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IUS7.DE vs. SSHY.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IUS7.DE vs. SSHY.L - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares J.P. Morgan USD Emerging Markets Bond UCITS ETF (Dist) (IUS7.DE) and PIMCO US Short-Term High Yield Corporate Bond Index UCITS ETF Dist (SSHY.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

IUS7.DE is traded in EUR, while SSHY.L is traded in GBP. To make them comparable, the SSHY.L values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, IUS7.DE achieves a 2.97% return, which is significantly higher than SSHY.L's 2.42% return. Over the past 10 years, IUS7.DE has underperformed SSHY.L with an annualized return of 3.08%, while SSHY.L has yielded a comparatively higher 5.28% annualized return.


IUS7.DE

1D
0.14%
1M
1.60%
YTD
2.97%
6M
2.72%
1Y
9.31%
3Y*
6.75%
5Y*
2.86%
10Y*
3.08%

SSHY.L

1D
0.08%
1M
1.13%
YTD
2.42%
6M
2.51%
1Y
5.36%
3Y*
5.75%
5Y*
6.17%
10Y*
5.28%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IUS7.DE vs. SSHY.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IUS7.DE
iShares J.P. Morgan USD Emerging Markets Bond UCITS ETF (Dist)
2.97%1.14%11.74%6.77%-13.16%5.75%-4.03%18.79%-1.16%-3.39%
SSHY.L
PIMCO US Short-Term High Yield Corporate Bond Index UCITS ETF Dist
2.42%-3.89%15.48%7.74%1.06%12.58%-5.12%13.45%3.77%-7.74%

Correlation

The correlation between IUS7.DE and SSHY.L is 0.65, 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

0.65

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

0.64

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

0.61

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

0.63

Correlation (All Time)
Calculated using the full available price history since Mar 19, 2013

0.65

The correlation between IUS7.DE and SSHY.L has been stable across timeframes, ranging from 0.61 to 0.65 - a consistent structural relationship.

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Return for Risk

IUS7.DE vs. SSHY.L — Risk / Return Rank

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

IUS7.DE
IUS7.DE Risk / Return Rank: 5151
Overall Rank
IUS7.DE Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
IUS7.DE Sortino Ratio Rank: 4848
Sortino Ratio Rank
IUS7.DE Omega Ratio Rank: 4646
Omega Ratio Rank
IUS7.DE Calmar Ratio Rank: 6262
Calmar Ratio Rank
IUS7.DE Martin Ratio Rank: 5454
Martin Ratio Rank

SSHY.L
SSHY.L Risk / Return Rank: 4343
Overall Rank
SSHY.L Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
SSHY.L Sortino Ratio Rank: 4343
Sortino Ratio Rank
SSHY.L Omega Ratio Rank: 4141
Omega Ratio Rank
SSHY.L Calmar Ratio Rank: 4646
Calmar Ratio Rank
SSHY.L Martin Ratio Rank: 4343
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.

IUS7.DE vs. SSHY.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares J.P. Morgan USD Emerging Markets Bond UCITS ETF (Dist) (IUS7.DE) and PIMCO US Short-Term High Yield Corporate Bond Index UCITS ETF Dist (SSHY.L). 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.


IUS7.DESSHY.LDifference
Sharpe ratioReturn per unit of total volatility

+0.62

Sortino ratioReturn per unit of downside risk

+0.96

Omega ratioGain probability vs. loss probability

1.29

1.17

+0.12

Calmar ratioReturn relative to maximum drawdown

3.00

1.82

+1.18

Martin ratioReturn relative to average drawdown

9.17

5.14

+4.04

IUS7.DE vs. SSHY.L - Sharpe Ratio Comparison

The current IUS7.DE Sharpe Ratio is 1.55, which is higher than the SSHY.L Sharpe Ratio of 0.93. The chart below compares the historical Sharpe Ratios of IUS7.DE and SSHY.L, 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


IUS7.DESSHY.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.55

0.93

+0.62

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.33

0.81

-0.48

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.28

0.62

-0.34

Sharpe Ratio (All Time)

Calculated using the full available price history

0.61

0.60

+0.02

Drawdowns

IUS7.DE vs. SSHY.L - Drawdown Comparison

The maximum IUS7.DE drawdown since its inception was -27.13%, which is greater than SSHY.L's maximum drawdown of -21.26%. Use the drawdown chart below to compare losses from any high point for IUS7.DE and SSHY.L.


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Drawdown Indicators


IUS7.DESSHY.LDifference

Max Drawdown

Largest peak-to-trough decline

-27.13%

-21.26%

-5.87%

Max Drawdown (1Y)

Largest decline over 1 year

-3.09%

-2.93%

-0.16%

Max Drawdown (3Y)

Largest decline over 3 years

-12.95%

-12.01%

-0.94%

Max Drawdown (5Y)

Largest decline over 5 years

-15.90%

-12.01%

-3.89%

Max Drawdown (10Y)

Largest decline over 10 years

-27.13%

-21.26%

-5.87%

Current Drawdown

Current decline from peak

0.00%

-3.52%

+3.52%

Average Drawdown

Average peak-to-trough decline

-6.48%

-4.43%

-2.05%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.01%

1.04%

-0.03%

Volatility

IUS7.DE vs. SSHY.L - Volatility Comparison

iShares J.P. Morgan USD Emerging Markets Bond UCITS ETF (Dist) (IUS7.DE) and PIMCO US Short-Term High Yield Corporate Bond Index UCITS ETF Dist (SSHY.L) have volatilities of 1.24% and 1.29%, 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


IUS7.DESSHY.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.24%

1.29%

-0.05%

Volatility (6M)

Calculated over the trailing 6-month period

4.03%

3.88%

+0.15%

Volatility (1Y)

Calculated over the trailing 1-year period

5.97%

5.73%

+0.24%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.56%

7.60%

+0.96%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.02%

8.52%

+2.50%

IUS7.DE vs. SSHY.L - Expense Ratio Comparison

IUS7.DE has a 0.45% expense ratio, which is lower than SSHY.L's 0.55% expense ratio.


Dividends

IUS7.DE vs. SSHY.L - Dividend Comparison

IUS7.DE's dividend yield for the trailing twelve months is around 5.80%, less than SSHY.L's 7.07% yield.


PositionTTM20252024202320222021202020192018201720162015
IUS7.DE
iShares J.P. Morgan USD Emerging Markets Bond UCITS ETF (Dist)
5.80%6.10%5.62%5.77%5.63%3.80%4.17%4.72%4.70%5.11%5.29%4.71%
SSHY.L
PIMCO US Short-Term High Yield Corporate Bond Index UCITS ETF Dist
7.07%7.33%7.48%6.52%4.86%4.47%5.24%5.27%5.10%5.48%4.92%5.11%

Frequently Asked Questions


IUS7.DE and SSHY.L have a correlation of 0.65, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IUS7.DE is cheaper at 0.45% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IUS7.DE is cheaper with a 0.45% expense ratio, compared with 0.55% for SSHY.L.

IUS7.DE is categorized as Emerging Markets Bonds, while SSHY.L is High Yield Bonds. IUS7.DE tracks JP Morgan EMBI Global Core, while SSHY.L tracks Bloomberg US Corporate High Yield TR USD. They also come from different issuers: iShares and PIMCO. Their fees differ too: 0.45% for IUS7.DE and 0.55% for SSHY.L.

Portfolio Optimizer

Find the right allocation for IUS7.DE and SSHY.L

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