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WIGG.L vs. GHYU.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

WIGG.L vs. GHYU.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares Fallen Angels High Yield Corporate Bond UCITS ETF GBP Hedged (Dist) (WIGG.L) and Lyxor Global High Yield Sustainable Exposure UCITS ETF - Acc (GHYU.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

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

Returns By Period

In the year-to-date period, WIGG.L achieves a 1.47% return, which is significantly higher than GHYU.L's 1.06% return.


WIGG.L

1D
0.13%
1M
0.90%
YTD
1.47%
6M
1.71%
1Y
7.53%
3Y*
7.62%
5Y*
2.72%
10Y*

GHYU.L

1D
0.12%
1M
1.31%
YTD
1.06%
6M
0.75%
1Y
7.26%
3Y*
5.86%
5Y*
3.77%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

WIGG.L vs. GHYU.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
WIGG.L
iShares Fallen Angels High Yield Corporate Bond UCITS ETF GBP Hedged (Dist)
1.47%8.82%4.80%11.01%-12.90%4.06%10.84%
GHYU.L
Lyxor Global High Yield Sustainable Exposure UCITS ETF - Acc
1.06%3.46%6.89%6.74%-3.03%1.50%3.43%

Correlation

The correlation between WIGG.L and GHYU.L is 0.28, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.28

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

0.25

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

0.31

Correlation (All Time)
Calculated using the full available price history since Feb 14, 2020

0.32

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Return for Risk

WIGG.L vs. GHYU.L — Risk / Return Rank

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

WIGG.L
WIGG.L Risk / Return Rank: 5858
Overall Rank
WIGG.L Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
WIGG.L Sortino Ratio Rank: 6565
Sortino Ratio Rank
WIGG.L Omega Ratio Rank: 6666
Omega Ratio Rank
WIGG.L Calmar Ratio Rank: 4444
Calmar Ratio Rank
WIGG.L Martin Ratio Rank: 5353
Martin Ratio Rank

GHYU.L
GHYU.L Risk / Return Rank: 3737
Overall Rank
GHYU.L Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
GHYU.L Sortino Ratio Rank: 3939
Sortino Ratio Rank
GHYU.L Omega Ratio Rank: 3535
Omega Ratio Rank
GHYU.L Calmar Ratio Rank: 3333
Calmar Ratio Rank
GHYU.L Martin Ratio Rank: 4040
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.

WIGG.L vs. GHYU.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Fallen Angels High Yield Corporate Bond UCITS ETF GBP Hedged (Dist) (WIGG.L) and Lyxor Global High Yield Sustainable Exposure UCITS ETF - Acc (GHYU.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.


WIGG.LGHYU.LDifference
Sharpe ratioReturn per unit of total volatility

+0.88

Sortino ratioReturn per unit of downside risk

+1.42

Omega ratioGain probability vs. loss probability

1.39

1.19

+0.20

Calmar ratioReturn relative to maximum drawdown

2.13

2.10

+0.03

Martin ratioReturn relative to average drawdown

8.95

5.79

+3.16

WIGG.L vs. GHYU.L - Sharpe Ratio Comparison

The current WIGG.L Sharpe Ratio is 1.98, which is higher than the GHYU.L Sharpe Ratio of 1.10. The chart below compares the historical Sharpe Ratios of WIGG.L and GHYU.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


WIGG.LGHYU.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.98

1.10

+0.88

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.46

0.46

0.00

Sharpe Ratio (All Time)

Calculated using the full available price history

0.63

0.33

+0.30

Drawdowns

WIGG.L vs. GHYU.L - Drawdown Comparison

The maximum WIGG.L drawdown since its inception was -23.44%, which is greater than GHYU.L's maximum drawdown of -10.99%. Use the drawdown chart below to compare losses from any high point for WIGG.L and GHYU.L.


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Drawdown Indicators


WIGG.LGHYU.LDifference

Max Drawdown

Largest peak-to-trough decline

-23.44%

-10.99%

-12.45%

Max Drawdown (1Y)

Largest decline over 1 year

-3.52%

-3.45%

-0.07%

Max Drawdown (3Y)

Largest decline over 3 years

-4.30%

-6.99%

+2.69%

Max Drawdown (5Y)

Largest decline over 5 years

-17.35%

-10.46%

-6.89%

Current Drawdown

Current decline from peak

-0.10%

-0.49%

+0.39%

Average Drawdown

Average peak-to-trough decline

-3.59%

-2.89%

-0.70%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.84%

1.25%

-0.41%

Volatility

WIGG.L vs. GHYU.L - Volatility Comparison

The current volatility for iShares Fallen Angels High Yield Corporate Bond UCITS ETF GBP Hedged (Dist) (WIGG.L) is 1.30%, while Lyxor Global High Yield Sustainable Exposure UCITS ETF - Acc (GHYU.L) has a volatility of 2.09%. This indicates that WIGG.L experiences smaller price fluctuations and is considered to be less risky than GHYU.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


WIGG.LGHYU.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.30%

2.09%

-0.79%

Volatility (6M)

Calculated over the trailing 6-month period

2.97%

5.31%

-2.34%

Volatility (1Y)

Calculated over the trailing 1-year period

3.80%

6.56%

-2.76%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.92%

8.21%

-2.29%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.44%

9.54%

-2.10%

WIGG.L vs. GHYU.L - Expense Ratio Comparison

WIGG.L has a 0.55% expense ratio, which is higher than GHYU.L's 0.25% expense ratio.


Dividends

WIGG.L vs. GHYU.L - Dividend Comparison

WIGG.L's dividend yield for the trailing twelve months is around 6.92%, while GHYU.L has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018
GHYU.L
Lyxor Global High Yield Sustainable Exposure UCITS ETF - Acc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
WIGG.L
iShares Fallen Angels High Yield Corporate Bond UCITS ETF GBP Hedged (Dist)
6.92%5.58%5.74%5.08%4.47%3.89%4.24%4.53%3.28%

Frequently Asked Questions


WIGG.L and GHYU.L have a correlation of 0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

GHYU.L is cheaper with a 0.25% expense ratio, compared with 0.55% for WIGG.L.

WIGG.L tracks ICE BofA Gbl HY Constnd TR HGBP, while GHYU.L tracks ICE BofA Gbl HY Constnd TR USD. They also come from different issuers: iShares and Amundi. Their fees differ too: 0.55% for WIGG.L and 0.25% for GHYU.L.

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