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FAEU.DE vs. IS3K.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FAEU.DE vs. IS3K.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 USD Short Duration High Yield Corporate Bond UCITS ETF (IS3K.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 IS3K.DE's 5.02% 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*

IS3K.DE

1D
0.00%
1M
2.14%
6M
4.83%
YTD
5.02%
1Y
8.83%
3Y*
5.91%
5Y*
5.30%
10Y*
4.57%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FAEU.DE vs. IS3K.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%-0.87%0.12%
IS3K.DE
iShares USD Short Duration High Yield Corporate Bond UCITS ETF
5.02%-3.41%12.68%5.21%2.20%12.74%-5.49%12.34%4.89%-1.70%

Correlation

The correlation between FAEU.DE and IS3K.DE is -0.02, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

-0.02

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

0.07

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

0.15

Correlation (All Time)
Calculated using the full available price history since Oct 17, 2017

0.22

The correlation between FAEU.DE and IS3K.DE shifts across timeframes, from -0.02 (1 year) to 0.22 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

FAEU.DE vs. IS3K.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

IS3K.DE
IS3K.DE Risk / Return Rank: 6060
Overall Rank
IS3K.DE Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
IS3K.DE Sortino Ratio Rank: 5858
Sortino Ratio Rank
IS3K.DE Omega Ratio Rank: 5555
Omega Ratio Rank
IS3K.DE Calmar Ratio Rank: 6969
Calmar Ratio Rank
IS3K.DE Martin Ratio Rank: 6363
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. IS3K.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 USD Short Duration High Yield Corporate Bond UCITS ETF (IS3K.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.DEIS3K.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.96

Sortino ratioReturn per unit of downside risk

-1.42

Omega ratioGain probability vs. loss probability

1.12

1.28

-0.17

Calmar ratioReturn relative to maximum drawdown

0.57

2.85

-2.27

Martin ratioReturn relative to average drawdown

1.87

9.23

-7.35

FAEU.DE vs. IS3K.DE - Sharpe Ratio Comparison

The current FAEU.DE Sharpe Ratio is 0.59, which is lower than the IS3K.DE Sharpe Ratio of 1.54. The chart below compares the historical Sharpe Ratios of FAEU.DE and IS3K.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. IS3K.DE - Drawdown Comparison

The maximum FAEU.DE drawdown since its inception was -29.94%, which is greater than IS3K.DE's maximum drawdown of -27.02%. Use the drawdown chart below to compare losses from any high point for FAEU.DE and IS3K.DE.


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Drawdown Indicators


FAEU.DEIS3K.DEDifference

Max Drawdown

Largest peak-to-trough decline

-29.94%

-27.02%

-2.92%

Max Drawdown (1Y)

Largest decline over 1 year

-5.38%

-3.09%

-2.29%

Max Drawdown (3Y)

Largest decline over 3 years

-5.63%

-11.25%

+5.62%

Max Drawdown (5Y)

Largest decline over 5 years

-19.80%

-11.25%

-8.55%

Max Drawdown (10Y)

Largest decline over 10 years

-17.93%

Current Drawdown

Current decline from peak

-1.17%

-1.41%

+0.24%

Average Drawdown

Average peak-to-trough decline

-6.40%

-6.52%

+0.12%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.65%

0.95%

+0.70%

Volatility

FAEU.DE vs. IS3K.DE - Volatility Comparison

The current volatility for Invesco US High Yield Fallen Angels UCITS ETF (EUR Hdg) (FAEU.DE) is 1.15%, while iShares USD Short Duration High Yield Corporate Bond UCITS ETF (IS3K.DE) has a volatility of 1.43%. This indicates that FAEU.DE experiences smaller price fluctuations and is considered to be less risky than IS3K.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FAEU.DEIS3K.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.15%

1.43%

-0.28%

Volatility (6M)

Calculated over the trailing 6-month period

4.29%

3.80%

+0.49%

Volatility (1Y)

Calculated over the trailing 1-year period

5.28%

5.71%

-0.43%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.44%

7.09%

+0.35%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.55%

7.82%

+2.73%

FAEU.DE vs. IS3K.DE - Expense Ratio Comparison

FAEU.DE has a 0.50% expense ratio, which is higher than IS3K.DE's 0.45% expense ratio.


Dividends

FAEU.DE vs. IS3K.DE - Dividend Comparison

FAEU.DE has not paid dividends to shareholders, while IS3K.DE's dividend yield for the trailing twelve months is around 6.62%.


PositionTTM20252024202320222021202020192018201720162015
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%0.00%0.00%0.00%
IS3K.DE
iShares USD Short Duration High Yield Corporate Bond UCITS ETF
6.62%6.65%6.31%5.70%4.36%4.12%5.05%5.26%5.48%5.68%5.57%5.05%

Frequently Asked Questions


FAEU.DE and IS3K.DE have a correlation of -0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IS3K.DE is cheaper at 0.45% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IS3K.DE is cheaper with a 0.45% expense ratio, compared with 0.50% for FAEU.DE.

FAEU.DE tracks FTSE Time-Weighted US Fallen Angel Bond Select Index, while IS3K.DE tracks iBoxx® USD Liquid High Yield 0-5 Capped. They also come from different issuers: Invesco and iShares. Their fees differ too: 0.50% for FAEU.DE and 0.45% for IS3K.DE.

Portfolio Optimizer

Find the right allocation for FAEU.DE and IS3K.DE

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