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FAHY.L vs. SHYU.L
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


FAHY.LSHYU.L
YTD Return6.07%0.66%
1Y Return9.53%-0.19%
3Y Return (Ann)1.99%-1.01%
5Y Return (Ann)4.02%-1.33%
Sharpe Ratio1.530.38
Sortino Ratio2.500.54
Omega Ratio1.281.08
Calmar Ratio1.200.15
Martin Ratio7.441.01
Ulcer Index1.24%2.72%
Daily Std Dev5.98%7.70%
Max Drawdown-23.91%-20.64%
Current Drawdown0.00%-15.54%

Correlation

-0.50.00.51.00.9

The correlation between FAHY.L and SHYU.L is 0.86, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Performance

FAHY.L vs. SHYU.L - Performance Comparison

In the year-to-date period, FAHY.L achieves a 6.07% return, which is significantly higher than SHYU.L's 0.66% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-2.00%0.00%2.00%4.00%6.00%JuneJulyAugustSeptemberOctoberNovember
4.16%
1.88%
FAHY.L
SHYU.L

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


FAHY.L vs. SHYU.L - Expense Ratio Comparison

FAHY.L has a 0.45% expense ratio, which is lower than SHYU.L's 0.50% expense ratio.


SHYU.L
iShares $ High Yield Corp Bond UCITS ETF
Expense ratio chart for SHYU.L: current value at 0.50% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.50%
Expense ratio chart for FAHY.L: current value at 0.45% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.45%

Risk-Adjusted Performance

FAHY.L vs. SHYU.L - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco US High Yield Fallen Angels UCITS ETF Dist (FAHY.L) and iShares $ High Yield Corp Bond UCITS ETF (SHYU.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.


FAHY.L
Sharpe ratio
The chart of Sharpe ratio for FAHY.L, currently valued at 2.09, compared to the broader market0.002.004.006.002.09
Sortino ratio
The chart of Sortino ratio for FAHY.L, currently valued at 3.28, compared to the broader market-2.000.002.004.006.008.0010.0012.003.28
Omega ratio
The chart of Omega ratio for FAHY.L, currently valued at 1.39, compared to the broader market1.001.502.002.503.001.39
Calmar ratio
The chart of Calmar ratio for FAHY.L, currently valued at 1.10, compared to the broader market0.005.0010.0015.001.10
Martin ratio
The chart of Martin ratio for FAHY.L, currently valued at 13.33, compared to the broader market0.0020.0040.0060.0080.00100.00120.0013.33
SHYU.L
Sharpe ratio
The chart of Sharpe ratio for SHYU.L, currently valued at 0.70, compared to the broader market0.002.004.006.000.70
Sortino ratio
The chart of Sortino ratio for SHYU.L, currently valued at 0.90, compared to the broader market-2.000.002.004.006.008.0010.0012.000.90
Omega ratio
The chart of Omega ratio for SHYU.L, currently valued at 1.16, compared to the broader market1.001.502.002.503.001.16
Calmar ratio
The chart of Calmar ratio for SHYU.L, currently valued at 0.29, compared to the broader market0.005.0010.0015.000.29
Martin ratio
The chart of Martin ratio for SHYU.L, currently valued at 3.16, compared to the broader market0.0020.0040.0060.0080.00100.00120.003.16

FAHY.L vs. SHYU.L - Sharpe Ratio Comparison

The current FAHY.L Sharpe Ratio is 1.53, which is higher than the SHYU.L Sharpe Ratio of 0.38. The chart below compares the historical Sharpe Ratios of FAHY.L and SHYU.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.503.00JuneJulyAugustSeptemberOctoberNovember
2.09
0.70
FAHY.L
SHYU.L

Dividends

FAHY.L vs. SHYU.L - Dividend Comparison

FAHY.L's dividend yield for the trailing twelve months is around 6.92%, more than SHYU.L's 0.09% yield.


TTM20232022202120202019201820172016201520142013
FAHY.L
Invesco US High Yield Fallen Angels UCITS ETF Dist
6.92%6.85%5.66%4.54%6.26%6.22%6.01%5.63%1.23%0.00%0.00%0.00%
SHYU.L
iShares $ High Yield Corp Bond UCITS ETF
0.09%0.06%0.05%0.04%0.05%0.06%0.06%0.06%0.05%0.06%0.06%0.06%

Drawdowns

FAHY.L vs. SHYU.L - Drawdown Comparison

The maximum FAHY.L drawdown since its inception was -23.91%, which is greater than SHYU.L's maximum drawdown of -20.64%. Use the drawdown chart below to compare losses from any high point for FAHY.L and SHYU.L. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-0.79%
-12.98%
FAHY.L
SHYU.L

Volatility

FAHY.L vs. SHYU.L - Volatility Comparison

The current volatility for Invesco US High Yield Fallen Angels UCITS ETF Dist (FAHY.L) is 1.46%, while iShares $ High Yield Corp Bond UCITS ETF (SHYU.L) has a volatility of 3.57%. This indicates that FAHY.L experiences smaller price fluctuations and is considered to be less risky than SHYU.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.50%1.00%1.50%2.00%2.50%3.00%3.50%4.00%JuneJulyAugustSeptemberOctoberNovember
1.46%
3.57%
FAHY.L
SHYU.L