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V3GP.L vs. HYXF
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

V3GP.L vs. HYXF - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Vanguard ESG Global Corporate Bond UCITS ETF GBP Hedged Distributing (V3GP.L) and iShares ESG Advanced High Yield Corporate Bond ETF (HYXF). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

V3GP.L is traded in GBP, while HYXF is traded in USD. To make them comparable, the HYXF values have been converted to GBP using the latest available exchange rates.

Returns By Period

In the year-to-date period, V3GP.L achieves a 0.59% return, which is significantly lower than HYXF's 1.42% return.


V3GP.L

1D
0.23%
1M
0.75%
YTD
0.59%
6M
0.77%
1Y
4.36%
3Y*
5.34%
5Y*
0.47%
10Y*

HYXF

1D
0.10%
1M
1.20%
YTD
1.42%
6M
0.87%
1Y
6.78%
3Y*
5.98%
5Y*
4.80%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

V3GP.L vs. HYXF - Yearly Performance Comparison


2026 (YTD)20252024202320222021
V3GP.L
Vanguard ESG Global Corporate Bond UCITS ETF GBP Hedged Distributing
0.59%6.20%3.56%7.64%-14.57%1.05%
HYXF
iShares ESG Advanced High Yield Corporate Bond ETF
1.42%1.12%10.24%6.28%-1.42%7.01%

Correlation

The correlation between V3GP.L and HYXF is -0.02, 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

-0.02

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

0.11

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

0.16

Correlation (All Time)
Calculated using the full available price history since May 26, 2021

0.15

The correlation between V3GP.L and HYXF shifts across timeframes, from -0.02 (1 year) to 0.15 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

V3GP.L vs. HYXF — Risk / Return Rank

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

V3GP.L
V3GP.L Risk / Return Rank: 3434
Overall Rank
V3GP.L Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
V3GP.L Sortino Ratio Rank: 3434
Sortino Ratio Rank
V3GP.L Omega Ratio Rank: 3333
Omega Ratio Rank
V3GP.L Calmar Ratio Rank: 3434
Calmar Ratio Rank
V3GP.L Martin Ratio Rank: 3737
Martin Ratio Rank

HYXF
HYXF Risk / Return Rank: 4949
Overall Rank
HYXF Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
HYXF Sortino Ratio Rank: 4848
Sortino Ratio Rank
HYXF Omega Ratio Rank: 4646
Omega Ratio Rank
HYXF Calmar Ratio Rank: 4646
Calmar Ratio Rank
HYXF Martin Ratio Rank: 5858
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.

V3GP.L vs. HYXF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard ESG Global Corporate Bond UCITS ETF GBP Hedged Distributing (V3GP.L) and iShares ESG Advanced High Yield Corporate Bond ETF (HYXF). 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.


V3GP.LHYXFDifference
Sharpe ratioReturn per unit of total volatility

+0.11

Sortino ratioReturn per unit of downside risk

+0.14

Omega ratioGain probability vs. loss probability

1.21

1.20

+0.01

Calmar ratioReturn relative to maximum drawdown

1.63

1.73

-0.10

Martin ratioReturn relative to average drawdown

5.57

5.11

+0.45

V3GP.L vs. HYXF - Sharpe Ratio Comparison

The current V3GP.L Sharpe Ratio is 1.21, which is comparable to the HYXF Sharpe Ratio of 1.10. The chart below compares the historical Sharpe Ratios of V3GP.L and HYXF, 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


V3GP.LHYXFDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.21

1.10

+0.11

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.09

0.53

-0.44

Sharpe Ratio (All Time)

Calculated using the full available price history

0.10

0.53

-0.43

Drawdowns

V3GP.L vs. HYXF - Drawdown Comparison

The maximum V3GP.L drawdown since its inception was -20.15%, which is greater than HYXF's maximum drawdown of -12.88%. Use the drawdown chart below to compare losses from any high point for V3GP.L and HYXF.


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Drawdown Indicators


V3GP.LHYXFDifference

Max Drawdown

Largest peak-to-trough decline

-20.15%

-12.88%

-7.27%

Max Drawdown (1Y)

Largest decline over 1 year

-2.67%

-3.94%

+1.27%

Max Drawdown (3Y)

Largest decline over 3 years

-3.83%

-10.31%

+6.48%

Max Drawdown (5Y)

Largest decline over 5 years

-20.15%

-10.31%

-9.84%

Current Drawdown

Current decline from peak

-0.64%

-1.20%

+0.56%

Average Drawdown

Average peak-to-trough decline

-7.78%

-3.65%

-4.13%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.78%

1.33%

-0.55%

Volatility

V3GP.L vs. HYXF - Volatility Comparison

Vanguard ESG Global Corporate Bond UCITS ETF GBP Hedged Distributing (V3GP.L) has a higher volatility of 1.43% compared to iShares ESG Advanced High Yield Corporate Bond ETF (HYXF) at 1.34%. This indicates that V3GP.L's price experiences larger fluctuations and is considered to be riskier than HYXF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


V3GP.LHYXFDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.43%

1.34%

+0.09%

Volatility (6M)

Calculated over the trailing 6-month period

2.80%

4.50%

-1.70%

Volatility (1Y)

Calculated over the trailing 1-year period

3.60%

6.17%

-2.57%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.42%

9.16%

-3.74%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.42%

10.94%

-5.52%

V3GP.L vs. HYXF - Expense Ratio Comparison

V3GP.L has a 0.15% expense ratio, which is lower than HYXF's 0.35% expense ratio.


Dividends

V3GP.L vs. HYXF - Dividend Comparison

V3GP.L's dividend yield for the trailing twelve months is around 4.37%, less than HYXF's 6.09% yield.


PositionTTM2025202420232022202120202019201820172016
HYXF
iShares ESG Advanced High Yield Corporate Bond ETF
6.09%6.19%6.40%5.93%5.37%4.56%4.96%5.29%6.14%5.85%3.16%
V3GP.L
Vanguard ESG Global Corporate Bond UCITS ETF GBP Hedged Distributing
4.37%4.43%4.36%4.10%2.48%0.71%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


V3GP.L and HYXF have a correlation of -0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, V3GP.L is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

V3GP.L is cheaper with a 0.15% expense ratio, compared with 0.35% for HYXF.

V3GP.L is categorized as Global Corporate Bonds, while HYXF is High Yield Bonds. V3GP.L tracks Bloomberg Gbl Agg Corp TR Hdg GBP, while HYXF tracks Bloomberg MSCI US High Yield Corporate Choice ESG Screened. They also come from different issuers: Vanguard and iShares. Their fees differ too: 0.15% for V3GP.L and 0.35% for HYXF.

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