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USHY.MI vs. EUNL.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

USHY.MI vs. EUNL.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi USD High Yield Corporate Bond ESG UCITS ETF Dist (USHY.MI) and iShares Core MSCI World UCITS ETF USD (Acc) (EUNL.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, USHY.MI achieves a 2.58% return, which is significantly lower than EUNL.DE's 10.86% return.


USHY.MI

1D
-0.05%
1M
1.19%
YTD
2.58%
6M
1.09%
1Y
4.14%
3Y*
5.14%
5Y*
3.99%
10Y*

EUNL.DE

1D
0.02%
1M
4.80%
YTD
10.86%
6M
11.29%
1Y
23.80%
3Y*
17.55%
5Y*
12.89%
10Y*
12.82%
*Multi-year figures are annualized to reflect compound growth (CAGR)

USHY.MI vs. EUNL.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
USHY.MI
Amundi USD High Yield Corporate Bond ESG UCITS ETF Dist
2.58%-4.75%14.46%7.63%-7.29%11.41%-4.63%15.22%1.24%-7.41%
EUNL.DE
iShares Core MSCI World UCITS ETF USD (Acc)
10.86%7.90%25.93%20.13%-13.59%32.71%5.48%31.34%-5.13%5.90%

Correlation

The correlation between USHY.MI and EUNL.DE is 0.27, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.27

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

0.36

Correlation (5Y)
Calculated over the trailing 5-year period

0.39

Correlation (All Time)
Calculated using the full available price history since Feb 10, 2017

0.42

The correlation between USHY.MI and EUNL.DE shifts across timeframes, from 0.27 (1 year) to 0.42 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

USHY.MI vs. EUNL.DE — Risk / Return Rank

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

USHY.MI
USHY.MI Risk / Return Rank: 2828
Overall Rank
USHY.MI Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
USHY.MI Sortino Ratio Rank: 2323
Sortino Ratio Rank
USHY.MI Omega Ratio Rank: 2626
Omega Ratio Rank
USHY.MI Calmar Ratio Rank: 3535
Calmar Ratio Rank
USHY.MI Martin Ratio Rank: 3232
Martin Ratio Rank

EUNL.DE
EUNL.DE Risk / Return Rank: 7070
Overall Rank
EUNL.DE Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
EUNL.DE Sortino Ratio Rank: 6666
Sortino Ratio Rank
EUNL.DE Omega Ratio Rank: 6868
Omega Ratio Rank
EUNL.DE Calmar Ratio Rank: 7373
Calmar Ratio Rank
EUNL.DE Martin Ratio Rank: 7777
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.

USHY.MI vs. EUNL.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi USD High Yield Corporate Bond ESG UCITS ETF Dist (USHY.MI) and iShares Core MSCI World UCITS ETF USD (Acc) (EUNL.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.


USHY.MIEUNL.DEDifference
Sharpe ratioReturn per unit of total volatility

-1.28

Sortino ratioReturn per unit of downside risk

-1.75

Omega ratioGain probability vs. loss probability

1.17

1.40

-0.23

Calmar ratioReturn relative to maximum drawdown

1.70

3.64

-1.94

Martin ratioReturn relative to average drawdown

4.56

14.52

-9.96

USHY.MI vs. EUNL.DE - Sharpe Ratio Comparison

The current USHY.MI Sharpe Ratio is 0.84, which is lower than the EUNL.DE Sharpe Ratio of 2.12. The chart below compares the historical Sharpe Ratios of USHY.MI and EUNL.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


USHY.MIEUNL.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.84

2.12

-1.28

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.53

0.90

-0.37

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.84

Sharpe Ratio (All Time)

Calculated using the full available price history

0.34

0.82

-0.48

Drawdowns

USHY.MI vs. EUNL.DE - Drawdown Comparison

The maximum USHY.MI drawdown since its inception was -22.33%, smaller than the maximum EUNL.DE drawdown of -33.63%. Use the drawdown chart below to compare losses from any high point for USHY.MI and EUNL.DE.


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Drawdown Indicators


USHY.MIEUNL.DEDifference

Max Drawdown

Largest peak-to-trough decline

-22.33%

-33.63%

+11.30%

Max Drawdown (1Y)

Largest decline over 1 year

-3.15%

-6.50%

+3.35%

Max Drawdown (3Y)

Largest decline over 3 years

-11.75%

-21.73%

+9.98%

Max Drawdown (5Y)

Largest decline over 5 years

-11.75%

-21.73%

+9.98%

Max Drawdown (10Y)

Largest decline over 10 years

-33.63%

Current Drawdown

Current decline from peak

-4.41%

-0.31%

-4.10%

Average Drawdown

Average peak-to-trough decline

-4.97%

-4.25%

-0.72%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.47%

1.64%

+4.83%

Volatility

USHY.MI vs. EUNL.DE - Volatility Comparison

The current volatility for Amundi USD High Yield Corporate Bond ESG UCITS ETF Dist (USHY.MI) is 1.11%, while iShares Core MSCI World UCITS ETF USD (Acc) (EUNL.DE) has a volatility of 2.62%. This indicates that USHY.MI experiences smaller price fluctuations and is considered to be less risky than EUNL.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


USHY.MIEUNL.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.11%

2.62%

-1.51%

Volatility (6M)

Calculated over the trailing 6-month period

4.06%

7.72%

-3.66%

Volatility (1Y)

Calculated over the trailing 1-year period

6.38%

11.16%

-4.78%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.53%

14.17%

-5.64%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.02%

15.17%

-5.15%

USHY.MI vs. EUNL.DE - Expense Ratio Comparison

USHY.MI has a 0.25% expense ratio, which is higher than EUNL.DE's 0.20% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

USHY.MI vs. EUNL.DE - Dividend Comparison

USHY.MI's dividend yield for the trailing twelve months is around 4.90%, while EUNL.DE has not paid dividends to shareholders.


PositionTTM202520242023202220212020201920182017
EUNL.DE
iShares Core MSCI World UCITS ETF USD (Acc)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
USHY.MI
Amundi USD High Yield Corporate Bond ESG UCITS ETF Dist
4.90%5.03%3.29%5.61%5.95%5.86%6.17%5.53%4.73%3.61%

Frequently Asked Questions


USHY.MI and EUNL.DE have a correlation of 0.27, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

EUNL.DE is cheaper with a 0.20% expense ratio, compared with 0.25% for USHY.MI.

USHY.MI is categorized as Corporate Bonds, while EUNL.DE is Global Equities. USHY.MI tracks Bloomberg MSCI US Corporate High Yield SRI Sustainable index, while EUNL.DE tracks MSCI World Index. They also come from different issuers: Amundi and iShares. Their fees differ too: 0.25% for USHY.MI and 0.20% for EUNL.DE.

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