L. At a 0.18 correlation, their price movements are largely independent.
Performance
TAHY.L vs. UHYC.L - Performance Comparison
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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 UHYC.L's 1.70% return.
TAHY.L
- 1D
- 0.00%
- 1M
- 0.00%
- 6M
- 3.11%
- YTD
- 3.88%
- 1Y
- 6.69%
- 3Y*
- 8.17%
- 5Y*
- —
- 10Y*
- —
UHYC.L
- 1D
- 0.17%
- 1M
- -0.00%
- 6M
- 1.44%
- YTD
- 1.70%
- 1Y
- 6.12%
- 3Y*
- 8.82%
- 5Y*
- 3.47%
- 10Y*
- —
TAHY.L vs. UHYC.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
TAHY.L Janus Henderson Haitong Asia ex-Japan High Yield Corp USD Bond Screened Core UCITS ETF Acc | 3.88% | 7.26% | 17.54% | -10.74% | -18.39% | -13.10% |
UHYC.L Lyxor ESG USD High Yield (DR) UCITS ETF - Acc | 1.70% | 8.78% | 7.98% | 12.03% | -12.31% | 0.37% |
Correlation
The correlation between TAHY.L and UHYC.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 | 0.19 |
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. UHYC.L — Risk / Return Rank
TAHY.L
UHYC.L
TAHY.L vs. UHYC.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Janus Henderson Haitong Asia ex-Japan High Yield Corp USD Bond Screened Core UCITS ETF Acc (TAHY.L) and Lyxor ESG USD High Yield (DR) UCITS ETF - Acc (UHYC.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.L | UHYC.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.17 | ||
| Sortino ratioReturn per unit of downside risk | +0.08 | ||
| Omega ratioGain probability vs. loss probability | 1.38 | 1.32 | +0.06 |
| Calmar ratioReturn relative to maximum drawdown | 2.59 | 2.19 | +0.40 |
| Martin ratioReturn relative to average drawdown | 7.38 | 9.65 | -2.27 |
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Drawdowns
TAHY.L vs. UHYC.L - Drawdown Comparison
The maximum TAHY.L drawdown since its inception was -51.61%, which is greater than UHYC.L's maximum drawdown of -16.72%. Use the drawdown chart below to compare losses from any high point for TAHY.L and UHYC.L.
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Drawdown Indicators
| TAHY.L | UHYC.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -51.61% | -16.72% | -34.89% |
Max Drawdown (1Y)Largest decline over 1 year | -2.57% | -2.78% | +0.21% |
Max Drawdown (3Y)Largest decline over 3 years | -11.20% | -4.90% | -6.30% |
Max Drawdown (5Y)Largest decline over 5 years | — | -16.72% | — |
Current DrawdownCurrent decline from peak | -17.10% | -0.17% | -16.93% |
Average DrawdownAverage peak-to-trough decline | -26.81% | -3.90% | -22.91% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.91% | 0.63% | +0.28% |
Volatility
TAHY.L vs. UHYC.L - Volatility Comparison
Janus Henderson Haitong Asia ex-Japan High Yield Corp USD Bond Screened Core UCITS ETF Acc (TAHY.L) has a higher volatility of 1.07% compared to Lyxor ESG USD High Yield (DR) UCITS ETF - Acc (UHYC.L) at 0.75%. This indicates that TAHY.L's price experiences larger fluctuations and is considered to be riskier than UHYC.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.L | UHYC.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.07% | 0.75% | +0.32% |
Volatility (6M)Calculated over the trailing 6-month period | 2.83% | 2.95% | -0.12% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.64% | 3.67% | -0.03% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.09% | 7.44% | +5.65% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.09% | 7.42% | +5.67% |
Dividends
TAHY.L vs. UHYC.L - Dividend Comparison
Neither TAHY.L nor UHYC.L has paid dividends to shareholders.
Frequently Asked Questions
TAHY.L and UHYC.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.
TAHY.L tracks Janus Henderson Haitong Asia ex-Japan High Yield Corp USD Bond Screened Core UCITS ETF Acc, while UHYC.L tracks Bloomberg US Corporate High Yield TR USD. They also come from different issuers: Janus Henderson and Amundi.
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