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FAEU.DE vs. IBC7.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FAEU.DE vs. IBC7.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Invesco US High Yield Fallen Angels UCITS ETF (EUR Hdg) (FAEU.DE) and iShares Fallen Angels High Yield Corp Bond UCITS ETF EUR Hedged (Dist) (IBC7.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, FAEU.DE achieves a 0.54% return, which is significantly lower than IBC7.DE's 1.46% return.


FAEU.DE

1D
0.04%
1M
0.87%
6M
0.61%
YTD
0.54%
1Y
3.10%
3Y*
5.35%
5Y*
0.19%
10Y*

IBC7.DE

1D
0.00%
1M
0.92%
6M
1.46%
YTD
1.46%
1Y
4.57%
3Y*
5.96%
5Y*
1.18%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

FAEU.DE vs. IBC7.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
FAEU.DE
Invesco US High Yield Fallen Angels UCITS ETF (EUR Hdg)
0.54%7.55%2.62%7.66%-16.29%4.49%6.43%10.22%2.36%
IBC7.DE
iShares Fallen Angels High Yield Corp Bond UCITS ETF EUR Hedged (Dist)
1.46%7.07%3.18%9.37%-13.89%3.60%13.74%13.54%-4.27%

Correlation

The correlation between FAEU.DE and IBC7.DE is 0.59, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.59

Correlation (3Y)
Calculated over the trailing 3-year period

0.67

Correlation (5Y)
Calculated over the trailing 5-year period

0.75

Correlation (All Time)
Calculated using the full available price history since Apr 10, 2018

0.73

The correlation between FAEU.DE and IBC7.DE shifts across timeframes, from 0.59 (1 year) to 0.75 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

FAEU.DE vs. IBC7.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

FAEU.DE
FAEU.DE Risk / Return Rank: 1919
Overall Rank
FAEU.DE Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
FAEU.DE Sortino Ratio Rank: 1818
Sortino Ratio Rank
FAEU.DE Omega Ratio Rank: 1919
Omega Ratio Rank
FAEU.DE Calmar Ratio Rank: 1717
Calmar Ratio Rank
FAEU.DE Martin Ratio Rank: 1919
Martin Ratio Rank

IBC7.DE
IBC7.DE Risk / Return Rank: 4040
Overall Rank
IBC7.DE Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
IBC7.DE Sortino Ratio Rank: 4242
Sortino Ratio Rank
IBC7.DE Omega Ratio Rank: 4848
Omega Ratio Rank
IBC7.DE Calmar Ratio Rank: 3131
Calmar Ratio Rank
IBC7.DE Martin Ratio Rank: 4040
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.

FAEU.DE vs. IBC7.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco US High Yield Fallen Angels UCITS ETF (EUR Hdg) (FAEU.DE) and iShares Fallen Angels High Yield Corp Bond UCITS ETF EUR Hedged (Dist) (IBC7.DE). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

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.


FAEU.DEIBC7.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.59

Sortino ratioReturn per unit of downside risk

-0.95

Omega ratioGain probability vs. loss probability

1.12

1.26

-0.14

Calmar ratioReturn relative to maximum drawdown

0.57

1.35

-0.78

Martin ratioReturn relative to average drawdown

1.87

5.39

-3.52

FAEU.DE vs. IBC7.DE - Sharpe Ratio Comparison

The current FAEU.DE Sharpe Ratio is 0.59, which is lower than the IBC7.DE Sharpe Ratio of 1.17. The chart below compares the historical Sharpe Ratios of FAEU.DE and IBC7.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

FAEU.DE vs. IBC7.DE - Drawdown Comparison

The maximum FAEU.DE drawdown since its inception was -29.94%, which is greater than IBC7.DE's maximum drawdown of -21.75%. Use the drawdown chart below to compare losses from any high point for FAEU.DE and IBC7.DE.


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Drawdown Indicators


FAEU.DEIBC7.DEDifference

Max Drawdown

Largest peak-to-trough decline

-29.94%

-21.75%

-8.19%

Max Drawdown (1Y)

Largest decline over 1 year

-5.38%

-3.37%

-2.01%

Max Drawdown (3Y)

Largest decline over 3 years

-5.63%

-4.30%

-1.33%

Max Drawdown (5Y)

Largest decline over 5 years

-19.80%

-18.37%

-1.43%

Current Drawdown

Current decline from peak

-1.17%

0.00%

-1.17%

Average Drawdown

Average peak-to-trough decline

-6.40%

-4.45%

-1.95%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.65%

0.84%

+0.81%

Volatility

FAEU.DE vs. IBC7.DE - Volatility Comparison

Invesco US High Yield Fallen Angels UCITS ETF (EUR Hdg) (FAEU.DE) and iShares Fallen Angels High Yield Corp Bond UCITS ETF EUR Hedged (Dist) (IBC7.DE) have volatilities of 1.15% and 1.11%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FAEU.DEIBC7.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.15%

1.11%

+0.04%

Volatility (6M)

Calculated over the trailing 6-month period

4.29%

3.11%

+1.18%

Volatility (1Y)

Calculated over the trailing 1-year period

5.28%

3.88%

+1.40%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.44%

6.18%

+1.26%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.55%

8.10%

+2.45%

FAEU.DE vs. IBC7.DE - Expense Ratio Comparison

FAEU.DE has a 0.50% expense ratio, which is lower than IBC7.DE's 0.55% expense ratio.


Dividends

FAEU.DE vs. IBC7.DE - Dividend Comparison

FAEU.DE has not paid dividends to shareholders, while IBC7.DE's dividend yield for the trailing twelve months is around 5.62%.


PositionTTM20252024202320222021202020192018
FAEU.DE
Invesco US High Yield Fallen Angels UCITS ETF (EUR Hdg)
0.00%0.00%0.00%0.00%0.00%0.00%0.05%0.00%8.14%
IBC7.DE
iShares Fallen Angels High Yield Corp Bond UCITS ETF EUR Hedged (Dist)
5.62%5.55%5.89%5.18%4.46%3.93%4.17%4.59%3.28%

Frequently Asked Questions


FAEU.DE and IBC7.DE have a correlation of 0.59, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, FAEU.DE is cheaper at 0.50% per year. The better choice depends on whether you care most about return, fees, risk, or income.

FAEU.DE is cheaper with a 0.50% expense ratio, compared with 0.55% for IBC7.DE.

FAEU.DE tracks FTSE Time-Weighted US Fallen Angel Bond Select Index, while IBC7.DE tracks Bloomberg Global Corporate ex EM Fallen Angels 3% Capped (EUR Hedged). They also come from different issuers: Invesco and iShares. Their fees differ too: 0.50% for FAEU.DE and 0.55% for IBC7.DE.

Portfolio Optimizer

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