PortfoliosLab logoPortfoliosLab logo
EUHA.DE vs. EH1Y.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EUHA.DE vs. EH1Y.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in PIMCO Euro Short-Term High Yield Corporate Bond Index UCITS ETF Acc (EUHA.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.

Loading charts...

Returns By Period

In the year-to-date period, EUHA.DE achieves a 1.21% return, which is significantly lower than EH1Y.DE's 1.34% return.


EUHA.DE

1D
0.10%
1M
1.11%
YTD
1.21%
6M
1.65%
1Y
3.44%
3Y*
6.41%
5Y*
2.85%
10Y*

EH1Y.DE

1D
0.08%
1M
1.10%
YTD
1.34%
6M
1.68%
1Y
3.88%
3Y*
7.57%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)2025202420232022
EUHA.DE
PIMCO Euro Short-Term High Yield Corporate Bond Index UCITS ETF Acc
1.21%5.16%6.18%10.06%-4.47%
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 EUHA.DE and EH1Y.DE is 0.64, 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

0.64

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

0.64

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

0.74

The correlation between EUHA.DE and EH1Y.DE has been stable across timeframes, ranging from 0.64 to 0.74 - a consistent structural relationship.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

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

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

EUHA.DE
EUHA.DE Risk / Return Rank: 3131
Overall Rank
EUHA.DE Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
EUHA.DE Sortino Ratio Rank: 3232
Sortino Ratio Rank
EUHA.DE Omega Ratio Rank: 3434
Omega Ratio Rank
EUHA.DE Calmar Ratio Rank: 2525
Calmar Ratio Rank
EUHA.DE Martin Ratio Rank: 3434
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.

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

This table presents a comparison of risk-adjusted performance metrics for PIMCO Euro Short-Term High Yield Corporate Bond Index UCITS ETF Acc (EUHA.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.


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

+0.02

Sortino ratioReturn per unit of downside risk

+0.01

Omega ratioGain probability vs. loss probability

1.22

1.21

+0.01

Calmar ratioReturn relative to maximum drawdown

1.13

1.17

-0.04

Martin ratioReturn relative to average drawdown

5.03

4.93

+0.11

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

The current EUHA.DE Sharpe Ratio is 1.11, which is comparable to the EH1Y.DE Sharpe Ratio of 1.08. The chart below compares the historical Sharpe Ratios of EUHA.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.


Loading charts...

Sharpe Ratios by Period


EUHA.DEEH1Y.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.11

1.08

+0.02

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.57

Sharpe Ratio (All Time)

Calculated using the full available price history

0.33

0.92

-0.59

Drawdowns

EUHA.DE vs. EH1Y.DE - Drawdown Comparison

The maximum EUHA.DE drawdown since its inception was -23.36%, 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 EUHA.DE and EH1Y.DE.


Loading charts...

Drawdown Indicators


EUHA.DEEH1Y.DEDifference

Max Drawdown

Largest peak-to-trough decline

-23.36%

-10.62%

-12.74%

Max Drawdown (1Y)

Largest decline over 1 year

-3.03%

-3.31%

+0.28%

Max Drawdown (3Y)

Largest decline over 3 years

-3.50%

-3.71%

+0.21%

Max Drawdown (5Y)

Largest decline over 5 years

-12.43%

Current Drawdown

Current decline from peak

-0.15%

-0.32%

+0.17%

Average Drawdown

Average peak-to-trough decline

-2.43%

-1.71%

-0.72%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.68%

0.79%

-0.11%

Volatility

EUHA.DE vs. EH1Y.DE - Volatility Comparison

The current volatility for PIMCO Euro Short-Term High Yield Corporate Bond Index UCITS ETF Acc (EUHA.DE) is 0.78%, while iShares Broad EUR High Yield Corporate Bond UCITS ETF EUR Dist (EH1Y.DE) has a volatility of 1.09%. This indicates that EUHA.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.


Loading charts...

Volatility by Period


EUHA.DEEH1Y.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.78%

1.09%

-0.31%

Volatility (6M)

Calculated over the trailing 6-month period

2.64%

3.13%

-0.49%

Volatility (1Y)

Calculated over the trailing 1-year period

3.10%

3.56%

-0.46%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.93%

5.34%

-0.41%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.54%

5.34%

+2.20%

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

EUHA.DE has a 0.50% expense ratio, which is higher than EH1Y.DE's 0.20% expense ratio.


Dividends

EUHA.DE vs. EH1Y.DE - Dividend Comparison

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


PositionTTM2025202420232022
EH1Y.DE
iShares Broad EUR High Yield Corporate Bond UCITS ETF EUR Dist
6.78%5.47%5.71%5.03%1.04%
EUHA.DE
PIMCO Euro Short-Term High Yield Corporate Bond Index UCITS ETF Acc
0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


EUHA.DE and EH1Y.DE have a correlation of 0.64, 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 0.50% for EUHA.DE.

EUHA.DE tracks BofA Merrill Lynch 0-5 Year Euro Developed Markets High Yield 2% Constrained, while EH1Y.DE tracks ICE BofAML Euro High Yield Constrained. They also come from different issuers: PIMCO and iShares. Their fees differ too: 0.50% for EUHA.DE and 0.20% for EH1Y.DE.

Portfolio Optimizer

Find the right allocation for EUHA.DE and EH1Y.DE

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

Open Portfolio Optimizer