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

Performance

UHYG.L vs. GFGB.L - Performance Comparison

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

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


2026 (YTD)20252024202320222021202020192018
UHYG.L
Lyxor ESG USD High Yield (DR) UCITS ETF - Dist
0.52%-4.28%9.74%5.64%-1.68%4.50%2.15%9.58%9.54%
GFGB.L
VanEck Global Fallen Angel High Yield Bond UCITS ETF
0.85%2.41%7.87%4.27%-2.32%3.31%13.08%9.77%6.75%

Returns By Period

In the year-to-date period, UHYG.L achieves a 0.52% return, which is significantly lower than GFGB.L's 0.85% return.


UHYG.L

1D
-0.21%
1M
-0.44%
YTD
0.52%
6M
-3.61%
1Y
-1.96%
3Y*
3.49%
5Y*
3.03%
10Y*

GFGB.L

1D
-0.16%
1M
-1.45%
YTD
0.85%
6M
1.64%
1Y
3.78%
3Y*
4.76%
5Y*
3.69%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

UHYG.L has a 0.25% expense ratio, which is lower than GFGB.L's 0.40% expense ratio.


Return for Risk

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

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

UHYG.L
UHYG.L Risk / Return Rank: 88
Overall Rank
UHYG.L Sharpe Ratio Rank: 88
Sharpe Ratio Rank
UHYG.L Sortino Ratio Rank: 77
Sortino Ratio Rank
UHYG.L Omega Ratio Rank: 66
Omega Ratio Rank
UHYG.L Calmar Ratio Rank: 99
Calmar Ratio Rank
UHYG.L Martin Ratio Rank: 88
Martin Ratio Rank

GFGB.L
GFGB.L Risk / Return Rank: 3030
Overall Rank
GFGB.L Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
GFGB.L Sortino Ratio Rank: 2626
Sortino Ratio Rank
GFGB.L Omega Ratio Rank: 2525
Omega Ratio Rank
GFGB.L Calmar Ratio Rank: 4141
Calmar Ratio Rank
GFGB.L Martin Ratio Rank: 3030
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.

UHYG.L vs. GFGB.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Lyxor ESG USD High Yield (DR) UCITS ETF - Dist (UHYG.L) and VanEck Global Fallen Angel High Yield Bond UCITS ETF (GFGB.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.


UHYG.LGFGB.LDifference

Sharpe ratio

Return per unit of total volatility

-0.22

0.57

-0.79

Sortino ratio

Return per unit of downside risk

-0.21

0.82

-1.03

Omega ratio

Gain probability vs. loss probability

0.96

1.11

-0.14

Calmar ratio

Return relative to maximum drawdown

-0.20

1.20

-1.39

Martin ratio

Return relative to average drawdown

-0.43

2.89

-3.32

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

The current UHYG.L Sharpe Ratio is -0.22, which is lower than the GFGB.L Sharpe Ratio of 0.57. The chart below compares the historical Sharpe Ratios of UHYG.L and GFGB.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


UHYG.LGFGB.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.22

0.57

-0.79

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.35

0.48

-0.13

Sharpe Ratio (All Time)

Calculated using the full available price history

0.29

0.64

-0.35

Correlation

The correlation between UHYG.L and GFGB.L is 0.86, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

UHYG.L vs. GFGB.L - Dividend Comparison

Neither UHYG.L nor GFGB.L has paid dividends to shareholders.


TTM202520242023202220212020201920182017
UHYG.L
Lyxor ESG USD High Yield (DR) UCITS ETF - Dist
0.00%0.00%3.44%6.00%5.93%6.98%6.98%6.59%5.42%4.11%
GFGB.L
VanEck Global Fallen Angel High Yield Bond UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

UHYG.L vs. GFGB.L - Drawdown Comparison

The maximum UHYG.L drawdown since its inception was -15.35%, roughly equal to the maximum GFGB.L drawdown of -15.95%. Use the drawdown chart below to compare losses from any high point for UHYG.L and GFGB.L.


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Drawdown Indicators


UHYG.LGFGB.LDifference

Max Drawdown

Largest peak-to-trough decline

-15.35%

-15.95%

+0.60%

Max Drawdown (1Y)

Largest decline over 1 year

-8.88%

-4.20%

-4.68%

Max Drawdown (5Y)

Largest decline over 5 years

-10.48%

-10.36%

-0.12%

Current Drawdown

Current decline from peak

-7.06%

-1.45%

-5.61%

Average Drawdown

Average peak-to-trough decline

-4.17%

-2.55%

-1.62%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.08%

1.38%

+2.70%

Volatility

UHYG.L vs. GFGB.L - Volatility Comparison

Lyxor ESG USD High Yield (DR) UCITS ETF - Dist (UHYG.L) and VanEck Global Fallen Angel High Yield Bond UCITS ETF (GFGB.L) have volatilities of 2.00% and 2.07%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


UHYG.LGFGB.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.00%

2.07%

-0.07%

Volatility (6M)

Calculated over the trailing 6-month period

7.09%

4.54%

+2.55%

Volatility (1Y)

Calculated over the trailing 1-year period

8.92%

6.60%

+2.32%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.74%

7.66%

+1.08%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.56%

8.76%

+0.80%