DHYA.L vs. IUIT.L
DHYA.L (iShares USD High Yield Corporate Bond ESG UCITS ETF USD (Acc)) and IUIT.L (iShares S&P 500 Information Technology Sector UCITS ETF) are both exchange-traded funds - DHYA.L is a High Yield Bonds fund tracking the Bloomberg US Corporate High Yield TR USD, while IUIT.L is a Technology Equities fund tracking the S&P 500 Capped 35/20 Information Technology Index. Both are passively managed. Over the past 5 years, DHYA.L returned 3.78%/yr vs 24.18%/yr for IUIT.L. At a 0.48 correlation, their price movements are largely independent. DHYA.L charges 0.25%/yr vs 0.15%/yr for IUIT.L.
Performance
DHYA.L vs. IUIT.L - Performance Comparison
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Returns By Period
In the year-to-date period, DHYA.L achieves a 1.20% return, which is significantly lower than IUIT.L's 23.04% return.
DHYA.L
- 1D
- -0.09%
- 1M
- 0.09%
- YTD
- 1.20%
- 6M
- 1.69%
- 1Y
- 6.66%
- 3Y*
- 8.68%
- 5Y*
- 3.78%
- 10Y*
- —
IUIT.L
- 1D
- -2.11%
- 1M
- 13.14%
- YTD
- 23.04%
- 6M
- 22.75%
- 1Y
- 51.87%
- 3Y*
- 34.42%
- 5Y*
- 24.18%
- 10Y*
- 26.33%
DHYA.L vs. IUIT.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
DHYA.L iShares USD High Yield Corporate Bond ESG UCITS ETF USD (Acc) | 1.20% | 8.50% | 8.26% | 12.25% | -12.01% | 3.82% | 7.49% | 0.45% |
IUIT.L iShares S&P 500 Information Technology Sector UCITS ETF | 23.04% | 22.93% | 38.51% | 59.45% | -29.15% | 34.09% | 43.14% | 5.01% |
Correlation
The correlation between DHYA.L and IUIT.L is 0.43, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.43 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.42 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.53 |
Correlation (All Time) Calculated using the full available price history since Nov 18, 2019 | 0.48 |
The correlation between DHYA.L and IUIT.L shifts across timeframes, from 0.42 (3 years) to 0.53 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
DHYA.L vs. IUIT.L — Risk / Return Rank
DHYA.L
IUIT.L
DHYA.L vs. IUIT.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 S&P 500 Information Technology Sector UCITS ETF (IUIT.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.L | IUIT.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.88 | ||
| Sortino ratioReturn per unit of downside risk | -0.84 | ||
| Omega ratioGain probability vs. loss probability | 1.32 | 1.41 | -0.09 |
| Calmar ratioReturn relative to maximum drawdown | 2.59 | 3.03 | -0.45 |
| Martin ratioReturn relative to average drawdown | 11.33 | 8.99 | +2.35 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| DHYA.L | IUIT.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.66 | 2.55 | -0.88 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.52 | 1.02 | -0.50 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 1.20 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.46 | 1.16 | -0.70 |
Drawdowns
DHYA.L vs. IUIT.L - Drawdown Comparison
The maximum DHYA.L drawdown since its inception was -16.70%, smaller than the maximum IUIT.L drawdown of -33.46%. Use the drawdown chart below to compare losses from any high point for DHYA.L and IUIT.L.
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Drawdown Indicators
| DHYA.L | IUIT.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.70% | -33.46% | +16.76% |
Max Drawdown (1Y)Largest decline over 1 year | -2.56% | -17.03% | +14.47% |
Max Drawdown (3Y)Largest decline over 3 years | -5.13% | -26.40% | +21.27% |
Max Drawdown (5Y)Largest decline over 5 years | -16.29% | -33.46% | +17.17% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.46% | — |
Current DrawdownCurrent decline from peak | -0.29% | -3.14% | +2.85% |
Average DrawdownAverage peak-to-trough decline | -3.69% | -6.02% | +2.33% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.59% | 5.76% | -5.17% |
Volatility
DHYA.L vs. IUIT.L - Volatility Comparison
The current volatility for iShares USD High Yield Corporate Bond ESG UCITS ETF USD (Acc) (DHYA.L) is 1.53%, while iShares S&P 500 Information Technology Sector UCITS ETF (IUIT.L) has a volatility of 7.49%. This indicates that DHYA.L experiences smaller price fluctuations and is considered to be less risky than IUIT.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.L | IUIT.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.53% | 7.49% | -5.96% |
Volatility (6M)Calculated over the trailing 6-month period | 3.29% | 15.53% | -12.24% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.98% | 20.28% | -16.30% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.27% | 23.61% | -16.34% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 10.19% | 22.47% | -12.28% |
DHYA.L vs. IUIT.L - Expense Ratio Comparison
DHYA.L has a 0.25% expense ratio, which is higher than IUIT.L's 0.15% 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. IUIT.L - Dividend Comparison
Neither DHYA.L nor IUIT.L has paid dividends to shareholders.
Frequently Asked Questions
DHYA.L and IUIT.L have a correlation of 0.43, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, IUIT.L is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
IUIT.L is cheaper with a 0.15% expense ratio, compared with 0.25% for DHYA.L.
DHYA.L is categorized as High Yield Bonds, while IUIT.L is Technology Equities. DHYA.L tracks Bloomberg US Corporate High Yield TR USD, while IUIT.L tracks S&P 500 Capped 35/20 Information Technology Index. Their fees differ too: 0.25% for DHYA.L and 0.15% for IUIT.L.
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