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HYEA.L vs. FAHY.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

HYEA.L vs. FAHY.L - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares Global High Yield Corporate Bond UCITS ETF (HYEA.L) and Invesco US High Yield Fallen Angels UCITS ETF Dist (FAHY.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

HYEA.L is traded in EUR, while FAHY.L is traded in GBp. To make them comparable, the FAHY.L values have been converted to EUR using the latest available exchange rates.

Returns By Period

The year-to-date returns for both investments are quite close, with HYEA.L having a 1.74% return and FAHY.L slightly higher at 1.81%.


HYEA.L

1D
0.03%
1M
0.88%
YTD
1.74%
6M
1.78%
1Y
4.39%
3Y*
6.09%
5Y*
3.95%
10Y*

FAHY.L

1D
0.22%
1M
1.13%
YTD
1.81%
6M
0.73%
1Y
6.08%
3Y*
4.98%
5Y*
3.57%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

HYEA.L vs. FAHY.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
HYEA.L
iShares Global High Yield Corporate Bond UCITS ETF
1.74%1.53%9.22%9.21%-6.45%8.26%-1.76%14.15%0.72%-1.89%
FAHY.L
Invesco US High Yield Fallen Angels UCITS ETF Dist
1.81%-3.24%12.09%6.35%-8.48%13.76%-0.36%16.17%-1.15%-1.91%

Correlation

The correlation between HYEA.L and FAHY.L is 0.64, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.64

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

0.68

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

0.70

Correlation (All Time)
Calculated using the full available price history since Oct 25, 2017

0.73

The correlation between HYEA.L and FAHY.L has been stable across timeframes, ranging from 0.64 to 0.73 - a consistent structural relationship.

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Return for Risk

HYEA.L vs. FAHY.L — Risk / Return Rank

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

HYEA.L
HYEA.L Risk / Return Rank: 4040
Overall Rank
HYEA.L Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
HYEA.L Sortino Ratio Rank: 3636
Sortino Ratio Rank
HYEA.L Omega Ratio Rank: 3434
Omega Ratio Rank
HYEA.L Calmar Ratio Rank: 4747
Calmar Ratio Rank
HYEA.L Martin Ratio Rank: 4949
Martin Ratio Rank

FAHY.L
FAHY.L Risk / Return Rank: 4444
Overall Rank
FAHY.L Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
FAHY.L Sortino Ratio Rank: 4747
Sortino Ratio Rank
FAHY.L Omega Ratio Rank: 4242
Omega Ratio Rank
FAHY.L Calmar Ratio Rank: 4646
Calmar Ratio Rank
FAHY.L Martin Ratio Rank: 3939
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.

HYEA.L vs. FAHY.L - Risk-Adjusted Trends Comparison

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


HYEA.LFAHY.LDifference
Sharpe ratioReturn per unit of total volatility

+0.25

Sortino ratioReturn per unit of downside risk

+0.41

Omega ratioGain probability vs. loss probability

1.23

1.18

+0.04

Calmar ratioReturn relative to maximum drawdown

2.25

1.73

+0.52

Martin ratioReturn relative to average drawdown

8.04

4.85

+3.19

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

The current HYEA.L Sharpe Ratio is 1.28, which is comparable to the FAHY.L Sharpe Ratio of 1.02. The chart below compares the historical Sharpe Ratios of HYEA.L and FAHY.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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Sharpe Ratios by Period


HYEA.LFAHY.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.28

1.02

+0.25

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.73

0.42

+0.30

Sharpe Ratio (All Time)

Calculated using the full available price history

0.56

0.40

+0.15

Drawdowns

HYEA.L vs. FAHY.L - Drawdown Comparison

The maximum HYEA.L drawdown since its inception was -22.34%, smaller than the maximum FAHY.L drawdown of -27.61%. Use the drawdown chart below to compare losses from any high point for HYEA.L and FAHY.L.


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Drawdown Indicators


HYEA.LFAHY.LDifference

Max Drawdown

Largest peak-to-trough decline

-22.34%

-27.61%

+5.27%

Max Drawdown (1Y)

Largest decline over 1 year

-1.89%

-3.52%

+1.63%

Max Drawdown (3Y)

Largest decline over 3 years

-6.63%

-12.24%

+5.61%

Max Drawdown (5Y)

Largest decline over 5 years

-9.74%

-12.24%

+2.50%

Current Drawdown

Current decline from peak

0.00%

-3.19%

+3.19%

Average Drawdown

Average peak-to-trough decline

-2.61%

-4.43%

+1.82%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.53%

1.26%

-0.73%

Volatility

HYEA.L vs. FAHY.L - Volatility Comparison

The current volatility for iShares Global High Yield Corporate Bond UCITS ETF (HYEA.L) is 0.89%, while Invesco US High Yield Fallen Angels UCITS ETF Dist (FAHY.L) has a volatility of 1.21%. This indicates that HYEA.L experiences smaller price fluctuations and is considered to be less risky than FAHY.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HYEA.LFAHY.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.89%

1.21%

-0.32%

Volatility (6M)

Calculated over the trailing 6-month period

2.38%

4.27%

-1.89%

Volatility (1Y)

Calculated over the trailing 1-year period

3.35%

5.96%

-2.61%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.44%

8.43%

-2.99%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.93%

9.92%

-2.99%

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

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


Dividends

HYEA.L vs. FAHY.L - Dividend Comparison

HYEA.L has not paid dividends to shareholders, while FAHY.L's dividend yield for the trailing twelve months is around 6.55%.


PositionTTM2025202420232022202120202019201820172016
FAHY.L
Invesco US High Yield Fallen Angels UCITS ETF Dist
6.55%6.61%6.89%6.85%5.66%4.54%6.26%6.22%6.01%5.63%1.23%
HYEA.L
iShares Global High Yield Corporate Bond UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


HYEA.L and FAHY.L have a correlation of 0.64, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, FAHY.L is cheaper at 0.45% per year. The better choice depends on whether you care most about return, fees, risk, or income.

FAHY.L is cheaper with a 0.45% expense ratio, compared with 0.50% for HYEA.L.

HYEA.L tracks ICE BofA Gbl HY Constnd TR USD, while FAHY.L tracks Bloomberg US Corporate High Yield TR USD. They also come from different issuers: iShares and Invesco. Their fees differ too: 0.50% for HYEA.L and 0.45% for FAHY.L.

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