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HIGH.L vs. IEAC.AS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

HIGH.L vs. IEAC.AS - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares EUR High Yield Corporate Bond UCITS ETF EUR (Acc) (HIGH.L) and iShares Core € Corp Bond UCITS ETF (IEAC.AS). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, HIGH.L achieves a 1.13% return, which is significantly higher than IEAC.AS's 0.58% return.


HIGH.L

1D
0.32%
1M
0.80%
YTD
1.13%
6M
1.62%
1Y
3.28%
3Y*
6.14%
5Y*
2.62%
10Y*

IEAC.AS

1D
0.10%
1M
0.75%
YTD
0.58%
6M
0.86%
1Y
1.79%
3Y*
4.59%
5Y*
0.07%
10Y*
1.02%
*Multi-year figures are annualized to reflect compound growth (CAGR)

HIGH.L vs. IEAC.AS - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
HIGH.L
iShares EUR High Yield Corporate Bond UCITS ETF EUR (Acc)
1.13%4.89%5.70%11.59%-9.32%2.82%1.10%9.76%-3.41%0.63%
IEAC.AS
iShares Core € Corp Bond UCITS ETF
0.58%3.05%4.40%7.74%-13.63%-1.02%2.55%6.29%-1.52%0.61%

Correlation

The correlation between HIGH.L and IEAC.AS is 0.51, 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

0.51

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

0.53

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

0.48

Correlation (All Time)
Calculated using the full available price history since Sep 21, 2017

0.44

The correlation between HIGH.L and IEAC.AS has been stable across timeframes, ranging from 0.44 to 0.53 - a consistent structural relationship.

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Return for Risk

HIGH.L vs. IEAC.AS — Risk / Return Rank

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

HIGH.L
HIGH.L Risk / Return Rank: 2929
Overall Rank
HIGH.L Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
HIGH.L Sortino Ratio Rank: 2828
Sortino Ratio Rank
HIGH.L Omega Ratio Rank: 2828
Omega Ratio Rank
HIGH.L Calmar Ratio Rank: 2727
Calmar Ratio Rank
HIGH.L Martin Ratio Rank: 3434
Martin Ratio Rank

IEAC.AS
IEAC.AS Risk / Return Rank: 2020
Overall Rank
IEAC.AS Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
IEAC.AS Sortino Ratio Rank: 2020
Sortino Ratio Rank
IEAC.AS Omega Ratio Rank: 2020
Omega Ratio Rank
IEAC.AS Calmar Ratio Rank: 1919
Calmar Ratio Rank
IEAC.AS Martin Ratio Rank: 2222
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.

HIGH.L vs. IEAC.AS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares EUR High Yield Corporate Bond UCITS ETF EUR (Acc) (HIGH.L) and iShares Core € Corp Bond UCITS ETF (IEAC.AS). 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.


HIGH.LIEAC.ASDifference
Sharpe ratioReturn per unit of total volatility

+0.20

Sortino ratioReturn per unit of downside risk

+0.38

Omega ratioGain probability vs. loss probability

1.17

1.13

+0.05

Calmar ratioReturn relative to maximum drawdown

1.14

0.77

+0.37

Martin ratioReturn relative to average drawdown

4.60

2.68

+1.91

HIGH.L vs. IEAC.AS - Sharpe Ratio Comparison

The current HIGH.L Sharpe Ratio is 0.87, which is comparable to the IEAC.AS Sharpe Ratio of 0.67. The chart below compares the historical Sharpe Ratios of HIGH.L and IEAC.AS, 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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Drawdowns

HIGH.L vs. IEAC.AS - Drawdown Comparison

The maximum HIGH.L drawdown since its inception was -25.42%, which is greater than IEAC.AS's maximum drawdown of -17.26%. Use the drawdown chart below to compare losses from any high point for HIGH.L and IEAC.AS.


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Drawdown Indicators


HIGH.LIEAC.ASDifference

Max Drawdown

Largest peak-to-trough decline

-25.42%

-17.26%

-8.16%

Max Drawdown (1Y)

Largest decline over 1 year

-2.88%

-2.65%

-0.23%

Max Drawdown (3Y)

Largest decline over 3 years

-3.65%

-2.65%

-1.00%

Max Drawdown (5Y)

Largest decline over 5 years

-14.64%

-17.26%

+2.62%

Max Drawdown (10Y)

Largest decline over 10 years

-17.26%

Current Drawdown

Current decline from peak

-0.00%

-0.99%

+0.99%

Average Drawdown

Average peak-to-trough decline

-2.71%

-2.73%

+0.02%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.71%

0.76%

-0.05%

Volatility

HIGH.L vs. IEAC.AS - Volatility Comparison

The current volatility for iShares EUR High Yield Corporate Bond UCITS ETF EUR (Acc) (HIGH.L) is 1.09%, while iShares Core € Corp Bond UCITS ETF (IEAC.AS) has a volatility of 1.15%. This indicates that HIGH.L experiences smaller price fluctuations and is considered to be less risky than IEAC.AS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HIGH.LIEAC.ASDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.09%

1.15%

-0.06%

Volatility (6M)

Calculated over the trailing 6-month period

3.10%

2.67%

+0.43%

Volatility (1Y)

Calculated over the trailing 1-year period

3.76%

3.02%

+0.74%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.46%

4.42%

+1.04%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.19%

4.34%

+2.85%

HIGH.L vs. IEAC.AS - Expense Ratio Comparison

HIGH.L has a 0.50% expense ratio, which is higher than IEAC.AS's 0.20% expense ratio.


Dividends

HIGH.L vs. IEAC.AS - Dividend Comparison

HIGH.L has not paid dividends to shareholders, while IEAC.AS's dividend yield for the trailing twelve months is around 3.33%.


PositionTTM20252024202320222021202020192018201720162015
HIGH.L
iShares EUR High Yield Corporate Bond UCITS ETF EUR (Acc)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
IEAC.AS
iShares Core € Corp Bond UCITS ETF
3.33%3.29%3.39%2.51%0.84%0.81%0.84%1.10%0.98%1.52%1.66%0.90%

Frequently Asked Questions


HIGH.L and IEAC.AS have a correlation of 0.51, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IEAC.AS is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IEAC.AS is cheaper with a 0.20% expense ratio, compared with 0.50% for HIGH.L.

HIGH.L is categorized as European High Yield Bonds, while IEAC.AS is Corporate Bonds. HIGH.L tracks Bloomberg Pan Euro HY Euro TR EUR, while IEAC.AS tracks Bloomberg Euro Corporate Bond Index. Their fees differ too: 0.50% for HIGH.L and 0.20% for IEAC.AS.

Portfolio Optimizer

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