GLOF vs DHY

Comparison between ISHARES GLOBAL EQUITY FACTOR ETF (GLOF, ETF) and Credit Suisse High Yield Bond Fund (DHY, ETF).

5-Year PerformanceGLOF has outperformed DHY, delivering a return of +12.3% compared to +1.8%

GLOF vs DHY - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	GLOF(ETF)	DHY(ETF)
Net Assets	$212M	$211M
Expense Ratio	0.20%	N/A
Max Drawdown	36.73%	87.34%
Sharpe Ratio	1.75	-0.90
5Y Beta	0.88	0.33
P/E Ratio	26.42	N/A
Forward P/E	19.68	N/A
PEG Ratio	0.28	N/A
5Y Dividends CAGR	8.06%	-0.87%
5Y EPS CAGR	26.16%	N/A
Debt to Equity	-187.14%	N/A

Net Assets

Winner

GLOF

$212M

DHY

$211M

Expense Ratio

GLOF

0.20%

DHY

N/A

Max Drawdown

Winner

GLOF

36.73%

DHY

87.34%

Sharpe Ratio

Winner

GLOF

1.75

DHY

-0.90

5Y Beta

GLOF

0.88

Winner

DHY

0.33

P/E Ratio

GLOF

26.42

DHY

N/A

Forward P/E

GLOF

19.68

DHY

N/A

PEG Ratio

GLOF

0.28

DHY

N/A

5Y Dividends CAGR

Winner

GLOF

8.06%

DHY

-0.87%

5Y EPS CAGR

GLOF

26.16%

DHY

N/A

Debt to Equity

GLOF

-187.14%

DHY

N/A

GLOF vs DHY - Historical Returns

Returns include dividend reinvestment.

Period	GLOF	DHY
1 month	+2.88%	+0.32%
3 months	+13.34%	-5.52%
6 months	+14.19%	-8.11%
1 year	+29.38%	-7.62%
5 years(CAGR)	+12.29%	+1.84%
10 years(CAGR)	+12.51%	+6.19%
Max(CAGR)	+10.24%	+5.05%

Winner

GLOF

+2.88%

DHY

+0.32%

Winner

GLOF

+13.34%

DHY

-5.52%

Winner

GLOF

+14.19%

DHY

-8.11%

Winner

GLOF

+29.38%

DHY

-7.62%

5Y(CAGR)

Winner

GLOF

+12.29%

DHY

+1.84%

10Y(CAGR)

Winner

GLOF

+12.51%

DHY

+6.19%

Max(CAGR)

Winner

GLOF

+10.24%

DHY

+5.05%

GLOF vs DHY - Annual Returns (1999 - 2026)

Returns include dividend reinvestment.

Year	GLOF	DHY
2026	+12.55%	-9.02%
2025	+23.93%	+0.78%
2024	+18.47%	+17.58%
2023	+22.63%	+23.41%
2022	-17.06%	-22.08%
2021	+18.81%	+18.55%
2020	+9.17%	+0.59%
2019	+23.24%	+25.60%
2018	-14.23%	-15.79%
2017	+28.64%	+18.13%
2016	+7.66%	+32.65%
2015	-6.46%	-8.86%
2014	N/A	-0.67%
2013	N/A	+4.61%
2012	N/A	+21.25%
2011	N/A	+9.52%
2010	N/A	+8.51%
2009	N/A	+102.22%
2008	N/A	-45.94%
2007	N/A	-14.13%
2006	N/A	+4.53%
2005	N/A	-6.40%
2004	N/A	+7.04%
2003	N/A	+42.02%
2002	N/A	-8.65%
2001	N/A	+3.39%
2000	N/A	-15.75%
1999	N/A	-14.97%

GLOF vs DHY Drawdown Comparison

The maximum drawdown for GLOF was -34.12%, occurring on Mar 23, 2020. Recovery took 207 trading sessions.

The maximum drawdown for DHY was -71.49%, occurring on Nov 20, 2008. Recovery took 670 trading sessions.

The current GLOF drawdown is -1.00%. The current DHY drawdown is -11.76%.

Rank	GLOF	DHY
#1	-34.12% Jan 17, 2020 - Nov 11, 2020	-71.49% May 10, 2007 - Jan 6, 2010
#2	-25.14% Jan 4, 2022 - Dec 19, 2023	-41.32% Feb 18, 2020 - Dec 16, 2020
#3	-23.82% Jan 26, 2018 - Jan 17, 2020	-39.82% Apr 12, 2000 - Dec 12, 2003
#4	-19.94% May 21, 2015 - Jan 10, 2017	-28.43% May 19, 2014 - Aug 4, 2016
#5	-16.12% Feb 18, 2025 - May 15, 2025	-27.24% Nov 10, 2021 - Mar 13, 2024
#6	-9.05% Feb 25, 2026 - Apr 14, 2026	-21.39% Jan 8, 2018 - Apr 4, 2019
#7	-8.72% Jul 16, 2024 - Aug 23, 2024	-20.16% Jun 2, 2011 - Feb 3, 2012
#8	-7.20% Sep 3, 2021 - Dec 27, 2021	-20.12% Jan 13, 2004 - Aug 27, 2004
#9	-5.16% Feb 16, 2021 - Mar 17, 2021	-17.56% Nov 4, 1999 - Apr 10, 2000
#10	-4.80% Mar 21, 2024 - May 10, 2024	-15.89% Sep 16, 2005 - Sep 21, 2006
#11	-4.80% Jan 21, 2021 - Feb 11, 2021	-15.59% Jan 11, 2010 - Jul 26, 2010
#12	-4.72% Oct 29, 2025 - Dec 10, 2025	-13.75% May 20, 2013 - Feb 18, 2014
#13	-4.53% Jun 2, 2026 - Jun 10, 2026	-13.29% Dec 13, 2004 - Jul 11, 2005
#14	-4.40% Dec 6, 2024 - Jan 23, 2025	-13.05% Sep 22, 2025 - Jun 5, 2026
#15	-4.25% Aug 23, 2024 - Sep 19, 2024	-12.63% Sep 30, 2024 - Jun 30, 2025

Correlation

Correlation between GLOF and DHY is 0.93 which considered as a very strong positive correlation - the stocks move almost identically together.

0.93

-101

Dividend Comparison (2000 - 2026)

GLOF vs DHY dividend yield comparison.

Year	GLOF	DHY
2026	0.76%	5.34%
2025	1.70%	9.30%
2024	2.59%	8.69%
2023	2.51%	9.39%
2022	2.53%	10.57%
2021	1.90%	7.61%
2020	1.73%	8.68%
2019	2.41%	9.02%
2018	2.03%	11.20%
2017	1.94%	9.40%
2016	1.94%	10.52%
2015	0.92%	12.63%
2014	0.00%	10.29%
2013	0.00%	10.28%
2012	0.00%	9.94%
2011	0.00%	11.04%
2010	0.00%	11.00%
2009	0.00%	10.85%
2008	0.00%	26.00%
2007	0.00%	12.23%
2006	0.00%	10.26%
2005	0.00%	11.72%
2004	0.00%	11.37%
2003	0.00%	10.88%
2002	0.00%	19.28%
2001	0.00%	16.48%
2000	0.00%	7.18%