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EUHA.DE vs. LDCE.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EUHA.DE vs. LDCE.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 PIMCO Euro Low Duration Corporate Bond UCITS ETF Dist (LDCE.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, EUHA.DE achieves a 1.21% return, which is significantly higher than LDCE.DE's 0.33% 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*

LDCE.DE

1D
0.27%
1M
0.57%
YTD
0.33%
6M
0.13%
1Y
2.14%
3Y*
4.78%
5Y*
1.27%
10Y*
1.27%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
EUHA.DE
PIMCO Euro Short-Term High Yield Corporate Bond Index UCITS ETF Acc
1.21%5.16%6.18%10.06%-8.20%3.18%1.17%8.26%-4.28%0.40%
LDCE.DE
PIMCO Euro Low Duration Corporate Bond UCITS ETF Dist
0.33%4.19%4.68%6.54%-8.43%0.32%1.14%2.80%-0.73%-0.12%

Correlation

The correlation between EUHA.DE and LDCE.DE is 0.20, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.20

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

0.22

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

0.25

Correlation (All Time)
Calculated using the full available price history since Oct 10, 2017

0.22

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Return for Risk

EUHA.DE vs. LDCE.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

LDCE.DE
LDCE.DE Risk / Return Rank: 2020
Overall Rank
LDCE.DE Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
LDCE.DE Sortino Ratio Rank: 1919
Sortino Ratio Rank
LDCE.DE Omega Ratio Rank: 2020
Omega Ratio Rank
LDCE.DE Calmar Ratio Rank: 1919
Calmar Ratio Rank
LDCE.DE Martin Ratio Rank: 2222
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. LDCE.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 PIMCO Euro Low Duration Corporate Bond UCITS ETF Dist (LDCE.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.DELDCE.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.43

Sortino ratioReturn per unit of downside risk

+0.70

Omega ratioGain probability vs. loss probability

1.22

1.13

+0.10

Calmar ratioReturn relative to maximum drawdown

1.13

0.81

+0.32

Martin ratioReturn relative to average drawdown

5.03

2.69

+2.34

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

The current EUHA.DE Sharpe Ratio is 1.11, which is higher than the LDCE.DE Sharpe Ratio of 0.67. The chart below compares the historical Sharpe Ratios of EUHA.DE and LDCE.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.


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Sharpe Ratios by Period


EUHA.DELDCE.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.11

0.67

+0.43

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.57

0.44

+0.13

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.51

Sharpe Ratio (All Time)

Calculated using the full available price history

0.33

0.60

-0.27

Drawdowns

EUHA.DE vs. LDCE.DE - Drawdown Comparison

The maximum EUHA.DE drawdown since its inception was -23.36%, which is greater than LDCE.DE's maximum drawdown of -11.07%. Use the drawdown chart below to compare losses from any high point for EUHA.DE and LDCE.DE.


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Drawdown Indicators


EUHA.DELDCE.DEDifference

Max Drawdown

Largest peak-to-trough decline

-23.36%

-11.07%

-12.29%

Max Drawdown (1Y)

Largest decline over 1 year

-3.03%

-2.63%

-0.40%

Max Drawdown (3Y)

Largest decline over 3 years

-3.50%

-2.63%

-0.87%

Max Drawdown (5Y)

Largest decline over 5 years

-12.43%

-11.07%

-1.36%

Max Drawdown (10Y)

Largest decline over 10 years

-11.07%

Current Drawdown

Current decline from peak

-0.15%

-0.77%

+0.62%

Average Drawdown

Average peak-to-trough decline

-2.43%

-1.75%

-0.68%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.68%

0.79%

-0.11%

Volatility

EUHA.DE vs. LDCE.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 PIMCO Euro Low Duration Corporate Bond UCITS ETF Dist (LDCE.DE) has a volatility of 1.19%. This indicates that EUHA.DE experiences smaller price fluctuations and is considered to be less risky than LDCE.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EUHA.DELDCE.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.78%

1.19%

-0.41%

Volatility (6M)

Calculated over the trailing 6-month period

2.64%

2.71%

-0.07%

Volatility (1Y)

Calculated over the trailing 1-year period

3.10%

3.18%

-0.08%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.93%

2.88%

+2.05%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.54%

2.45%

+5.09%

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

EUHA.DE has a 0.50% expense ratio, which is higher than LDCE.DE's 0.49% expense ratio.


Dividends

EUHA.DE vs. LDCE.DE - Dividend Comparison

EUHA.DE has not paid dividends to shareholders, while LDCE.DE's dividend yield for the trailing twelve months is around 3.37%.


PositionTTM20252024202320222021202020192018201720162015
EUHA.DE
PIMCO Euro Short-Term High Yield Corporate Bond Index UCITS ETF Acc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
LDCE.DE
PIMCO Euro Low Duration Corporate Bond UCITS ETF Dist
3.37%3.22%2.73%1.72%0.94%0.51%0.51%0.63%0.65%0.71%0.95%0.93%

Frequently Asked Questions


EUHA.DE and LDCE.DE have a correlation of 0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, LDCE.DE is cheaper at 0.49% per year. The better choice depends on whether you care most about return, fees, risk, or income.

LDCE.DE is cheaper with a 0.49% expense ratio, compared with 0.50% for EUHA.DE.

EUHA.DE is categorized as European High Yield Bonds, while LDCE.DE is European Corporate Bonds. EUHA.DE tracks BofA Merrill Lynch 0-5 Year Euro Developed Markets High Yield 2% Constrained, while LDCE.DE tracks PIMCO Low Duration Euro Corporate Bond. Their fees differ too: 0.50% for EUHA.DE and 0.49% for LDCE.DE.

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