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Issuer
Invesco
Inception Date
Sep 17, 2020
Leveraged
1x (No leverage)
Index Tracked
Invesco Euro Corporate Hybrid Bond UCITS ETF Inc
Distribution Policy
Distributing
Asset Class
Bond

Share Price Chart


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Performance

EHYB.L Performance Chart

Invesco Euro Corporate Hybrid Bond UCITS ETF Inc (EHYB.L) is down 2.2% since the beginning of the year. EHYB.L is currently trading at £33 per share. Investors who bought £1,000 worth of EHYB.L shares 5 years ago would now be looking at an investment worth £1,076.


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S&P 500 Index

Returns By Period

Invesco Euro Corporate Hybrid Bond UCITS ETF Inc (EHYB.L) has returned -2.20% so far this year and 0.65% over the past 12 months.


Invesco Euro Corporate Hybrid Bond UCITS ETF Inc

1D
-0.89%
1M
-2.24%
6M
-1.74%
YTD
-2.20%
1Y
0.65%
3Y*
7.55%
5Y*
1.48%
10Y*

Benchmark (S&P 500 Index)

1D
-0.66%
1M
-0.64%
6M
8.66%
YTD
10.17%
1Y
19.99%
3Y*
17.60%
5Y*
12.23%
10Y*
13.06%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EHYB.L Monthly Returns History

Based on dividend-adjusted daily data since Sep 17, 2020, EHYB.L's average daily return is 0.00%, while the average monthly return is -0.01%.

Historically, 55% of months were positive and 45% were negative. The best month was Jul 2022 with a return of +5.7%, while the worst month was Sep 2020 at -9.3%. The longest winning streak lasted 5 consecutive months, and the longest losing streak was 3 months.

On a daily basis, EHYB.L closed higher 49% of trading days. The best single day was Mar 21, 2023 with a return of +2.4%, while the worst single day was Sep 24, 2020 at -8.3%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026-0.11%1.45%-2.91%0.18%1.77%-0.25%-2.27%-2.20%
20251.44%-0.80%0.35%2.29%0.05%2.69%1.94%-0.14%1.69%1.35%-0.36%-0.01%10.94%
2024-0.93%0.36%1.59%-0.33%0.80%-0.23%0.99%1.23%0.17%1.80%-0.42%0.25%5.36%
20232.06%-1.80%0.11%-0.02%-1.54%0.22%0.81%-0.24%1.39%0.57%1.42%4.59%7.67%
2022-2.81%-3.70%0.64%-4.27%0.58%-8.62%5.70%-0.55%-1.71%-1.14%4.15%1.75%-10.29%
2021-1.82%-1.98%-1.06%2.70%-1.72%0.69%0.14%0.63%-0.35%-2.36%0.42%-0.73%-5.42%

Benchmark Metrics

Invesco Euro Corporate Hybrid Bond UCITS ETF Inc has an annualized alpha of -1.63%, beta of 0.11, and R2 of 0.05 versus S&P 500 Index. Calculated based on daily prices since September 17, 2020.

  • This ETF participated in 53.30% of S&P 500 Index downside but only 20.04% of its upside - more exposed to losses than it benefited from rallies.
  • Beta of 0.11 may look defensive, but with R2 of 0.05 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 0.05 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
-1.63%
Beta
0.11
0.05
Upside Capture
20.04%
Downside Capture
53.30%

Expense Ratio

EHYB.L has an expense ratio of 0.39%, placing it in the medium range.


Return for Risk

Risk / Return Rank

EHYB.L ranks 11 for risk / return — in the bottom 11% of ETFs on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.


EHYB.L Risk / Return Rank: 1111
Overall Rank
EHYB.L Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
EHYB.L Sortino Ratio Rank: 1010
Sortino Ratio Rank
EHYB.L Omega Ratio Rank: 1010
Omega Ratio Rank
EHYB.L Calmar Ratio Rank: 1111
Calmar Ratio Rank
EHYB.L Martin Ratio Rank: 1212
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 Inc (EHYB.L) 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.


EHYB.LBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-1.54

Sortino ratioReturn per unit of downside risk

-2.02

Omega ratioGain probability vs. loss probability

1.03

1.31

-0.28

Calmar ratioReturn relative to maximum drawdown

0.16

2.50

-2.34

Martin ratioReturn relative to average drawdown

0.43

9.11

-8.68

Dividends

Dividend History

Invesco Euro Corporate Hybrid Bond UCITS ETF Inc provided a 3.55% dividend yield over the last twelve months, with an annual payout of £1.18 per share. The fund has been increasing its distributions for 5 consecutive years.


0.00%0.50%1.00%1.50%2.00%2.50%3.00%3.50%£0.00£0.20£0.40£0.60£0.80£1.00£1.20202020212022202320242025
Dividends
Dividend Yield
PeriodTTM202520242023202220212020
Dividend£1.18£1.12£1.01£0.88£0.69£0.57£0.15

Dividend yield

3.55%3.24%3.12%2.80%2.27%1.66%0.39%

Monthly Dividends

The table displays the monthly dividend distributions for Invesco Euro Corporate Hybrid Bond UCITS ETF Inc. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026£0.00£0.00£0.29£0.00£0.00£0.31£0.00£0.60
2025£0.00£0.00£0.27£0.00£0.00£0.28£0.00£0.00£0.29£0.00£0.00£0.29£1.12
2024£0.00£0.00£0.24£0.00£0.00£0.25£0.00£0.00£0.26£0.00£0.00£0.26£1.01
2023£0.00£0.00£0.20£0.00£0.00£0.22£0.00£0.00£0.23£0.00£0.00£0.23£0.88
2022£0.00£0.00£0.15£0.00£0.00£0.16£0.00£0.00£0.18£0.00£0.00£0.19£0.69
2021£0.00£0.00£0.14£0.00£0.00£0.15£0.00£0.00£0.15£0.00£0.00£0.14£0.57

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 Inc. 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 Inc was 27.17%, occurring on Oct 17, 2022. Recovery took 765 trading sessions.

The current Invesco Euro Corporate Hybrid Bond UCITS ETF Inc drawdown is 3.50%.


Drawdown

Fall

Recovery

Underwater

Related event

-27.17%Oct 2022
2y 26d3y 12d
5y 1moSep 2020 - Oct 2025
Bear market2022
-4.15%Mar 2026
25d
4mo 16dMar 2026 - now
-1.66%Jan 2026
2mo 7d1mo 13d
3mo 20dOct 2025 - Feb 2026
-0.40%Feb 2026
4d3d
7dFeb 2026 - Feb 2026
-0.16%Feb 2026
0s1d
1dFeb 2026 - Feb 2026

Drawdown Indicators


EHYB.LBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-27.17%

-37.07%

+9.90%

Max Drawdown (1Y)

Largest decline over 1 year

-4.15%

-8.03%

+3.88%

Max Drawdown (3Y)

Largest decline over 3 years

-4.15%

-22.15%

+18.00%

Max Drawdown (5Y)

Largest decline over 5 years

-20.05%

-22.15%

+2.10%

Max Drawdown (10Y)

Largest decline over 10 years

-26.01%

Current Drawdown

Current decline from peak

-3.50%

-1.42%

-2.08%

Average Drawdown

Average peak-to-trough decline

-12.42%

-5.29%

-7.13%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.52%

2.20%

-0.68%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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