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

Performance

UHYG.L vs. HYSD.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 iShares Broad $ High Yield Corp Bond UCITS ETF GBP Hedged (Dist) (HYSD.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, UHYG.L achieves a 1.83% return, which is significantly lower than HYSD.L's 1.97% return.


UHYG.L

1D
0.22%
1M
-0.30%
6M
0.80%
YTD
1.83%
1Y
5.50%
3Y*
7.04%
5Y*
3.94%
10Y*
1.63%

HYSD.L

1D
0.00%
1M
0.31%
6M
1.29%
YTD
1.97%
1Y
5.49%
3Y*
7.99%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)2025202420232022
UHYG.L
Lyxor ESG USD High Yield (DR) UCITS ETF - Dist
1.83%1.29%9.76%5.64%-2.08%
HYSD.L
iShares Broad $ High Yield Corp Bond UCITS ETF GBP Hedged (Dist)
1.97%8.24%7.60%11.75%-3.60%

Correlation

The correlation between UHYG.L and HYSD.L is 0.03, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

0.03

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

0.14

Correlation (All Time)
Calculated using the full available price history since Aug 3, 2022

0.14

The correlation between UHYG.L and HYSD.L shifts across timeframes, from 0.03 (1 year) to 0.14 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

UHYG.L vs. HYSD.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: 3535
Overall Rank
UHYG.L Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
UHYG.L Sortino Ratio Rank: 3434
Sortino Ratio Rank
UHYG.L Omega Ratio Rank: 3131
Omega Ratio Rank
UHYG.L Calmar Ratio Rank: 3838
Calmar Ratio Rank
UHYG.L Martin Ratio Rank: 3737
Martin Ratio Rank

HYSD.L
HYSD.L Risk / Return Rank: 6262
Overall Rank
HYSD.L Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
HYSD.L Sortino Ratio Rank: 5858
Sortino Ratio Rank
HYSD.L Omega Ratio Rank: 6262
Omega Ratio Rank
HYSD.L Calmar Ratio Rank: 6060
Calmar Ratio Rank
HYSD.L Martin Ratio Rank: 7474
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. HYSD.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 iShares Broad $ High Yield Corp Bond UCITS ETF GBP Hedged (Dist) (HYSD.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.


UHYG.LHYSD.LDifference
Sharpe ratioReturn per unit of total volatility

-0.45

Sortino ratioReturn per unit of downside risk

-0.65

Omega ratioGain probability vs. loss probability

1.17

1.28

-0.11

Calmar ratioReturn relative to maximum drawdown

1.53

2.26

-0.73

Martin ratioReturn relative to average drawdown

4.40

9.94

-5.53

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

The current UHYG.L Sharpe Ratio is 0.97, which is lower than the HYSD.L Sharpe Ratio of 1.42. The chart below compares the historical Sharpe Ratios of UHYG.L and HYSD.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

UHYG.L vs. HYSD.L - Drawdown Comparison

The maximum UHYG.L drawdown since its inception was -25.48%, which is greater than HYSD.L's maximum drawdown of -9.53%. Use the drawdown chart below to compare losses from any high point for UHYG.L and HYSD.L.


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Drawdown Indicators


UHYG.LHYSD.LDifference

Max Drawdown

Largest peak-to-trough decline

-25.48%

-9.53%

-15.95%

Max Drawdown (1Y)

Largest decline over 1 year

-3.57%

-2.42%

-1.15%

Max Drawdown (3Y)

Largest decline over 3 years

-9.52%

-5.02%

-4.50%

Max Drawdown (5Y)

Largest decline over 5 years

-10.49%

Max Drawdown (10Y)

Largest decline over 10 years

-25.48%

Current Drawdown

Current decline from peak

-2.03%

-0.10%

-1.93%

Average Drawdown

Average peak-to-trough decline

-8.61%

-1.50%

-7.11%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.25%

0.55%

+0.70%

Volatility

UHYG.L vs. HYSD.L - Volatility Comparison

Lyxor ESG USD High Yield (DR) UCITS ETF - Dist (UHYG.L) has a higher volatility of 1.27% compared to iShares Broad $ High Yield Corp Bond UCITS ETF GBP Hedged (Dist) (HYSD.L) at 0.91%. This indicates that UHYG.L's price experiences larger fluctuations and is considered to be riskier than HYSD.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


UHYG.LHYSD.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.27%

0.91%

+0.36%

Volatility (6M)

Calculated over the trailing 6-month period

4.11%

3.13%

+0.98%

Volatility (1Y)

Calculated over the trailing 1-year period

5.71%

3.88%

+1.83%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.05%

6.08%

+1.97%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.63%

6.08%

+4.55%

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

UHYG.L has a 0.25% expense ratio, which is higher than HYSD.L's 0.22% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

UHYG.L vs. HYSD.L - Dividend Comparison

UHYG.L's dividend yield for the trailing twelve months is around 5.74%, less than HYSD.L's 7.39% yield.


PositionTTM202520242023202220212020201920182017
HYSD.L
iShares Broad $ High Yield Corp Bond UCITS ETF GBP Hedged (Dist)
7.39%7.39%7.39%5.61%0.00%0.00%0.00%0.00%0.00%0.00%
UHYG.L
Lyxor ESG USD High Yield (DR) UCITS ETF - Dist
5.74%5.84%3.44%6.01%5.93%6.98%6.97%6.59%5.42%4.11%

Frequently Asked Questions


UHYG.L and HYSD.L have a correlation of 0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, HYSD.L is cheaper at 0.22% per year. The better choice depends on whether you care most about return, fees, risk, or income.

HYSD.L is cheaper with a 0.22% expense ratio, compared with 0.25% for UHYG.L.

UHYG.L tracks Bloomberg US Corporate High Yield TR USD, while HYSD.L tracks ICE BofA US High Yield Constrained Index. They also come from different issuers: Amundi and iShares. Their fees differ too: 0.25% for UHYG.L and 0.22% for HYSD.L.

Portfolio Optimizer

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