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UDHY.DE vs. IBC2.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

UDHY.DE vs. IBC2.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares Broad USD High Yield Corporate Bond UCITS ETF USD (Dist) (UDHY.DE) and iShares $ High Yield Corp Bond UCITS ETF EUR Hedged (Dist) (IBC2.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, UDHY.DE achieves a -0.44% return, which is significantly lower than IBC2.DE's 0.72% return.


UDHY.DE

1D
0.00%
1M
-0.09%
6M
1.21%
YTD
-0.44%
1Y
1.74%
3Y*
5.82%
5Y*
10Y*

IBC2.DE

1D
0.00%
1M
-0.00%
6M
0.22%
YTD
0.72%
1Y
3.60%
3Y*
5.68%
5Y*
1.61%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

UDHY.DE vs. IBC2.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022
UDHY.DE
iShares Broad USD High Yield Corporate Bond UCITS ETF USD (Dist)
-0.44%-3.31%14.00%9.01%-3.77%
IBC2.DE
iShares $ High Yield Corp Bond UCITS ETF EUR Hedged (Dist)
0.72%7.02%4.85%8.05%-6.17%

Correlation

The correlation between UDHY.DE and IBC2.DE is 0.14, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.14

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

0.18

Correlation (All Time)
Calculated using the full available price history since Apr 8, 2022

0.22

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Return for Risk

UDHY.DE vs. IBC2.DE — Risk / Return Rank

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

UDHY.DE
UDHY.DE Risk / Return Rank: 1313
Overall Rank
UDHY.DE Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
UDHY.DE Sortino Ratio Rank: 1212
Sortino Ratio Rank
UDHY.DE Omega Ratio Rank: 1717
Omega Ratio Rank
UDHY.DE Calmar Ratio Rank: 1111
Calmar Ratio Rank
UDHY.DE Martin Ratio Rank: 1111
Martin Ratio Rank

IBC2.DE
IBC2.DE Risk / Return Rank: 3434
Overall Rank
IBC2.DE Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
IBC2.DE Sortino Ratio Rank: 3131
Sortino Ratio Rank
IBC2.DE Omega Ratio Rank: 3333
Omega Ratio Rank
IBC2.DE Calmar Ratio Rank: 3030
Calmar Ratio Rank
IBC2.DE 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.

UDHY.DE vs. IBC2.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Broad USD High Yield Corporate Bond UCITS ETF USD (Dist) (UDHY.DE) and iShares $ High Yield Corp Bond UCITS ETF EUR Hedged (Dist) (IBC2.DE). 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.


UDHY.DEIBC2.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.79

Sortino ratioReturn per unit of downside risk

-1.04

Omega ratioGain probability vs. loss probability

1.09

1.18

-0.09

Calmar ratioReturn relative to maximum drawdown

0.10

1.18

-1.09

Martin ratioReturn relative to average drawdown

0.14

5.26

-5.12

UDHY.DE vs. IBC2.DE - Sharpe Ratio Comparison

The current UDHY.DE Sharpe Ratio is 0.08, which is lower than the IBC2.DE Sharpe Ratio of 0.87. The chart below compares the historical Sharpe Ratios of UDHY.DE and IBC2.DE, 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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Drawdowns

UDHY.DE vs. IBC2.DE - Drawdown Comparison

The maximum UDHY.DE drawdown since its inception was -18.01%, smaller than the maximum IBC2.DE drawdown of -22.54%. Use the drawdown chart below to compare losses from any high point for UDHY.DE and IBC2.DE.


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Drawdown Indicators


UDHY.DEIBC2.DEDifference

Max Drawdown

Largest peak-to-trough decline

-18.01%

-22.54%

+4.53%

Max Drawdown (1Y)

Largest decline over 1 year

-18.01%

-3.03%

-14.98%

Max Drawdown (3Y)

Largest decline over 3 years

-18.01%

-4.22%

-13.79%

Max Drawdown (5Y)

Largest decline over 5 years

-15.71%

Current Drawdown

Current decline from peak

-14.38%

-0.26%

-14.12%

Average Drawdown

Average peak-to-trough decline

-5.92%

-3.55%

-2.37%

Ulcer Index

Depth and duration of drawdowns from previous peaks

12.70%

0.68%

+12.02%

Volatility

UDHY.DE vs. IBC2.DE - Volatility Comparison

iShares Broad USD High Yield Corporate Bond UCITS ETF USD (Dist) (UDHY.DE) has a higher volatility of 2.03% compared to iShares $ High Yield Corp Bond UCITS ETF EUR Hedged (Dist) (IBC2.DE) at 0.83%. This indicates that UDHY.DE's price experiences larger fluctuations and is considered to be riskier than IBC2.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


UDHY.DEIBC2.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.03%

0.83%

+1.20%

Volatility (6M)

Calculated over the trailing 6-month period

4.02%

3.28%

+0.74%

Volatility (1Y)

Calculated over the trailing 1-year period

22.25%

4.17%

+18.08%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.01%

6.95%

+6.06%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.01%

8.20%

+4.81%

UDHY.DE vs. IBC2.DE - Expense Ratio Comparison

UDHY.DE has a 0.20% expense ratio, which is lower than IBC2.DE's 0.55% expense ratio.


Dividends

UDHY.DE vs. IBC2.DE - Dividend Comparison

UDHY.DE's dividend yield for the trailing twelve months is around 1.70%, less than IBC2.DE's 6.21% yield.


PositionTTM20252024202320222021202020192018
IBC2.DE
iShares $ High Yield Corp Bond UCITS ETF EUR Hedged (Dist)
6.21%6.07%6.33%5.59%5.13%4.34%4.82%5.58%3.90%
UDHY.DE
iShares Broad USD High Yield Corporate Bond UCITS ETF USD (Dist)
1.70%8.01%7.25%6.34%1.63%0.00%0.00%0.00%0.00%

Frequently Asked Questions


UDHY.DE and IBC2.DE have a correlation of 0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, UDHY.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

UDHY.DE is cheaper with a 0.20% expense ratio, compared with 0.55% for IBC2.DE.

UDHY.DE tracks ICE BofAML US High Yield Constrained, while IBC2.DE tracks Markit iBoxx USD Liquid High Yield Capped Index (EUR Hedged). Their fees differ too: 0.20% for UDHY.DE and 0.55% for IBC2.DE.

Portfolio Optimizer

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