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IBC9.DE vs. UDHY.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IBC9.DE vs. UDHY.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares Global High Yield Corporate Bond UCITS ETF (IBC9.DE) and iShares Broad USD High Yield Corporate Bond UCITS ETF USD (Dist) (UDHY.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, IBC9.DE achieves a 1.87% return, which is significantly higher than UDHY.DE's -1.14% return.


IBC9.DE

1D
-0.13%
1M
0.64%
YTD
1.87%
6M
1.54%
1Y
4.30%
3Y*
6.02%
5Y*
3.91%
10Y*
4.28%

UDHY.DE

1D
0.01%
1M
1.21%
YTD
-1.14%
6M
-1.88%
1Y
0.71%
3Y*
3.98%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IBC9.DE vs. UDHY.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022
IBC9.DE
iShares Global High Yield Corporate Bond UCITS ETF
1.87%1.08%9.31%9.25%-3.06%
UDHY.DE
iShares Broad USD High Yield Corporate Bond UCITS ETF USD (Dist)
-1.14%-3.92%13.24%8.32%-4.04%

Correlation

The correlation between IBC9.DE and UDHY.DE is 0.68, 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

0.68

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

0.74

Correlation (All Time)
Calculated using the full available price history since Apr 11, 2022

0.71

The correlation between IBC9.DE and UDHY.DE has been stable across timeframes, ranging from 0.68 to 0.74 - a consistent structural relationship.

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Return for Risk

IBC9.DE vs. UDHY.DE — Risk / Return Rank

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

IBC9.DE
IBC9.DE Risk / Return Rank: 3535
Overall Rank
IBC9.DE Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
IBC9.DE Sortino Ratio Rank: 3030
Sortino Ratio Rank
IBC9.DE Omega Ratio Rank: 3030
Omega Ratio Rank
IBC9.DE Calmar Ratio Rank: 3939
Calmar Ratio Rank
IBC9.DE Martin Ratio Rank: 4242
Martin Ratio Rank

UDHY.DE
UDHY.DE Risk / Return Rank: 1010
Overall Rank
UDHY.DE Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
UDHY.DE Sortino Ratio Rank: 99
Sortino Ratio Rank
UDHY.DE Omega Ratio Rank: 99
Omega Ratio Rank
UDHY.DE Calmar Ratio Rank: 1010
Calmar Ratio Rank
UDHY.DE Martin Ratio Rank: 1010
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.

IBC9.DE vs. UDHY.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Global High Yield Corporate Bond UCITS ETF (IBC9.DE) and iShares Broad USD High Yield Corporate Bond UCITS ETF USD (Dist) (UDHY.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.


IBC9.DEUDHY.DEDifference
Sharpe ratioReturn per unit of total volatility

+1.02

Sortino ratioReturn per unit of downside risk

+1.47

Omega ratioGain probability vs. loss probability

1.20

1.02

+0.18

Calmar ratioReturn relative to maximum drawdown

1.88

0.08

+1.79

Martin ratioReturn relative to average drawdown

6.58

0.19

+6.39

IBC9.DE vs. UDHY.DE - Sharpe Ratio Comparison

The current IBC9.DE Sharpe Ratio is 1.10, which is higher than the UDHY.DE Sharpe Ratio of 0.08. The chart below compares the historical Sharpe Ratios of IBC9.DE and UDHY.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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Sharpe Ratios by Period


IBC9.DEUDHY.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.10

0.08

+1.02

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.69

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.54

Sharpe Ratio (All Time)

Calculated using the full available price history

0.56

0.34

+0.22

Drawdowns

IBC9.DE vs. UDHY.DE - Drawdown Comparison

The maximum IBC9.DE drawdown since its inception was -22.34%, which is greater than UDHY.DE's maximum drawdown of -12.23%. Use the drawdown chart below to compare losses from any high point for IBC9.DE and UDHY.DE.


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Drawdown Indicators


IBC9.DEUDHY.DEDifference

Max Drawdown

Largest peak-to-trough decline

-22.34%

-12.23%

-10.11%

Max Drawdown (1Y)

Largest decline over 1 year

-2.13%

-6.17%

+4.04%

Max Drawdown (3Y)

Largest decline over 3 years

-6.78%

-12.23%

+5.45%

Max Drawdown (5Y)

Largest decline over 5 years

-10.01%

Max Drawdown (10Y)

Largest decline over 10 years

-22.34%

Current Drawdown

Current decline from peak

-0.13%

-7.76%

+7.63%

Average Drawdown

Average peak-to-trough decline

-3.23%

-4.84%

+1.61%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.61%

2.67%

-2.06%

Volatility

IBC9.DE vs. UDHY.DE - Volatility Comparison

The current volatility for iShares Global High Yield Corporate Bond UCITS ETF (IBC9.DE) is 0.84%, while iShares Broad USD High Yield Corporate Bond UCITS ETF USD (Dist) (UDHY.DE) has a volatility of 0.99%. This indicates that IBC9.DE experiences smaller price fluctuations and is considered to be less risky than UDHY.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IBC9.DEUDHY.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.84%

0.99%

-0.15%

Volatility (6M)

Calculated over the trailing 6-month period

2.76%

4.73%

-1.97%

Volatility (1Y)

Calculated over the trailing 1-year period

3.64%

6.32%

-2.68%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.64%

8.04%

-2.40%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.85%

8.04%

-0.19%

IBC9.DE vs. UDHY.DE - Expense Ratio Comparison

IBC9.DE has a 0.50% expense ratio, which is higher than UDHY.DE's 0.20% expense ratio.


Dividends

IBC9.DE vs. UDHY.DE - Dividend Comparison

IBC9.DE's dividend yield for the trailing twelve months is around 5.56%, more than UDHY.DE's 4.67% yield.


PositionTTM20252024202320222021202020192018201720162015
IBC9.DE
iShares Global High Yield Corporate Bond UCITS ETF
5.56%5.55%5.32%4.88%4.06%3.76%4.80%4.78%4.77%5.03%4.78%5.18%
UDHY.DE
iShares Broad USD High Yield Corporate Bond UCITS ETF USD (Dist)
4.67%7.37%6.63%5.74%1.63%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


IBC9.DE and UDHY.DE have a correlation of 0.68, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

UDHY.DE is cheaper with a 0.20% expense ratio, compared with 0.50% for IBC9.DE.

IBC9.DE tracks iBoxx® Global Developed Markets Liquid High Yield Capped, while UDHY.DE tracks ICE BofAML US High Yield Constrained. Their fees differ too: 0.50% for IBC9.DE and 0.20% for UDHY.DE.

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