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

Performance

FAGB.L vs. HYGU.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 € High Yield Corp Bond UCITS ETF USD Hedged (Acc) (HYGU.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 HYGU.L is traded in USD. To make them comparable, the HYGU.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 lower than HYGU.L's 2.21% 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*

HYGU.L

1D
0.03%
1M
-1.09%
6M
1.48%
YTD
2.21%
1Y
4.82%
3Y*
6.89%
5Y*
5.04%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

FAGB.L vs. HYGU.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%1.40%
HYGU.L
iShares € High Yield Corp Bond UCITS ETF USD Hedged (Acc)
2.21%-0.40%9.16%7.87%3.91%4.70%-0.84%8.53%5.02%-1.67%

Correlation

The correlation between FAGB.L and HYGU.L is 0.11, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.11

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

0.04

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

0.06

Correlation (All Time)
Calculated using the full available price history since Nov 16, 2017

0.11

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Return for Risk

FAGB.L vs. HYGU.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

HYGU.L
HYGU.L Risk / Return Rank: 6464
Overall Rank
HYGU.L Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
HYGU.L Sortino Ratio Rank: 7272
Sortino Ratio Rank
HYGU.L Omega Ratio Rank: 7272
Omega Ratio Rank
HYGU.L Calmar Ratio Rank: 5151
Calmar Ratio Rank
HYGU.L Martin Ratio Rank: 6464
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. HYGU.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 € High Yield Corp Bond UCITS ETF USD Hedged (Acc) (HYGU.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.LHYGU.LDifference
Sharpe ratioReturn per unit of total volatility

+0.50

Sortino ratioReturn per unit of downside risk

+0.81

Omega ratioGain probability vs. loss probability

1.23

1.13

+0.10

Calmar ratioReturn relative to maximum drawdown

1.17

1.12

+0.05

Martin ratioReturn relative to average drawdown

4.35

2.79

+1.56

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

The current FAGB.L Sharpe Ratio is 1.20, which is higher than the HYGU.L Sharpe Ratio of 0.71. The chart below compares the historical Sharpe Ratios of FAGB.L and HYGU.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. HYGU.L - Drawdown Comparison

The maximum FAGB.L drawdown since its inception was -30.30%, which is greater than HYGU.L's maximum drawdown of -19.14%. Use the drawdown chart below to compare losses from any high point for FAGB.L and HYGU.L.


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Drawdown Indicators


FAGB.LHYGU.LDifference

Max Drawdown

Largest peak-to-trough decline

-30.30%

-19.14%

-11.16%

Max Drawdown (1Y)

Largest decline over 1 year

-4.75%

-4.27%

-0.48%

Max Drawdown (3Y)

Largest decline over 3 years

-5.31%

-8.35%

+3.04%

Max Drawdown (5Y)

Largest decline over 5 years

-18.92%

-9.08%

-9.84%

Current Drawdown

Current decline from peak

-0.62%

-1.99%

+1.37%

Average Drawdown

Average peak-to-trough decline

-5.39%

-3.90%

-1.49%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.29%

1.72%

-0.43%

Volatility

FAGB.L vs. HYGU.L - Volatility Comparison

The current volatility for Invesco US High Yield Fallen Angels UCITS ETF GBP Hedged (Acc) (FAGB.L) is 1.19%, while iShares € High Yield Corp Bond UCITS ETF USD Hedged (Acc) (HYGU.L) has a volatility of 1.62%. This indicates that FAGB.L experiences smaller price fluctuations and is considered to be less risky than HYGU.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FAGB.LHYGU.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.19%

1.62%

-0.43%

Volatility (6M)

Calculated over the trailing 6-month period

3.84%

5.11%

-1.27%

Volatility (1Y)

Calculated over the trailing 1-year period

4.65%

6.78%

-2.13%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.13%

8.40%

-1.27%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.53%

9.42%

-0.89%

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

FAGB.L has a 0.50% expense ratio, which is lower than HYGU.L's 0.55% expense ratio.


Dividends

FAGB.L vs. HYGU.L - Dividend Comparison

Neither FAGB.L nor HYGU.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%
HYGU.L
iShares € High Yield Corp Bond UCITS ETF USD Hedged (Acc)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


FAGB.L and HYGU.L have a correlation of 0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

FAGB.L is cheaper with a 0.50% expense ratio, compared with 0.55% for HYGU.L.

FAGB.L is categorized as High Yield Bonds, while HYGU.L is European High Yield Bonds. FAGB.L tracks FTSE Time-Weighted US Fallen Angel Bond Select Index, while HYGU.L tracks Markit iBoxx Euro Liquid High Yield Index (EUR). They also come from different issuers: Invesco and iShares. Their fees differ too: 0.50% for FAGB.L and 0.55% for HYGU.L.

Portfolio Optimizer

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