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FAGB.L vs. HYEA.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FAGB.L vs. HYEA.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Invesco US High Yield Fallen Angels UCITS ETF GBP Hedged (Acc) (FAGB.L) and iShares Global High Yield Corporate Bond UCITS ETF (HYEA.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

FAGB.L is traded in GBp, while HYEA.L is traded in EUR. To make them comparable, the HYEA.L values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, FAGB.L achieves a 1.09% return, which is significantly higher than HYEA.L's 0.50% return.


FAGB.L

1D
-0.15%
1M
0.11%
6M
0.46%
YTD
1.09%
1Y
5.50%
3Y*
6.70%
5Y*
1.50%
10Y*

HYEA.L

1D
0.00%
1M
-0.87%
6M
0.25%
YTD
0.50%
1Y
3.83%
3Y*
6.49%
5Y*
3.58%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

FAGB.L vs. HYEA.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FAGB.L
Invesco US High Yield Fallen Angels UCITS ETF GBP Hedged (Acc)
1.09%9.31%4.50%9.02%-15.12%5.18%6.43%10.50%-7.23%-0.38%
HYEA.L
iShares Global High Yield Corporate Bond UCITS ETF
0.50%6.97%4.26%7.03%-1.62%1.84%3.79%7.67%1.25%-17.25%

Correlation

The correlation between FAGB.L and HYEA.L is 0.30, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.30

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

0.30

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

0.36

Correlation (All Time)
Calculated using the full available price history since Oct 19, 2017

0.33

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Return for Risk

FAGB.L vs. HYEA.L — Risk / Return Rank

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

FAGB.L
FAGB.L Risk / Return Rank: 4141
Overall Rank
FAGB.L Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
FAGB.L Sortino Ratio Rank: 4848
Sortino Ratio Rank
FAGB.L Omega Ratio Rank: 4646
Omega Ratio Rank
FAGB.L Calmar Ratio Rank: 3131
Calmar Ratio Rank
FAGB.L Martin Ratio Rank: 3737
Martin Ratio Rank

HYEA.L
HYEA.L Risk / Return Rank: 7171
Overall Rank
HYEA.L Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
HYEA.L Sortino Ratio Rank: 7070
Sortino Ratio Rank
HYEA.L Omega Ratio Rank: 6464
Omega Ratio Rank
HYEA.L Calmar Ratio Rank: 7777
Calmar Ratio Rank
HYEA.L Martin Ratio Rank: 7878
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.

FAGB.L vs. HYEA.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco US High Yield Fallen Angels UCITS ETF GBP Hedged (Acc) (FAGB.L) and iShares Global High Yield Corporate Bond UCITS ETF (HYEA.L). 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.


FAGB.LHYEA.LDifference
Sharpe ratioReturn per unit of total volatility

+0.36

Sortino ratioReturn per unit of downside risk

+0.55

Omega ratioGain probability vs. loss probability

1.23

1.15

+0.08

Calmar ratioReturn relative to maximum drawdown

1.17

1.68

-0.51

Martin ratioReturn relative to average drawdown

4.35

4.33

+0.02

FAGB.L vs. HYEA.L - Sharpe Ratio Comparison

The current FAGB.L Sharpe Ratio is 1.20, which is higher than the HYEA.L Sharpe Ratio of 0.85. The chart below compares the historical Sharpe Ratios of FAGB.L and HYEA.L, 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

FAGB.L vs. HYEA.L - Drawdown Comparison

The maximum FAGB.L drawdown since its inception was -30.30%, which is greater than HYEA.L's maximum drawdown of -21.65%. Use the drawdown chart below to compare losses from any high point for FAGB.L and HYEA.L.


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Drawdown Indicators


FAGB.LHYEA.LDifference

Max Drawdown

Largest peak-to-trough decline

-30.30%

-21.65%

-8.65%

Max Drawdown (1Y)

Largest decline over 1 year

-4.75%

-2.28%

-2.47%

Max Drawdown (3Y)

Largest decline over 3 years

-5.31%

-4.27%

-1.04%

Max Drawdown (5Y)

Largest decline over 5 years

-18.92%

-9.31%

-9.61%

Current Drawdown

Current decline from peak

-0.62%

-1.88%

+1.26%

Average Drawdown

Average peak-to-trough decline

-5.39%

-6.89%

+1.50%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.29%

0.89%

+0.40%

Volatility

FAGB.L vs. HYEA.L - Volatility Comparison

Invesco US High Yield Fallen Angels UCITS ETF GBP Hedged (Acc) (FAGB.L) and iShares Global High Yield Corporate Bond UCITS ETF (HYEA.L) have volatilities of 1.19% and 1.24%, 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


FAGB.LHYEA.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.19%

1.24%

-0.05%

Volatility (6M)

Calculated over the trailing 6-month period

3.84%

3.36%

+0.48%

Volatility (1Y)

Calculated over the trailing 1-year period

4.65%

4.54%

+0.11%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.13%

6.47%

+0.66%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.53%

9.37%

-0.84%

FAGB.L vs. HYEA.L - Expense Ratio Comparison

Both FAGB.L and HYEA.L have an expense ratio of 0.50%.


Dividends

FAGB.L vs. HYEA.L - Dividend Comparison

Neither FAGB.L nor HYEA.L has paid dividends to shareholders.


PositionTTM202520242023202220212020
FAGB.L
Invesco US High Yield Fallen Angels UCITS ETF GBP Hedged (Acc)
0.00%0.00%0.00%0.00%0.00%0.00%0.05%
HYEA.L
iShares Global High Yield Corporate Bond UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


FAGB.L and HYEA.L have a correlation of 0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.50% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

FAGB.L and HYEA.L have the same expense ratio: 0.50% per year.

FAGB.L tracks FTSE Time-Weighted US Fallen Angel Bond Select Index, while HYEA.L tracks ICE BofA Gbl HY Constnd TR USD. They also come from different issuers: Invesco and iShares.

Portfolio Optimizer

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