FAHY.DE vs. FWEA.DE
Compare and contrast key facts about Invesco US High Yield Fallen Angels UCITS ETF Dist (FAHY.DE) and Invesco FTSE All-World UCITS ETF (FWEA.DE).
FAHY.DE and FWEA.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. FAHY.DE is a passively managed fund by Invesco that tracks the performance of the Bloomberg US Corporate High Yield TR USD. It was launched on Sep 1, 2016. FWEA.DE is a passively managed fund by Invesco that tracks the performance of the FTSE All-World Index. It was launched on Feb 20, 2024. Both FAHY.DE and FWEA.DE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
FAHY.DE vs. FWEA.DE - Performance Comparison
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FAHY.DE vs. FWEA.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
FAHY.DE Invesco US High Yield Fallen Angels UCITS ETF Dist | 0.48% | -2.35% | 10.86% | 6.45% |
FWEA.DE Invesco FTSE All-World UCITS ETF | -2.30% | 17.53% | 19.21% | 8.62% |
Returns By Period
In the year-to-date period, FAHY.DE achieves a 0.48% return, which is significantly higher than FWEA.DE's -2.30% return.
FAHY.DE
- 1D
- 1.08%
- 1M
- -1.14%
- YTD
- 0.48%
- 6M
- 0.62%
- 1Y
- -0.58%
- 3Y*
- 4.83%
- 5Y*
- 2.89%
- 10Y*
- —
FWEA.DE
- 1D
- -0.49%
- 1M
- -2.43%
- YTD
- -2.30%
- 6M
- 1.09%
- 1Y
- 17.49%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
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FAHY.DE vs. FWEA.DE - Expense Ratio Comparison
FAHY.DE has a 0.45% expense ratio, which is higher than FWEA.DE's 0.20% expense ratio.
Return for Risk
FAHY.DE vs. FWEA.DE — Risk / Return Rank
FAHY.DE
FWEA.DE
FAHY.DE vs. FWEA.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco US High Yield Fallen Angels UCITS ETF Dist (FAHY.DE) and Invesco FTSE All-World UCITS ETF (FWEA.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.
| FAHY.DE | FWEA.DE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.07 | 1.17 | -1.24 |
Sortino ratioReturn per unit of downside risk | -0.03 | 1.66 | -1.69 |
Omega ratioGain probability vs. loss probability | 1.00 | 1.25 | -0.25 |
Calmar ratioReturn relative to maximum drawdown | 0.51 | 2.63 | -2.12 |
Martin ratioReturn relative to average drawdown | 1.49 | 11.42 | -9.93 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| FAHY.DE | FWEA.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.07 | 1.17 | -1.24 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.34 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.36 | 1.21 | -0.85 |
Correlation
The correlation between FAHY.DE and FWEA.DE is 0.10, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
FAHY.DE vs. FWEA.DE - Dividend Comparison
FAHY.DE's dividend yield for the trailing twelve months is around 6.66%, while FWEA.DE has not paid dividends to shareholders.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
FAHY.DE Invesco US High Yield Fallen Angels UCITS ETF Dist | 6.66% | 6.75% | 6.86% | 6.89% | 5.82% | 4.47% | 6.24% | 6.07% | 6.09% | 5.71% | 1.23% |
FWEA.DE Invesco FTSE All-World UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
FAHY.DE vs. FWEA.DE - Drawdown Comparison
The maximum FAHY.DE drawdown since its inception was -28.23%, which is greater than FWEA.DE's maximum drawdown of -17.48%. Use the drawdown chart below to compare losses from any high point for FAHY.DE and FWEA.DE.
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Drawdown Indicators
| FAHY.DE | FWEA.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -28.23% | -17.48% | -10.75% |
Max Drawdown (1Y)Largest decline over 1 year | -5.70% | -8.61% | +2.91% |
Max Drawdown (5Y)Largest decline over 5 years | -12.29% | — | — |
Current DrawdownCurrent decline from peak | -4.66% | -5.71% | +1.05% |
Average DrawdownAverage peak-to-trough decline | -4.48% | -1.92% | -2.56% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.68% | 1.91% | -0.23% |
Volatility
FAHY.DE vs. FWEA.DE - Volatility Comparison
The current volatility for Invesco US High Yield Fallen Angels UCITS ETF Dist (FAHY.DE) is 1.86%, while Invesco FTSE All-World UCITS ETF (FWEA.DE) has a volatility of 5.00%. This indicates that FAHY.DE experiences smaller price fluctuations and is considered to be less risky than FWEA.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FAHY.DE | FWEA.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.86% | 5.00% | -3.14% |
Volatility (6M)Calculated over the trailing 6-month period | 4.26% | 8.60% | -4.34% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.64% | 14.90% | -6.26% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 8.42% | 12.65% | -4.23% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 9.72% | 12.65% | -2.93% |