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XCO2.L vs. IHYE.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XCO2.L vs. IHYE.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Lyxor Global Green Bond 1-10 Y (DR) UCITS ETF - Acc (XCO2.L) and iShares $ High Yield Corp Bond UCITS ETF EUR Hedged (Dist) (IHYE.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

XCO2.L is traded in GBP, while IHYE.L is traded in EUR. To make them comparable, the IHYE.L values have been converted to GBP using the latest available exchange rates.

Returns By Period

In the year-to-date period, XCO2.L achieves a -1.87% return, which is significantly lower than IHYE.L's -1.52% return.


XCO2.L

1D
-0.12%
1M
-2.28%
6M
-1.87%
YTD
-1.87%
1Y
-0.12%
3Y*
3.39%
5Y*
-1.30%
10Y*

IHYE.L

1D
0.12%
1M
-1.52%
6M
-1.49%
YTD
-1.52%
1Y
2.16%
3Y*
5.32%
5Y*
1.50%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

XCO2.L vs. IHYE.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
XCO2.L
Lyxor Global Green Bond 1-10 Y (DR) UCITS ETF - Acc
-1.87%5.87%-0.13%3.77%-10.53%-9.16%-7.36%
IHYE.L
iShares $ High Yield Corp Bond UCITS ETF EUR Hedged (Dist)
-1.52%12.48%0.34%5.90%-7.03%-3.24%15.33%

Correlation

The correlation between XCO2.L and IHYE.L is 0.64, 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

0.64

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

0.54

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

0.47

Correlation (All Time)
Calculated using the full available price history since May 4, 2020

0.40

Over the past year, XCO2.L and IHYE.L have become more correlated (0.64) than their long-term average of 0.40, meaning their price movements have been converging.

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Return for Risk

XCO2.L vs. IHYE.L — Risk / Return Rank

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

XCO2.L
XCO2.L Risk / Return Rank: 99
Overall Rank
XCO2.L Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
XCO2.L Sortino Ratio Rank: 88
Sortino Ratio Rank
XCO2.L Omega Ratio Rank: 88
Omega Ratio Rank
XCO2.L Calmar Ratio Rank: 1010
Calmar Ratio Rank
XCO2.L Martin Ratio Rank: 1010
Martin Ratio Rank

IHYE.L
IHYE.L Risk / Return Rank: 3939
Overall Rank
IHYE.L Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
IHYE.L Sortino Ratio Rank: 3939
Sortino Ratio Rank
IHYE.L Omega Ratio Rank: 3939
Omega Ratio Rank
IHYE.L Calmar Ratio Rank: 3535
Calmar Ratio Rank
IHYE.L Martin Ratio Rank: 4646
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.

XCO2.L vs. IHYE.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Lyxor Global Green Bond 1-10 Y (DR) UCITS ETF - Acc (XCO2.L) and iShares $ High Yield Corp Bond UCITS ETF EUR Hedged (Dist) (IHYE.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.


XCO2.LIHYE.LDifference
Sharpe ratioReturn per unit of total volatility

-0.47

Sortino ratioReturn per unit of downside risk

-0.67

Omega ratioGain probability vs. loss probability

1.00

1.07

-0.08

Calmar ratioReturn relative to maximum drawdown

-0.05

0.62

-0.67

Martin ratioReturn relative to average drawdown

-0.10

1.65

-1.75

XCO2.L vs. IHYE.L - Sharpe Ratio Comparison

The current XCO2.L Sharpe Ratio is -0.04, which is lower than the IHYE.L Sharpe Ratio of 0.42. The chart below compares the historical Sharpe Ratios of XCO2.L and IHYE.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

XCO2.L vs. IHYE.L - Drawdown Comparison

The maximum XCO2.L drawdown since its inception was -29.59%, which is greater than IHYE.L's maximum drawdown of -19.98%. Use the drawdown chart below to compare losses from any high point for XCO2.L and IHYE.L.


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Drawdown Indicators


XCO2.LIHYE.LDifference

Max Drawdown

Largest peak-to-trough decline

-29.59%

-19.98%

-9.61%

Max Drawdown (1Y)

Largest decline over 1 year

-4.07%

-3.47%

-0.60%

Max Drawdown (3Y)

Largest decline over 3 years

-13.43%

-3.54%

-9.89%

Max Drawdown (5Y)

Largest decline over 5 years

-17.63%

-14.60%

-3.03%

Current Drawdown

Current decline from peak

-21.16%

-2.69%

-18.47%

Average Drawdown

Average peak-to-trough decline

-20.14%

-5.53%

-14.61%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.77%

1.31%

+0.46%

Volatility

XCO2.L vs. IHYE.L - Volatility Comparison

The current volatility for Lyxor Global Green Bond 1-10 Y (DR) UCITS ETF - Acc (XCO2.L) is 1.16%, while iShares $ High Yield Corp Bond UCITS ETF EUR Hedged (Dist) (IHYE.L) has a volatility of 1.30%. This indicates that XCO2.L experiences smaller price fluctuations and is considered to be less risky than IHYE.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XCO2.LIHYE.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.16%

1.30%

-0.14%

Volatility (6M)

Calculated over the trailing 6-month period

3.31%

3.77%

-0.46%

Volatility (1Y)

Calculated over the trailing 1-year period

4.22%

5.09%

-0.87%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.64%

8.07%

+2.57%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.67%

9.44%

+1.23%

XCO2.L vs. IHYE.L - Expense Ratio Comparison

XCO2.L has a 0.15% expense ratio, which is lower than IHYE.L's 0.55% expense ratio.


Dividends

XCO2.L vs. IHYE.L - Dividend Comparison

XCO2.L has not paid dividends to shareholders, while IHYE.L's dividend yield for the trailing twelve months is around 6.19%.


PositionTTM20252024202320222021202020192018
IHYE.L
iShares $ High Yield Corp Bond UCITS ETF EUR Hedged (Dist)
6.19%6.07%6.32%5.59%5.13%4.35%4.82%5.59%3.88%
XCO2.L
Lyxor Global Green Bond 1-10 Y (DR) UCITS ETF - Acc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


XCO2.L and IHYE.L have a correlation of 0.64, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XCO2.L is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XCO2.L is cheaper with a 0.15% expense ratio, compared with 0.55% for IHYE.L.

XCO2.L is categorized as Global Corporate Bonds, while IHYE.L is Corporate Bonds. XCO2.L tracks Bloomberg Gbl Agg Corp TR USD, while IHYE.L tracks iBoxx USD Liquid High Yield Capped (USD). They also come from different issuers: Amundi and iShares. Their fees differ too: 0.15% for XCO2.L and 0.55% for IHYE.L.

Portfolio Optimizer

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