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AHYE.DE vs. EH1Y.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

AHYE.DE vs. EH1Y.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi Euro High Yield Bond ESG UCITS ETF EUR (AHYE.DE) and iShares Broad EUR High Yield Corporate Bond UCITS ETF EUR Dist (EH1Y.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, AHYE.DE achieves a 0.37% return, which is significantly lower than EH1Y.DE's 1.34% return.


AHYE.DE

1D
-0.11%
1M
0.43%
YTD
0.37%
6M
0.67%
1Y
3.35%
3Y*
6.16%
5Y*
1.77%
10Y*
2.89%

EH1Y.DE

1D
0.08%
1M
0.67%
YTD
1.34%
6M
1.60%
1Y
4.08%
3Y*
7.57%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

AHYE.DE vs. EH1Y.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022
AHYE.DE
Amundi Euro High Yield Bond ESG UCITS ETF EUR
0.37%5.51%5.40%10.19%-5.62%
EH1Y.DE
iShares Broad EUR High Yield Corporate Bond UCITS ETF EUR Dist
1.34%5.28%7.65%12.37%-5.31%

Correlation

The correlation between AHYE.DE and EH1Y.DE is 0.75, 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

0.75

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

0.79

Correlation (All Time)
Calculated using the full available price history since Apr 8, 2022

0.80

The correlation between AHYE.DE and EH1Y.DE has been stable across timeframes, ranging from 0.75 to 0.80 - a consistent structural relationship.

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Return for Risk

AHYE.DE vs. EH1Y.DE — Risk / Return Rank

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

AHYE.DE
AHYE.DE Risk / Return Rank: 2828
Overall Rank
AHYE.DE Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
AHYE.DE Sortino Ratio Rank: 3030
Sortino Ratio Rank
AHYE.DE Omega Ratio Rank: 3030
Omega Ratio Rank
AHYE.DE Calmar Ratio Rank: 2323
Calmar Ratio Rank
AHYE.DE Martin Ratio Rank: 2929
Martin Ratio Rank

EH1Y.DE
EH1Y.DE Risk / Return Rank: 3030
Overall Rank
EH1Y.DE Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
EH1Y.DE Sortino Ratio Rank: 3232
Sortino Ratio Rank
EH1Y.DE Omega Ratio Rank: 3232
Omega Ratio Rank
EH1Y.DE Calmar Ratio Rank: 2525
Calmar Ratio Rank
EH1Y.DE Martin Ratio Rank: 3333
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.

AHYE.DE vs. EH1Y.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi Euro High Yield Bond ESG UCITS ETF EUR (AHYE.DE) and iShares Broad EUR High Yield Corporate Bond UCITS ETF EUR Dist (EH1Y.DE). 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.


AHYE.DEEH1Y.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.08

Sortino ratioReturn per unit of downside risk

-0.08

Omega ratioGain probability vs. loss probability

1.20

1.21

-0.01

Calmar ratioReturn relative to maximum drawdown

1.01

1.17

-0.16

Martin ratioReturn relative to average drawdown

4.06

4.93

-0.86

AHYE.DE vs. EH1Y.DE - Sharpe Ratio Comparison

The current AHYE.DE Sharpe Ratio is 1.01, which is comparable to the EH1Y.DE Sharpe Ratio of 1.08. The chart below compares the historical Sharpe Ratios of AHYE.DE and EH1Y.DE, 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


AHYE.DEEH1Y.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.01

1.08

-0.08

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.31

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.43

Sharpe Ratio (All Time)

Calculated using the full available price history

0.39

0.92

-0.52

Drawdowns

AHYE.DE vs. EH1Y.DE - Drawdown Comparison

The maximum AHYE.DE drawdown since its inception was -23.41%, which is greater than EH1Y.DE's maximum drawdown of -10.62%. Use the drawdown chart below to compare losses from any high point for AHYE.DE and EH1Y.DE.


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Drawdown Indicators


AHYE.DEEH1Y.DEDifference

Max Drawdown

Largest peak-to-trough decline

-23.41%

-10.62%

-12.79%

Max Drawdown (1Y)

Largest decline over 1 year

-3.22%

-3.31%

+0.09%

Max Drawdown (3Y)

Largest decline over 3 years

-3.22%

-3.71%

+0.49%

Max Drawdown (5Y)

Largest decline over 5 years

-16.89%

Max Drawdown (10Y)

Largest decline over 10 years

-23.41%

Current Drawdown

Current decline from peak

-0.32%

-0.32%

0.00%

Average Drawdown

Average peak-to-trough decline

-2.86%

-1.71%

-1.15%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.80%

0.79%

+0.01%

Volatility

AHYE.DE vs. EH1Y.DE - Volatility Comparison

The current volatility for Amundi Euro High Yield Bond ESG UCITS ETF EUR (AHYE.DE) is 0.81%, while iShares Broad EUR High Yield Corporate Bond UCITS ETF EUR Dist (EH1Y.DE) has a volatility of 1.09%. This indicates that AHYE.DE experiences smaller price fluctuations and is considered to be less risky than EH1Y.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AHYE.DEEH1Y.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.81%

1.09%

-0.28%

Volatility (6M)

Calculated over the trailing 6-month period

2.76%

3.13%

-0.37%

Volatility (1Y)

Calculated over the trailing 1-year period

3.22%

3.56%

-0.34%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.57%

5.34%

+0.23%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.73%

5.34%

+1.39%

AHYE.DE vs. EH1Y.DE - Expense Ratio Comparison

AHYE.DE has a 0.40% expense ratio, which is higher than EH1Y.DE's 0.20% expense ratio.


Dividends

AHYE.DE vs. EH1Y.DE - Dividend Comparison

AHYE.DE has not paid dividends to shareholders, while EH1Y.DE's dividend yield for the trailing twelve months is around 6.78%.


PositionTTM2025202420232022
AHYE.DE
Amundi Euro High Yield Bond ESG UCITS ETF EUR
0.00%0.00%0.00%0.00%0.00%
EH1Y.DE
iShares Broad EUR High Yield Corporate Bond UCITS ETF EUR Dist
6.78%5.47%5.71%5.03%1.04%

Frequently Asked Questions


AHYE.DE and EH1Y.DE have a correlation of 0.75, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, EH1Y.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

EH1Y.DE is cheaper with a 0.20% expense ratio, compared with 0.40% for AHYE.DE.

AHYE.DE tracks iBoxx MSCI ESG EUR High Yield Corporates, while EH1Y.DE tracks ICE BofAML Euro High Yield Constrained. They also come from different issuers: Amundi and iShares. Their fees differ too: 0.40% for AHYE.DE and 0.20% for EH1Y.DE.

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