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HY3M.DE vs. IS02.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

HY3M.DE vs. IS02.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in VanEck Emerging Markets High Yield Bond UCITS ETF (HY3M.DE) and iShares J.P. Morgan USD Emerging Markets Bond UCITS ETF (Acc) (IS02.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, HY3M.DE achieves a 6.33% return, which is significantly higher than IS02.DE's 4.82% return.


HY3M.DE

1D
-0.75%
1M
0.99%
6M
4.72%
YTD
6.33%
1Y
9.36%
3Y*
9.22%
5Y*
3.37%
10Y*

IS02.DE

1D
0.00%
1M
0.67%
6M
4.05%
YTD
4.82%
1Y
11.67%
3Y*
8.13%
5Y*
2.45%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

HY3M.DE vs. IS02.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
HY3M.DE
VanEck Emerging Markets High Yield Bond UCITS ETF
6.33%-3.30%18.25%4.13%-7.66%7.35%0.62%
IS02.DE
iShares J.P. Morgan USD Emerging Markets Bond UCITS ETF (Acc)
4.82%1.10%11.83%6.71%-13.12%5.72%-0.46%

Correlation

The correlation between HY3M.DE and IS02.DE is 0.50, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.50

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

0.52

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

0.50

Correlation (All Time)
Calculated using the full available price history since Aug 14, 2020

0.51

The correlation between HY3M.DE and IS02.DE has been stable across timeframes, ranging from 0.50 to 0.52 - a consistent structural relationship.

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Return for Risk

HY3M.DE vs. IS02.DE — Risk / Return Rank

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

HY3M.DE
HY3M.DE Risk / Return Rank: 6464
Overall Rank
HY3M.DE Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
HY3M.DE Sortino Ratio Rank: 6161
Sortino Ratio Rank
HY3M.DE Omega Ratio Rank: 5555
Omega Ratio Rank
HY3M.DE Calmar Ratio Rank: 8181
Calmar Ratio Rank
HY3M.DE Martin Ratio Rank: 6969
Martin Ratio Rank

IS02.DE
IS02.DE Risk / Return Rank: 7979
Overall Rank
IS02.DE Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
IS02.DE Sortino Ratio Rank: 7979
Sortino Ratio Rank
IS02.DE Omega Ratio Rank: 8080
Omega Ratio Rank
IS02.DE Calmar Ratio Rank: 8787
Calmar Ratio Rank
IS02.DE Martin Ratio Rank: 7676
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.

HY3M.DE vs. IS02.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VanEck Emerging Markets High Yield Bond UCITS ETF (HY3M.DE) and iShares J.P. Morgan USD Emerging Markets Bond UCITS ETF (Acc) (IS02.DE). 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.


HY3M.DEIS02.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.38

Sortino ratioReturn per unit of downside risk

-0.49

Omega ratioGain probability vs. loss probability

1.28

1.38

-0.09

Calmar ratioReturn relative to maximum drawdown

3.41

3.90

-0.50

Martin ratioReturn relative to average drawdown

10.01

11.45

-1.44

HY3M.DE vs. IS02.DE - Sharpe Ratio Comparison

The current HY3M.DE Sharpe Ratio is 1.55, which is comparable to the IS02.DE Sharpe Ratio of 1.93. The chart below compares the historical Sharpe Ratios of HY3M.DE and IS02.DE, 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

HY3M.DE vs. IS02.DE - Drawdown Comparison

The maximum HY3M.DE drawdown since its inception was -21.08%, which is greater than IS02.DE's maximum drawdown of -16.21%. Use the drawdown chart below to compare losses from any high point for HY3M.DE and IS02.DE.


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Drawdown Indicators


HY3M.DEIS02.DEDifference

Max Drawdown

Largest peak-to-trough decline

-21.08%

-16.21%

-4.87%

Max Drawdown (1Y)

Largest decline over 1 year

-3.08%

-3.00%

-0.08%

Max Drawdown (3Y)

Largest decline over 3 years

-12.09%

-12.85%

+0.76%

Max Drawdown (5Y)

Largest decline over 5 years

-13.58%

-16.21%

+2.63%

Current Drawdown

Current decline from peak

-1.17%

-1.09%

-0.08%

Average Drawdown

Average peak-to-trough decline

-7.04%

-5.82%

-1.22%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.05%

1.02%

+0.03%

Volatility

HY3M.DE vs. IS02.DE - Volatility Comparison

VanEck Emerging Markets High Yield Bond UCITS ETF (HY3M.DE) has a higher volatility of 1.97% compared to iShares J.P. Morgan USD Emerging Markets Bond UCITS ETF (Acc) (IS02.DE) at 1.64%. This indicates that HY3M.DE's price experiences larger fluctuations and is considered to be riskier than IS02.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HY3M.DEIS02.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.97%

1.64%

+0.33%

Volatility (6M)

Calculated over the trailing 6-month period

5.14%

4.18%

+0.96%

Volatility (1Y)

Calculated over the trailing 1-year period

6.85%

6.10%

+0.75%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.61%

8.53%

+0.08%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.20%

8.35%

+4.85%

HY3M.DE vs. IS02.DE - Expense Ratio Comparison

HY3M.DE has a 0.40% expense ratio, which is lower than IS02.DE's 0.45% expense ratio.


Dividends

HY3M.DE vs. IS02.DE - Dividend Comparison

Neither HY3M.DE nor IS02.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


HY3M.DE and IS02.DE have a correlation of 0.50, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, HY3M.DE is cheaper at 0.40% per year. The better choice depends on whether you care most about return, fees, risk, or income.

HY3M.DE is cheaper with a 0.40% expense ratio, compared with 0.45% for IS02.DE.

HY3M.DE tracks ICE BofAML Diversified High Yield US Emerging Markets Corporate Plus Index, while IS02.DE tracks JP Morgan EMBI Global Core. They also come from different issuers: VanEck and iShares. Their fees differ too: 0.40% for HY3M.DE and 0.45% for IS02.DE.

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