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IS3K.DE vs. IS0R.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IS3K.DE vs. IS0R.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares USD Short Duration High Yield Corporate Bond UCITS ETF (IS3K.DE) and iShares USD High Yield Corporate Bond UCITS ETF USD (Dist) (IS0R.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, IS3K.DE achieves a 2.62% return, which is significantly higher than IS0R.DE's 2.44% return. Over the past 10 years, IS3K.DE has underperformed IS0R.DE with an annualized return of 4.08%, while IS0R.DE has yielded a comparatively higher 4.79% annualized return.


IS3K.DE

1D
0.04%
1M
1.00%
YTD
2.62%
6M
1.77%
1Y
4.00%
3Y*
4.06%
5Y*
4.97%
10Y*
4.08%

IS0R.DE

1D
0.10%
1M
1.07%
YTD
2.44%
6M
2.00%
1Y
5.17%
3Y*
5.34%
5Y*
4.94%
10Y*
4.79%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IS3K.DE vs. IS0R.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IS3K.DE
iShares USD Short Duration High Yield Corporate Bond UCITS ETF
2.62%-4.31%12.26%4.68%1.95%12.07%-6.16%11.71%4.17%-9.09%
IS0R.DE
iShares USD High Yield Corporate Bond UCITS ETF USD (Dist)
2.44%-2.53%12.70%6.99%-3.38%12.70%-4.57%16.09%2.76%-7.28%

Correlation

The correlation between IS3K.DE and IS0R.DE is 0.91, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.91

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

0.93

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

0.93

Correlation (10Y)
Calculated over the trailing 10-year period

0.94

Correlation (All Time)
Calculated using the full available price history since Nov 11, 2014

0.94

The correlation between IS3K.DE and IS0R.DE has been stable across timeframes, ranging from 0.91 to 0.94 - a consistent structural relationship.

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Return for Risk

IS3K.DE vs. IS0R.DE — Risk / Return Rank

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

IS3K.DE
IS3K.DE Risk / Return Rank: 2323
Overall Rank
IS3K.DE Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
IS3K.DE Sortino Ratio Rank: 2020
Sortino Ratio Rank
IS3K.DE Omega Ratio Rank: 2020
Omega Ratio Rank
IS3K.DE Calmar Ratio Rank: 2727
Calmar Ratio Rank
IS3K.DE Martin Ratio Rank: 2626
Martin Ratio Rank

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
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.

IS3K.DE vs. IS0R.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares USD Short Duration High Yield Corporate Bond UCITS ETF (IS3K.DE) and iShares USD High Yield Corporate Bond UCITS ETF USD (Dist) (IS0R.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.


IS3K.DEIS0R.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.24

Sortino ratioReturn per unit of downside risk

-0.36

Omega ratioGain probability vs. loss probability

1.12

1.17

-0.04

Calmar ratioReturn relative to maximum drawdown

1.29

1.65

-0.37

Martin ratioReturn relative to average drawdown

3.43

5.16

-1.73

IS3K.DE vs. IS0R.DE - Sharpe Ratio Comparison

The current IS3K.DE Sharpe Ratio is 0.69, which is comparable to the IS0R.DE Sharpe Ratio of 0.92. The chart below compares the historical Sharpe Ratios of IS3K.DE and IS0R.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


IS3K.DEIS0R.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.69

0.92

-0.24

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.69

0.64

+0.05

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.52

0.54

-0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.56

0.49

+0.07

Drawdowns

IS3K.DE vs. IS0R.DE - Drawdown Comparison

The maximum IS3K.DE drawdown since its inception was -17.93%, smaller than the maximum IS0R.DE drawdown of -22.05%. Use the drawdown chart below to compare losses from any high point for IS3K.DE and IS0R.DE.


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Drawdown Indicators


IS3K.DEIS0R.DEDifference

Max Drawdown

Largest peak-to-trough decline

-17.93%

-22.05%

+4.12%

Max Drawdown (1Y)

Largest decline over 1 year

-3.09%

-3.11%

+0.02%

Max Drawdown (3Y)

Largest decline over 3 years

-11.25%

-11.44%

+0.19%

Max Drawdown (5Y)

Largest decline over 5 years

-11.25%

-11.44%

+0.19%

Max Drawdown (10Y)

Largest decline over 10 years

-17.93%

-22.05%

+4.12%

Current Drawdown

Current decline from peak

-4.57%

-3.26%

-1.31%

Average Drawdown

Average peak-to-trough decline

-4.51%

-4.74%

+0.23%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.16%

1.00%

+0.16%

Volatility

IS3K.DE vs. IS0R.DE - Volatility Comparison

iShares USD Short Duration High Yield Corporate Bond UCITS ETF (IS3K.DE) and iShares USD High Yield Corporate Bond UCITS ETF USD (Dist) (IS0R.DE) have volatilities of 0.85% and 0.84%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IS3K.DEIS0R.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.85%

0.84%

+0.01%

Volatility (6M)

Calculated over the trailing 6-month period

3.84%

3.65%

+0.19%

Volatility (1Y)

Calculated over the trailing 1-year period

5.81%

5.59%

+0.22%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.15%

7.66%

-0.51%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.85%

8.84%

-0.99%

IS3K.DE vs. IS0R.DE - Expense Ratio Comparison

IS3K.DE has a 0.45% expense ratio, which is lower than IS0R.DE's 0.50% expense ratio.


Dividends

IS3K.DE vs. IS0R.DE - Dividend Comparison

IS3K.DE's dividend yield for the trailing twelve months is around 7.13%, more than IS0R.DE's 6.21% yield.


PositionTTM20252024202320222021202020192018201720162015
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%
IS3K.DE
iShares USD Short Duration High Yield Corporate Bond UCITS ETF
7.13%5.70%5.95%5.19%4.12%3.55%4.31%4.69%4.78%4.97%5.17%4.61%

Frequently Asked Questions


With a correlation of 0.91, IS3K.DE and IS0R.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, IS3K.DE is cheaper at 0.45% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IS3K.DE is cheaper with a 0.45% expense ratio, compared with 0.50% for IS0R.DE.

IS3K.DE tracks iBoxx® USD Liquid High Yield 0-5 Capped, while IS0R.DE tracks iBoxx® USD Liquid High Yield Capped. Their fees differ too: 0.45% for IS3K.DE and 0.50% for IS0R.DE.

Portfolio Optimizer

Find the right allocation for IS3K.DE and IS0R.DE

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