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IS0R.DE vs. GB1E.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IS0R.DE vs. GB1E.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares USD High Yield Corporate Bond UCITS ETF USD (Dist) (IS0R.DE) and Invesco Global High Yield Corporate Bond ESG Climate Transition UCITS ETF EUR PfHdg Acc (GB1E.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, IS0R.DE achieves a 2.44% return, which is significantly higher than GB1E.DE's 0.54% return.


IS0R.DE

1D
0.10%
1M
1.18%
YTD
2.44%
6M
2.00%
1Y
5.26%
3Y*
5.34%
5Y*
4.94%
10Y*
4.79%

GB1E.DE

1D
-0.14%
1M
-0.35%
YTD
0.54%
6M
0.93%
1Y
3.91%
3Y*
6.25%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IS0R.DE vs. GB1E.DE - Yearly Performance Comparison


Correlation

The correlation between IS0R.DE and GB1E.DE is 0.07, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

0.07

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

0.23

Correlation (All Time)
Calculated using the full available price history since Apr 18, 2023

0.24

The correlation between IS0R.DE and GB1E.DE shifts across timeframes, from 0.07 (1 year) to 0.24 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

IS0R.DE vs. GB1E.DE — Risk / Return Rank

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

IS0R.DE
IS0R.DE Risk / Return Rank: 2929
Overall Rank
IS0R.DE Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
IS0R.DE Sortino Ratio Rank: 2525
Sortino Ratio Rank
IS0R.DE Omega Ratio Rank: 2626
Omega Ratio Rank
IS0R.DE Calmar Ratio Rank: 3434
Calmar Ratio Rank
IS0R.DE Martin Ratio Rank: 3434
Martin Ratio Rank

GB1E.DE
GB1E.DE Risk / Return Rank: 3030
Overall Rank
GB1E.DE Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
GB1E.DE Sortino Ratio Rank: 3030
Sortino Ratio Rank
GB1E.DE Omega Ratio Rank: 3030
Omega Ratio Rank
GB1E.DE Calmar Ratio Rank: 2626
Calmar Ratio Rank
GB1E.DE Martin Ratio Rank: 3535
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.

IS0R.DE vs. GB1E.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares USD High Yield Corporate Bond UCITS ETF USD (Dist) (IS0R.DE) and Invesco Global High Yield Corporate Bond ESG Climate Transition UCITS ETF EUR PfHdg Acc (GB1E.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.


IS0R.DEGB1E.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.07

Sortino ratioReturn per unit of downside risk

-0.23

Omega ratioGain probability vs. loss probability

1.17

1.20

-0.03

Calmar ratioReturn relative to maximum drawdown

1.65

1.24

+0.41

Martin ratioReturn relative to average drawdown

5.16

5.22

-0.05

IS0R.DE vs. GB1E.DE - Sharpe Ratio Comparison

The current IS0R.DE Sharpe Ratio is 0.92, which is comparable to the GB1E.DE Sharpe Ratio of 0.99. The chart below compares the historical Sharpe Ratios of IS0R.DE and GB1E.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


IS0R.DEGB1E.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.92

0.99

-0.07

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.64

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.54

Sharpe Ratio (All Time)

Calculated using the full available price history

0.49

1.37

-0.88

Drawdowns

IS0R.DE vs. GB1E.DE - Drawdown Comparison

The maximum IS0R.DE drawdown since its inception was -22.05%, which is greater than GB1E.DE's maximum drawdown of -4.31%. Use the drawdown chart below to compare losses from any high point for IS0R.DE and GB1E.DE.


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Drawdown Indicators


IS0R.DEGB1E.DEDifference

Max Drawdown

Largest peak-to-trough decline

-22.05%

-4.31%

-17.74%

Max Drawdown (1Y)

Largest decline over 1 year

-3.11%

-3.10%

-0.01%

Max Drawdown (3Y)

Largest decline over 3 years

-11.44%

-4.31%

-7.13%

Max Drawdown (5Y)

Largest decline over 5 years

-11.44%

Max Drawdown (10Y)

Largest decline over 10 years

-22.05%

Current Drawdown

Current decline from peak

-3.26%

-0.53%

-2.73%

Average Drawdown

Average peak-to-trough decline

-4.74%

-0.56%

-4.18%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.00%

0.74%

+0.26%

Volatility

IS0R.DE vs. GB1E.DE - Volatility Comparison

The current volatility for iShares USD High Yield Corporate Bond UCITS ETF USD (Dist) (IS0R.DE) is 0.84%, while Invesco Global High Yield Corporate Bond ESG Climate Transition UCITS ETF EUR PfHdg Acc (GB1E.DE) has a volatility of 1.09%. This indicates that IS0R.DE experiences smaller price fluctuations and is considered to be less risky than GB1E.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IS0R.DEGB1E.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.84%

1.09%

-0.25%

Volatility (6M)

Calculated over the trailing 6-month period

3.65%

3.34%

+0.31%

Volatility (1Y)

Calculated over the trailing 1-year period

5.59%

3.86%

+1.73%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.66%

4.28%

+3.38%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.84%

4.28%

+4.56%

IS0R.DE vs. GB1E.DE - Expense Ratio Comparison

IS0R.DE has a 0.50% expense ratio, which is higher than GB1E.DE's 0.30% expense ratio.


Dividends

IS0R.DE vs. GB1E.DE - Dividend Comparison

IS0R.DE's dividend yield for the trailing twelve months is around 6.21%, while GB1E.DE has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
GB1E.DE
Invesco Global High Yield Corporate Bond ESG Climate Transition UCITS ETF EUR PfHdg 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%
IS0R.DE
iShares USD High Yield Corporate Bond UCITS ETF USD (Dist)
6.21%6.34%6.27%5.74%4.94%4.18%5.22%5.46%5.65%5.88%5.32%6.00%

Frequently Asked Questions


IS0R.DE and GB1E.DE have a correlation of 0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, GB1E.DE is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.

GB1E.DE is cheaper with a 0.30% expense ratio, compared with 0.50% for IS0R.DE.

IS0R.DE tracks iBoxx® USD Liquid High Yield Capped, while GB1E.DE tracks Bloomberg MSCI Global High Yield Liquid Corporate Climate Transition ESG Bond Index. They also come from different issuers: iShares and Invesco. Their fees differ too: 0.50% for IS0R.DE and 0.30% for GB1E.DE.

Portfolio Optimizer

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