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

Performance

UHYG.L vs. IHYA.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 USD High Yield Corporate Bond UCITS ETF USD (Acc) (IHYA.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

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

Returns By Period

The year-to-date returns for both investments are quite close, with UHYG.L having a 1.45% return and IHYA.L slightly higher at 1.48%.


UHYG.L

1D
0.14%
1M
1.47%
YTD
1.45%
6M
-4.64%
1Y
2.00%
3Y*
3.77%
5Y*
3.52%
10Y*

IHYA.L

1D
0.06%
1M
1.15%
YTD
1.48%
6M
1.00%
1Y
8.14%
3Y*
5.56%
5Y*
5.11%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
UHYG.L
Lyxor ESG USD High Yield (DR) UCITS ETF - Dist
1.45%-4.28%9.74%5.64%-1.68%4.50%2.15%9.58%3.46%-3.99%
IHYA.L
iShares USD High Yield Corporate Bond UCITS ETF USD (Acc)
1.48%1.69%8.85%5.11%1.97%4.70%1.98%8.34%4.55%-4.76%

Correlation

The correlation between UHYG.L and IHYA.L is 0.70, 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

0.70

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

0.74

Correlation (5Y)
Calculated over the trailing 5-year period

0.75

Correlation (All Time)
Calculated using the full available price history since Apr 18, 2017

0.77

The correlation between UHYG.L and IHYA.L has been stable across timeframes, ranging from 0.70 to 0.77 - a consistent structural relationship.

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Return for Risk

UHYG.L vs. IHYA.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: 1111
Overall Rank
UHYG.L Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
UHYG.L Sortino Ratio Rank: 1111
Sortino Ratio Rank
UHYG.L Omega Ratio Rank: 1212
Omega Ratio Rank
UHYG.L Calmar Ratio Rank: 1111
Calmar Ratio Rank
UHYG.L Martin Ratio Rank: 1111
Martin Ratio Rank

IHYA.L
IHYA.L Risk / Return Rank: 6161
Overall Rank
IHYA.L Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
IHYA.L Sortino Ratio Rank: 6767
Sortino Ratio Rank
IHYA.L Omega Ratio Rank: 6464
Omega Ratio Rank
IHYA.L Calmar Ratio Rank: 5050
Calmar Ratio Rank
IHYA.L Martin Ratio Rank: 6868
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. IHYA.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 USD High Yield Corporate Bond UCITS ETF USD (Acc) (IHYA.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.LIHYA.LDifference
Sharpe ratioReturn per unit of total volatility

-0.99

Sortino ratioReturn per unit of downside risk

-1.44

Omega ratioGain probability vs. loss probability

1.05

1.22

-0.16

Calmar ratioReturn relative to maximum drawdown

0.19

2.09

-1.89

Martin ratioReturn relative to average drawdown

0.36

6.53

-6.17

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

The current UHYG.L Sharpe Ratio is 0.22, which is lower than the IHYA.L Sharpe Ratio of 1.20. The chart below compares the historical Sharpe Ratios of UHYG.L and IHYA.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


UHYG.LIHYA.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.22

1.20

-0.99

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.41

0.59

-0.18

Sharpe Ratio (All Time)

Calculated using the full available price history

0.30

0.37

-0.07

Drawdowns

UHYG.L vs. IHYA.L - Drawdown Comparison

The maximum UHYG.L drawdown since its inception was -15.35%, roughly equal to the maximum IHYA.L drawdown of -16.09%. Use the drawdown chart below to compare losses from any high point for UHYG.L and IHYA.L.


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Drawdown Indicators


UHYG.LIHYA.LDifference

Max Drawdown

Largest peak-to-trough decline

-15.35%

-16.09%

+0.74%

Max Drawdown (1Y)

Largest decline over 1 year

-8.88%

-3.79%

-5.09%

Max Drawdown (3Y)

Largest decline over 3 years

-9.53%

-8.92%

-0.61%

Max Drawdown (5Y)

Largest decline over 5 years

-10.48%

-10.81%

+0.33%

Current Drawdown

Current decline from peak

-6.21%

-0.64%

-5.57%

Average Drawdown

Average peak-to-trough decline

-4.22%

-3.74%

-0.48%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.79%

1.21%

+3.58%

Volatility

UHYG.L vs. IHYA.L - Volatility Comparison

The current volatility for Lyxor ESG USD High Yield (DR) UCITS ETF - Dist (UHYG.L) is 1.41%, while iShares USD High Yield Corporate Bond UCITS ETF USD (Acc) (IHYA.L) has a volatility of 2.04%. This indicates that UHYG.L experiences smaller price fluctuations and is considered to be less risky than IHYA.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.LIHYA.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.41%

2.04%

-0.63%

Volatility (6M)

Calculated over the trailing 6-month period

7.01%

5.15%

+1.86%

Volatility (1Y)

Calculated over the trailing 1-year period

7.94%

6.58%

+1.36%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.70%

8.67%

+0.03%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.50%

9.78%

-0.28%

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

UHYG.L has a 0.25% expense ratio, which is lower than IHYA.L's 0.50% expense ratio.


Dividends

UHYG.L vs. IHYA.L - Dividend Comparison

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


PositionTTM202520242023202220212020201920182017
IHYA.L
iShares USD High Yield Corporate Bond UCITS ETF USD (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
0.00%0.00%3.44%6.00%5.93%6.98%6.98%6.59%5.42%4.11%

Frequently Asked Questions


UHYG.L and IHYA.L have a correlation of 0.70, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, UHYG.L is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.

UHYG.L is cheaper with a 0.25% expense ratio, compared with 0.50% for IHYA.L.

Both ETFs track Bloomberg US Corporate High Yield TR USD. They also come from different issuers: Amundi and iShares. Their fees differ too: 0.25% for UHYG.L and 0.50% for IHYA.L.

Portfolio Optimizer

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