PortfoliosLab logoPortfoliosLab logo

Documentation

Upgrade your plan
EUHY vs. FSTA
Performance
Return for Risk
Drawdowns
Volatility
Dividends

EUHY vs. FSTA

Last updated Jun 9, 2026

EUHY (iShares Euro High Yield Corporate Bond USD Hedged ETF) and FSTA (Fidelity MSCI Consumer Staples Index ETF) are both exchange-traded funds - EUHY is a High Yield Bonds fund tracking the BBG Pan-European High Yield (Euro) Total Return 100% USD Hedged Index, while FSTA is a Consumer Staples Equities fund tracking the MSCI USA IMI Consumer Staples Index. Both are passively managed. Over the past 10 years, EUHY returned 3.68%/yr vs 7.61%/yr for FSTA. At a 0.23 correlation, their price movements are largely independent. EUHY charges 0.35%/yr vs 0.08%/yr for FSTA.

Performance

EUHY vs. FSTA - 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 Fidelity MSCI Consumer Staples Index ETF (FSTA). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, EUHY achieves a 1.70% return, which is significantly lower than FSTA's 7.29% return. Over the past 10 years, EUHY has underperformed FSTA with an annualized return of 3.68%, while FSTA has yielded a comparatively higher 7.61% annualized return.

EUHY

1D
-0.12%
1M
0.05%
YTD
1.70%
6M
2.27%
1Y
5.47%
3Y*
9.44%
5Y*
1.82%
10Y*
3.68%

FSTA

1D
-0.17%
1M
-2.09%
YTD
7.29%
6M
7.43%
1Y
3.86%
3Y*
8.01%
5Y*
6.56%
10Y*
7.61%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EUHY vs. FSTA - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
EUHY
iShares Euro High Yield Corporate Bond USD Hedged ETF		1.70%17.41%-0.55%16.06%-15.59%-3.78%10.69%8.60%-7.71%19.68%
FSTA
Fidelity MSCI Consumer Staples Index ETF		7.29%1.82%13.31%2.29%-1.72%17.44%10.96%26.84%-8.49%12.71%

Correlation

The correlation between EUHY and FSTA is 0.13, which is low. Their price movements are largely independent, making them effective diversification partners.

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

0.13

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

0.23

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

0.31

Correlation (10Y)
Calculated over the trailing 10-year period

0.27

Correlation (All Time)
Calculated using the full available price history since Oct 25, 2013

0.23

The correlation between EUHY and FSTA shifts across timeframes, from 0.13 (1 year) to 0.31 (5 years), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

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

iShares Euro High Yield Corporate Bond USD Hedged ETF

Fidelity MSCI Consumer Staples Index ETF

Often compared with EUHY:
EUHY vs. XHYHEUHY vs. LDRHEUHY vs. USHYEUHY vs. IBHDEUHY vs. SGOVEUHY vs. IWMEUHY vs. THY
Often compared with FSTA:
FSTA vs. VDCFSTA vs. SCHDFSTA vs. VOOFSTA vs. SPYFSTA vs. RTHFSTA vs. DIVOFSTA vs. FTXG

Return for Risk

EUHY vs. FSTA — 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: 3030
Sharpe Ratio Rank
EUHY Sortino Ratio Rank: 2929
Sortino Ratio Rank
EUHY Omega Ratio Rank: 3131
Omega Ratio Rank
EUHY Calmar Ratio Rank: 3535
Calmar Ratio Rank
EUHY Martin Ratio Rank: 2929
Martin Ratio Rank
FSTA
FSTA Risk / Return Rank: 1414
Overall Rank
FSTA Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
FSTA Sortino Ratio Rank: 1414
Sortino Ratio Rank
FSTA Omega Ratio Rank: 1313
Omega Ratio Rank
FSTA Calmar Ratio Rank: 1515
Calmar Ratio Rank
FSTA Martin Ratio Rank: 1414
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.

EUHY vs. FSTA - 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 Fidelity MSCI Consumer Staples Index ETF (FSTA). 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.

