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VanEck Global Fallen Angel High Yield Bond UCITS ETF (GFEA.DE) Sharpe Ratio: -0.11

GFEA.DE's Sharpe Ratio of -0.11 indicates that for each unit of volatility, it generates -0.11 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Apr 2, 2026).

Sharpe uses total volatility (standard deviation) which includes both upside and downside price movements, making it useful for comparing risk-adjusted returns across different assets.

GFEA.DE Sharpe Ratio Rank

GFEA.DE Sharpe Ratio Rank: 9.59
Concerning

GFEA.DE ranks above 9.5% of all investments in our database based on Sharpe Ratio over the past 12 months, indicating weak returns relative to total risk taken. Securities are ranked from 0 (worst) to 100 (best).

What moves the rank

  • Strong returns with low total volatility → Higher rank
  • High volatility (both upside and downside) → Lower rank
  • Consistent returns → Higher rank than volatile returns of same magnitude
  • Sharp drawdowns increase volatility → Lower rank

What you can do with this information

  • Weak risk-adjusted returns relative to category peers
  • Evaluate whether this holding aligns with your risk-return objectives
  • Consider reducing exposure or re-evaluating position size
  • Review higher-ranked alternatives in the same category

GFEA.DE Sharpe Ratio Market Positioning

The chart shows GFEA.DE's Sharpe Ratio relative to all ETFs on our platform, with color zones indicating percentile rankings. Higher ratios indicate better risk-adjusted returns.

  • Red zone (bottom 25%): 0.48 or lower
  • Yellow zone (middle 50%): 0.48 to 1.42
  • Green zone (top 25%): 1.42 or higher
  • Top 1%: 5.92+
  • Median: 0.96 — half of all investments score higher

How it compares to other similar ETFs

The table compares VanEck Global Fallen Angel High Yield Bond UCITS ETF's Sharpe Ratio with other ETFs in the High Yield Bonds category across multiple time periods, showing how GFEA.DE's risk-adjusted performance compares to similar funds.

Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Apr 2, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
HYLE.DEiShares Global High Yield Corporate Bond UCITS ETF (EUR Hedged) Dist1.06
IBC7.DEiShares Fallen Angels High Yield Corp Bond UCITS ETF EUR Hedged (Dist)0.87
GB1E.DEInvesco Global High Yield Corporate Bond ESG Climate Transition UCITS ETF EUR PfHdg Acc0.77
IBC9.DEiShares Global High Yield Corporate Bond UCITS ETF0.55
XUHY.DEXtrackers USD High Yield Corporate Bond UCITS ETF 1D0.11
IS0R.DEiShares USD High Yield Corporate Bond UCITS ETF USD (Dist)0.09
QDVQ.DEiShares Fallen Angels High Yield Corporate Bond UCITS ETF0.03
IS3K.DEiShares USD Short Duration High Yield Corporate Bond UCITS ETF-0.03
XZHY.DEXtrackers ESG USD High Yield Corporate Bond UCITS ETF 1C-0.03
GFEA.DEVanEck Global Fallen Angel High Yield Bond UCITS ETF-0.11

S&P 500 Index

How to choose period

Historical Sharpe Ratio

The chart shows GFEA.DE's rolling Sharpe ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to total volatility, while declining trends may signal deteriorating risk-adjusted performance or increased volatility. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when GFEA.DE consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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Explore GFEA.DE risk-adjusted metrics in detail

Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.

GFEA.DE Sortino Ratio