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DHYA.L vs. HYUS.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DHYA.L vs. HYUS.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares USD High Yield Corporate Bond ESG UCITS ETF USD (Acc) (DHYA.L) and iShares Broad USD High Yield Corporate Bond UCITS ETF USD (Dist) (HYUS.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both investments are quite close, with DHYA.L having a 1.20% return and HYUS.L slightly higher at 1.22%.


DHYA.L

1D
-0.09%
1M
0.09%
YTD
1.20%
6M
1.69%
1Y
6.66%
3Y*
8.68%
5Y*
3.78%
10Y*

HYUS.L

1D
-0.00%
1M
0.51%
YTD
1.22%
6M
2.18%
1Y
6.91%
3Y*
8.87%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

DHYA.L vs. HYUS.L - Yearly Performance Comparison


2026 (YTD)2025202420232022
DHYA.L
iShares USD High Yield Corporate Bond ESG UCITS ETF USD (Acc)
1.20%8.50%8.26%12.25%-6.03%
HYUS.L
iShares Broad USD High Yield Corporate Bond UCITS ETF USD (Dist)
1.22%8.62%8.28%12.85%-5.88%

Correlation

The correlation between DHYA.L and HYUS.L is 0.65, 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

0.65

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

0.74

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

0.78

The correlation between DHYA.L and HYUS.L shifts across timeframes, from 0.65 (1 year) to 0.78 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

DHYA.L vs. HYUS.L — Risk / Return Rank

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

DHYA.L
DHYA.L Risk / Return Rank: 5454
Overall Rank
DHYA.L Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
DHYA.L Sortino Ratio Rank: 5353
Sortino Ratio Rank
DHYA.L Omega Ratio Rank: 5252
Omega Ratio Rank
DHYA.L Calmar Ratio Rank: 5353
Calmar Ratio Rank
DHYA.L Martin Ratio Rank: 6464
Martin Ratio Rank

HYUS.L
HYUS.L Risk / Return Rank: 6161
Overall Rank
HYUS.L Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
HYUS.L Sortino Ratio Rank: 6262
Sortino Ratio Rank
HYUS.L Omega Ratio Rank: 5757
Omega Ratio Rank
HYUS.L Calmar Ratio Rank: 6262
Calmar Ratio Rank
HYUS.L Martin Ratio Rank: 6868
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.

DHYA.L vs. HYUS.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares USD High Yield Corporate Bond ESG UCITS ETF USD (Acc) (DHYA.L) and iShares Broad USD High Yield Corporate Bond UCITS ETF USD (Dist) (HYUS.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.


DHYA.LHYUS.LDifference
Sharpe ratioReturn per unit of total volatility

-0.17

Sortino ratioReturn per unit of downside risk

-0.32

Omega ratioGain probability vs. loss probability

1.32

1.35

-0.03

Calmar ratioReturn relative to maximum drawdown

2.59

3.01

-0.42

Martin ratioReturn relative to average drawdown

11.33

12.39

-1.05

DHYA.L vs. HYUS.L - Sharpe Ratio Comparison

The current DHYA.L Sharpe Ratio is 1.66, which is comparable to the HYUS.L Sharpe Ratio of 1.84. The chart below compares the historical Sharpe Ratios of DHYA.L and HYUS.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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Sharpe Ratios by Period


DHYA.LHYUS.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.66

1.84

-0.17

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.52

Sharpe Ratio (All Time)

Calculated using the full available price history

0.46

0.87

-0.42

Drawdowns

DHYA.L vs. HYUS.L - Drawdown Comparison

The maximum DHYA.L drawdown since its inception was -16.70%, which is greater than HYUS.L's maximum drawdown of -10.49%. Use the drawdown chart below to compare losses from any high point for DHYA.L and HYUS.L.


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Drawdown Indicators


DHYA.LHYUS.LDifference

Max Drawdown

Largest peak-to-trough decline

-16.70%

-10.49%

-6.21%

Max Drawdown (1Y)

Largest decline over 1 year

-2.56%

-2.29%

-0.27%

Max Drawdown (3Y)

Largest decline over 3 years

-5.13%

-5.06%

-0.07%

Max Drawdown (5Y)

Largest decline over 5 years

-16.29%

Current Drawdown

Current decline from peak

-0.29%

-0.13%

-0.16%

Average Drawdown

Average peak-to-trough decline

-3.69%

-1.67%

-2.02%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.59%

0.56%

+0.03%

Volatility

DHYA.L vs. HYUS.L - Volatility Comparison

iShares USD High Yield Corporate Bond ESG UCITS ETF USD (Acc) (DHYA.L) has a higher volatility of 1.53% compared to iShares Broad USD High Yield Corporate Bond UCITS ETF USD (Dist) (HYUS.L) at 1.39%. This indicates that DHYA.L's price experiences larger fluctuations and is considered to be riskier than HYUS.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DHYA.LHYUS.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.53%

1.39%

+0.14%

Volatility (6M)

Calculated over the trailing 6-month period

3.29%

2.95%

+0.34%

Volatility (1Y)

Calculated over the trailing 1-year period

3.98%

3.75%

+0.23%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.27%

6.69%

+0.58%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.19%

6.69%

+3.50%

DHYA.L vs. HYUS.L - Expense Ratio Comparison

DHYA.L has a 0.25% expense ratio, which is higher than HYUS.L's 0.20% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

DHYA.L vs. HYUS.L - Dividend Comparison

DHYA.L has not paid dividends to shareholders, while HYUS.L's dividend yield for the trailing twelve months is around 9.21%.


PositionTTM2025202420232022
DHYA.L
iShares USD High Yield Corporate Bond ESG UCITS ETF USD (Acc)
0.00%0.00%0.00%0.00%0.00%
HYUS.L
iShares Broad USD High Yield Corporate Bond UCITS ETF USD (Dist)
9.21%7.38%7.54%6.30%1.52%

Frequently Asked Questions


DHYA.L and HYUS.L have a correlation of 0.65, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

HYUS.L is cheaper with a 0.20% expense ratio, compared with 0.25% for DHYA.L.

Both ETFs track Bloomberg US Corporate High Yield TR USD. Their fees differ too: 0.25% for DHYA.L and 0.20% for HYUS.L.

Portfolio Optimizer

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