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VTV vs. EUHY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

VTV vs. EUHY

Last updated Jun 9, 2026

VTV (Vanguard Value ETF) and EUHY (iShares Euro High Yield Corporate Bond USD Hedged ETF) are both exchange-traded funds - VTV is a Large Cap Value Equities fund tracking the CRSP US Large Cap Value Index, while EUHY is a High Yield Bonds fund tracking the BBG Pan-European High Yield (Euro) Total Return 100% USD Hedged Index. Both are passively managed. Over the past 10 years, VTV returned 12.42%/yr vs 3.68%/yr for EUHY. At a 0.31 correlation, their price movements are largely independent. VTV charges 0.04%/yr vs 0.35%/yr for EUHY.

Performance

VTV vs. EUHY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Value ETF (VTV) and iShares Euro High Yield Corporate Bond USD Hedged ETF (EUHY). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, VTV achieves a 11.91% return, which is significantly higher than EUHY's 1.70% return. Over the past 10 years, VTV has outperformed EUHY with an annualized return of 12.42%, while EUHY has yielded a comparatively lower 3.68% annualized return.

VTV

1D
0.25%
1M
2.67%
YTD
11.91%
6M
13.41%
1Y
25.49%
3Y*
17.72%
5Y*
11.30%
10Y*
12.42%

EUHY

1D
-0.12%
1M
0.05%
YTD
1.70%
6M
2.27%
1Y
5.47%
3Y*
9.44%
5Y*
1.82%
10Y*
3.68%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VTV vs. EUHY - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
VTV
Vanguard Value ETF		11.91%15.27%15.95%9.32%-2.09%26.53%2.33%25.66%-5.47%17.15%
EUHY
iShares Euro High Yield Corporate Bond USD Hedged ETF		1.70%17.41%-0.55%16.06%-15.59%-3.78%10.69%8.60%-7.71%19.68%

Correlation

The correlation between VTV and EUHY is 0.41, which is low. Their price movements are largely independent, making them effective diversification partners.

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

0.41

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

0.38

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

0.46

Correlation (10Y)
Calculated over the trailing 10-year period

0.37

Correlation (All Time)
Calculated using the full available price history since Apr 4, 2012

0.31

The correlation between VTV and EUHY shifts across timeframes, from 0.31 (all time) to 0.46 (5 years), 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.

Vanguard Value ETF

iShares Euro High Yield Corporate Bond USD Hedged ETF

Often compared with VTV:
VTV vs. SCHDVTV vs. VOOVTV vs. VTIVTV vs. VUGVTV vs. VYMVTV vs. SCHVVTV vs. VIG
Often compared with EUHY:
EUHY vs. XHYHEUHY vs. LDRHEUHY vs. USHYEUHY vs. IBHDEUHY vs. SGOVEUHY vs. IWMEUHY vs. THY

Return for Risk

VTV vs. EUHY — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
VTV
VTV Risk / Return Rank: 8484
Overall Rank
VTV Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
VTV Sortino Ratio Rank: 8787
Sortino Ratio Rank
VTV Omega Ratio Rank: 8383
Omega Ratio Rank
VTV Calmar Ratio Rank: 8383
Calmar Ratio Rank
VTV Martin Ratio Rank: 8383
Martin Ratio Rank
EUHY
EUHY Risk / Return Rank: 3131
Overall Rank
EUHY Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
EUHY Sortino Ratio Rank: 2929
Sortino Ratio Rank
EUHY Omega Ratio Rank: 3131
Omega Ratio Rank
EUHY Calmar Ratio Rank: 3535
Calmar Ratio Rank
EUHY Martin Ratio Rank: 2929
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.

VTV vs. EUHY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Value ETF (VTV) and iShares Euro High Yield Corporate Bond USD Hedged ETF (EUHY). 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.

