HYFA.L vs. IGDA.L
Compare and contrast key facts about Invesco US High Yield Fallen Angels UCITS ETF Dist (HYFA.L) and Invesco Dow Jones Islamic Global Developed Markets UCITS ETF USD Acc (IGDA.L).
HYFA.L and IGDA.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. HYFA.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. IGDA.L is a passively managed fund by Invesco that tracks the performance of the Dow Jones Islamic Market Developed Markets Index. It was launched on Jan 7, 2022. Both HYFA.L and IGDA.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
HYFA.L vs. IGDA.L - Performance Comparison
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HYFA.L vs. IGDA.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
HYFA.L Invesco US High Yield Fallen Angels UCITS ETF Dist | -1.96% | 9.60% | 5.20% | 10.21% | -10.36% |
IGDA.L Invesco Dow Jones Islamic Global Developed Markets UCITS ETF USD Acc | -3.18% | 18.74% | 17.94% | 29.72% | -14.30% |
Returns By Period
In the year-to-date period, HYFA.L achieves a -1.96% return, which is significantly higher than IGDA.L's -3.18% return.
HYFA.L
- 1D
- 0.96%
- 1M
- -2.19%
- YTD
- -1.96%
- 6M
- -1.05%
- 1Y
- 5.35%
- 3Y*
- 6.92%
- 5Y*
- 2.41%
- 10Y*
- —
IGDA.L
- 1D
- 2.88%
- 1M
- -4.81%
- YTD
- -3.18%
- 6M
- 1.04%
- 1Y
- 22.45%
- 3Y*
- 16.86%
- 5Y*
- —
- 10Y*
- —
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HYFA.L vs. IGDA.L - Expense Ratio Comparison
HYFA.L has a 0.45% expense ratio, which is higher than IGDA.L's 0.40% expense ratio.
Return for Risk
HYFA.L vs. IGDA.L — Risk / Return Rank
HYFA.L
IGDA.L
HYFA.L vs. IGDA.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco US High Yield Fallen Angels UCITS ETF Dist (HYFA.L) and Invesco Dow Jones Islamic Global Developed Markets UCITS ETF USD Acc (IGDA.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.
| HYFA.L | IGDA.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.83 | 1.31 | -0.48 |
Sortino ratioReturn per unit of downside risk | 1.19 | 1.87 | -0.68 |
Omega ratioGain probability vs. loss probability | 1.17 | 1.26 | -0.09 |
Calmar ratioReturn relative to maximum drawdown | 0.98 | 2.29 | -1.31 |
Martin ratioReturn relative to average drawdown | 4.26 | 9.52 | -5.26 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| HYFA.L | IGDA.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.83 | 1.31 | -0.48 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.33 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.49 | 0.61 | -0.11 |
Correlation
The correlation between HYFA.L and IGDA.L is 0.53, 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
HYFA.L vs. IGDA.L - Dividend Comparison
HYFA.L's dividend yield for the trailing twelve months is around 6.75%, while IGDA.L has not paid dividends to shareholders.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
HYFA.L Invesco US High Yield Fallen Angels UCITS ETF Dist | 6.75% | 6.57% | 7.05% | 6.73% | 5.78% | 4.63% | 5.86% | 6.08% | 6.19% | 5.46% | 1.22% |
IGDA.L Invesco Dow Jones Islamic Global Developed Markets UCITS ETF USD Acc | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
HYFA.L vs. IGDA.L - Drawdown Comparison
The maximum HYFA.L drawdown since its inception was -29.37%, which is greater than IGDA.L's maximum drawdown of -24.18%. Use the drawdown chart below to compare losses from any high point for HYFA.L and IGDA.L.
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Drawdown Indicators
| HYFA.L | IGDA.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -29.37% | -24.18% | -5.19% |
Max Drawdown (1Y)Largest decline over 1 year | -5.33% | -11.73% | +6.40% |
Max Drawdown (5Y)Largest decline over 5 years | -17.97% | — | — |
Current DrawdownCurrent decline from peak | -3.28% | -6.36% | +3.08% |
Average DrawdownAverage peak-to-trough decline | -4.03% | -5.37% | +1.34% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.22% | 2.33% | -1.11% |
Volatility
HYFA.L vs. IGDA.L - Volatility Comparison
The current volatility for Invesco US High Yield Fallen Angels UCITS ETF Dist (HYFA.L) is 3.29%, while Invesco Dow Jones Islamic Global Developed Markets UCITS ETF USD Acc (IGDA.L) has a volatility of 5.72%. This indicates that HYFA.L experiences smaller price fluctuations and is considered to be less risky than IGDA.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| HYFA.L | IGDA.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.29% | 5.72% | -2.43% |
Volatility (6M)Calculated over the trailing 6-month period | 4.15% | 10.08% | -5.93% |
Volatility (1Y)Calculated over the trailing 1-year period | 6.44% | 17.17% | -10.73% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.35% | 18.69% | -11.34% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 8.55% | 18.69% | -10.14% |