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EUHI.DE vs. EUNW.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EUHI.DE vs. EUNW.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 Dist (EUHI.DE) and iShares EUR High Yield Corporate Bond UCITS ETF EUR (Dist) (EUNW.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, EUHI.DE achieves a 1.24% return, which is significantly higher than EUNW.DE's 0.85% return.


EUHI.DE

1D
-0.00%
1M
0.41%
YTD
1.24%
6M
1.47%
1Y
3.53%
3Y*
6.36%
5Y*
2.83%
10Y*

EUNW.DE

1D
0.05%
1M
0.46%
YTD
0.85%
6M
1.40%
1Y
3.33%
3Y*
6.32%
5Y*
2.68%
10Y*
3.10%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EUHI.DE vs. EUNW.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EUHI.DE
PIMCO Euro Short-Term High Yield Corporate Bond Index UCITS ETF Dist
1.24%5.05%6.16%10.11%-8.21%3.21%1.04%8.37%-4.20%0.33%
EUNW.DE
iShares EUR High Yield Corporate Bond UCITS ETF EUR (Dist)
0.85%5.00%5.90%11.26%-9.36%2.93%1.06%9.87%-3.52%0.04%

Correlation

The correlation between EUHI.DE and EUNW.DE is 0.76, 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

0.76

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

0.80

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

0.86

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

0.67

The correlation between EUHI.DE and EUNW.DE shifts across timeframes, from 0.67 (all time) to 0.86 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

EUHI.DE vs. EUNW.DE — Risk / Return Rank

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

EUHI.DE
EUHI.DE Risk / Return Rank: 3636
Overall Rank
EUHI.DE Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
EUHI.DE Sortino Ratio Rank: 4040
Sortino Ratio Rank
EUHI.DE Omega Ratio Rank: 4040
Omega Ratio Rank
EUHI.DE Calmar Ratio Rank: 2626
Calmar Ratio Rank
EUHI.DE Martin Ratio Rank: 3636
Martin Ratio Rank

EUNW.DE
EUNW.DE Risk / Return Rank: 2828
Overall Rank
EUNW.DE Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
EUNW.DE Sortino Ratio Rank: 2929
Sortino Ratio Rank
EUNW.DE Omega Ratio Rank: 2929
Omega Ratio Rank
EUNW.DE Calmar Ratio Rank: 2424
Calmar Ratio Rank
EUNW.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.

EUHI.DE vs. EUNW.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 Dist (EUHI.DE) and iShares EUR High Yield Corporate Bond UCITS ETF EUR (Dist) (EUNW.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.


EUHI.DEEUNW.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.28

Sortino ratioReturn per unit of downside risk

+0.47

Omega ratioGain probability vs. loss probability

1.26

1.19

+0.06

Calmar ratioReturn relative to maximum drawdown

1.24

1.12

+0.11

Martin ratioReturn relative to average drawdown

5.48

4.73

+0.75

EUHI.DE vs. EUNW.DE - Sharpe Ratio Comparison

The current EUHI.DE Sharpe Ratio is 1.24, which is comparable to the EUNW.DE Sharpe Ratio of 0.96. The chart below compares the historical Sharpe Ratios of EUHI.DE and EUNW.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


EUHI.DEEUNW.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.24

0.96

+0.28

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.62

0.50

+0.12

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.47

Sharpe Ratio (All Time)

Calculated using the full available price history

0.40

0.47

-0.07

Drawdowns

EUHI.DE vs. EUNW.DE - Drawdown Comparison

The maximum EUHI.DE drawdown since its inception was -21.68%, smaller than the maximum EUNW.DE drawdown of -25.47%. Use the drawdown chart below to compare losses from any high point for EUHI.DE and EUNW.DE.


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Drawdown Indicators


EUHI.DEEUNW.DEDifference

Max Drawdown

Largest peak-to-trough decline

-21.68%

-25.47%

+3.79%

Max Drawdown (1Y)

Largest decline over 1 year

-2.85%

-2.83%

-0.02%

Max Drawdown (3Y)

Largest decline over 3 years

-3.28%

-3.80%

+0.52%

Max Drawdown (5Y)

Largest decline over 5 years

-12.64%

-14.79%

+2.15%

Max Drawdown (10Y)

Largest decline over 10 years

-25.47%

Current Drawdown

Current decline from peak

-0.12%

-0.10%

-0.02%

Average Drawdown

Average peak-to-trough decline

-2.41%

-2.31%

-0.10%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.64%

0.67%

-0.03%

Volatility

EUHI.DE vs. EUNW.DE - Volatility Comparison

The current volatility for PIMCO Euro Short-Term High Yield Corporate Bond Index UCITS ETF Dist (EUHI.DE) is 0.67%, while iShares EUR High Yield Corporate Bond UCITS ETF EUR (Dist) (EUNW.DE) has a volatility of 0.79%. This indicates that EUHI.DE experiences smaller price fluctuations and is considered to be less risky than EUNW.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EUHI.DEEUNW.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.67%

0.79%

-0.12%

Volatility (6M)

Calculated over the trailing 6-month period

2.38%

2.86%

-0.48%

Volatility (1Y)

Calculated over the trailing 1-year period

2.83%

3.30%

-0.47%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.50%

5.25%

-0.75%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.21%

6.58%

-0.37%

EUHI.DE vs. EUNW.DE - Expense Ratio Comparison

Both EUHI.DE and EUNW.DE have an expense ratio of 0.50%.


Dividends

EUHI.DE vs. EUNW.DE - Dividend Comparison

EUHI.DE's dividend yield for the trailing twelve months is around 4.40%, less than EUNW.DE's 5.17% yield.


PositionTTM20252024202320222021202020192018201720162015
EUHI.DE
PIMCO Euro Short-Term High Yield Corporate Bond Index UCITS ETF Dist
4.40%4.47%4.75%4.15%3.10%2.54%2.61%2.59%2.03%0.17%0.00%0.00%
EUNW.DE
iShares EUR High Yield Corporate Bond UCITS ETF EUR (Dist)
5.17%5.45%6.09%5.41%3.70%3.07%3.67%3.75%3.68%3.78%4.03%4.59%

Frequently Asked Questions


EUHI.DE and EUNW.DE have a correlation of 0.76, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.50% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

EUHI.DE and EUNW.DE have the same expense ratio: 0.50% per year.

EUHI.DE tracks BofA Merrill Lynch 0-5 Year Euro Developed Markets High Yield 2% Constrained, while EUNW.DE tracks iBoxx® EUR Liquid High Yield. They also come from different issuers: PIMCO and iShares.

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