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EUHY vs. DADS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EUHY vs. DADS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Euro High Yield Corporate Bond USD Hedged ETF (EUHY) and Digital Asset Debt Strategy ETF (DADS). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, EUHY achieves a 1.93% return, which is significantly lower than DADS's 14.37% return.


EUHY

1D
-0.14%
1M
1.00%
YTD
1.93%
6M
2.44%
1Y
6.03%
3Y*
9.87%
5Y*
1.94%
10Y*
3.65%

DADS

1D
-0.89%
1M
4.49%
YTD
14.37%
6M
9.44%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

EUHY vs. DADS - Yearly Performance Comparison


Correlation

The correlation between EUHY and DADS is 0.36, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (All Time)
Calculated using the full available price history since Aug 6, 2025

0.36

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Return for Risk

EUHY vs. DADS — Risk / Return Rank

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

EUHY
EUHY Risk / Return Rank: 3131
Overall Rank
EUHY Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
EUHY Sortino Ratio Rank: 3030
Sortino Ratio Rank
EUHY Omega Ratio Rank: 3131
Omega Ratio Rank
EUHY Calmar Ratio Rank: 3636
Calmar Ratio Rank
EUHY Martin Ratio Rank: 2929
Martin Ratio Rank

DADS
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.

EUHY vs. DADS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Euro High Yield Corporate Bond USD Hedged ETF (EUHY) and Digital Asset Debt Strategy ETF (DADS). 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.


EUHYDADSDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.21

Calmar ratioReturn relative to maximum drawdown

1.73

Martin ratioReturn relative to average drawdown

4.14

EUHY vs. DADS - Sharpe Ratio Comparison


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Sharpe Ratios by Period


EUHYDADSDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.10

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.20

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.35

Sharpe Ratio (All Time)

Calculated using the full available price history

0.34

0.73

-0.39

Drawdowns

EUHY vs. DADS - Drawdown Comparison

The maximum EUHY drawdown since its inception was -32.45%, which is greater than DADS's maximum drawdown of -17.07%. Use the drawdown chart below to compare losses from any high point for EUHY and DADS.


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Drawdown Indicators


EUHYDADSDifference

Max Drawdown

Largest peak-to-trough decline

-32.45%

-17.07%

-15.38%

Max Drawdown (1Y)

Largest decline over 1 year

-3.50%

Max Drawdown (3Y)

Largest decline over 3 years

-8.23%

Max Drawdown (5Y)

Largest decline over 5 years

-32.45%

Max Drawdown (10Y)

Largest decline over 10 years

-32.45%

Current Drawdown

Current decline from peak

-0.15%

-2.77%

+2.62%

Average Drawdown

Average peak-to-trough decline

-8.59%

-7.63%

-0.96%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.46%

Volatility

EUHY vs. DADS - Volatility Comparison


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Volatility by Period


EUHYDADSDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.07%

Volatility (6M)

Calculated over the trailing 6-month period

2.88%

Volatility (1Y)

Calculated over the trailing 1-year period

5.54%

17.58%

-12.04%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.00%

17.58%

-7.58%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.43%

17.58%

-7.15%

EUHY vs. DADS - Expense Ratio Comparison

EUHY has a 0.35% expense ratio, which is lower than DADS's 1.04% expense ratio.


Dividends

EUHY vs. DADS - Dividend Comparison

EUHY's dividend yield for the trailing twelve months is around 5.33%, more than DADS's 2.76% yield.


PositionTTM20252024202320222021202020192018201720162015
DADS
Digital Asset Debt Strategy ETF
2.76%1.83%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
EUHY
iShares Euro High Yield Corporate Bond USD Hedged ETF
5.33%3.56%5.11%3.38%0.61%3.07%1.45%1.19%4.01%0.69%1.70%3.24%

Frequently Asked Questions


EUHY and DADS have a correlation of 0.36, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, EUHY is cheaper at 0.35% per year. The better choice depends on whether you care most about return, fees, risk, or income.

EUHY is cheaper with a 0.35% expense ratio, compared with 1.04% for DADS.

EUHY has the higher dividend yield at 5.33%, compared with 2.76% for DADS.

They also come from different issuers: iShares and Alphabit. Their fees differ too: 0.35% for EUHY and 1.04% for DADS.

Portfolio Optimizer

Find the right allocation for EUHY and DADS

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