UHYC.L vs. GHYU.L
UHYC.L (Lyxor ESG USD High Yield (DR) UCITS ETF - Acc) and GHYU.L (Lyxor Global High Yield Sustainable Exposure UCITS ETF - Acc) are both High Yield Bonds funds from Amundi - UHYC.L tracks the Bloomberg US Corporate High Yield TR USD while GHYU.L tracks the ICE BofA Gbl HY Constnd TR USD. Both are passively managed. Over the past 3 years, UHYC.L returned 8.55%/yr vs 8.58%/yr for GHYU.L. A 0.75 correlation means they provide meaningful diversification when combined. Both charge a 0.25% expense ratio.
Performance
UHYC.L vs. GHYU.L - Performance Comparison
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Returns By Period
In the year-to-date period, UHYC.L achieves a 1.10% return, which is significantly higher than GHYU.L's 0.65% return.
UHYC.L
- 1D
- -0.03%
- 1M
- 0.08%
- YTD
- 1.10%
- 6M
- 1.58%
- 1Y
- 6.53%
- 3Y*
- 8.55%
- 5Y*
- —
- 10Y*
- —
GHYU.L
- 1D
- 0.12%
- 1M
- -0.06%
- YTD
- 0.65%
- 6M
- 1.35%
- 1Y
- 5.88%
- 3Y*
- 8.58%
- 5Y*
- 2.66%
- 10Y*
- —
UHYC.L vs. GHYU.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
UHYC.L Lyxor ESG USD High Yield (DR) UCITS ETF - Acc | 1.10% | 8.84% | 7.95% | 12.03% | 0.80% |
GHYU.L Lyxor Global High Yield Sustainable Exposure UCITS ETF - Acc | 0.65% | 11.40% | 5.06% | 12.36% | 3.74% |
Correlation
The correlation between UHYC.L and GHYU.L is 0.68, 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 | 0.68 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.73 |
Correlation (All Time) Calculated using the full available price history since Jul 14, 2022 | 0.75 |
The correlation between UHYC.L and GHYU.L has been stable across timeframes, ranging from 0.68 to 0.75 - a consistent structural relationship.
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Return for Risk
UHYC.L vs. GHYU.L — Risk / Return Rank
UHYC.L
GHYU.L
UHYC.L vs. GHYU.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Lyxor ESG USD High Yield (DR) UCITS ETF - Acc (UHYC.L) and Lyxor Global High Yield Sustainable Exposure UCITS ETF - Acc (GHYU.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.
| UHYC.L | GHYU.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.54 | ||
| Sortino ratioReturn per unit of downside risk | +0.88 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 1.23 | +0.11 |
| Calmar ratioReturn relative to maximum drawdown | 2.43 | 1.58 | +0.85 |
| Martin ratioReturn relative to average drawdown | 10.62 | 6.21 | +4.40 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| UHYC.L | GHYU.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.83 | 1.29 | +0.54 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.36 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.16 | 0.41 | +0.75 |
Drawdowns
UHYC.L vs. GHYU.L - Drawdown Comparison
The maximum UHYC.L drawdown since its inception was -9.25%, smaller than the maximum GHYU.L drawdown of -22.36%. Use the drawdown chart below to compare losses from any high point for UHYC.L and GHYU.L.
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Drawdown Indicators
| UHYC.L | GHYU.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -9.25% | -22.36% | +13.11% |
Max Drawdown (1Y)Largest decline over 1 year | -2.75% | -3.92% | +1.17% |
Max Drawdown (3Y)Largest decline over 3 years | -4.88% | -4.67% | -0.21% |
Max Drawdown (5Y)Largest decline over 5 years | — | -22.36% | — |
Current DrawdownCurrent decline from peak | -0.12% | -0.49% | +0.37% |
Average DrawdownAverage peak-to-trough decline | -1.20% | -5.60% | +4.40% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.63% | 1.00% | -0.37% |
Volatility
UHYC.L vs. GHYU.L - Volatility Comparison
The current volatility for Lyxor ESG USD High Yield (DR) UCITS ETF - Acc (UHYC.L) is 1.34%, while Lyxor Global High Yield Sustainable Exposure UCITS ETF - Acc (GHYU.L) has a volatility of 1.69%. This indicates that UHYC.L experiences smaller price fluctuations and is considered to be less risky than GHYU.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| UHYC.L | GHYU.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.34% | 1.69% | -0.35% |
Volatility (6M)Calculated over the trailing 6-month period | 2.86% | 3.74% | -0.88% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.66% | 4.83% | -1.17% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.76% | 7.34% | -0.58% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6.76% | 8.94% | -2.18% |
UHYC.L vs. GHYU.L - Expense Ratio Comparison
Both UHYC.L and GHYU.L have an expense ratio of 0.25%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Dividends
UHYC.L vs. GHYU.L - Dividend Comparison
Neither UHYC.L nor GHYU.L has paid dividends to shareholders.
Frequently Asked Questions
UHYC.L and GHYU.L have a correlation of 0.68, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Both ETFs have the same 0.25% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
UHYC.L and GHYU.L have the same expense ratio: 0.25% per year.
UHYC.L tracks Bloomberg US Corporate High Yield TR USD, while GHYU.L tracks ICE BofA Gbl HY Constnd TR USD.
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