DHYA.L vs. IUST.DE
Compare and contrast key facts about iShares USD High Yield Corporate Bond ESG UCITS ETF USD (Acc) (DHYA.L) and iShares USD TIPS UCITS ETF USD (Acc) (IUST.DE).
DHYA.L and IUST.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. DHYA.L is a passively managed fund by iShares that tracks the performance of the Bloomberg US Corporate High Yield TR USD. It was launched on Nov 12, 2019. IUST.DE is a passively managed fund by iShares that tracks the performance of the Bloomberg US Government Inflation-Linked Bond. It was launched on Dec 8, 2006. Both DHYA.L and IUST.DE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
DHYA.L vs. IUST.DE - Performance Comparison
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DHYA.L vs. IUST.DE - 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) | -0.73% | 8.50% | 8.26% | 12.25% | -12.01% | 3.82% | 7.49% | 0.45% |
IUST.DE iShares USD TIPS UCITS ETF USD (Acc) | 0.23% | 7.39% | 1.66% | 3.16% | -12.14% | 5.81% | 10.85% | 0.80% |
Different Trading Currencies
DHYA.L is traded in USD, while IUST.DE is traded in EUR. To make them comparable, the IUST.DE values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, DHYA.L achieves a -0.73% return, which is significantly lower than IUST.DE's 0.23% return.
DHYA.L
- 1D
- 0.59%
- 1M
- -0.64%
- YTD
- -0.73%
- 6M
- 0.71%
- 1Y
- 6.65%
- 3Y*
- 8.15%
- 5Y*
- 3.56%
- 10Y*
- —
IUST.DE
- 1D
- -0.36%
- 1M
- -1.14%
- YTD
- 0.23%
- 6M
- 0.19%
- 1Y
- 2.62%
- 3Y*
- 3.16%
- 5Y*
- 1.24%
- 10Y*
- 2.51%
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DHYA.L vs. IUST.DE - Expense Ratio Comparison
DHYA.L has a 0.25% expense ratio, which is higher than IUST.DE's 0.10% 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%.
Return for Risk
DHYA.L vs. IUST.DE — Risk / Return Rank
DHYA.L
IUST.DE
DHYA.L vs. IUST.DE - 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 USD TIPS UCITS ETF USD (Acc) (IUST.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.
| DHYA.L | IUST.DE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.23 | 0.39 | +0.84 |
Sortino ratioReturn per unit of downside risk | 1.76 | 0.56 | +1.19 |
Omega ratioGain probability vs. loss probability | 1.27 | 1.08 | +0.19 |
Calmar ratioReturn relative to maximum drawdown | 2.06 | 0.76 | +1.30 |
Martin ratioReturn relative to average drawdown | 9.98 | 2.65 | +7.34 |
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 | IUST.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.23 | 0.39 | +0.84 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.49 | 0.18 | +0.32 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.36 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.43 | 0.44 | -0.01 |
Correlation
The correlation between DHYA.L and IUST.DE is 0.18, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
DHYA.L vs. IUST.DE - Dividend Comparison
Neither DHYA.L nor IUST.DE has paid dividends to shareholders.
Drawdowns
DHYA.L vs. IUST.DE - Drawdown Comparison
The maximum DHYA.L drawdown since its inception was -16.70%, which is greater than IUST.DE's maximum drawdown of -15.21%. Use the drawdown chart below to compare losses from any high point for DHYA.L and IUST.DE.
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Drawdown Indicators
| DHYA.L | IUST.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.70% | -19.93% | +3.23% |
Max Drawdown (1Y)Largest decline over 1 year | -4.33% | -7.81% | +3.48% |
Max Drawdown (5Y)Largest decline over 5 years | -16.29% | -15.19% | -1.10% |
Max Drawdown (10Y)Largest decline over 10 years | — | -15.81% | — |
Current DrawdownCurrent decline from peak | -1.52% | -8.96% | +7.44% |
Average DrawdownAverage peak-to-trough decline | -3.79% | -6.83% | +3.04% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.65% | 4.74% | -4.09% |
Volatility
DHYA.L vs. IUST.DE - Volatility Comparison
The current volatility for iShares USD High Yield Corporate Bond ESG UCITS ETF USD (Acc) (DHYA.L) is 2.00%, while iShares USD TIPS UCITS ETF USD (Acc) (IUST.DE) has a volatility of 2.15%. This indicates that DHYA.L experiences smaller price fluctuations and is considered to be less risky than IUST.DE 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 | IUST.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.00% | 2.15% | -0.15% |
Volatility (6M)Calculated over the trailing 6-month period | 2.92% | 3.24% | -0.32% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.38% | 6.72% | -1.34% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.24% | 7.01% | +0.23% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 10.30% | 6.85% | +3.45% |