IS0R.DE vs. UEEF.DE
IS0R.DE (iShares USD High Yield Corporate Bond UCITS ETF USD (Dist)) and UEEF.DE (iShares $ High Yield Corp Bond ESG SRI UCITS ETF EUR Hedged (Acc)) are both High Yield Bonds funds from iShares - IS0R.DE tracks the iBoxx® USD Liquid High Yield Capped while UEEF.DE tracks the Bloomberg MSCI US Corporate High Yield ESG SRI Bond Index (EUR Hedged). Both are passively managed. Over the past 5 years, IS0R.DE returned 4.58%/yr vs 1.44%/yr for UEEF.DE. At a 0.32 correlation, their price movements are largely independent. IS0R.DE charges 0.50%/yr vs 0.27%/yr for UEEF.DE.
Performance
IS0R.DE vs. UEEF.DE - Performance Comparison
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Returns By Period
In the year-to-date period, IS0R.DE achieves a 4.69% return, which is significantly higher than UEEF.DE's 0.70% return.
IS0R.DE
- 1D
- 0.23%
- 1M
- 1.58%
- 6M
- 3.42%
- YTD
- 4.69%
- 1Y
- 7.85%
- 3Y*
- 7.32%
- 5Y*
- 4.58%
- 10Y*
- 4.40%
UEEF.DE
- 1D
- 0.17%
- 1M
- 0.00%
- 6M
- 0.70%
- YTD
- 0.70%
- 1Y
- 3.95%
- 3Y*
- 6.16%
- 5Y*
- 1.44%
- 10Y*
- —
IS0R.DE vs. UEEF.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
IS0R.DE iShares USD High Yield Corporate Bond UCITS ETF USD (Dist) | 4.69% | -2.53% | 12.69% | 6.98% | -3.50% | 12.85% | 1.69% |
UEEF.DE iShares $ High Yield Corp Bond ESG SRI UCITS ETF EUR Hedged (Acc) | 0.70% | 6.88% | 5.91% | 9.72% | -14.58% | 3.04% | 5.20% |
Correlation
The correlation between IS0R.DE and UEEF.DE is 0.19, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.19 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.20 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.31 |
Correlation (All Time) Calculated using the full available price history since Aug 18, 2020 | 0.32 |
The correlation between IS0R.DE and UEEF.DE shifts across timeframes, from 0.19 (1 year) to 0.32 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
IS0R.DE vs. UEEF.DE — Risk / Return Rank
IS0R.DE
UEEF.DE
IS0R.DE vs. UEEF.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 iShares $ High Yield Corp Bond ESG SRI UCITS ETF EUR Hedged (Acc) (UEEF.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.
| IS0R.DE | UEEF.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.54 | ||
| Sortino ratioReturn per unit of downside risk | +0.72 | ||
| Omega ratioGain probability vs. loss probability | 1.26 | 1.17 | +0.10 |
| Calmar ratioReturn relative to maximum drawdown | 2.51 | 1.42 | +1.09 |
| Martin ratioReturn relative to average drawdown | 8.35 | 6.02 | +2.33 |
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Drawdowns
IS0R.DE vs. UEEF.DE - Drawdown Comparison
The maximum IS0R.DE drawdown since its inception was -23.27%, which is greater than UEEF.DE's maximum drawdown of -17.83%. Use the drawdown chart below to compare losses from any high point for IS0R.DE and UEEF.DE.
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Drawdown Indicators
| IS0R.DE | UEEF.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.27% | -17.83% | -5.44% |
Max Drawdown (1Y)Largest decline over 1 year | -3.11% | -2.77% | -0.34% |
Max Drawdown (3Y)Largest decline over 3 years | -11.43% | -5.10% | -6.33% |
Max Drawdown (5Y)Largest decline over 5 years | -11.43% | -17.83% | +6.40% |
Max Drawdown (10Y)Largest decline over 10 years | -22.05% | — | — |
Current DrawdownCurrent decline from peak | -1.14% | -0.17% | -0.97% |
Average DrawdownAverage peak-to-trough decline | -6.71% | -4.87% | -1.84% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.94% | 0.65% | +0.29% |
Volatility
IS0R.DE vs. UEEF.DE - Volatility Comparison
iShares USD High Yield Corporate Bond UCITS ETF USD (Dist) (IS0R.DE) has a higher volatility of 1.44% compared to iShares $ High Yield Corp Bond ESG SRI UCITS ETF EUR Hedged (Acc) (UEEF.DE) at 0.99%. This indicates that IS0R.DE's price experiences larger fluctuations and is considered to be riskier than UEEF.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.DE | UEEF.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.44% | 0.99% | +0.45% |
Volatility (6M)Calculated over the trailing 6-month period | 3.62% | 3.83% | -0.21% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.61% | 4.55% | +1.06% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.62% | 7.11% | +0.51% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 8.80% | 6.77% | +2.03% |
IS0R.DE vs. UEEF.DE - Expense Ratio Comparison
IS0R.DE has a 0.50% expense ratio, which is higher than UEEF.DE's 0.27% expense ratio.
Dividends
IS0R.DE vs. UEEF.DE - Dividend Comparison
IS0R.DE's dividend yield for the trailing twelve months is around 6.09%, while UEEF.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IS0R.DE iShares USD High Yield Corporate Bond UCITS ETF USD (Dist) | 6.09% | 6.34% | 6.26% | 5.74% | 4.94% | 4.18% | 5.22% | 5.46% | 5.65% | 5.88% | 5.32% | 6.02% |
UEEF.DE iShares $ High Yield Corp Bond ESG SRI UCITS ETF EUR Hedged (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% |
Frequently Asked Questions
IS0R.DE and UEEF.DE have a correlation of 0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, UEEF.DE is cheaper at 0.27% per year. The better choice depends on whether you care most about return, fees, risk, or income.
UEEF.DE is cheaper with a 0.27% expense ratio, compared with 0.50% for IS0R.DE.
IS0R.DE tracks iBoxx® USD Liquid High Yield Capped, while UEEF.DE tracks Bloomberg MSCI US Corporate High Yield ESG SRI Bond Index (EUR Hedged). Their fees differ too: 0.50% for IS0R.DE and 0.27% for UEEF.DE.
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