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Issuer
Invesco
Inception Date
Sep 17, 2020
Leveraged
1x (No leverage)
Index Tracked
Bloomberg Euro Universal Corporate ex Financials Hybrid Capital Securities 8% Capped Bond Index
Distribution Policy
Accumulating
Asset Class
Bond

Share Price Chart


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Performance

EHBA.DE Performance Chart

Invesco Euro Corporate Hybrid Bond UCITS ETF Acc (EHBA.DE) is up 1.7% since the beginning of the year. EHBA.DE is currently trading at €46 per share. Investors who bought €1,000 worth of EHBA.DE shares 5 years ago would now be looking at an investment worth €1,102.


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S&P 500 Index

Returns By Period

Invesco Euro Corporate Hybrid Bond UCITS ETF Acc (EHBA.DE) has returned 1.67% so far this year and 3.82% over the past 12 months.


Invesco Euro Corporate Hybrid Bond UCITS ETF Acc

1D
0.09%
1M
0.76%
6M
1.90%
YTD
1.67%
1Y
3.82%
3Y*
8.32%
5Y*
1.96%
10Y*

Benchmark (S&P 500 Index)

1D
-0.43%
1M
0.48%
6M
11.83%
YTD
12.30%
1Y
22.52%
3Y*
17.03%
5Y*
12.27%
10Y*
13.23%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EHBA.DE Monthly Returns History

Based on dividend-adjusted daily data since Sep 17, 2020, EHBA.DE's average daily return is +0.01%, while the average monthly return is +0.23%. At this rate, an investment would double in approximately 25.1 years.

Historically, 62% of months were positive and 38% were negative. The best month was Jul 2022 with a return of +8.5%, while the worst month was Jun 2022 at -9.6%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 6 months.

On a daily basis, EHBA.DE closed higher 52% of trading days. The best single day was Oct 4, 2022 with a return of +1.8%, while the worst single day was Jun 29, 2022 at -1.7%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20260.70%0.22%-2.68%1.39%1.70%0.67%-0.28%1.67%
20250.60%0.67%-1.10%0.60%0.99%0.91%1.13%-0.18%0.76%0.75%-0.13%0.13%5.24%
20241.26%0.03%1.70%-0.15%0.92%0.37%1.53%1.58%1.07%0.57%0.96%0.47%10.78%
20232.47%-1.15%-0.06%-0.03%0.53%0.33%0.96%-0.03%0.11%0.03%2.48%3.48%9.40%
2022-2.08%-4.15%-0.10%-3.70%-0.82%-9.56%8.53%-3.67%-3.27%1.14%3.52%-0.70%-14.85%
2021-0.29%-0.02%0.80%0.46%-0.41%0.77%0.86%0.05%-0.43%-0.71%-0.45%0.55%1.16%

Benchmark Metrics

Invesco Euro Corporate Hybrid Bond UCITS ETF Acc has an annualized alpha of 1.19%, beta of 0.09, and R2 of 0.09 versus S&P 500 Index. Calculated based on daily prices since September 17, 2020.

  • This ETF participated in 45.61% of S&P 500 Index downside but only 24.67% of its upside - more exposed to losses than it benefited from rallies.
  • Beta of 0.09 may look defensive, but with R2 of 0.09 this ETF is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this ETF's risk.
  • R2 of 0.09 means this ETF moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Alpha
1.19%
Beta
0.09
0.09
Upside Capture
24.67%
Downside Capture
45.61%

Expense Ratio

EHBA.DE has an expense ratio of 0.39%, placing it in the medium range.


Return for Risk

Risk / Return Rank

EHBA.DE ranks 28 for risk / return — below 28% of ETFs on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.


EHBA.DE Risk / Return Rank: 2828
Overall Rank
EHBA.DE Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
EHBA.DE Sortino Ratio Rank: 2727
Sortino Ratio Rank
EHBA.DE Omega Ratio Rank: 2929
Omega Ratio Rank
EHBA.DE Calmar Ratio Rank: 2424
Calmar Ratio Rank
EHBA.DE Martin Ratio Rank: 3030
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.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Invesco Euro Corporate Hybrid Bond UCITS ETF Acc (EHBA.DE) and compare them to S&P 500 Index.

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.


EHBA.DEBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-0.99

Sortino ratioReturn per unit of downside risk

-1.12

Omega ratioGain probability vs. loss probability

1.18

1.35

-0.17

Calmar ratioReturn relative to maximum drawdown

1.02

3.18

-2.16

Martin ratioReturn relative to average drawdown

3.64

11.76

-8.13

Dividends

Dividend History


Invesco Euro Corporate Hybrid Bond UCITS ETF Acc doesn't pay dividends

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the Invesco Euro Corporate Hybrid Bond UCITS ETF Acc. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Invesco Euro Corporate Hybrid Bond UCITS ETF Acc was 20.61%, occurring on Oct 21, 2022. Recovery took 499 trading sessions.

The current Invesco Euro Corporate Hybrid Bond UCITS ETF Acc drawdown is 0.28%.


Related event

Drawdown

Fall

Recovery

Underwater

Bear market2022
-20.61%Oct 2022
1y 2mo1y 11mo
3y 1moAug 2021 - Oct 2024
2026 pullback2026
-3.72%Mar 2026
1mo 6d3mo 5d
4mo 11dFeb 2026 - Jun 2026
2025 selloff2025
-2.74%Apr 2025
2mo 1d1mo 3d
3mo 4dFeb 2025 - May 2025
2021 pullback2021
-1.67%Mar 2021
1mo 28d1mo 10d
3mo 8dJan 2021 - Apr 2021
2025 pullback2025
-1.32%Jan 2025
1mo 2d17d
1mo 19dDec 2024 - Jan 2025

Drawdown Indicators


EHBA.DEBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-20.61%

-51.62%

+31.01%

Max Drawdown (1Y)

Largest decline over 1 year

-3.72%

-7.57%

+3.85%

Max Drawdown (3Y)

Largest decline over 3 years

-3.72%

-23.99%

+20.27%

Max Drawdown (5Y)

Largest decline over 5 years

-20.61%

-23.99%

+3.38%

Max Drawdown (10Y)

Largest decline over 10 years

-33.42%

Current Drawdown

Current decline from peak

-0.28%

-0.43%

+0.15%

Average Drawdown

Average peak-to-trough decline

-5.52%

-9.08%

+3.56%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.05%

2.04%

-0.99%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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