PortfoliosLab logoPortfoliosLab logo
GFA.L vs. HYGB.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GFA.L vs. HYGB.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VanEck Global Fallen Angel High Yield Bond UCITS ETF (GFA.L) and VanEck Emerging Markets High Yield Bond UCITS ETF (HYGB.L). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Different Trading Currencies

GFA.L is traded in USD, while HYGB.L is traded in GBP. To make them comparable, the HYGB.L values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, GFA.L achieves a 2.23% return, which is significantly lower than HYGB.L's 4.01% return.


GFA.L

1D
-1.58%
1M
-1.67%
6M
2.02%
YTD
2.23%
1Y
5.68%
3Y*
7.70%
5Y*
2.71%
10Y*

HYGB.L

1D
0.58%
1M
0.40%
6M
3.60%
YTD
4.01%
1Y
8.89%
3Y*
10.43%
5Y*
2.90%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

GFA.L vs. HYGB.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
GFA.L
VanEck Global Fallen Angel High Yield Bond UCITS ETF
2.23%9.97%6.02%10.29%-12.56%1.93%16.95%13.34%-3.62%
HYGB.L
VanEck Emerging Markets High Yield Bond UCITS ETF
4.01%9.22%11.83%7.02%-12.94%-0.32%5.02%15.45%-30.18%

Correlation

The correlation between GFA.L and HYGB.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

0.14

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

0.19

Correlation (All Time)
Calculated using the full available price history since Mar 20, 2018

0.21

The correlation between GFA.L and HYGB.L shifts across timeframes, from 0.11 (1 year) to 0.21 (all time), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

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


Return for Risk

GFA.L vs. HYGB.L — Risk / Return Rank

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

GFA.L
GFA.L Risk / Return Rank: 2929
Overall Rank
GFA.L Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
GFA.L Sortino Ratio Rank: 2525
Sortino Ratio Rank
GFA.L Omega Ratio Rank: 2929
Omega Ratio Rank
GFA.L Calmar Ratio Rank: 3434
Calmar Ratio Rank
GFA.L Martin Ratio Rank: 3232
Martin Ratio Rank

HYGB.L
HYGB.L Risk / Return Rank: 4343
Overall Rank
HYGB.L Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
HYGB.L Sortino Ratio Rank: 3939
Sortino Ratio Rank
HYGB.L Omega Ratio Rank: 3737
Omega Ratio Rank
HYGB.L Calmar Ratio Rank: 5757
Calmar Ratio Rank
HYGB.L Martin Ratio Rank: 4444
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.

GFA.L vs. HYGB.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VanEck Global Fallen Angel High Yield Bond UCITS ETF (GFA.L) and VanEck Emerging Markets High Yield Bond UCITS ETF (HYGB.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.


GFA.LHYGB.LDifference
Sharpe ratioReturn per unit of total volatility

-0.84

Sortino ratioReturn per unit of downside risk

-1.18

Omega ratioGain probability vs. loss probability

1.17

1.32

-0.15

Calmar ratioReturn relative to maximum drawdown

1.42

3.04

-1.62

Martin ratioReturn relative to average drawdown

3.83

13.36

-9.53

GFA.L vs. HYGB.L - Sharpe Ratio Comparison

The current GFA.L Sharpe Ratio is 0.83, which is lower than the HYGB.L Sharpe Ratio of 1.67. The chart below compares the historical Sharpe Ratios of GFA.L and HYGB.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.


Loading charts...

Drawdowns

GFA.L vs. HYGB.L - Drawdown Comparison

The maximum GFA.L drawdown since its inception was -22.98%, smaller than the maximum HYGB.L drawdown of -37.51%. Use the drawdown chart below to compare losses from any high point for GFA.L and HYGB.L.


Loading charts...

Drawdown Indicators


GFA.LHYGB.LDifference

Max Drawdown

Largest peak-to-trough decline

-22.98%

-37.51%

+14.53%

Max Drawdown (1Y)

Largest decline over 1 year

-3.90%

-2.91%

-0.99%

Max Drawdown (3Y)

Largest decline over 3 years

-5.14%

-4.72%

-0.42%

Max Drawdown (5Y)

Largest decline over 5 years

-22.54%

-25.04%

+2.50%

Current Drawdown

Current decline from peak

-2.07%

-3.08%

+1.01%

Average Drawdown

Average peak-to-trough decline

-4.38%

-21.20%

+16.82%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.45%

0.66%

+0.79%

Volatility

GFA.L vs. HYGB.L - Volatility Comparison

VanEck Global Fallen Angel High Yield Bond UCITS ETF (GFA.L) has a higher volatility of 2.17% compared to VanEck Emerging Markets High Yield Bond UCITS ETF (HYGB.L) at 1.59%. This indicates that GFA.L's price experiences larger fluctuations and is considered to be riskier than HYGB.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


GFA.LHYGB.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.17%

1.59%

+0.58%

Volatility (6M)

Calculated over the trailing 6-month period

5.88%

4.63%

+1.25%

Volatility (1Y)

Calculated over the trailing 1-year period

6.68%

5.32%

+1.36%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.29%

17.85%

-9.56%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.44%

17.18%

-8.74%

GFA.L vs. HYGB.L - Expense Ratio Comparison

Both GFA.L and HYGB.L have an expense ratio of 0.40%.


Dividends

GFA.L vs. HYGB.L - Dividend Comparison

Neither GFA.L nor HYGB.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


GFA.L and HYGB.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.

Both ETFs have the same 0.40% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

GFA.L and HYGB.L have the same expense ratio: 0.40% per year.

GFA.L tracks VanEck Global Fallen Angel High Yield Bond UCITS ETF, while HYGB.L tracks VanEck Emerging Markets High Yield Bond UCITS ETF.

Portfolio Optimizer

Find the right allocation for GFA.L and HYGB.L

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer