PortfoliosLab logoPortfoliosLab logo
UC81.L vs. SHYU.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

UC81.L vs. SHYU.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in UBS ETF (LU) Bloomberg US Liquid Corporates 1-5 Year UCITS ETF (USD) A-dis (UC81.L) and iShares $ High Yield Corp Bond UCITS ETF (SHYU.L). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Different Trading Currencies

UC81.L is traded in GBp, while SHYU.L is traded in GBP. To make them comparable, the SHYU.L values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, UC81.L achieves a 1.70% return, which is significantly lower than SHYU.L's 3.30% return. Over the past 10 years, UC81.L has underperformed SHYU.L with an annualized return of 2.75%, while SHYU.L has yielded a comparatively higher 5.19% annualized return.


UC81.L

1D
-0.31%
1M
1.46%
YTD
1.70%
6M
2.46%
1Y
6.49%
3Y*
3.91%
5Y*
3.17%
10Y*
2.75%

SHYU.L

1D
-0.39%
1M
2.24%
YTD
3.30%
6M
4.20%
1Y
9.42%
3Y*
7.13%
5Y*
4.96%
10Y*
5.19%
*Multi-year figures are annualized to reflect compound growth (CAGR)

UC81.L vs. SHYU.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
UC81.L
UBS ETF (LU) Bloomberg US Liquid Corporates 1-5 Year UCITS ETF (USD) A-dis
1.70%-0.20%6.43%0.38%4.76%0.32%1.51%4.23%6.12%-6.53%
SHYU.L
iShares $ High Yield Corp Bond UCITS ETF
3.30%1.93%8.55%4.73%2.04%4.96%1.60%9.12%4.39%-3.90%

Correlation

The correlation between UC81.L and SHYU.L 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

0.85

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

0.76

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

0.78

Correlation (All Time)
Calculated using the full available price history since Dec 1, 2014

0.76

The correlation between UC81.L and SHYU.L shifts across timeframes, from 0.76 (all time) to 0.91 (1 year), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

UC81.L vs. SHYU.L — Risk / Return Rank

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

UC81.L
UC81.L Risk / Return Rank: 2828
Overall Rank
UC81.L Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
UC81.L Sortino Ratio Rank: 2929
Sortino Ratio Rank
UC81.L Omega Ratio Rank: 2626
Omega Ratio Rank
UC81.L Calmar Ratio Rank: 2929
Calmar Ratio Rank
UC81.L Martin Ratio Rank: 2626
Martin Ratio Rank

SHYU.L
SHYU.L Risk / Return Rank: 5656
Overall Rank
SHYU.L Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
SHYU.L Sortino Ratio Rank: 5959
Sortino Ratio Rank
SHYU.L Omega Ratio Rank: 5252
Omega Ratio Rank
SHYU.L Calmar Ratio Rank: 6161
Calmar Ratio Rank
SHYU.L Martin Ratio Rank: 5454
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.

UC81.L vs. SHYU.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for UBS ETF (LU) Bloomberg US Liquid Corporates 1-5 Year UCITS ETF (USD) A-dis (UC81.L) and iShares $ High Yield Corp Bond UCITS ETF (SHYU.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


UC81.LSHYU.LDifference
Sharpe ratioReturn per unit of total volatility

-0.64

Sortino ratioReturn per unit of downside risk

-0.95

Omega ratioGain probability vs. loss probability

1.17

1.29

-0.12

Calmar ratioReturn relative to maximum drawdown

1.34

2.63

-1.30

Martin ratioReturn relative to average drawdown

3.41

8.24

-4.83

UC81.L vs. SHYU.L - Sharpe Ratio Comparison

The current UC81.L Sharpe Ratio is 0.98, which is lower than the SHYU.L Sharpe Ratio of 1.61. The chart below compares the historical Sharpe Ratios of UC81.L and SHYU.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.


Loading charts...

Drawdowns

UC81.L vs. SHYU.L - Drawdown Comparison

The maximum UC81.L drawdown since its inception was -36.65%, roughly equal to the maximum SHYU.L drawdown of -38.05%. Use the drawdown chart below to compare losses from any high point for UC81.L and SHYU.L.


Loading charts...

Drawdown Indicators


UC81.LSHYU.LDifference

Max Drawdown

Largest peak-to-trough decline

-36.65%

-38.05%

+1.40%

Max Drawdown (1Y)

Largest decline over 1 year

-4.29%

-3.56%

-0.73%

Max Drawdown (3Y)

Largest decline over 3 years

-8.01%

-9.06%

+1.05%

Max Drawdown (5Y)

Largest decline over 5 years

-14.31%

-10.47%

-3.84%

Max Drawdown (10Y)

Largest decline over 10 years

-14.94%

-15.00%

+0.06%

Current Drawdown

Current decline from peak

-1.39%

-0.39%

-1.00%

Average Drawdown

Average peak-to-trough decline

-13.89%

-8.90%

-4.99%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.68%

1.14%

+0.54%

Volatility

UC81.L vs. SHYU.L - Volatility Comparison

The current volatility for UBS ETF (LU) Bloomberg US Liquid Corporates 1-5 Year UCITS ETF (USD) A-dis (UC81.L) is 1.49%, while iShares $ High Yield Corp Bond UCITS ETF (SHYU.L) has a volatility of 1.60%. This indicates that UC81.L experiences smaller price fluctuations and is considered to be less risky than SHYU.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


UC81.LSHYU.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.49%

1.60%

-0.11%

Volatility (6M)

Calculated over the trailing 6-month period

4.33%

4.16%

+0.17%

Volatility (1Y)

Calculated over the trailing 1-year period

5.90%

5.81%

+0.09%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.78%

7.83%

-0.05%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.04%

9.36%

-0.32%

UC81.L vs. SHYU.L - Expense Ratio Comparison

UC81.L has a 0.18% expense ratio, which is lower than SHYU.L's 0.50% expense ratio.


Dividends

UC81.L vs. SHYU.L - Dividend Comparison

UC81.L's dividend yield for the trailing twelve months is around 4.61%, less than SHYU.L's 6.18% yield.


PositionTTM20252024202320222021202020192018201720162015
SHYU.L
iShares $ High Yield Corp Bond UCITS ETF
6.18%6.25%6.32%5.76%4.82%4.27%5.16%5.58%5.52%5.74%5.16%5.87%
UC81.L
UBS ETF (LU) Bloomberg US Liquid Corporates 1-5 Year UCITS ETF (USD) A-dis
4.61%5.59%4.76%3.28%1.37%1.58%2.75%2.90%2.20%2.16%1.86%0.84%

Frequently Asked Questions


With a correlation of 0.91, UC81.L and SHYU.L 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, UC81.L is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.

UC81.L is cheaper with a 0.18% expense ratio, compared with 0.50% for SHYU.L.

UC81.L tracks Bloomberg US Corp 1-3 Yr TR USD, while SHYU.L tracks Markit iBoxx USD Liquid High Yield Capped Index. They also come from different issuers: UBS and iShares. Their fees differ too: 0.18% for UC81.L and 0.50% for SHYU.L.

Portfolio Optimizer

Find the right allocation for UC81.L and SHYU.L

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer