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Invesco US High Yield Fallen Angels UCITS ETF Dist (HYFA.L) Sharpe Ratio: 0.83

HYFA.L's Sharpe Ratio of 0.83 indicates that for each unit of volatility, it generates 0.83 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.

HYFA.L Sharpe Ratio Rank

HYFA.L Sharpe Ratio Rank: 40.340
Average

HYFA.L ranks above 40.3% of all investments in our database based on Sharpe Ratio over the past 12 months, showing balanced 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

  • Returns are proportional to volatility—neither strong nor weak
  • Evaluate whether the volatility profile aligns with your risk tolerance
  • Review higher-ranked alternatives in the same category
  • Monitor rank direction to identify improving or deteriorating trends

HYFA.L Sharpe Ratio Market Positioning

The chart shows HYFA.L'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%): 0.49 or lower
  • Yellow zone (middle 50%): 0.49 to 1.45
  • Green zone (top 25%): 1.45 or higher
  • Top 1%: 5.86+
  • Median: 0.97 — half of all investments score higher

How it compares to other similar ETFs

The table compares Invesco US High Yield Fallen Angels UCITS ETF Dist's Sharpe Ratio with other ETFs in the High Yield Bonds category across multiple time periods, showing how HYFA.L'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
STHY.LPIMCO US Short-Term High Yield Corporate Bond Index UCITS ETF Income1.80
JHYU.LJPMorgan Global High Yield Corporate Bond Multi-Factor UCITS ETF USD Hedged (acc)1.65
IHYU.LiShares USD High Yield Corporate Bond UCITS ETF1.56
GHYU.LLyxor Global High Yield Sustainable Exposure UCITS ETF - Acc1.56
JHYP.LJPMorgan Global High Yield Corporate Bond Multi-Factor UCITS ETF - GBP Hedged (dist)1.55
EHYG.LiShares € High Yield Corp Bond ESG SRI UCITS ETF GBP Hedged (Acc)1.53
GBHY.LInvesco Global High Yield Corporate Bond ESG Climate Transition UCITS ETF Dist1.48
SDHA.LiShares USD Short Duration High Yield Corporate Bond UCITS ETF USD (Acc)1.44
UHYC.LLyxor ESG USD High Yield (DR) UCITS ETF - Acc1.40
SDHY.L iShares $ Short Duration High Yield Corp Bond UCITS ETF USD Dist1.36
HYFA.LInvesco US High Yield Fallen Angels UCITS ETF Dist0.83

S&P 500 Index

How to choose period

Historical Sharpe Ratio

The chart shows HYFA.L'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 HYFA.L consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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Explore HYFA.L risk-adjusted metrics in detail

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

HYFA.L Sortino Ratio