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IUST.DE vs. DHYA.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IUST.DE vs. DHYA.L - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares USD TIPS UCITS ETF USD (Acc) (IUST.DE) and iShares USD High Yield Corporate Bond ESG UCITS ETF USD (Acc) (DHYA.L). The values are adjusted to include any dividend payments, if applicable.

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IUST.DE vs. DHYA.L - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
IUST.DE
iShares USD TIPS UCITS ETF USD (Acc)
1.55%-4.87%7.83%-0.00%-7.02%14.87%0.99%-0.55%
DHYA.L
iShares USD High Yield Corporate Bond ESG UCITS ETF USD (Acc)
0.80%-4.37%15.41%8.89%-6.56%11.59%-2.08%-0.29%
Different Trading Currencies

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

Returns By Period

In the year-to-date period, IUST.DE achieves a 1.55% return, which is significantly higher than DHYA.L's 0.80% return.


IUST.DE

1D
-0.72%
1M
-0.33%
YTD
1.55%
6M
1.36%
1Y
-4.48%
3Y*
0.88%
5Y*
1.56%
10Y*
2.33%

DHYA.L

1D
0.48%
1M
0.40%
YTD
0.80%
6M
2.14%
1Y
-0.48%
3Y*
5.84%
5Y*
3.93%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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IUST.DE vs. DHYA.L - Expense Ratio Comparison

IUST.DE has a 0.10% expense ratio, which is lower than DHYA.L's 0.25% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Return for Risk

IUST.DE vs. DHYA.L — Risk / Return Rank

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

IUST.DE
IUST.DE Risk / Return Rank: 44
Overall Rank
IUST.DE Sharpe Ratio Rank: 33
Sharpe Ratio Rank
IUST.DE Sortino Ratio Rank: 33
Sortino Ratio Rank
IUST.DE Omega Ratio Rank: 33
Omega Ratio Rank
IUST.DE Calmar Ratio Rank: 44
Calmar Ratio Rank
IUST.DE Martin Ratio Rank: 66
Martin Ratio Rank

DHYA.L
DHYA.L Risk / Return Rank: 7272
Overall Rank
DHYA.L Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
DHYA.L Sortino Ratio Rank: 6767
Sortino Ratio Rank
DHYA.L Omega Ratio Rank: 7070
Omega Ratio Rank
DHYA.L Calmar Ratio Rank: 7373
Calmar Ratio Rank
DHYA.L Martin Ratio Rank: 8282
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.

IUST.DE vs. DHYA.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares USD TIPS UCITS ETF USD (Acc) (IUST.DE) and iShares USD High Yield Corporate Bond ESG UCITS ETF USD (Acc) (DHYA.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.


IUST.DEDHYA.LDifference

Sharpe ratio

Return per unit of total volatility

-0.55

-0.06

-0.49

Sortino ratio

Return per unit of downside risk

-0.66

-0.02

-0.64

Omega ratio

Gain probability vs. loss probability

0.91

1.00

-0.09

Calmar ratio

Return relative to maximum drawdown

-0.50

-0.07

-0.42

Martin ratio

Return relative to average drawdown

-0.78

-0.16

-0.62

IUST.DE vs. DHYA.L - Sharpe Ratio Comparison

The current IUST.DE Sharpe Ratio is -0.55, which is lower than the DHYA.L Sharpe Ratio of -0.06. The chart below compares the historical Sharpe Ratios of IUST.DE and DHYA.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


IUST.DEDHYA.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.55

-0.06

-0.49

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.19

0.45

-0.26

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.29

Sharpe Ratio (All Time)

Calculated using the full available price history

0.43

0.32

+0.11

Correlation

The correlation between IUST.DE and DHYA.L is 0.41, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

IUST.DE vs. DHYA.L - Dividend Comparison

Neither IUST.DE nor DHYA.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

IUST.DE vs. DHYA.L - Drawdown Comparison

The maximum IUST.DE drawdown since its inception was -19.93%, which is greater than DHYA.L's maximum drawdown of -17.47%. Use the drawdown chart below to compare losses from any high point for IUST.DE and DHYA.L.


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Drawdown Indicators


IUST.DEDHYA.LDifference

Max Drawdown

Largest peak-to-trough decline

-19.93%

-16.70%

-3.23%

Max Drawdown (1Y)

Largest decline over 1 year

-7.81%

-4.33%

-3.48%

Max Drawdown (5Y)

Largest decline over 5 years

-15.19%

-16.29%

+1.10%

Max Drawdown (10Y)

Largest decline over 10 years

-15.81%

Current Drawdown

Current decline from peak

-8.96%

-1.52%

-7.44%

Average Drawdown

Average peak-to-trough decline

-6.83%

-3.79%

-3.04%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.74%

0.65%

+4.09%

Volatility

IUST.DE vs. DHYA.L - Volatility Comparison

iShares USD TIPS UCITS ETF USD (Acc) (IUST.DE) has a higher volatility of 2.36% compared to iShares USD High Yield Corporate Bond ESG UCITS ETF USD (Acc) (DHYA.L) at 2.20%. This indicates that IUST.DE's price experiences larger fluctuations and is considered to be riskier than DHYA.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IUST.DEDHYA.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.36%

2.20%

+0.16%

Volatility (6M)

Calculated over the trailing 6-month period

4.14%

4.29%

-0.15%

Volatility (1Y)

Calculated over the trailing 1-year period

8.15%

8.22%

-0.07%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.32%

8.79%

-0.47%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.04%

11.33%

-3.29%