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EUHY vs. NHYB
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EUHY vs. NHYB - 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 Nuveen High Yield Corporate Bond ETF (NHYB). 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 2.51% return, which is significantly higher than NHYB's 1.93% return.


EUHY

1D
0.02%
1M
1.05%
YTD
2.51%
6M
2.46%
1Y
4.46%
3Y*
9.51%
5Y*
2.41%
10Y*
4.23%

NHYB

1D
0.02%
1M
0.54%
YTD
1.93%
6M
1.85%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

EUHY vs. NHYB - Yearly Performance Comparison


Correlation

The correlation between EUHY and NHYB is 0.63, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (All Time)
Calculated using the full available price history since Sep 24, 2025

0.63

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Return for Risk

EUHY vs. NHYB — Risk / Return Rank

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

EUHY
EUHY Risk / Return Rank: 2626
Overall Rank
EUHY Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
EUHY Sortino Ratio Rank: 2424
Sortino Ratio Rank
EUHY Omega Ratio Rank: 2525
Omega Ratio Rank
EUHY Calmar Ratio Rank: 2929
Calmar Ratio Rank
EUHY Martin Ratio Rank: 2525
Martin Ratio Rank

NHYB

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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. NHYB - 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 Nuveen High Yield Corporate Bond ETF (NHYB). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


EUHYNHYBDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.16

Calmar ratioReturn relative to maximum drawdown

1.28

Martin ratioReturn relative to average drawdown

3.07

EUHY vs. NHYB - Sharpe Ratio Comparison


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Drawdowns

EUHY vs. NHYB - Drawdown Comparison

The maximum EUHY drawdown since its inception was -32.45%, which is greater than NHYB's maximum drawdown of -2.40%. Use the drawdown chart below to compare losses from any high point for EUHY and NHYB.


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Drawdown Indicators


EUHYNHYBDifference

Max Drawdown

Largest peak-to-trough decline

-32.45%

-2.40%

-30.05%

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

-31.09%

Max Drawdown (10Y)

Largest decline over 10 years

-32.45%

Current Drawdown

Current decline from peak

-0.10%

-0.18%

+0.08%

Average Drawdown

Average peak-to-trough decline

-8.55%

-0.36%

-8.19%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.46%

Volatility

EUHY vs. NHYB - Volatility Comparison


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Volatility by Period


EUHYNHYBDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.05%

Volatility (6M)

Calculated over the trailing 6-month period

2.98%

Volatility (1Y)

Calculated over the trailing 1-year period

5.37%

3.63%

+1.74%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

9.98%

3.63%

+6.35%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.21%

3.63%

+6.58%

EUHY vs. NHYB - Expense Ratio Comparison

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


Dividends

EUHY vs. NHYB - Dividend Comparison

EUHY's dividend yield for the trailing twelve months is around 5.30%, more than NHYB's 4.24% yield.


PositionTTM20252024202320222021202020192018201720162015
EUHY
iShares Euro High Yield Corporate Bond USD Hedged ETF
5.30%3.56%5.11%3.38%0.61%3.07%1.45%1.19%4.01%0.69%1.70%3.24%
NHYB
Nuveen High Yield Corporate Bond ETF
4.24%1.28%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


EUHY and NHYB have a correlation of 0.63, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, NHYB is cheaper at 0.08% per year. The better choice depends on whether you care most about return, fees, risk, or income.

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

EUHY has the higher dividend yield at 5.30%, compared with 4.24% for NHYB.

EUHY tracks BBG Pan-European High Yield (Euro) Total Return 100% USD Hedged Index, while NHYB tracks ICE BofA BB-B US Cash Pay High Yield Constrained Index. They also come from different issuers: iShares and Nuveen. Their fees differ too: 0.35% for EUHY and 0.08% for NHYB.

Portfolio Optimizer

Find the right allocation for EUHY and NHYB

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