Invesco US High Yield Fallen Angels UCITS ETF Acc (HYFC.L) Sharpe Ratio: 0.89

HYFC.L's Sharpe Ratio of 0.89 indicates that for each unit of volatility, it generates 0.89 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.

HYFC.L Sharpe Ratio Rank

Average

HYFC.L ranks above 45.1% 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

HYFC.L Sharpe Ratio Market Positioning

The chart shows HYFC.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 1.43
Green zone (top 25%): 1.43 or higher
Top 1%: 5.85+
Median: 0.96 — half of all investments score higher

How it compares to other similar ETFs

The table compares Invesco US High Yield Fallen Angels UCITS ETF Acc's Sharpe Ratio with other ETFs in the High Yield Bonds category across multiple time periods, showing how HYFC.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.

Symbol	Name	1Y Sharpe Ratio
STHY.L	PIMCO US Short-Term High Yield Corporate Bond Index UCITS ETF Income	1.80
JHYU.L	JPMorgan Global High Yield Corporate Bond Multi-Factor UCITS ETF USD Hedged (acc)	1.65
IHYU.L	iShares USD High Yield Corporate Bond UCITS ETF	1.56
GHYU.L	Lyxor Global High Yield Sustainable Exposure UCITS ETF - Acc	1.56
JHYP.L	JPMorgan Global High Yield Corporate Bond Multi-Factor UCITS ETF - GBP Hedged (dist)	1.54
EHYG.L	iShares € High Yield Corp Bond ESG SRI UCITS ETF GBP Hedged (Acc)	1.53
GBHY.L	Invesco Global High Yield Corporate Bond ESG Climate Transition UCITS ETF Dist	1.48
SDHA.L	iShares USD Short Duration High Yield Corporate Bond UCITS ETF USD (Acc)	1.45
UHYC.L	Lyxor ESG USD High Yield (DR) UCITS ETF - Acc	1.40
SDHY.L	iShares $ Short Duration High Yield Corp Bond UCITS ETF USD Dist	1.36
HYFC.L	Invesco US High Yield Fallen Angels UCITS ETF Acc	0.89

Benchmark Against

Benchmark

S&P 500 Index

Lookback Period

How to choose period

Historical Sharpe Ratio

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

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Explore HYFC.L risk-adjusted metrics in detail

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

HYFC.L Sortino Ratio