VTVEUHYDifference
Sharpe ratioReturn per unit of total volatility
2.52
1.00

+1.52

Sortino ratioReturn per unit of downside risk
3.58
1.45

+2.13

Omega ratioGain probability vs. loss probability

1.45

1.19

+0.26

Calmar ratioReturn relative to maximum drawdown

4.03

1.57

+2.46

Martin ratioReturn relative to average drawdown

15.20

3.75

+11.45

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

VTV vs. EUHY - Sharpe Ratio Comparison

The current VTV Sharpe Ratio is 2.52, which is higher than the EUHY Sharpe Ratio of 1.00. The chart below compares the historical Sharpe Ratios of VTV and EUHY, 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

VTVEUHYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.52

1.00

+1.52

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.82

0.18

+0.63

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.75

0.35

+0.39

Sharpe Ratio (All Time)

Calculated using the full available price history

0.51

0.34

+0.17

Drawdowns

VTV vs. EUHY - Drawdown Comparison

The maximum VTV drawdown since its inception was -59.27%, which is greater than EUHY's maximum drawdown of -32.45%. Use the drawdown chart below to compare losses from any high point for VTV and EUHY.

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Drawdown Indicators

VTVEUHYDifference

Max Drawdown

Largest peak-to-trough decline

-59.27%

-32.45%

-26.82%

Max Drawdown (1Y)

Largest decline over 1 year

-6.35%

-3.50%

-2.85%

Max Drawdown (3Y)

Largest decline over 3 years

-14.52%

-8.23%

-6.29%

Max Drawdown (5Y)

Largest decline over 5 years

-17.04%

-32.45%

+15.41%

Max Drawdown (10Y)

Largest decline over 10 years

-36.78%

-32.45%

-4.33%

Current Drawdown

Current decline from peak

-1.11%

-0.38%

-0.73%

Average Drawdown

Average peak-to-trough decline

-7.87%

-8.58%

+0.71%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.68%

1.46%

+0.22%

Volatility

VTV vs. EUHY - Volatility Comparison

Vanguard Value ETF (VTV) has a higher volatility of 2.65% compared to iShares Euro High Yield Corporate Bond USD Hedged ETF (EUHY) at 1.03%. This indicates that VTV's price experiences larger fluctuations and is considered to be riskier than EUHY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

VTVEUHYDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.65%

1.03%

+1.62%

Volatility (6M)

Calculated over the trailing 6-month period

7.67%

2.89%

+4.78%

Volatility (1Y)

Calculated over the trailing 1-year period

10.18%

5.51%

+4.67%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.89%

10.00%

+3.89%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.68%

10.42%

+6.26%

VTV vs. EUHY - Expense Ratio Comparison

VTV has a 0.04% expense ratio, which is lower than EUHY's 0.35% expense ratio.

Dividends

VTV vs. EUHY - Dividend Comparison

VTV's dividend yield for the trailing twelve months is around 1.87%, less than EUHY's 5.35% yield.

PositionTTM20252024202320222021202020192018201720162015
EUHY
iShares Euro High Yield Corporate Bond USD Hedged ETF		5.35%3.56%5.11%3.38%0.61%3.07%1.45%1.19%4.01%0.69%1.70%3.24%
VTV
Vanguard Value ETF		1.87%2.05%2.31%2.46%2.52%2.15%2.56%2.50%2.73%2.29%2.44%2.60%

Frequently Asked Questions

VTV and EUHY have a correlation of 0.41, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

VTV has higher volatility (2.65%) compared to EUHY (1.03%). In terms of maximum drawdown, VTV dropped -59.27% vs EUHY's -32.45%.

On 10-year performance, VTV leads with 12.42% vs 3.68% for EUHY. On fees, VTV is cheaper at 0.04% per year. On volatility, EUHY has been the lower-risk option at 1.03%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, VTV has performed better with a 12.42% return vs 3.68%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

VTV is cheaper with a 0.04% expense ratio, compared with 0.35% for EUHY.

EUHY has the higher dividend yield at 5.35%, compared with 1.87% for VTV.

VTV is categorized as Large Cap Value Equities, while EUHY is High Yield Bonds. VTV tracks CRSP US Large Cap Value Index, while EUHY tracks BBG Pan-European High Yield (Euro) Total Return 100% USD Hedged Index. They also come from different issuers: Vanguard and iShares. Their fees differ too: 0.04% for VTV and 0.35% for EUHY.

VTV currently has the higher Sharpe Ratio (2.52 vs 1.00), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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