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

Performance

UDHY.DE vs. IUSQ.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 MSCI ACWI UCITS ETF (Acc) (IUSQ.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 IUSQ.DE's 12.65% return.


UDHY.DE

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

IUSQ.DE

1D
-0.23%
1M
3.68%
YTD
12.65%
6M
12.87%
1Y
26.39%
3Y*
17.93%
5Y*
12.42%
10Y*
12.38%
*Multi-year figures are annualized to reflect compound growth (CAGR)

UDHY.DE vs. IUSQ.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%
IUSQ.DE
iShares MSCI ACWI UCITS ETF (Acc)
12.65%9.02%24.53%18.57%-11.32%

Correlation

The correlation between UDHY.DE and IUSQ.DE is 0.44, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.44

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

0.47

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

0.44

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Return for Risk

UDHY.DE vs. IUSQ.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

IUSQ.DE
IUSQ.DE Risk / Return Rank: 7676
Overall Rank
IUSQ.DE Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
IUSQ.DE Sortino Ratio Rank: 7272
Sortino Ratio Rank
IUSQ.DE Omega Ratio Rank: 7474
Omega Ratio Rank
IUSQ.DE Calmar Ratio Rank: 8080
Calmar Ratio Rank
IUSQ.DE Martin Ratio Rank: 8383
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. IUSQ.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 MSCI ACWI UCITS ETF (Acc) (IUSQ.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.DEIUSQ.DEDifference
Sharpe ratioReturn per unit of total volatility

-2.22

Sortino ratioReturn per unit of downside risk

-3.06

Omega ratioGain probability vs. loss probability

1.02

1.43

-0.41

Calmar ratioReturn relative to maximum drawdown

0.08

4.08

-4.00

Martin ratioReturn relative to average drawdown

0.19

16.69

-16.50

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

The current UDHY.DE Sharpe Ratio is 0.08, which is lower than the IUSQ.DE Sharpe Ratio of 2.31. The chart below compares the historical Sharpe Ratios of UDHY.DE and IUSQ.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.DEIUSQ.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.08

2.31

-2.22

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.88

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.82

Sharpe Ratio (All Time)

Calculated using the full available price history

0.34

0.76

-0.43

Drawdowns

UDHY.DE vs. IUSQ.DE - Drawdown Comparison

The maximum UDHY.DE drawdown since its inception was -12.23%, smaller than the maximum IUSQ.DE drawdown of -33.60%. Use the drawdown chart below to compare losses from any high point for UDHY.DE and IUSQ.DE.


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Drawdown Indicators


UDHY.DEIUSQ.DEDifference

Max Drawdown

Largest peak-to-trough decline

-12.23%

-33.60%

+21.37%

Max Drawdown (1Y)

Largest decline over 1 year

-6.17%

-6.48%

+0.31%

Max Drawdown (3Y)

Largest decline over 3 years

-12.23%

-21.25%

+9.02%

Max Drawdown (5Y)

Largest decline over 5 years

-21.25%

Max Drawdown (10Y)

Largest decline over 10 years

-33.60%

Current Drawdown

Current decline from peak

-7.76%

-0.55%

-7.21%

Average Drawdown

Average peak-to-trough decline

-4.84%

-4.19%

-0.65%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.67%

1.59%

+1.08%

Volatility

UDHY.DE vs. IUSQ.DE - Volatility Comparison

The current volatility for iShares Broad USD High Yield Corporate Bond UCITS ETF USD (Dist) (UDHY.DE) is 0.99%, while iShares MSCI ACWI UCITS ETF (Acc) (IUSQ.DE) has a volatility of 3.03%. This indicates that UDHY.DE experiences smaller price fluctuations and is considered to be less risky than IUSQ.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.DEIUSQ.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.99%

3.03%

-2.04%

Volatility (6M)

Calculated over the trailing 6-month period

4.73%

8.26%

-3.53%

Volatility (1Y)

Calculated over the trailing 1-year period

6.32%

11.47%

-5.15%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.04%

13.94%

-5.90%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.04%

15.02%

-6.98%

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

Both UDHY.DE and IUSQ.DE have an expense ratio of 0.20%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

UDHY.DE vs. IUSQ.DE - Dividend Comparison

UDHY.DE's dividend yield for the trailing twelve months is around 4.67%, while IUSQ.DE has not paid dividends to shareholders.


PositionTTM2025202420232022
IUSQ.DE
iShares MSCI ACWI UCITS ETF (Acc)
0.00%0.00%0.00%0.00%0.00%
UDHY.DE
iShares Broad USD High Yield Corporate Bond UCITS ETF USD (Dist)
4.67%7.37%6.63%5.74%1.63%

Frequently Asked Questions


UDHY.DE and IUSQ.DE have a correlation of 0.44, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.20% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

UDHY.DE and IUSQ.DE have the same expense ratio: 0.20% per year.

UDHY.DE is categorized as High Yield Bonds, while IUSQ.DE is Global Equities. UDHY.DE tracks ICE BofAML US High Yield Constrained, while IUSQ.DE tracks MSCI All Country World (ACWI).

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