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

Performance

WIGG.L vs. HYGU.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 iShares € High Yield Corp Bond UCITS ETF USD Hedged (Acc) (HYGU.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 HYGU.L is traded in USD. To make them comparable, the HYGU.L values have been converted to GBP using the latest available exchange rates.

Returns By Period

The year-to-date returns for both stocks are quite close, with WIGG.L having a 2.31% return and HYGU.L slightly lower at 2.21%.


WIGG.L

1D
0.20%
1M
0.32%
6M
1.50%
YTD
2.31%
1Y
6.58%
3Y*
7.29%
5Y*
2.53%
10Y*

HYGU.L

1D
0.03%
1M
-1.09%
6M
1.48%
YTD
2.21%
1Y
4.82%
3Y*
6.89%
5Y*
5.04%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)20252024202320222021202020192018
WIGG.L
iShares Fallen Angels High Yield Corporate Bond UCITS ETF GBP Hedged (Dist)
2.31%8.79%4.72%10.99%-12.83%3.93%13.26%14.53%-3.37%
HYGU.L
iShares € High Yield Corp Bond UCITS ETF USD Hedged (Acc)
2.21%-0.40%9.16%7.87%3.91%4.70%-0.84%8.53%9.56%

Correlation

The correlation between WIGG.L and HYGU.L is 0.12, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.12

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

0.08

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

0.11

Correlation (All Time)
Calculated using the full available price history since Apr 10, 2018

0.13

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Return for Risk

WIGG.L vs. HYGU.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: 6565
Overall Rank
WIGG.L Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
WIGG.L Sortino Ratio Rank: 7373
Sortino Ratio Rank
WIGG.L Omega Ratio Rank: 7878
Omega Ratio Rank
WIGG.L Calmar Ratio Rank: 4848
Calmar Ratio Rank
WIGG.L Martin Ratio Rank: 6060
Martin Ratio Rank

HYGU.L
HYGU.L Risk / Return Rank: 6464
Overall Rank
HYGU.L Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
HYGU.L Sortino Ratio Rank: 7272
Sortino Ratio Rank
HYGU.L Omega Ratio Rank: 7272
Omega Ratio Rank
HYGU.L Calmar Ratio Rank: 5151
Calmar Ratio Rank
HYGU.L Martin Ratio Rank: 6464
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. HYGU.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 iShares € High Yield Corp Bond UCITS ETF USD Hedged (Acc) (HYGU.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.


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

+0.97

Sortino ratioReturn per unit of downside risk

+1.49

Omega ratioGain probability vs. loss probability

1.35

1.13

+0.23

Calmar ratioReturn relative to maximum drawdown

1.91

1.12

+0.79

Martin ratioReturn relative to average drawdown

8.02

2.79

+5.23

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

The current WIGG.L Sharpe Ratio is 1.67, which is higher than the HYGU.L Sharpe Ratio of 0.71. The chart below compares the historical Sharpe Ratios of WIGG.L and HYGU.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

WIGG.L vs. HYGU.L - Drawdown Comparison

The maximum WIGG.L drawdown since its inception was -23.43%, which is greater than HYGU.L's maximum drawdown of -19.14%. Use the drawdown chart below to compare losses from any high point for WIGG.L and HYGU.L.


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Drawdown Indicators


WIGG.LHYGU.LDifference

Max Drawdown

Largest peak-to-trough decline

-23.43%

-19.14%

-4.29%

Max Drawdown (1Y)

Largest decline over 1 year

-3.43%

-4.27%

+0.84%

Max Drawdown (3Y)

Largest decline over 3 years

-4.44%

-8.35%

+3.91%

Max Drawdown (5Y)

Largest decline over 5 years

-17.34%

-9.08%

-8.26%

Current Drawdown

Current decline from peak

-0.40%

-1.99%

+1.59%

Average Drawdown

Average peak-to-trough decline

-3.53%

-3.90%

+0.37%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.82%

1.72%

-0.90%

Volatility

WIGG.L vs. HYGU.L - Volatility Comparison

The current volatility for iShares Fallen Angels High Yield Corporate Bond UCITS ETF GBP Hedged (Dist) (WIGG.L) is 0.74%, while iShares € High Yield Corp Bond UCITS ETF USD Hedged (Acc) (HYGU.L) has a volatility of 1.62%. This indicates that WIGG.L experiences smaller price fluctuations and is considered to be less risky than HYGU.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.LHYGU.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.74%

1.62%

-0.88%

Volatility (6M)

Calculated over the trailing 6-month period

3.02%

5.11%

-2.09%

Volatility (1Y)

Calculated over the trailing 1-year period

3.92%

6.78%

-2.86%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.07%

8.40%

-2.33%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.49%

9.42%

-1.93%

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

Both WIGG.L and HYGU.L have an expense ratio of 0.55%.


Dividends

WIGG.L vs. HYGU.L - Dividend Comparison

WIGG.L's dividend yield for the trailing twelve months is around 5.60%, while HYGU.L has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018
HYGU.L
iShares € High Yield Corp Bond UCITS ETF USD Hedged (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)
5.60%5.58%5.75%5.08%4.47%3.89%4.24%4.53%3.28%

Frequently Asked Questions


WIGG.L and HYGU.L have a correlation of 0.12, 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 0.55% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

WIGG.L and HYGU.L have the same expense ratio: 0.55% per year.

WIGG.L is categorized as High Yield Bonds, while HYGU.L is European High Yield Bonds. WIGG.L tracks ICE BofA Gbl HY Constnd TR HGBP, while HYGU.L tracks Markit iBoxx Euro Liquid High Yield Index (EUR).

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