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HYFA.L vs. UHYC.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

HYFA.L vs. UHYC.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco US High Yield Fallen Angels UCITS ETF Dist (HYFA.L) and Lyxor ESG USD High Yield (DR) UCITS ETF - Acc (UHYC.L). The values are adjusted to include any dividend payments, if applicable.

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HYFA.L vs. UHYC.L - Yearly Performance Comparison


2026 (YTD)2025202420232022
HYFA.L
Invesco US High Yield Fallen Angels UCITS ETF Dist
-1.96%9.60%5.20%10.21%0.71%
UHYC.L
Lyxor ESG USD High Yield (DR) UCITS ETF - Acc
-0.71%8.84%7.95%12.03%0.80%

Returns By Period

In the year-to-date period, HYFA.L achieves a -1.96% return, which is significantly lower than UHYC.L's -0.71% 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*

UHYC.L

1D
0.68%
1M
-0.87%
YTD
-0.71%
6M
0.70%
1Y
6.82%
3Y*
8.10%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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HYFA.L vs. UHYC.L - Expense Ratio Comparison

HYFA.L has a 0.45% expense ratio, which is higher than UHYC.L's 0.25% expense ratio.


Return for Risk

HYFA.L vs. UHYC.L — Risk / Return Rank

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

HYFA.L
HYFA.L Risk / Return Rank: 3838
Overall Rank
HYFA.L Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
HYFA.L Sortino Ratio Rank: 3838
Sortino Ratio Rank
HYFA.L Omega Ratio Rank: 4040
Omega Ratio Rank
HYFA.L Calmar Ratio Rank: 3232
Calmar Ratio Rank
HYFA.L Martin Ratio Rank: 3939
Martin Ratio Rank

UHYC.L
UHYC.L Risk / Return Rank: 7474
Overall Rank
UHYC.L Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
UHYC.L Sortino Ratio Rank: 7272
Sortino Ratio Rank
UHYC.L Omega Ratio Rank: 7676
Omega Ratio Rank
UHYC.L Calmar Ratio Rank: 6969
Calmar Ratio Rank
UHYC.L Martin Ratio Rank: 7979
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.

HYFA.L vs. UHYC.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 Lyxor ESG USD High Yield (DR) UCITS ETF - Acc (UHYC.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.LUHYC.LDifference

Sharpe ratio

Return per unit of total volatility

0.83

1.40

-0.57

Sortino ratio

Return per unit of downside risk

1.19

1.94

-0.75

Omega ratio

Gain probability vs. loss probability

1.17

1.30

-0.13

Calmar ratio

Return relative to maximum drawdown

0.98

2.06

-1.09

Martin ratio

Return relative to average drawdown

4.26

9.75

-5.49

HYFA.L vs. UHYC.L - Sharpe Ratio Comparison

The current HYFA.L Sharpe Ratio is 0.83, which is lower than the UHYC.L Sharpe Ratio of 1.40. The chart below compares the historical Sharpe Ratios of HYFA.L and UHYC.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.


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Sharpe Ratios by Period


HYFA.LUHYC.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.83

1.40

-0.57

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

1.12

-0.63

Correlation

The correlation between HYFA.L and UHYC.L is 0.77, 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. UHYC.L - Dividend Comparison

HYFA.L's dividend yield for the trailing twelve months is around 6.75%, while UHYC.L has not paid dividends to shareholders.


TTM2025202420232022202120202019201820172016
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%
UHYC.L
Lyxor ESG USD High Yield (DR) UCITS ETF - 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. UHYC.L - Drawdown Comparison

The maximum HYFA.L drawdown since its inception was -29.37%, which is greater than UHYC.L's maximum drawdown of -9.25%. Use the drawdown chart below to compare losses from any high point for HYFA.L and UHYC.L.


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Drawdown Indicators


HYFA.LUHYC.LDifference

Max Drawdown

Largest peak-to-trough decline

-29.37%

-9.25%

-20.12%

Max Drawdown (1Y)

Largest decline over 1 year

-5.33%

-4.25%

-1.08%

Max Drawdown (5Y)

Largest decline over 5 years

-17.97%

Current Drawdown

Current decline from peak

-3.28%

-1.51%

-1.77%

Average Drawdown

Average peak-to-trough decline

-4.03%

-1.23%

-2.80%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.22%

0.69%

+0.53%

Volatility

HYFA.L vs. UHYC.L - Volatility Comparison

Invesco US High Yield Fallen Angels UCITS ETF Dist (HYFA.L) has a higher volatility of 3.29% compared to Lyxor ESG USD High Yield (DR) UCITS ETF - Acc (UHYC.L) at 1.76%. This indicates that HYFA.L's price experiences larger fluctuations and is considered to be riskier than UHYC.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.LUHYC.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.29%

1.76%

+1.53%

Volatility (6M)

Calculated over the trailing 6-month period

4.15%

2.64%

+1.51%

Volatility (1Y)

Calculated over the trailing 1-year period

6.44%

4.85%

+1.59%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.35%

6.83%

+0.52%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.55%

6.83%

+1.72%