PortfoliosLab logoPortfoliosLab logo
USHY.MI vs. IS3C.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

USHY.MI vs. IS3C.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 J.P. Morgan USD EM Bond EUR Hedged UCITS ETF (Dist) (IS3C.DE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, USHY.MI achieves a 2.58% return, which is significantly higher than IS3C.DE's -1.63% 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*

IS3C.DE

1D
0.23%
1M
-0.36%
YTD
-1.63%
6M
-1.68%
1Y
2.88%
3Y*
2.01%
5Y*
-3.40%
10Y*
-0.58%
*Multi-year figures are annualized to reflect compound growth (CAGR)

USHY.MI vs. IS3C.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%
IS3C.DE
iShares J.P. Morgan USD EM Bond EUR Hedged UCITS ETF (Dist)
-1.63%5.32%-1.72%5.39%-20.57%-3.53%3.22%12.58%-8.60%5.31%

Correlation

The correlation between USHY.MI and IS3C.DE is -0.04, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

-0.04

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

0.05

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

0.13

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

0.14

The correlation between USHY.MI and IS3C.DE shifts across timeframes, from -0.04 (1 year) to 0.14 (all time), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

USHY.MI vs. IS3C.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

IS3C.DE
IS3C.DE Risk / Return Rank: 1616
Overall Rank
IS3C.DE Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
IS3C.DE Sortino Ratio Rank: 1616
Sortino Ratio Rank
IS3C.DE Omega Ratio Rank: 1515
Omega Ratio Rank
IS3C.DE Calmar Ratio Rank: 1515
Calmar Ratio Rank
IS3C.DE Martin Ratio Rank: 1616
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. IS3C.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 J.P. Morgan USD EM Bond EUR Hedged UCITS ETF (Dist) (IS3C.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.MIIS3C.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.40

Sortino ratioReturn per unit of downside risk

+0.52

Omega ratioGain probability vs. loss probability

1.17

1.08

+0.08

Calmar ratioReturn relative to maximum drawdown

1.70

0.48

+1.22

Martin ratioReturn relative to average drawdown

4.56

1.52

+3.04

USHY.MI vs. IS3C.DE - Sharpe Ratio Comparison

The current USHY.MI Sharpe Ratio is 0.84, which is higher than the IS3C.DE Sharpe Ratio of 0.44. The chart below compares the historical Sharpe Ratios of USHY.MI and IS3C.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.


Loading charts...

Sharpe Ratios by Period


USHY.MIIS3C.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.84

0.44

+0.40

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.53

-0.38

+0.91

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.06

Sharpe Ratio (All Time)

Calculated using the full available price history

0.34

0.00

+0.33

Drawdowns

USHY.MI vs. IS3C.DE - Drawdown Comparison

The maximum USHY.MI drawdown since its inception was -22.33%, smaller than the maximum IS3C.DE drawdown of -30.78%. Use the drawdown chart below to compare losses from any high point for USHY.MI and IS3C.DE.


Loading charts...

Drawdown Indicators


USHY.MIIS3C.DEDifference

Max Drawdown

Largest peak-to-trough decline

-22.33%

-30.78%

+8.45%

Max Drawdown (1Y)

Largest decline over 1 year

-3.15%

-5.62%

+2.47%

Max Drawdown (3Y)

Largest decline over 3 years

-11.75%

-8.94%

-2.81%

Max Drawdown (5Y)

Largest decline over 5 years

-11.75%

-30.47%

+18.72%

Max Drawdown (10Y)

Largest decline over 10 years

-30.78%

Current Drawdown

Current decline from peak

-4.41%

-17.90%

+13.49%

Average Drawdown

Average peak-to-trough decline

-4.97%

-9.16%

+4.19%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.47%

1.79%

+4.68%

Volatility

USHY.MI vs. IS3C.DE - Volatility Comparison

The current volatility for Amundi USD High Yield Corporate Bond ESG UCITS ETF Dist (USHY.MI) is 1.11%, while iShares J.P. Morgan USD EM Bond EUR Hedged UCITS ETF (Dist) (IS3C.DE) has a volatility of 2.10%. This indicates that USHY.MI experiences smaller price fluctuations and is considered to be less risky than IS3C.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


USHY.MIIS3C.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.11%

2.10%

-0.99%

Volatility (6M)

Calculated over the trailing 6-month period

4.06%

5.14%

-1.08%

Volatility (1Y)

Calculated over the trailing 1-year period

6.38%

6.18%

+0.20%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.53%

8.94%

-0.41%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.02%

9.30%

+0.72%

USHY.MI vs. IS3C.DE - Expense Ratio Comparison

USHY.MI has a 0.25% expense ratio, which is lower than IS3C.DE's 0.50% expense ratio.


Dividends

USHY.MI vs. IS3C.DE - Dividend Comparison

USHY.MI's dividend yield for the trailing twelve months is around 4.90%, while IS3C.DE has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
IS3C.DE
iShares J.P. Morgan USD EM Bond EUR Hedged UCITS ETF (Dist)
0.00%0.00%0.00%3.58%5.39%3.93%3.85%4.77%5.76%3.88%5.34%4.72%
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%0.00%0.00%

Frequently Asked Questions


USHY.MI and IS3C.DE have a correlation of -0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, USHY.MI is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.

USHY.MI is cheaper with a 0.25% expense ratio, compared with 0.50% for IS3C.DE.

USHY.MI is categorized as Corporate Bonds, while IS3C.DE is Emerging Markets Bonds. USHY.MI tracks Bloomberg MSCI US Corporate High Yield SRI Sustainable index, while IS3C.DE tracks JP Morgan EMBI Global Core (EUR Hedged). They also come from different issuers: Amundi and iShares. Their fees differ too: 0.25% for USHY.MI and 0.50% for IS3C.DE.

Portfolio Optimizer

Find the right allocation for USHY.MI and IS3C.DE

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer