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EUHY vs. FTSL
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

EUHY vs. FTSL - 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 First Trust Senior Loan Fund (FTSL). The values are adjusted to include any dividend payments, if applicable.

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EUHY vs. FTSL - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EUHY
iShares Euro High Yield Corporate Bond USD Hedged ETF
-0.97%17.41%-0.55%16.06%-15.59%-3.78%10.69%8.60%-7.71%19.68%
FTSL
First Trust Senior Loan Fund
-0.80%5.98%8.27%11.58%-2.50%3.94%2.99%10.11%-1.30%2.59%

Returns By Period

In the year-to-date period, EUHY achieves a -0.97% return, which is significantly lower than FTSL's -0.80% return. Over the past 10 years, EUHY has underperformed FTSL with an annualized return of 3.51%, while FTSL has yielded a comparatively higher 4.48% annualized return.


EUHY

1D
0.94%
1M
-1.90%
YTD
-0.97%
6M
-1.70%
1Y
11.04%
3Y*
8.79%
5Y*
2.06%
10Y*
3.51%

FTSL

1D
0.34%
1M
1.11%
YTD
-0.80%
6M
0.87%
1Y
4.68%
3Y*
7.10%
5Y*
4.87%
10Y*
4.48%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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EUHY vs. FTSL - Expense Ratio Comparison

EUHY has a 0.35% expense ratio, which is lower than FTSL's 0.86% expense ratio.


Return for Risk

EUHY vs. FTSL — Risk / Return Rank

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

EUHY
EUHY Risk / Return Rank: 8181
Overall Rank
EUHY Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
EUHY Sortino Ratio Rank: 8585
Sortino Ratio Rank
EUHY Omega Ratio Rank: 7979
Omega Ratio Rank
EUHY Calmar Ratio Rank: 9090
Calmar Ratio Rank
EUHY Martin Ratio Rank: 6969
Martin Ratio Rank

FTSL
FTSL Risk / Return Rank: 8080
Overall Rank
FTSL Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
FTSL Sortino Ratio Rank: 7979
Sortino Ratio Rank
FTSL Omega Ratio Rank: 9393
Omega Ratio Rank
FTSL Calmar Ratio Rank: 7777
Calmar Ratio Rank
FTSL Martin Ratio Rank: 7272
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. FTSL - 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 First Trust Senior Loan Fund (FTSL). 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.


EUHYFTSLDifference

Sharpe ratio

Return per unit of total volatility

1.57

1.51

+0.06

Sortino ratio

Return per unit of downside risk

2.31

1.99

+0.32

Omega ratio

Gain probability vs. loss probability

1.31

1.41

-0.10

Calmar ratio

Return relative to maximum drawdown

3.11

1.96

+1.15

Martin ratio

Return relative to average drawdown

7.37

7.07

+0.30

EUHY vs. FTSL - Sharpe Ratio Comparison

The current EUHY Sharpe Ratio is 1.57, which is comparable to the FTSL Sharpe Ratio of 1.51. The chart below compares the historical Sharpe Ratios of EUHY and FTSL, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


EUHYFTSLDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.57

1.51

+0.06

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.21

1.46

-1.25

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.33

0.87

-0.53

Sharpe Ratio (All Time)

Calculated using the full available price history

0.33

0.83

-0.51

Correlation

The correlation between EUHY and FTSL is 0.26, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

EUHY vs. FTSL - Dividend Comparison

EUHY's dividend yield for the trailing twelve months is around 4.22%, less than FTSL's 6.58% yield.


TTM20252024202320222021202020192018201720162015
EUHY
iShares Euro High Yield Corporate Bond USD Hedged ETF
4.22%3.56%5.11%3.38%0.61%3.07%1.45%1.19%4.01%0.69%1.70%3.24%
FTSL
First Trust Senior Loan Fund
6.58%6.59%7.56%7.59%4.77%3.17%3.48%4.44%4.29%3.64%3.70%3.95%

Drawdowns

EUHY vs. FTSL - Drawdown Comparison

The maximum EUHY drawdown since its inception was -32.45%, which is greater than FTSL's maximum drawdown of -22.67%. Use the drawdown chart below to compare losses from any high point for EUHY and FTSL.


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Drawdown Indicators


EUHYFTSLDifference

Max Drawdown

Largest peak-to-trough decline

-32.45%

-22.67%

-9.78%

Max Drawdown (1Y)

Largest decline over 1 year

-3.50%

-2.33%

-1.17%

Max Drawdown (5Y)

Largest decline over 5 years

-32.45%

-6.96%

-25.49%

Max Drawdown (10Y)

Largest decline over 10 years

-32.45%

-22.67%

-9.78%

Current Drawdown

Current decline from peak

-2.59%

-1.24%

-1.35%

Average Drawdown

Average peak-to-trough decline

-8.68%

-0.77%

-7.91%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.48%

0.65%

+0.83%

Volatility

EUHY vs. FTSL - Volatility Comparison

iShares Euro High Yield Corporate Bond USD Hedged ETF (EUHY) has a higher volatility of 2.01% compared to First Trust Senior Loan Fund (FTSL) at 1.37%. This indicates that EUHY's price experiences larger fluctuations and is considered to be riskier than FTSL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EUHYFTSLDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.01%

1.37%

+0.64%

Volatility (6M)

Calculated over the trailing 6-month period

3.14%

1.90%

+1.24%

Volatility (1Y)

Calculated over the trailing 1-year period

7.05%

3.11%

+3.94%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.07%

3.36%

+6.71%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.54%

5.19%

+5.35%