GHYU.L vs. HYFC.L

Last updated Apr 3, 2026

Compare and contrast key facts about Lyxor Global High Yield Sustainable Exposure UCITS ETF - Acc (GHYU.L) and Invesco US High Yield Fallen Angels UCITS ETF Acc (HYFC.L).

GHYU.L and HYFC.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. GHYU.L is a passively managed fund by Amundi that tracks the performance of the ICE BofA Gbl HY Constnd TR USD. It was launched on Jan 16, 2020. HYFC.L is a passively managed fund by Invesco that tracks the performance of the FTSE Time-Weighted US Fallen Angel Bond Select Index. It was launched on Jul 27, 2022. Both GHYU.L and HYFC.L 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

GHYU.L vs. HYFC.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Lyxor Global High Yield Sustainable Exposure UCITS ETF - Acc (GHYU.L) and Invesco US High Yield Fallen Angels UCITS ETF Acc (HYFC.L). The values are adjusted to include any dividend payments, if applicable.

GHYU.L vs. HYFC.L - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
GHYU.L Lyxor Global High Yield Sustainable Exposure UCITS ETF - Acc	-1.21%	11.40%	5.06%	12.36%	-1.72%
HYFC.L Invesco US High Yield Fallen Angels UCITS ETF Acc	-1.60%	9.62%	5.17%	10.23%	-3.05%

Returns By Period

In the year-to-date period, GHYU.L achieves a -1.21% return, which is significantly higher than HYFC.L's -1.60% return.

GHYU.L

• 1D: 0.02%
• 1M: -0.72%
• YTD: -1.21%
• 6M: 0.22%
• 1Y: 7.67%
• 3Y*: 7.91%
• 5Y*: 2.59%
• 10Y*: —

HYFC.L

• 1D: 0.05%
• 1M: -1.57%
• YTD: -1.60%
• 6M: -0.82%
• 1Y: 5.60%
• 3Y*: 6.89%
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

GHYU.L vs. HYFC.L - Expense Ratio Comparison

GHYU.L has a 0.25% expense ratio, which is lower than HYFC.L's 0.45% expense ratio.

HYFC.L

Invesco US High Yield Fallen Angels UCITS ETF Acc

GHYU.L

Lyxor Global High Yield Sustainable Exposure UCITS ETF - Acc

Return for Risk

GHYU.L vs. HYFC.L — Risk / Return Rank

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

GHYU.L

GHYU.L Risk / Return Rank: 73
GHYU.L Sharpe Ratio Rank: 78
GHYU.L Sortino Ratio Rank: 81
GHYU.L Omega Ratio Rank: 74
GHYU.L Calmar Ratio Rank: 65
GHYU.L Martin Ratio Rank: 69

HYFC.L

HYFC.L Risk / Return Rank: 40
HYFC.L Sharpe Ratio Rank: 45
HYFC.L Sortino Ratio Rank: 40
HYFC.L Omega Ratio Rank: 45
HYFC.L Calmar Ratio Rank: 33
HYFC.L Martin Ratio Rank: 38

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.

GHYU.L vs. HYFC.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Lyxor Global High Yield Sustainable Exposure UCITS ETF - Acc (GHYU.L) and Invesco US High Yield Fallen Angels UCITS ETF Acc (HYFC.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.

	GHYU.L	HYFC.L	Difference
Sharpe ratio Return per unit of total volatility	1.52	0.89	+0.64
Sortino ratio Return per unit of downside risk	2.20	1.24	+0.96
Omega ratio Gain probability vs. loss probability	1.29	1.19	+0.10
Calmar ratio Return relative to maximum drawdown	2.04	1.12	+0.93
Martin ratio Return relative to average drawdown	8.56	4.55	+4.01
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

GHYU.L vs. HYFC.L - Sharpe Ratio Comparison

The current GHYU.L Sharpe Ratio is 1.52, which is higher than the HYFC.L Sharpe Ratio of 0.89. The chart below compares the historical Sharpe Ratios of GHYU.L and HYFC.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.

Sharpe Ratios by Period

	GHYU.L	HYFC.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.52	0.89	+0.64
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.36	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.38	0.78	-0.40

Correlation

The correlation between GHYU.L and HYFC.L is 0.69, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

GHYU.L vs. HYFC.L - Dividend Comparison

Neither GHYU.L nor HYFC.L has paid dividends to shareholders.

Tickers have no history of dividend payments

Drawdowns

GHYU.L vs. HYFC.L - Drawdown Comparison

The maximum GHYU.L drawdown since its inception was -22.36%, which is greater than HYFC.L's maximum drawdown of -8.42%. Use the drawdown chart below to compare losses from any high point for GHYU.L and HYFC.L.

Drawdown Indicators

	GHYU.L	HYFC.L	Difference
Max Drawdown Largest peak-to-trough decline	-22.36%	-8.42%	-13.94%
Max Drawdown (1Y) Largest decline over 1 year	-3.92%	-5.95%	+2.03%
Max Drawdown (5Y) Largest decline over 5 years	-22.36%	—	—
Current Drawdown Current decline from peak	-2.33%	-4.24%	+1.91%
Average Drawdown Average peak-to-trough decline	-5.73%	-1.64%	-4.09%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.94%	1.46%	-0.52%

Volatility

GHYU.L vs. HYFC.L - Volatility Comparison

Lyxor Global High Yield Sustainable Exposure UCITS ETF - Acc (GHYU.L) and Invesco US High Yield Fallen Angels UCITS ETF Acc (HYFC.L) have volatilities of 2.23% and 2.22%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	GHYU.L	HYFC.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.23%	2.22%	+0.01%
Volatility (6M) Calculated over the trailing 6-month period	3.53%	4.53%	-1.00%
Volatility (1Y) Calculated over the trailing 1-year period	5.02%	6.29%	-1.27%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	7.30%	6.92%	+0.38%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	9.01%	6.92%	+2.09%