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USHY.MI vs. IS3K.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

USHY.MI vs. IS3K.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 USD Short Duration High Yield Corporate Bond UCITS ETF (IS3K.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both investments are quite close, with USHY.MI having a 2.58% return and IS3K.DE slightly higher at 2.62%.


USHY.MI

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

IS3K.DE

1D
0.04%
1M
1.25%
YTD
2.62%
6M
1.46%
1Y
4.16%
3Y*
4.06%
5Y*
4.97%
10Y*
4.08%
*Multi-year figures are annualized to reflect compound growth (CAGR)

USHY.MI vs. IS3K.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%
IS3K.DE
iShares USD Short Duration High Yield Corporate Bond UCITS ETF
2.62%-4.31%12.26%4.68%1.95%12.07%-6.16%11.71%4.17%-9.09%

Correlation

The correlation between USHY.MI and IS3K.DE is 0.62, 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

0.62

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

0.69

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

0.76

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

0.72

The correlation between USHY.MI and IS3K.DE shifts across timeframes, from 0.62 (1 year) to 0.76 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

USHY.MI vs. IS3K.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

IS3K.DE
IS3K.DE Risk / Return Rank: 2323
Overall Rank
IS3K.DE Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
IS3K.DE Sortino Ratio Rank: 2020
Sortino Ratio Rank
IS3K.DE Omega Ratio Rank: 2020
Omega Ratio Rank
IS3K.DE Calmar Ratio Rank: 2727
Calmar Ratio Rank
IS3K.DE Martin Ratio Rank: 2626
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. IS3K.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 USD Short Duration High Yield Corporate Bond UCITS ETF (IS3K.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.MIIS3K.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.16

Sortino ratioReturn per unit of downside risk

+0.22

Omega ratioGain probability vs. loss probability

1.17

1.12

+0.04

Calmar ratioReturn relative to maximum drawdown

1.70

1.29

+0.41

Martin ratioReturn relative to average drawdown

4.56

3.43

+1.13

USHY.MI vs. IS3K.DE - Sharpe Ratio Comparison

The current USHY.MI Sharpe Ratio is 0.84, which is comparable to the IS3K.DE Sharpe Ratio of 0.69. The chart below compares the historical Sharpe Ratios of USHY.MI and IS3K.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.MIIS3K.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.84

0.69

+0.16

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.53

0.69

-0.16

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.52

Sharpe Ratio (All Time)

Calculated using the full available price history

0.34

0.56

-0.22

Drawdowns

USHY.MI vs. IS3K.DE - Drawdown Comparison

The maximum USHY.MI drawdown since its inception was -22.33%, which is greater than IS3K.DE's maximum drawdown of -17.93%. Use the drawdown chart below to compare losses from any high point for USHY.MI and IS3K.DE.


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Drawdown Indicators


USHY.MIIS3K.DEDifference

Max Drawdown

Largest peak-to-trough decline

-22.33%

-17.93%

-4.40%

Max Drawdown (1Y)

Largest decline over 1 year

-3.15%

-3.09%

-0.06%

Max Drawdown (3Y)

Largest decline over 3 years

-11.75%

-11.25%

-0.50%

Max Drawdown (5Y)

Largest decline over 5 years

-11.75%

-11.25%

-0.50%

Max Drawdown (10Y)

Largest decline over 10 years

-17.93%

Current Drawdown

Current decline from peak

-4.41%

-4.57%

+0.16%

Average Drawdown

Average peak-to-trough decline

-4.97%

-4.51%

-0.46%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.47%

1.16%

+5.31%

Volatility

USHY.MI vs. IS3K.DE - Volatility Comparison

Amundi USD High Yield Corporate Bond ESG UCITS ETF Dist (USHY.MI) has a higher volatility of 1.11% compared to iShares USD Short Duration High Yield Corporate Bond UCITS ETF (IS3K.DE) at 0.85%. This indicates that USHY.MI's price experiences larger fluctuations and is considered to be riskier than IS3K.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.MIIS3K.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.11%

0.85%

+0.26%

Volatility (6M)

Calculated over the trailing 6-month period

4.06%

3.84%

+0.22%

Volatility (1Y)

Calculated over the trailing 1-year period

6.38%

5.81%

+0.57%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.53%

7.15%

+1.38%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.02%

7.85%

+2.17%

USHY.MI vs. IS3K.DE - Expense Ratio Comparison

USHY.MI has a 0.25% expense ratio, which is lower than IS3K.DE's 0.45% expense ratio.


Dividends

USHY.MI vs. IS3K.DE - Dividend Comparison

USHY.MI's dividend yield for the trailing twelve months is around 4.90%, less than IS3K.DE's 7.13% yield.


PositionTTM20252024202320222021202020192018201720162015
IS3K.DE
iShares USD Short Duration High Yield Corporate Bond UCITS ETF
7.13%5.70%5.95%5.19%4.12%3.55%4.31%4.69%4.78%4.97%5.17%4.61%
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 IS3K.DE have a correlation of 0.62, 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 0.45% for IS3K.DE.

USHY.MI is categorized as Corporate Bonds, while IS3K.DE is High Yield Bonds. USHY.MI tracks Bloomberg MSCI US Corporate High Yield SRI Sustainable index, while IS3K.DE tracks iBoxx® USD Liquid High Yield 0-5 Capped. They also come from different issuers: Amundi and iShares. Their fees differ too: 0.25% for USHY.MI and 0.45% for IS3K.DE.

Portfolio Optimizer

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