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UHYC.L vs. UHYG.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

UHYC.L vs. UHYG.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Lyxor ESG USD High Yield (DR) UCITS ETF - Acc (UHYC.L) and Lyxor ESG USD High Yield (DR) UCITS ETF - Dist (UHYG.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

UHYC.L is traded in USD, while UHYG.L is traded in GBP. To make them comparable, the UHYG.L values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, UHYC.L achieves a 0.93% return, which is significantly higher than UHYG.L's 0.69% return.


UHYC.L

1D
-0.17%
1M
-0.08%
YTD
0.93%
6M
1.37%
1Y
6.36%
3Y*
9.05%
5Y*
10Y*

UHYG.L

1D
-0.52%
1M
-0.31%
YTD
0.69%
6M
1.09%
1Y
6.23%
3Y*
8.27%
5Y*
3.50%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

UHYC.L vs. UHYG.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021
UHYC.L
Lyxor ESG USD High Yield (DR) UCITS ETF - Acc
0.93%8.78%7.98%12.03%-12.31%0.95%
UHYG.L
Lyxor ESG USD High Yield (DR) UCITS ETF - Dist
0.69%8.93%7.93%11.21%-12.20%1.18%

Correlation

The correlation between UHYC.L and UHYG.L is 0.46, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.46

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

0.52

Correlation (All Time)
Calculated using the full available price history since Jul 13, 2021

0.61

The correlation between UHYC.L and UHYG.L shifts across timeframes, from 0.46 (1 year) to 0.61 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

UHYC.L vs. UHYG.L — Risk / Return Rank

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

UHYC.L
UHYC.L Risk / Return Rank: 5858
Overall Rank
UHYC.L Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
UHYC.L Sortino Ratio Rank: 6464
Sortino Ratio Rank
UHYC.L Omega Ratio Rank: 5959
Omega Ratio Rank
UHYC.L Calmar Ratio Rank: 5151
Calmar Ratio Rank
UHYC.L Martin Ratio Rank: 6161
Martin Ratio Rank

UHYG.L
UHYG.L Risk / Return Rank: 4646
Overall Rank
UHYG.L Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
UHYG.L Sortino Ratio Rank: 4646
Sortino Ratio Rank
UHYG.L Omega Ratio Rank: 4444
Omega Ratio Rank
UHYG.L Calmar Ratio Rank: 5050
Calmar Ratio Rank
UHYG.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.

UHYC.L vs. UHYG.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 ESG USD High Yield (DR) UCITS ETF - Dist (UHYG.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.LUHYG.LDifference
Sharpe ratioReturn per unit of total volatility

+0.50

Sortino ratioReturn per unit of downside risk

+0.90

Omega ratioGain probability vs. loss probability

1.33

1.21

+0.12

Calmar ratioReturn relative to maximum drawdown

2.28

1.97

+0.31

Martin ratioReturn relative to average drawdown

9.96

8.80

+1.16

UHYC.L vs. UHYG.L - Sharpe Ratio Comparison

The current UHYC.L Sharpe Ratio is 1.73, which is higher than the UHYG.L Sharpe Ratio of 1.23. The chart below compares the historical Sharpe Ratios of UHYC.L and UHYG.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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Sharpe Ratios by Period


UHYC.LUHYG.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.73

1.23

+0.50

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.46

Sharpe Ratio (All Time)

Calculated using the full available price history

0.46

0.20

+0.26

Drawdowns

UHYC.L vs. UHYG.L - Drawdown Comparison

The maximum UHYC.L drawdown since its inception was -16.72%, smaller than the maximum UHYG.L drawdown of -29.08%. Use the drawdown chart below to compare losses from any high point for UHYC.L and UHYG.L.


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Drawdown Indicators


UHYC.LUHYG.LDifference

Max Drawdown

Largest peak-to-trough decline

-16.72%

-29.08%

+12.36%

Max Drawdown (1Y)

Largest decline over 1 year

-2.78%

-3.15%

+0.37%

Max Drawdown (3Y)

Largest decline over 3 years

-4.90%

-4.72%

-0.18%

Max Drawdown (5Y)

Largest decline over 5 years

-17.08%

Current Drawdown

Current decline from peak

-0.34%

-0.70%

+0.36%

Average Drawdown

Average peak-to-trough decline

-3.99%

-9.80%

+5.81%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.64%

0.71%

-0.07%

Volatility

UHYC.L vs. UHYG.L - Volatility Comparison

The current volatility for Lyxor ESG USD High Yield (DR) UCITS ETF - Acc (UHYC.L) is 1.32%, while Lyxor ESG USD High Yield (DR) UCITS ETF - Dist (UHYG.L) has a volatility of 1.46%. This indicates that UHYC.L experiences smaller price fluctuations and is considered to be less risky than UHYG.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.LUHYG.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.32%

1.46%

-0.14%

Volatility (6M)

Calculated over the trailing 6-month period

2.86%

3.90%

-1.04%

Volatility (1Y)

Calculated over the trailing 1-year period

3.67%

5.06%

-1.39%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.50%

7.64%

-0.14%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.50%

10.21%

-2.71%

UHYC.L vs. UHYG.L - Expense Ratio Comparison

Both UHYC.L and UHYG.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. UHYG.L - Dividend Comparison

UHYC.L has not paid dividends to shareholders, while UHYG.L's dividend yield for the trailing twelve months is around 5.75%.


PositionTTM202520242023202220212020201920182017
UHYC.L
Lyxor ESG USD High Yield (DR) UCITS ETF - Acc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
UHYG.L
Lyxor ESG USD High Yield (DR) UCITS ETF - Dist
5.75%5.84%3.44%6.01%5.93%6.98%6.97%6.59%5.42%4.11%

Frequently Asked Questions


UHYC.L and UHYG.L have a correlation of 0.46, 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 UHYG.L have the same expense ratio: 0.25% per year.

Both ETFs track Bloomberg US Corporate High Yield TR USD.

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