PortfoliosLab logoPortfoliosLab logo

Documentation

Upgrade your plan
HYFC.L vs. EQQQ.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

HYFC.L vs. EQQQ.L

Last updated Apr 2, 2026

Compare and contrast key facts about Invesco US High Yield Fallen Angels UCITS ETF Acc (HYFC.L) and Invesco EQQQ NASDAQ-100 UCITS ETF (EQQQ.L).

HYFC.L and EQQQ.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. 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. EQQQ.L is a passively managed fund by Invesco that tracks the performance of the NASDAQ-100 Index. It was launched on Dec 2, 2002. Both HYFC.L and EQQQ.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

HYFC.L vs. EQQQ.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco US High Yield Fallen Angels UCITS ETF Acc (HYFC.L) and Invesco EQQQ NASDAQ-100 UCITS ETF (EQQQ.L). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

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

2026 (YTD)2025202420232022
HYFC.L
Invesco US High Yield Fallen Angels UCITS ETF Acc		-1.65%9.62%5.17%10.23%-3.05%
EQQQ.L
Invesco EQQQ NASDAQ-100 UCITS ETF		-5.29%19.96%26.41%55.59%-15.90%
Different Trading Currencies

HYFC.L is traded in USD, while EQQQ.L is traded in GBp. To make them comparable, the EQQQ.L values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, HYFC.L achieves a -1.65% return, which is significantly higher than EQQQ.L's -5.29% return.

HYFC.L

1D
1.20%
1M
-1.81%
YTD
-1.65%
6M
-0.60%
1Y
5.63%
3Y*
7.05%
5Y*
—
10Y*
—

EQQQ.L

1D
2.97%
1M
-3.38%
YTD
-5.29%
6M
-2.45%
1Y
24.26%
3Y*
23.14%
5Y*
13.01%
10Y*
18.78%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

Invesco US High Yield Fallen Angels UCITS ETF Acc

Invesco EQQQ NASDAQ-100 UCITS ETF

Often compared with HYFC.L:
HYFC.L vs. WIAU.LHYFC.L vs. SPHYHYFC.L vs. JGYH.LHYFC.L vs. GFGB.LHYFC.L vs. STHE.LHYFC.L vs. GHYU.LHYFC.L vs. JHYU.L
Often compared with EQQQ.L:
EQQQ.L vs. QQQEQQQ.L vs. QQQMEQQQ.L vs. EQGB.LEQQQ.L vs. CNX1.LEQQQ.L vs. EQQU.LEQQQ.L vs. CSPX.LEQQQ.L vs. XNAQ.L

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

HYFC.L has a 0.45% expense ratio, which is higher than EQQQ.L's 0.30% expense ratio.

HYFC.L
Invesco US High Yield Fallen Angels UCITS ETF Acc
EQQQ.L
Invesco EQQQ NASDAQ-100 UCITS ETF

Return for Risk

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

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
HYFC.L
HYFC.L Risk / Return Rank: 3939
Overall Rank
HYFC.L Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
HYFC.L Sortino Ratio Rank: 4141
Sortino Ratio Rank
HYFC.L Omega Ratio Rank: 4545
Omega Ratio Rank
HYFC.L Calmar Ratio Rank: 3131
Calmar Ratio Rank
HYFC.L Martin Ratio Rank: 3434
Martin Ratio Rank
EQQQ.L
EQQQ.L Risk / Return Rank: 6060
Overall Rank
EQQQ.L Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
EQQQ.L Sortino Ratio Rank: 6161
Sortino Ratio Rank
EQQQ.L Omega Ratio Rank: 5757
Omega Ratio Rank
EQQQ.L Calmar Ratio Rank: 7070
Calmar Ratio Rank
EQQQ.L Martin Ratio Rank: 5555
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.

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

This table presents a comparison of risk-adjusted performance metrics for Invesco US High Yield Fallen Angels UCITS ETF Acc (HYFC.L) and Invesco EQQQ NASDAQ-100 UCITS ETF (EQQQ.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.

HYFC.LEQQQ.LDifference

Sharpe ratio

Return per unit of total volatility

0.89

1.24

-0.34

Sortino ratio

Return per unit of downside risk

1.24

1.83

-0.58

Omega ratio

Gain probability vs. loss probability

1.19

1.24

-0.05

Calmar ratio

Return relative to maximum drawdown

0.93

2.12

-1.18

Martin ratio

Return relative to average drawdown

3.62

7.78

-4.16

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

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

The current HYFC.L Sharpe Ratio is 0.89, which is comparable to the EQQQ.L Sharpe Ratio of 1.24. The chart below compares the historical Sharpe Ratios of HYFC.L and EQQQ.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.

Loading graphics...

Sharpe Ratios by Period

HYFC.LEQQQ.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.89

1.24

-0.34

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

—

0.63

—

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

0.94

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.77

0.76

+0.01

Correlation

The correlation between HYFC.L and EQQQ.L is 0.51, 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

HYFC.L vs. EQQQ.L - Dividend Comparison

HYFC.L has not paid dividends to shareholders, while EQQQ.L's dividend yield for the trailing twelve months is around 0.29%.

TTM20252024202320222021202020192018201720162015
HYFC.L
Invesco US High Yield Fallen Angels 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%0.00%
EQQQ.L
Invesco EQQQ NASDAQ-100 UCITS ETF		0.29%0.29%0.38%0.39%0.56%0.25%0.41%0.56%0.63%0.67%0.77%0.72%

Drawdowns

HYFC.L vs. EQQQ.L - Drawdown Comparison

The maximum HYFC.L drawdown since its inception was -8.42%, smaller than the maximum EQQQ.L drawdown of -50.98%. Use the drawdown chart below to compare losses from any high point for HYFC.L and EQQQ.L.

Loading graphics...

Drawdown Indicators

HYFC.LEQQQ.LDifference

Max Drawdown

Largest peak-to-trough decline

-8.42%

-33.75%

+25.33%

Max Drawdown (1Y)

Largest decline over 1 year

-5.95%

-10.97%

+5.02%

Max Drawdown (5Y)

Largest decline over 5 years

—

-27.76%

—

Max Drawdown (10Y)

Largest decline over 10 years

—

-27.76%

—

Current Drawdown

Current decline from peak

-4.28%

-8.20%

+3.92%

Average Drawdown

Average peak-to-trough decline

-1.64%

-5.64%

+4.00%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.53%

3.65%

-2.12%

Volatility

HYFC.L vs. EQQQ.L - Volatility Comparison

The current volatility for Invesco US High Yield Fallen Angels UCITS ETF Acc (HYFC.L) is 2.23%, while Invesco EQQQ NASDAQ-100 UCITS ETF (EQQQ.L) has a volatility of 5.66%. This indicates that HYFC.L experiences smaller price fluctuations and is considered to be less risky than EQQQ.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Loading graphics...

Volatility by Period

HYFC.LEQQQ.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.23%

5.66%

-3.43%

Volatility (6M)

Calculated over the trailing 6-month period

4.52%

11.85%

-7.33%

Volatility (1Y)

Calculated over the trailing 1-year period

6.30%

19.64%

-13.34%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.92%

20.60%

-13.68%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.92%

19.82%

-12.90%