UDHY.DE vs. SXRV.DE
UDHY.DE (iShares Broad USD High Yield Corporate Bond UCITS ETF USD (Dist)) and SXRV.DE (iShares NASDAQ 100 UCITS ETF USD (Acc)) are both exchange-traded funds - UDHY.DE is a High Yield Bonds fund tracking the ICE BofAML US High Yield Constrained, while SXRV.DE is a Nasdaq-100 fund tracking the NASDAQ-100 Index. Both are passively managed. Over the past 3 years, UDHY.DE returned 3.98%/yr vs 24.53%/yr for SXRV.DE. At a 0.42 correlation, their price movements are largely independent. UDHY.DE charges 0.20%/yr vs 0.36%/yr for SXRV.DE.
Performance
UDHY.DE vs. SXRV.DE - Performance Comparison
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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 SXRV.DE's 20.57% return.
UDHY.DE
- 1D
- 0.01%
- 1M
- 1.21%
- YTD
- -1.14%
- 6M
- -1.88%
- 1Y
- 0.71%
- 3Y*
- 3.98%
- 5Y*
- —
- 10Y*
- —
SXRV.DE
- 1D
- -0.83%
- 1M
- 7.99%
- YTD
- 20.57%
- 6M
- 18.73%
- 1Y
- 37.06%
- 3Y*
- 24.53%
- 5Y*
- 18.67%
- 10Y*
- 21.24%
UDHY.DE vs. SXRV.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
UDHY.DE iShares Broad USD High Yield Corporate Bond UCITS ETF USD (Dist) | -1.14% | -3.92% | 13.24% | 8.32% | -4.04% |
SXRV.DE iShares NASDAQ 100 UCITS ETF USD (Acc) | 20.57% | 6.98% | 33.55% | 51.19% | -23.04% |
Correlation
The correlation between UDHY.DE and SXRV.DE is 0.45, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.45 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.44 |
Correlation (All Time) Calculated using the full available price history since Apr 11, 2022 | 0.42 |
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Return for Risk
UDHY.DE vs. SXRV.DE — Risk / Return Rank
UDHY.DE
SXRV.DE
UDHY.DE vs. SXRV.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 NASDAQ 100 UCITS ETF USD (Acc) (SXRV.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.DE | SXRV.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.32 | ||
| Sortino ratioReturn per unit of downside risk | -3.05 | ||
| Omega ratioGain probability vs. loss probability | 1.02 | 1.42 | -0.40 |
| Calmar ratioReturn relative to maximum drawdown | 0.08 | 3.75 | -3.67 |
| Martin ratioReturn relative to average drawdown | 0.19 | 11.16 | -10.97 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| UDHY.DE | SXRV.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.08 | 2.40 | -2.32 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.93 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 1.07 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.34 | 0.91 | -0.57 |
Drawdowns
UDHY.DE vs. SXRV.DE - Drawdown Comparison
The maximum UDHY.DE drawdown since its inception was -12.23%, smaller than the maximum SXRV.DE drawdown of -32.80%. Use the drawdown chart below to compare losses from any high point for UDHY.DE and SXRV.DE.
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Drawdown Indicators
| UDHY.DE | SXRV.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -12.23% | -32.80% | +20.57% |
Max Drawdown (1Y)Largest decline over 1 year | -6.17% | -10.03% | +3.86% |
Max Drawdown (3Y)Largest decline over 3 years | -12.23% | -26.69% | +14.46% |
Max Drawdown (5Y)Largest decline over 5 years | — | -31.33% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -31.33% | — |
Current DrawdownCurrent decline from peak | -7.76% | -0.83% | -6.93% |
Average DrawdownAverage peak-to-trough decline | -4.84% | -6.56% | +1.72% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.67% | 3.38% | -0.71% |
Volatility
UDHY.DE vs. SXRV.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 NASDAQ 100 UCITS ETF USD (Acc) (SXRV.DE) has a volatility of 4.26%. This indicates that UDHY.DE experiences smaller price fluctuations and is considered to be less risky than SXRV.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.DE | SXRV.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.99% | 4.26% | -3.27% |
Volatility (6M)Calculated over the trailing 6-month period | 4.73% | 10.98% | -6.25% |
Volatility (1Y)Calculated over the trailing 1-year period | 6.32% | 15.67% | -9.35% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 8.04% | 19.84% | -11.80% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 8.04% | 19.65% | -11.61% |
UDHY.DE vs. SXRV.DE - Expense Ratio Comparison
UDHY.DE has a 0.20% expense ratio, which is lower than SXRV.DE's 0.36% expense ratio.
Dividends
UDHY.DE vs. SXRV.DE - Dividend Comparison
UDHY.DE's dividend yield for the trailing twelve months is around 4.67%, while SXRV.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 |
|---|---|---|---|---|---|
SXRV.DE iShares NASDAQ 100 UCITS ETF USD (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 SXRV.DE have a correlation of 0.45, 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 0.36% for SXRV.DE.
UDHY.DE is categorized as High Yield Bonds, while SXRV.DE is Nasdaq-100. UDHY.DE tracks ICE BofAML US High Yield Constrained, while SXRV.DE tracks NASDAQ-100 Index. Their fees differ too: 0.20% for UDHY.DE and 0.36% for SXRV.DE.
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