HYFA.L vs. JHYU.L
Compare and contrast key facts about Invesco US High Yield Fallen Angels UCITS ETF Dist (HYFA.L) and JPMorgan Global High Yield Corporate Bond Multi-Factor UCITS ETF USD Hedged (acc) (JHYU.L).
HYFA.L and JHYU.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. JHYU.L is a passively managed fund by JPMorgan that tracks the performance of the ICE BofA Gbl HY Constnd TR USD. It was launched on May 13, 2020. Both HYFA.L and JHYU.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. JHYU.L - Performance Comparison
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HYFA.L vs. JHYU.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
HYFA.L Invesco US High Yield Fallen Angels UCITS ETF Dist | -1.58% | 9.60% | 5.20% | 10.21% | 0.71% |
JHYU.L JPMorgan Global High Yield Corporate Bond Multi-Factor UCITS ETF USD Hedged (acc) | -0.36% | 9.40% | 7.95% | 10.73% | 3.83% |
Returns By Period
In the year-to-date period, HYFA.L achieves a -1.58% return, which is significantly lower than JHYU.L's -0.36% return.
HYFA.L
- 1D
- 0.39%
- 1M
- -1.58%
- YTD
- -1.58%
- 6M
- -0.88%
- 1Y
- 5.61%
- 3Y*
- 6.89%
- 5Y*
- 2.49%
- 10Y*
- —
JHYU.L
- 1D
- 0.03%
- 1M
- -0.69%
- YTD
- -0.36%
- 6M
- 1.76%
- 1Y
- 7.83%
- 3Y*
- 8.04%
- 5Y*
- —
- 10Y*
- —
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HYFA.L vs. JHYU.L - Expense Ratio Comparison
HYFA.L has a 0.45% expense ratio, which is higher than JHYU.L's 0.35% expense ratio.
Return for Risk
HYFA.L vs. JHYU.L — Risk / Return Rank
HYFA.L
JHYU.L
HYFA.L vs. JHYU.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 JPMorgan Global High Yield Corporate Bond Multi-Factor UCITS ETF USD Hedged (acc) (JHYU.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 | JHYU.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.87 | 1.65 | -0.79 |
Sortino ratioReturn per unit of downside risk | 1.24 | 2.36 | -1.11 |
Omega ratioGain probability vs. loss probability | 1.18 | 1.33 | -0.15 |
Calmar ratioReturn relative to maximum drawdown | 1.29 | 3.46 | -2.18 |
Martin ratioReturn relative to average drawdown | 5.99 | 14.91 | -8.92 |
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 | JHYU.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.87 | 1.65 | -0.79 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.34 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.50 | 1.52 | -1.02 |
Correlation
The correlation between HYFA.L and JHYU.L is 0.75, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
HYFA.L vs. JHYU.L - Dividend Comparison
HYFA.L's dividend yield for the trailing twelve months is around 6.72%, while JHYU.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 | 6.72% | 6.57% | 7.05% | 6.73% | 5.78% | 4.63% | 5.86% | 6.08% | 6.19% | 5.46% | 1.22% |
JHYU.L JPMorgan Global High Yield Corporate Bond Multi-Factor UCITS ETF USD Hedged (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. JHYU.L - Drawdown Comparison
The maximum HYFA.L drawdown since its inception was -29.37%, which is greater than JHYU.L's maximum drawdown of -7.58%. Use the drawdown chart below to compare losses from any high point for HYFA.L and JHYU.L.
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Drawdown Indicators
| HYFA.L | JHYU.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -29.37% | -7.58% | -21.79% |
Max Drawdown (1Y)Largest decline over 1 year | -5.33% | -3.00% | -2.33% |
Max Drawdown (5Y)Largest decline over 5 years | -17.97% | — | — |
Current DrawdownCurrent decline from peak | -2.90% | -1.49% | -1.41% |
Average DrawdownAverage peak-to-trough decline | -4.03% | -0.95% | -3.08% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.14% | 0.59% | +0.55% |
Volatility
HYFA.L vs. JHYU.L - Volatility Comparison
Invesco US High Yield Fallen Angels UCITS ETF Dist (HYFA.L) has a higher volatility of 3.32% compared to JPMorgan Global High Yield Corporate Bond Multi-Factor UCITS ETF USD Hedged (acc) (JHYU.L) at 1.59%. This indicates that HYFA.L's price experiences larger fluctuations and is considered to be riskier than JHYU.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 | JHYU.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.32% | 1.59% | +1.73% |
Volatility (6M)Calculated over the trailing 6-month period | 4.17% | 2.70% | +1.47% |
Volatility (1Y)Calculated over the trailing 1-year period | 6.45% | 4.72% | +1.73% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.35% | 5.55% | +1.80% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 8.55% | 5.55% | +3.00% |