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SDHY.L vs. UHYC.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

SDHY.L vs. UHYC.L

Last updated Apr 2, 2026

Compare and contrast key facts about iShares $ Short Duration High Yield Corp Bond UCITS ETF USD Dist (SDHY.L) and Lyxor ESG USD High Yield (DR) UCITS ETF - Acc (UHYC.L).

SDHY.L and UHYC.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. SDHY.L is a passively managed fund by iShares that tracks the performance of the Markit iBoxx USD Liquid High Yield 0-5 Capped Index. It was launched on Oct 17, 2012. UHYC.L is a passively managed fund by Amundi that tracks the performance of the Bloomberg US Corporate High Yield TR USD. It was launched on Jun 21, 2021. Both SDHY.L and UHYC.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

SDHY.L vs. UHYC.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares $ Short Duration High Yield Corp Bond UCITS ETF USD Dist (SDHY.L) and Lyxor ESG USD High Yield (DR) UCITS ETF - Acc (UHYC.L). The values are adjusted to include any dividend payments, if applicable.

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SDHY.L vs. UHYC.L - Yearly Performance Comparison

2026 (YTD)2025202420232022
SDHY.L
iShares $ Short Duration High Yield Corp Bond UCITS ETF USD Dist		0.12%8.90%6.50%8.75%3.03%
UHYC.L
Lyxor ESG USD High Yield (DR) UCITS ETF - Acc		-0.71%8.84%7.95%12.03%0.80%

Returns By Period

In the year-to-date period, SDHY.L achieves a 0.12% return, which is significantly higher than UHYC.L's -0.71% return.

SDHY.L

1D
0.56%
1M
0.04%
YTD
0.12%
6M
1.54%
1Y
7.06%
3Y*
7.28%
5Y*
4.58%
10Y*
5.14%

UHYC.L

1D
0.68%
1M
-0.87%
YTD
-0.71%
6M
0.70%
1Y
6.82%
3Y*
8.10%
5Y*
—
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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iShares $ Short Duration High Yield Corp Bond UCITS ETF USD Dist

Lyxor ESG USD High Yield (DR) UCITS ETF - Acc

Often compared with SDHY.L:
SDHY.L vs. GLDSDHY.L vs. JGYH.LSDHY.L vs. STHE.LSDHY.L vs. GHYU.LSDHY.L vs. JHYU.LSDHY.L vs. EHYG.LSDHY.L vs. HYUS.L
Often compared with UHYC.L:
UHYC.L vs. GFGB.LUHYC.L vs. DHYA.LUHYC.L vs. JNKS.LUHYC.L vs. FAHY.LUHYC.L vs. HYUS.LUHYC.L vs. STHE.LUHYC.L vs. JGYH.L

SDHY.L vs. UHYC.L - Expense Ratio Comparison

SDHY.L has a 0.45% expense ratio, which is higher than UHYC.L's 0.25% expense ratio.

SDHY.L
iShares $ Short Duration High Yield Corp Bond UCITS ETF USD Dist
UHYC.L
Lyxor ESG USD High Yield (DR) UCITS ETF - Acc

Return for Risk

SDHY.L vs. UHYC.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
SDHY.L
SDHY.L Risk / Return Rank: 7575
Overall Rank
SDHY.L Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
SDHY.L Sortino Ratio Rank: 7070
Sortino Ratio Rank
SDHY.L Omega Ratio Rank: 7878
Omega Ratio Rank
SDHY.L Calmar Ratio Rank: 6767
Calmar Ratio Rank
SDHY.L Martin Ratio Rank: 8989
Martin Ratio Rank
UHYC.L
UHYC.L Risk / Return Rank: 7474
Overall Rank
UHYC.L Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
UHYC.L Sortino Ratio Rank: 7272
Sortino Ratio Rank
UHYC.L Omega Ratio Rank: 7676
Omega Ratio Rank
UHYC.L Calmar Ratio Rank: 6969
Calmar Ratio Rank
UHYC.L Martin Ratio Rank: 7979
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.

SDHY.L vs. UHYC.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares $ Short Duration High Yield Corp Bond UCITS ETF USD Dist (SDHY.L) and Lyxor ESG USD High Yield (DR) UCITS ETF - Acc (UHYC.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.

SDHY.LUHYC.LDifference

Sharpe ratio

Return per unit of total volatility

1.36

1.40

-0.04

Sortino ratio

Return per unit of downside risk

1.89

1.94

-0.04

Omega ratio

Gain probability vs. loss probability

1.31

1.30

+0.01

Calmar ratio

Return relative to maximum drawdown

1.98

2.06

-0.08

Martin ratio

Return relative to average drawdown

12.61

9.75

+2.86

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

SDHY.L vs. UHYC.L - Sharpe Ratio Comparison

The current SDHY.L Sharpe Ratio is 1.36, which is comparable to the UHYC.L Sharpe Ratio of 1.40. The chart below compares the historical Sharpe Ratios of SDHY.L and UHYC.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

SDHY.LUHYC.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.36

1.40

-0.04

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.84

—

—

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.81

—

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.68

1.12

-0.45

Correlation

The correlation between SDHY.L and UHYC.L is 0.78, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Dividends

SDHY.L vs. UHYC.L - Dividend Comparison

SDHY.L's dividend yield for the trailing twelve months is around 8.42%, while UHYC.L has not paid dividends to shareholders.

TTM20252024202320222021202020192018201720162015
SDHY.L
iShares $ Short Duration High Yield Corp Bond UCITS ETF USD Dist		8.42%6.59%6.41%5.64%4.31%4.24%4.80%5.26%5.48%5.42%5.68%5.05%
UHYC.L
Lyxor ESG USD High Yield (DR) UCITS ETF - 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%

Drawdowns

SDHY.L vs. UHYC.L - Drawdown Comparison

The maximum SDHY.L drawdown since its inception was -18.94%, which is greater than UHYC.L's maximum drawdown of -9.25%. Use the drawdown chart below to compare losses from any high point for SDHY.L and UHYC.L.

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Drawdown Indicators

SDHY.LUHYC.LDifference

Max Drawdown

Largest peak-to-trough decline

-18.94%

-9.25%

-9.69%

Max Drawdown (1Y)

Largest decline over 1 year

-4.19%

-4.25%

+0.06%

Max Drawdown (5Y)

Largest decline over 5 years

-8.41%

—

—

Max Drawdown (10Y)

Largest decline over 10 years

-18.94%

—

—

Current Drawdown

Current decline from peak

-0.56%

-1.51%

+0.95%

Average Drawdown

Average peak-to-trough decline

-1.30%

-1.23%

-0.07%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.57%

0.69%

-0.12%

Volatility

SDHY.L vs. UHYC.L - Volatility Comparison

iShares $ Short Duration High Yield Corp Bond UCITS ETF USD Dist (SDHY.L) has a higher volatility of 1.85% compared to Lyxor ESG USD High Yield (DR) UCITS ETF - Acc (UHYC.L) at 1.76%. This indicates that SDHY.L's price experiences larger fluctuations and is considered to be riskier than UHYC.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

SDHY.LUHYC.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.85%

1.76%

+0.09%

Volatility (6M)

Calculated over the trailing 6-month period

2.64%

2.64%

0.00%

Volatility (1Y)

Calculated over the trailing 1-year period

5.17%

4.85%

+0.32%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.44%

6.83%

-1.39%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.34%

6.83%

-0.49%