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

UHYG.L vs. UHYC.L

Last updated Jun 5, 2026

UHYG.L (Lyxor ESG USD High Yield (DR) UCITS ETF - Dist) and UHYC.L (Lyxor ESG USD High Yield (DR) UCITS ETF - Acc) are both High Yield Bonds funds from Amundi tracking the Bloomberg US Corporate High Yield TR USD. Both are passively managed. Over the past 3 years, UHYG.L returned 3.77%/yr vs 5.82%/yr for UHYC.L. A 0.75 correlation means they provide meaningful diversification when combined. Both charge a 0.25% expense ratio.

Performance

UHYG.L vs. UHYC.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 Lyxor ESG USD High Yield (DR) UCITS ETF - Acc (UHYC.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 UHYC.L is traded in USD. To make them comparable, the UHYC.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 UHYC.L slightly higher at 1.51%.

UHYG.L

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

UHYC.L

1D
-0.03%
1M
1.27%
YTD
1.51%
6M
0.94%
1Y
7.74%
3Y*
5.82%
5Y*
—
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

2026 (YTD)2025202420232022
UHYG.L
Lyxor ESG USD High Yield (DR) UCITS ETF - Dist		1.45%-4.28%9.74%5.64%-0.24%
UHYC.L
Lyxor ESG USD High Yield (DR) UCITS ETF - Acc		1.47%1.08%9.84%6.43%-0.91%

Correlation

The correlation between UHYG.L and UHYC.L is 0.69, 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

0.69

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

0.76

Correlation (All Time)
Calculated using the full available price history since Jul 14, 2022

0.75

The correlation between UHYG.L and UHYC.L has been stable across timeframes, ranging from 0.69 to 0.76 - a consistent structural relationship.

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Lyxor ESG USD High Yield (DR) UCITS ETF - Dist

Lyxor ESG USD High Yield (DR) UCITS ETF - Acc

Often compared with UHYG.L:
UHYG.L vs. FAHY.LUHYG.L vs. STHY.LUHYG.L vs. IHYU.LUHYG.L vs. HYUS.LUHYG.L vs. WIAU.LUHYG.L vs. SDHY.LUHYG.L vs. GFGB.L
Often compared with UHYC.L:
UHYC.L vs. JGYH.LUHYC.L vs. STHE.LUHYC.L vs. GHYG.LUHYC.L vs. WIAU.LUHYC.L vs. HYUS.LUHYC.L vs. GFGB.LUHYC.L vs. JNKS.L

Return for Risk

UHYG.L vs. UHYC.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
UHYC.L
UHYC.L Risk / Return Rank: 5757
Overall Rank
UHYC.L Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
UHYC.L Sortino Ratio Rank: 6161
Sortino Ratio Rank
UHYC.L Omega Ratio Rank: 5757
Omega Ratio Rank
UHYC.L Calmar Ratio Rank: 5050
Calmar Ratio Rank
UHYC.L Martin Ratio Rank: 6161
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. UHYC.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 Lyxor ESG USD High Yield (DR) UCITS ETF - Acc (UHYC.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.LUHYC.LDifference
Sharpe ratioReturn per unit of total volatility
0.22
1.19

-0.97

Sortino ratioReturn per unit of downside risk
0.30
1.68

-1.38

Omega ratioGain probability vs. loss probability

1.05

1.21

-0.16

Calmar ratioReturn relative to maximum drawdown

0.19

1.91

-1.71

Martin ratioReturn relative to average drawdown

0.36

5.76

-5.40

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

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

The current UHYG.L Sharpe Ratio is 0.22, which is lower than the UHYC.L Sharpe Ratio of 1.19. The chart below compares the historical Sharpe Ratios of UHYG.L and UHYC.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.LUHYC.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.22

1.19

-0.97

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.41

—

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.30

0.51

-0.21

Drawdowns

UHYG.L vs. UHYC.L - Drawdown Comparison

The maximum UHYG.L drawdown since its inception was -15.35%, which is greater than UHYC.L's maximum drawdown of -11.11%. Use the drawdown chart below to compare losses from any high point for UHYG.L and UHYC.L.

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Drawdown Indicators

UHYG.LUHYC.LDifference

Max Drawdown

Largest peak-to-trough decline

-15.35%

-11.11%

-4.24%

Max Drawdown (1Y)

Largest decline over 1 year

-8.88%

-4.04%

-4.84%

Max Drawdown (3Y)

Largest decline over 3 years

-9.53%

-9.14%

-0.39%

Max Drawdown (5Y)

Largest decline over 5 years

-10.48%

—

—

Current Drawdown

Current decline from peak

-6.21%

-0.87%

-5.34%

Average Drawdown

Average peak-to-trough decline

-4.22%

-4.11%

-0.11%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.79%

1.34%

+3.45%

Volatility

UHYG.L vs. UHYC.L - Volatility Comparison

The current volatility for Lyxor ESG USD High Yield (DR) UCITS ETF - Dist (UHYG.L) is 1.41%, while Lyxor ESG USD High Yield (DR) UCITS ETF - Acc (UHYC.L) has a volatility of 2.01%. This indicates that UHYG.L experiences smaller price fluctuations and is considered to be less risky than UHYC.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.LUHYC.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.41%

2.01%

-0.60%

Volatility (6M)

Calculated over the trailing 6-month period

7.01%

5.12%

+1.89%

Volatility (1Y)

Calculated over the trailing 1-year period

7.94%

6.49%

+1.45%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.70%

8.97%

-0.27%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.50%

8.97%

+0.53%

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

Both UHYG.L and UHYC.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

UHYG.L vs. UHYC.L - Dividend Comparison

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

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		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 UHYC.L have a correlation of 0.69, 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.

UHYG.L and UHYC.L have the same expense ratio: 0.25% per year.

Both ETFs track Bloomberg US Corporate High Yield TR USD.

Portfolio Optimizer

Find the right allocation for UHYG.L and UHYC.L

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