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AYE2.DE vs. ^GSPC
Performance
Return for Risk
Drawdowns
Volatility

Performance

AYE2.DE vs. ^GSPC - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares EUR High Yield Corporate Bond ESG UCITS ETF EUR Acc (AYE2.DE) and S&P 500 Index (^GSPC). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

AYE2.DE is traded in EUR, while ^GSPC is traded in USD. To make them comparable, the ^GSPC values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, AYE2.DE achieves a 0.86% return, which is significantly lower than ^GSPC's 11.89% return.


AYE2.DE

1D
0.00%
1M
-0.17%
6M
0.68%
YTD
0.86%
1Y
3.33%
3Y*
6.69%
5Y*
2.41%
10Y*
ALL TIME*
2.42%

^GSPC

1D
0.01%
1M
-0.35%
6M
8.98%
YTD
11.89%
1Y
20.36%
3Y*
16.94%
5Y*
12.03%
10Y*
12.65%
ALL TIME*
10.08%
*Multi-year figures are annualized to reflect compound growth (CAGR)

AYE2.DE vs. ^GSPC - Yearly Performance Comparison


2026 (YTD)20252024202320222021
AYE2.DE
iShares EUR High Yield Corporate Bond ESG UCITS ETF EUR Acc
0.86%5.80%6.36%10.90%-10.69%0.96%
^GSPC
S&P 500 Index
11.89%2.58%31.45%20.51%-14.45%23.77%

Correlation

The correlation between AYE2.DE and ^GSPC is 0.18, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.18

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

0.18

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

0.25

Correlation (All Time)
Calculated using the full available price history since Apr 1, 2021

0.25

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Return for Risk

AYE2.DE vs. ^GSPC — Risk / Return Rank

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

AYE2.DE
AYE2.DE Risk / Return Rank: 2525
Overall Rank
AYE2.DE Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
AYE2.DE Sortino Ratio Rank: 2222
Sortino Ratio Rank
AYE2.DE Omega Ratio Rank: 2121
Omega Ratio Rank
AYE2.DE Calmar Ratio Rank: 2525
Calmar Ratio Rank
AYE2.DE Martin Ratio Rank: 3333
Martin Ratio Rank

^GSPC
^GSPC Risk / Return Rank: 6767
Overall Rank
^GSPC Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
^GSPC Sortino Ratio Rank: 6363
Sortino Ratio Rank
^GSPC Omega Ratio Rank: 6767
Omega Ratio Rank
^GSPC Calmar Ratio Rank: 6161
Calmar Ratio Rank
^GSPC Martin Ratio Rank: 7979
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.

AYE2.DE vs. ^GSPC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares EUR High Yield Corporate Bond ESG UCITS ETF EUR Acc (AYE2.DE) and S&P 500 Index (^GSPC). 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.


AYE2.DE^GSPCDifference
Sharpe ratioReturn per unit of total volatility

-1.05

Sortino ratioReturn per unit of downside risk

-1.23

Omega ratioGain probability vs. loss probability

1.11

1.30

-0.19

Calmar ratioReturn relative to maximum drawdown

0.89

2.70

-1.81

Martin ratioReturn relative to average drawdown

3.61

9.96

-6.36

AYE2.DE vs. ^GSPC - Sharpe Ratio Comparison

The current AYE2.DE Sharpe Ratio is 0.57, which is lower than the ^GSPC Sharpe Ratio of 1.62. The chart below compares the historical Sharpe Ratios of AYE2.DE and ^GSPC, 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

AYE2.DE vs. ^GSPC - Drawdown Comparison

The maximum AYE2.DE drawdown since its inception was -16.48%, smaller than the maximum ^GSPC drawdown of -50.14%. Use the drawdown chart below to compare losses from any high point for AYE2.DE and ^GSPC.


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Drawdown Indicators


AYE2.DE^GSPCDifference

Max Drawdown

Largest peak-to-trough decline

-16.48%

-50.14%

+33.66%

Max Drawdown (1Y)

Largest decline over 1 year

-3.73%

-7.57%

+3.84%

Max Drawdown (3Y)

Largest decline over 3 years

-3.73%

-23.99%

+20.26%

Max Drawdown (5Y)

Largest decline over 5 years

-16.48%

-23.99%

+7.51%

Max Drawdown (10Y)

Largest decline over 10 years

-33.42%

Current Drawdown

Current decline from peak

-0.84%

-1.73%

+0.89%

Average Drawdown

Average peak-to-trough decline

-3.86%

-8.49%

+4.63%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.92%

2.05%

-1.13%

Volatility

AYE2.DE vs. ^GSPC - Volatility Comparison

The current volatility for iShares EUR High Yield Corporate Bond ESG UCITS ETF EUR Acc (AYE2.DE) is 1.42%, while S&P 500 Index (^GSPC) has a volatility of 2.79%. This indicates that AYE2.DE experiences smaller price fluctuations and is considered to be less risky than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AYE2.DE^GSPCDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.42%

2.79%

-1.37%

Volatility (6M)

Calculated over the trailing 6-month period

4.47%

9.21%

-4.74%

Volatility (1Y)

Calculated over the trailing 1-year period

5.79%

12.64%

-6.85%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.81%

16.83%

-11.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.67%

18.61%

-12.94%

Frequently Asked Questions


AYE2.DE and ^GSPC have a correlation of 0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Portfolio Optimizer

Find the right allocation for AYE2.DE and ^GSPC

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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