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UEEF.DE vs. GB1E.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

UEEF.DE vs. GB1E.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares $ High Yield Corp Bond ESG SRI UCITS ETF EUR Hedged (Acc) (UEEF.DE) and Invesco Global High Yield Corporate Bond ESG Climate Transition UCITS ETF EUR PfHdg Acc (GB1E.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, UEEF.DE achieves a 0.70% return, which is significantly lower than GB1E.DE's 1.22% return.


UEEF.DE

1D
-0.17%
1M
0.52%
6M
0.87%
YTD
0.70%
1Y
3.21%
3Y*
6.52%
5Y*
1.44%
10Y*

GB1E.DE

1D
0.00%
1M
0.53%
6M
1.23%
YTD
1.22%
1Y
3.23%
3Y*
6.43%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

UEEF.DE vs. GB1E.DE - Yearly Performance Comparison


Correlation

The correlation between UEEF.DE and GB1E.DE is 0.68, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.68

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

0.72

Correlation (All Time)
Calculated using the full available price history since Apr 12, 2023

0.73

The correlation between UEEF.DE and GB1E.DE has been stable across timeframes, ranging from 0.68 to 0.73 - a consistent structural relationship.

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Return for Risk

UEEF.DE vs. GB1E.DE — Risk / Return Rank

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

UEEF.DE
UEEF.DE Risk / Return Rank: 2626
Overall Rank
UEEF.DE Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
UEEF.DE Sortino Ratio Rank: 2222
Sortino Ratio Rank
UEEF.DE Omega Ratio Rank: 2121
Omega Ratio Rank
UEEF.DE Calmar Ratio Rank: 2727
Calmar Ratio Rank
UEEF.DE Martin Ratio Rank: 3737
Martin Ratio Rank

GB1E.DE
GB1E.DE Risk / Return Rank: 2727
Overall Rank
GB1E.DE Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
GB1E.DE Sortino Ratio Rank: 2727
Sortino Ratio Rank
GB1E.DE Omega Ratio Rank: 2626
Omega Ratio Rank
GB1E.DE Calmar Ratio Rank: 2424
Calmar Ratio Rank
GB1E.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.

UEEF.DE vs. GB1E.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares $ High Yield Corp Bond ESG SRI UCITS ETF EUR Hedged (Acc) (UEEF.DE) and Invesco Global High Yield Corporate Bond ESG Climate Transition UCITS ETF EUR PfHdg Acc (GB1E.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.


UEEF.DEGB1E.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.11

Sortino ratioReturn per unit of downside risk

-0.21

Omega ratioGain probability vs. loss probability

1.14

1.16

-0.03

Calmar ratioReturn relative to maximum drawdown

1.15

1.04

+0.11

Martin ratioReturn relative to average drawdown

4.84

4.32

+0.52

UEEF.DE vs. GB1E.DE - Sharpe Ratio Comparison

The current UEEF.DE Sharpe Ratio is 0.71, which is comparable to the GB1E.DE Sharpe Ratio of 0.81. The chart below compares the historical Sharpe Ratios of UEEF.DE and GB1E.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

UEEF.DE vs. GB1E.DE - Drawdown Comparison

The maximum UEEF.DE drawdown since its inception was -17.83%, which is greater than GB1E.DE's maximum drawdown of -4.31%. Use the drawdown chart below to compare losses from any high point for UEEF.DE and GB1E.DE.


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Drawdown Indicators


UEEF.DEGB1E.DEDifference

Max Drawdown

Largest peak-to-trough decline

-17.83%

-4.31%

-13.52%

Max Drawdown (1Y)

Largest decline over 1 year

-2.77%

-3.10%

+0.33%

Max Drawdown (3Y)

Largest decline over 3 years

-5.10%

-4.31%

-0.79%

Max Drawdown (5Y)

Largest decline over 5 years

-17.83%

Current Drawdown

Current decline from peak

-0.17%

-0.08%

-0.09%

Average Drawdown

Average peak-to-trough decline

-4.89%

-0.55%

-4.34%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.65%

0.75%

-0.10%

Volatility

UEEF.DE vs. GB1E.DE - Volatility Comparison

iShares $ High Yield Corp Bond ESG SRI UCITS ETF EUR Hedged (Acc) (UEEF.DE) has a higher volatility of 1.20% compared to Invesco Global High Yield Corporate Bond ESG Climate Transition UCITS ETF EUR PfHdg Acc (GB1E.DE) at 1.05%. This indicates that UEEF.DE's price experiences larger fluctuations and is considered to be riskier than GB1E.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


UEEF.DEGB1E.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.20%

1.05%

+0.15%

Volatility (6M)

Calculated over the trailing 6-month period

3.80%

3.46%

+0.34%

Volatility (1Y)

Calculated over the trailing 1-year period

4.53%

3.94%

+0.59%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.11%

4.26%

+2.85%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.78%

4.26%

+2.52%

UEEF.DE vs. GB1E.DE - Expense Ratio Comparison

UEEF.DE has a 0.27% expense ratio, which is lower than GB1E.DE's 0.30% expense ratio.


Dividends

UEEF.DE vs. GB1E.DE - Dividend Comparison

Neither UEEF.DE nor GB1E.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


UEEF.DE and GB1E.DE have a correlation of 0.68, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, UEEF.DE is cheaper at 0.27% per year. The better choice depends on whether you care most about return, fees, risk, or income.

UEEF.DE is cheaper with a 0.27% expense ratio, compared with 0.30% for GB1E.DE.

UEEF.DE tracks Bloomberg MSCI US Corporate High Yield ESG SRI Bond Index (EUR Hedged), while GB1E.DE tracks Bloomberg MSCI Global High Yield Liquid Corporate Climate Transition ESG Bond Index. They also come from different issuers: iShares and Invesco. Their fees differ too: 0.27% for UEEF.DE and 0.30% for GB1E.DE.

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