IUST.DE vs. DHYA.L
Compare and contrast key facts about iShares USD TIPS UCITS ETF USD (Acc) (IUST.DE) and iShares USD High Yield Corporate Bond ESG UCITS ETF USD (Acc) (DHYA.L).
IUST.DE and DHYA.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IUST.DE is a passively managed fund by iShares that tracks the performance of the Bloomberg US Government Inflation-Linked Bond. It was launched on Dec 8, 2006. DHYA.L is a passively managed fund by iShares that tracks the performance of the Bloomberg US Corporate High Yield TR USD. It was launched on Nov 12, 2019. Both IUST.DE and DHYA.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
IUST.DE vs. DHYA.L - Performance Comparison
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IUST.DE vs. DHYA.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
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*
- —
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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
IUST.DE
DHYA.L
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.DE | DHYA.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.55 | -0.06 | -0.49 |
Sortino ratioReturn per unit of downside risk | -0.66 | -0.02 | -0.64 |
Omega ratioGain probability vs. loss probability | 0.91 | 1.00 | -0.09 |
Calmar ratioReturn relative to maximum drawdown | -0.50 | -0.07 | -0.42 |
Martin ratioReturn relative to average drawdown | -0.78 | -0.16 | -0.62 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| IUST.DE | DHYA.L | Difference | |
|---|---|---|---|
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.
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.DE | DHYA.L | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -8.96% | -1.52% | -7.44% |
Average DrawdownAverage peak-to-trough decline | -6.83% | -3.79% | -3.04% |
Ulcer IndexDepth 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.DE | DHYA.L | Difference | |
|---|---|---|---|
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% |