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UDHY.DE vs. IS0R.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

UDHY.DE vs. IS0R.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 USD High Yield Corporate Bond UCITS ETF USD (Dist) (IS0R.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 -1.14% return, which is significantly lower than IS0R.DE's 2.44% return.


UDHY.DE

1D
0.01%
1M
1.21%
YTD
-1.14%
6M
-1.88%
1Y
0.71%
3Y*
3.98%
5Y*
10Y*

IS0R.DE

1D
0.10%
1M
1.18%
YTD
2.44%
6M
2.00%
1Y
5.26%
3Y*
5.34%
5Y*
4.94%
10Y*
4.79%
*Multi-year figures are annualized to reflect compound growth (CAGR)

UDHY.DE vs. IS0R.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022
UDHY.DE
iShares Broad USD High Yield Corporate Bond UCITS ETF USD (Dist)
-1.14%-3.92%13.24%8.32%-4.04%
IS0R.DE
iShares USD High Yield Corporate Bond UCITS ETF USD (Dist)
2.44%-2.53%12.70%6.99%-1.58%

Correlation

The correlation between UDHY.DE and IS0R.DE is 0.88, 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

0.88

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

0.92

Correlation (All Time)
Calculated using the full available price history since Apr 11, 2022

0.89

The correlation between UDHY.DE and IS0R.DE has been stable across timeframes, ranging from 0.88 to 0.92 - a consistent structural relationship.

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Return for Risk

UDHY.DE vs. IS0R.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: 1010
Overall Rank
UDHY.DE Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
UDHY.DE Sortino Ratio Rank: 99
Sortino Ratio Rank
UDHY.DE Omega Ratio Rank: 99
Omega Ratio Rank
UDHY.DE Calmar Ratio Rank: 1010
Calmar Ratio Rank
UDHY.DE Martin Ratio Rank: 1010
Martin Ratio Rank

IS0R.DE
IS0R.DE Risk / Return Rank: 2929
Overall Rank
IS0R.DE Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
IS0R.DE Sortino Ratio Rank: 2525
Sortino Ratio Rank
IS0R.DE Omega Ratio Rank: 2626
Omega Ratio Rank
IS0R.DE Calmar Ratio Rank: 3434
Calmar Ratio Rank
IS0R.DE Martin Ratio Rank: 3434
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. IS0R.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 USD High Yield Corporate Bond UCITS ETF USD (Dist) (IS0R.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.


UDHY.DEIS0R.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.84

Sortino ratioReturn per unit of downside risk

-1.22

Omega ratioGain probability vs. loss probability

1.02

1.17

-0.15

Calmar ratioReturn relative to maximum drawdown

0.08

1.65

-1.57

Martin ratioReturn relative to average drawdown

0.19

5.16

-4.97

UDHY.DE vs. IS0R.DE - Sharpe Ratio Comparison

The current UDHY.DE Sharpe Ratio is 0.08, which is lower than the IS0R.DE Sharpe Ratio of 0.92. The chart below compares the historical Sharpe Ratios of UDHY.DE and IS0R.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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Sharpe Ratios by Period


UDHY.DEIS0R.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.08

0.92

-0.84

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.64

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.54

Sharpe Ratio (All Time)

Calculated using the full available price history

0.34

0.49

-0.16

Drawdowns

UDHY.DE vs. IS0R.DE - Drawdown Comparison

The maximum UDHY.DE drawdown since its inception was -12.23%, smaller than the maximum IS0R.DE drawdown of -22.05%. Use the drawdown chart below to compare losses from any high point for UDHY.DE and IS0R.DE.


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Drawdown Indicators


UDHY.DEIS0R.DEDifference

Max Drawdown

Largest peak-to-trough decline

-12.23%

-22.05%

+9.82%

Max Drawdown (1Y)

Largest decline over 1 year

-6.17%

-3.11%

-3.06%

Max Drawdown (3Y)

Largest decline over 3 years

-12.23%

-11.44%

-0.79%

Max Drawdown (5Y)

Largest decline over 5 years

-11.44%

Max Drawdown (10Y)

Largest decline over 10 years

-22.05%

Current Drawdown

Current decline from peak

-7.76%

-3.26%

-4.50%

Average Drawdown

Average peak-to-trough decline

-4.84%

-4.74%

-0.10%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.67%

1.00%

+1.67%

Volatility

UDHY.DE vs. IS0R.DE - Volatility Comparison

iShares Broad USD High Yield Corporate Bond UCITS ETF USD (Dist) (UDHY.DE) has a higher volatility of 0.99% compared to iShares USD High Yield Corporate Bond UCITS ETF USD (Dist) (IS0R.DE) at 0.84%. This indicates that UDHY.DE's price experiences larger fluctuations and is considered to be riskier than IS0R.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.DEIS0R.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.99%

0.84%

+0.15%

Volatility (6M)

Calculated over the trailing 6-month period

4.73%

3.65%

+1.08%

Volatility (1Y)

Calculated over the trailing 1-year period

6.32%

5.59%

+0.73%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.04%

7.66%

+0.38%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.04%

8.84%

-0.80%

UDHY.DE vs. IS0R.DE - Expense Ratio Comparison

UDHY.DE has a 0.20% expense ratio, which is lower than IS0R.DE's 0.50% expense ratio.


Dividends

UDHY.DE vs. IS0R.DE - Dividend Comparison

UDHY.DE's dividend yield for the trailing twelve months is around 4.67%, less than IS0R.DE's 6.21% yield.


PositionTTM20252024202320222021202020192018201720162015
IS0R.DE
iShares USD High Yield Corporate Bond UCITS ETF USD (Dist)
6.21%6.34%6.27%5.74%4.94%4.18%5.22%5.46%5.65%5.88%5.32%6.00%
UDHY.DE
iShares Broad USD High Yield Corporate Bond UCITS ETF USD (Dist)
4.67%7.37%6.63%5.74%1.63%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


UDHY.DE and IS0R.DE have a correlation of 0.88, 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 0.50% for IS0R.DE.

UDHY.DE tracks ICE BofAML US High Yield Constrained, while IS0R.DE tracks iBoxx® USD Liquid High Yield Capped. Their fees differ too: 0.20% for UDHY.DE and 0.50% for IS0R.DE.

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