EUHYFSTADifference
Sharpe ratioReturn per unit of total volatility
1.00
0.31

+0.69

Sortino ratioReturn per unit of downside risk
1.45
0.54

+0.91

Omega ratioGain probability vs. loss probability

1.19

1.06

+0.13

Calmar ratioReturn relative to maximum drawdown

1.57

0.42

+1.15

Martin ratioReturn relative to average drawdown

3.75

0.85

+2.90

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

EUHY vs. FSTA - Sharpe Ratio Comparison

The current EUHY Sharpe Ratio is 1.00, which is higher than the FSTA Sharpe Ratio of 0.31. The chart below compares the historical Sharpe Ratios of EUHY and FSTA, 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

EUHYFSTADifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.00

0.31

+0.69

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.18

0.50

-0.32

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.35

0.52

-0.17

Sharpe Ratio (All Time)

Calculated using the full available price history

0.34

0.62

-0.28

Drawdowns

EUHY vs. FSTA - Drawdown Comparison

The maximum EUHY drawdown since its inception was -32.45%, which is greater than FSTA's maximum drawdown of -25.13%. Use the drawdown chart below to compare losses from any high point for EUHY and FSTA.

Loading charts...

Drawdown Indicators

EUHYFSTADifference

Max Drawdown

Largest peak-to-trough decline

-32.45%

-25.13%

-7.32%

Max Drawdown (1Y)

Largest decline over 1 year

-3.50%

-9.29%

+5.79%

Max Drawdown (3Y)

Largest decline over 3 years

-8.23%

-11.76%

+3.53%

Max Drawdown (5Y)

Largest decline over 5 years

-32.45%

-16.58%

-15.87%

Max Drawdown (10Y)

Largest decline over 10 years

-32.45%

-25.13%

-7.32%

Current Drawdown

Current decline from peak

-0.38%

-7.26%

+6.88%

Average Drawdown

Average peak-to-trough decline

-8.58%

-3.56%

-5.02%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.46%

4.57%

-3.11%

Volatility

EUHY vs. FSTA - Volatility Comparison

The current volatility for iShares Euro High Yield Corporate Bond USD Hedged ETF (EUHY) is 1.03%, while Fidelity MSCI Consumer Staples Index ETF (FSTA) has a volatility of 4.43%. This indicates that EUHY experiences smaller price fluctuations and is considered to be less risky than FSTA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Loading charts...

Volatility by Period

EUHYFSTADifference

Volatility (1M)

Calculated over the trailing 1-month period

1.03%

4.43%

-3.40%

Volatility (6M)

Calculated over the trailing 6-month period

2.89%

9.87%

-6.98%

Volatility (1Y)

Calculated over the trailing 1-year period

5.51%

12.44%

-6.93%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.00%

13.13%

-3.13%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.42%

14.57%

-4.15%

EUHY vs. FSTA - Expense Ratio Comparison

EUHY has a 0.35% expense ratio, which is higher than FSTA's 0.08% expense ratio.

Dividends

EUHY vs. FSTA - Dividend Comparison

EUHY's dividend yield for the trailing twelve months is around 5.35%, more than FSTA's 2.22% yield.

PositionTTM20252024202320222021202020192018201720162015
EUHY
iShares Euro High Yield Corporate Bond USD Hedged ETF		5.35%3.56%5.11%3.38%0.61%3.07%1.45%1.19%4.01%0.69%1.70%3.24%
FSTA
Fidelity MSCI Consumer Staples Index ETF		2.22%2.34%2.25%2.66%2.26%2.15%2.47%2.46%3.01%2.42%2.53%2.86%

Frequently Asked Questions

EUHY and FSTA have a correlation of 0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FSTA has higher volatility (4.43%) compared to EUHY (1.03%). In terms of maximum drawdown, EUHY dropped -32.45% vs FSTA's -25.13%.

On 10-year performance, FSTA leads with 7.61% vs 3.68% for EUHY. On fees, FSTA is cheaper at 0.08% per year. On volatility, EUHY has been the lower-risk option at 1.03%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, FSTA has performed better with a 7.61% return vs 3.68%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

FSTA is cheaper with a 0.08% expense ratio, compared with 0.35% for EUHY.

EUHY has the higher dividend yield at 5.35%, compared with 2.22% for FSTA.

EUHY is categorized as High Yield Bonds, while FSTA is Consumer Staples Equities. EUHY tracks BBG Pan-European High Yield (Euro) Total Return 100% USD Hedged Index, while FSTA tracks MSCI USA IMI Consumer Staples Index. They also come from different issuers: iShares and Fidelity. Their fees differ too: 0.35% for EUHY and 0.08% for FSTA.

EUHY currently has the higher Sharpe Ratio (1.00 vs 0.31), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for EUHY and FSTA

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