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GFA.L vs. ICBU.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GFA.L vs. ICBU.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 USD (Acc) (GFA.L) and iShares USD Intermediate Credit Bond UCITS ETF (ICBU.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, GFA.L achieves a 3.55% return, which is significantly higher than ICBU.L's 0.34% return.


GFA.L

1D
-0.14%
1M
-0.18%
6M
3.30%
YTD
3.55%
1Y
6.91%
3Y*
8.15%
5Y*
2.98%
10Y*

ICBU.L

1D
0.00%
1M
-0.12%
6M
0.53%
YTD
0.34%
1Y
4.08%
3Y*
5.32%
5Y*
1.61%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)20252024202320222021202020192018
GFA.L
VanEck Global Fallen Angel High Yield Bond UCITS ETF USD (Acc)
3.55%9.97%6.02%10.29%-12.56%1.93%16.95%13.34%-3.62%
ICBU.L
iShares USD Intermediate Credit Bond UCITS ETF
0.34%7.68%4.11%6.64%-9.03%-1.29%6.43%10.05%1.19%

Correlation

The correlation between GFA.L and ICBU.L is 0.46, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.46

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

0.46

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

0.46

Correlation (All Time)
Calculated using the full available price history since Mar 19, 2018

0.38

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Return for Risk

GFA.L vs. ICBU.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: 4040
Overall Rank
GFA.L Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
GFA.L Sortino Ratio Rank: 3636
Sortino Ratio Rank
GFA.L Omega Ratio Rank: 4242
Omega Ratio Rank
GFA.L Calmar Ratio Rank: 4545
Calmar Ratio Rank
GFA.L Martin Ratio Rank: 4040
Martin Ratio Rank

ICBU.L
ICBU.L Risk / Return Rank: 4747
Overall Rank
ICBU.L Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
ICBU.L Sortino Ratio Rank: 4343
Sortino Ratio Rank
ICBU.L Omega Ratio Rank: 5151
Omega Ratio Rank
ICBU.L Calmar Ratio Rank: 4646
Calmar Ratio Rank
ICBU.L Martin Ratio Rank: 5050
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. ICBU.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 USD (Acc) (GFA.L) and iShares USD Intermediate Credit Bond UCITS ETF (ICBU.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.LICBU.LDifference
Sharpe ratioReturn per unit of total volatility

-0.15

Sortino ratioReturn per unit of downside risk

-0.26

Omega ratioGain probability vs. loss probability

1.21

1.25

-0.04

Calmar ratioReturn relative to maximum drawdown

1.76

1.83

-0.07

Martin ratioReturn relative to average drawdown

4.76

6.50

-1.74

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

The current GFA.L Sharpe Ratio is 1.06, which is comparable to the ICBU.L Sharpe Ratio of 1.21. The chart below compares the historical Sharpe Ratios of GFA.L and ICBU.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

GFA.L vs. ICBU.L - Drawdown Comparison

The maximum GFA.L drawdown since its inception was -22.98%, which is greater than ICBU.L's maximum drawdown of -14.04%. Use the drawdown chart below to compare losses from any high point for GFA.L and ICBU.L.


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Drawdown Indicators


GFA.LICBU.LDifference

Max Drawdown

Largest peak-to-trough decline

-22.98%

-14.04%

-8.94%

Max Drawdown (1Y)

Largest decline over 1 year

-3.90%

-2.22%

-1.68%

Max Drawdown (3Y)

Largest decline over 3 years

-5.03%

-3.42%

-1.61%

Max Drawdown (5Y)

Largest decline over 5 years

-22.54%

-14.04%

-8.50%

Current Drawdown

Current decline from peak

-0.80%

-0.69%

-0.11%

Average Drawdown

Average peak-to-trough decline

-4.38%

-2.75%

-1.63%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.45%

0.63%

+0.82%

Volatility

GFA.L vs. ICBU.L - Volatility Comparison

VanEck Global Fallen Angel High Yield Bond UCITS ETF USD (Acc) (GFA.L) has a higher volatility of 1.33% compared to iShares USD Intermediate Credit Bond UCITS ETF (ICBU.L) at 0.87%. This indicates that GFA.L's price experiences larger fluctuations and is considered to be riskier than ICBU.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GFA.LICBU.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.33%

0.87%

+0.46%

Volatility (6M)

Calculated over the trailing 6-month period

5.65%

2.71%

+2.94%

Volatility (1Y)

Calculated over the trailing 1-year period

6.49%

3.36%

+3.13%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.25%

4.57%

+3.68%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.42%

4.61%

+3.81%

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

GFA.L has a 0.40% expense ratio, which is higher than ICBU.L's 0.15% expense ratio.


Dividends

GFA.L vs. ICBU.L - Dividend Comparison

GFA.L has not paid dividends to shareholders, while ICBU.L's dividend yield for the trailing twelve months is around 4.51%.


PositionTTM202520242023202220212020201920182017
GFA.L
VanEck Global Fallen Angel High Yield Bond UCITS ETF USD (Acc)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
ICBU.L
iShares USD Intermediate Credit Bond UCITS ETF
4.51%4.21%3.78%2.78%1.93%1.93%2.78%2.93%2.65%0.44%

Frequently Asked Questions


GFA.L and ICBU.L have a correlation of 0.46, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, ICBU.L is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

ICBU.L is cheaper with a 0.15% expense ratio, compared with 0.40% for GFA.L.

GFA.L is categorized as Global High Yield Bonds, while ICBU.L is Corporate Bonds. GFA.L tracks ICE Global Fallen Angel High Yield 10% Constrained Index, while ICBU.L tracks Bloomberg US Corp Bond TR USD. They also come from different issuers: VanEck and iShares. Their fees differ too: 0.40% for GFA.L and 0.15% for ICBU.L.

Portfolio Optimizer

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