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Invesco US High Yield Fallen Angels UCITS ETF Acc ...
Performance
Return for Risk
Dividends
Drawdowns
Volatility

ETF Info

ISIN
IE0009D6K2A2
WKN
A3DP7W
Issuer
Invesco
Inception Date
Jul 27, 2022
Leveraged
1x (No leverage)
Index Tracked
FTSE Time-Weighted US Fallen Angel Bond Select Index
Domicile
Ireland
Distribution Policy
Accumulating
Asset Class
Bond

Share Price Chart


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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Invesco US High Yield Fallen Angels UCITS ETF Acc, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


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S&P 500 Index

Returns By Period

Invesco US High Yield Fallen Angels UCITS ETF Acc (HYFC.L) has returned -2.82% so far this year and 4.77% over the past 12 months.


Invesco US High Yield Fallen Angels UCITS ETF Acc

1D
0.33%
1M
-3.56%
YTD
-2.82%
6M
-1.66%
1Y
4.77%
3Y*
6.62%
5Y*
10Y*

Benchmark (S&P 500 Index)

1D
2.91%
1M
-5.09%
YTD
-4.63%
6M
-2.39%
1Y
16.33%
3Y*
16.69%
5Y*
10.18%
10Y*
12.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Aug 1, 2022, HYFC.L's average daily return is +0.02%, while the average monthly return is +0.42%. At this rate, your investment would double in approximately 13.8 years.

Historically, 68% of months were positive and 32% were negative. The best month was Nov 2023 with a return of +4.8%, while the worst month was Mar 2026 at -3.6%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 3 months.

On a daily basis, HYFC.L closed higher 54% of trading days. The best single day was Nov 10, 2022 with a return of +1.9%, while the worst single day was Apr 4, 2025 at -1.9%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20260.52%0.25%-3.56%-2.82%
20251.05%0.83%-0.20%-0.87%1.24%2.65%0.42%1.65%1.31%0.29%0.90%0.01%9.62%
20240.31%-0.13%1.29%-1.84%0.43%0.44%2.06%1.37%1.89%-1.13%1.27%-0.83%5.17%
20233.11%-1.57%0.38%0.32%-1.68%2.64%1.19%-0.74%-1.35%-1.18%4.84%4.10%10.23%
2022-2.49%-3.47%0.79%2.13%0.06%-3.05%

Benchmark Metrics

Invesco US High Yield Fallen Angels UCITS ETF Acc has an annualized alpha of 3.48%, beta of 0.16, and R² of 0.15 versus S&P 500 Index. Calculated based on daily prices since August 02, 2022.

  • This ETF participated in 35.73% of S&P 500 Index downside but only 31.43% of its upside — more exposed to losses than it benefited from rallies.
  • Beta of 0.16 may look defensive, but with R² of 0.15 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 0.15 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
3.48%
Beta
0.16
0.15
Upside Capture
31.43%
Downside Capture
35.73%

Expense Ratio

HYFC.L has an expense ratio of 0.45%, placing it in the medium range.


Return for Risk

Risk / Return Rank

HYFC.L ranks 35 for risk / return — below 35% 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.


HYFC.L Risk / Return Rank: 3535
Overall Rank
HYFC.L Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
HYFC.L Sortino Ratio Rank: 3535
Sortino Ratio Rank
HYFC.L Omega Ratio Rank: 3939
Omega Ratio Rank
HYFC.L Calmar Ratio Rank: 2929
Calmar Ratio Rank
HYFC.L Martin Ratio Rank: 3131
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 US High Yield Fallen Angels UCITS ETF Acc (HYFC.L) and compare them to a chosen benchmark (S&P 500 Index).


HYFC.LBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

0.77

0.90

-0.13

Sortino ratio

Return per unit of downside risk

1.06

1.39

-0.32

Omega ratio

Gain probability vs. loss probability

1.16

1.21

-0.05

Calmar ratio

Return relative to maximum drawdown

0.74

1.40

-0.66

Martin ratio

Return relative to average drawdown

2.70

6.61

-3.91

Explore HYFC.L risk-adjusted metrics in detail

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

Dividends

Dividend History


Invesco US High Yield Fallen Angels 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 US High Yield Fallen Angels 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 US High Yield Fallen Angels UCITS ETF Acc was 8.42%, occurring on Sep 29, 2022. Recovery took 87 trading sessions.

The current Invesco US High Yield Fallen Angels UCITS ETF Acc drawdown is 5.42%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-8.42%Aug 16, 202231Sep 29, 202287Feb 2, 2023118
-5.95%Feb 23, 202625Mar 27, 2026
-5.57%Feb 3, 202338Mar 28, 2023165Nov 22, 2023203
-5.29%Mar 21, 202514Apr 9, 202537Jun 5, 202551
-2.37%Apr 2, 202411Apr 16, 202460Jul 11, 202471

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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