HYFC.L vs. UHYG.L
Compare and contrast key facts about Invesco US High Yield Fallen Angels UCITS ETF Acc (HYFC.L) and Lyxor ESG USD High Yield (DR) UCITS ETF - Dist (UHYG.L).
HYFC.L and UHYG.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. UHYG.L is a passively managed fund by Amundi that tracks the performance of the Bloomberg US Corporate High Yield TR USD. It was launched on Jul 5, 2016. Both HYFC.L and UHYG.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. UHYG.L - Performance Comparison
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HYFC.L vs. UHYG.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
HYFC.L Invesco US High Yield Fallen Angels UCITS ETF Acc | -1.65% | 9.62% | 5.17% | 10.23% | -3.05% |
UHYG.L Lyxor ESG USD High Yield (DR) UCITS ETF - Dist | -0.60% | 2.94% | 7.91% | 11.21% | -3.31% |
Different Trading Currencies
HYFC.L is traded in USD, while UHYG.L is traded in GBP. To make them comparable, the UHYG.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 lower than UHYG.L's -0.60% return.
HYFC.L
- 1D
- 1.20%
- 1M
- -1.81%
- YTD
- -1.65%
- 6M
- -0.60%
- 1Y
- 5.63%
- 3Y*
- 7.05%
- 5Y*
- —
- 10Y*
- —
UHYG.L
- 1D
- 0.45%
- 1M
- -1.19%
- YTD
- -0.60%
- 6M
- -4.83%
- 1Y
- 0.94%
- 3Y*
- 6.15%
- 5Y*
- 2.23%
- 10Y*
- —
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HYFC.L vs. UHYG.L - Expense Ratio Comparison
HYFC.L has a 0.45% expense ratio, which is higher than UHYG.L's 0.25% expense ratio.
Return for Risk
HYFC.L vs. UHYG.L — Risk / Return Rank
HYFC.L
UHYG.L
HYFC.L vs. UHYG.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 Lyxor ESG USD High Yield (DR) UCITS ETF - Dist (UHYG.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.L | UHYG.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.89 | 0.11 | +0.78 |
Sortino ratioReturn per unit of downside risk | 1.24 | 0.18 | +1.06 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.03 | +0.16 |
Calmar ratioReturn relative to maximum drawdown | 0.93 | 0.08 | +0.85 |
Martin ratioReturn relative to average drawdown | 3.62 | 0.19 | +3.43 |
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
| HYFC.L | UHYG.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.89 | 0.11 | +0.78 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.27 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.77 | 0.43 | +0.35 |
Correlation
The correlation between HYFC.L and UHYG.L is 0.59, 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. UHYG.L - Dividend Comparison
Neither HYFC.L nor UHYG.L has paid dividends to shareholders.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
UHYG.L Lyxor ESG USD High Yield (DR) UCITS ETF - Dist | 0.00% | 0.00% | 3.44% | 6.00% | 5.93% | 6.98% | 6.98% | 6.59% | 5.42% | 4.11% |
Drawdowns
HYFC.L vs. UHYG.L - Drawdown Comparison
The maximum HYFC.L drawdown since its inception was -8.42%, smaller than the maximum UHYG.L drawdown of -22.38%. Use the drawdown chart below to compare losses from any high point for HYFC.L and UHYG.L.
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Drawdown Indicators
| HYFC.L | UHYG.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -8.42% | -15.35% | +6.93% |
Max Drawdown (1Y)Largest decline over 1 year | -5.95% | -8.88% | +2.93% |
Max Drawdown (5Y)Largest decline over 5 years | — | -10.48% | — |
Current DrawdownCurrent decline from peak | -4.28% | -7.06% | +2.78% |
Average DrawdownAverage peak-to-trough decline | -1.64% | -4.17% | +2.53% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.53% | 4.08% | -2.55% |
Volatility
HYFC.L vs. UHYG.L - Volatility Comparison
Invesco US High Yield Fallen Angels UCITS ETF Acc (HYFC.L) and Lyxor ESG USD High Yield (DR) UCITS ETF - Dist (UHYG.L) have volatilities of 2.23% and 2.27%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| HYFC.L | UHYG.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.23% | 2.27% | -0.04% |
Volatility (6M)Calculated over the trailing 6-month period | 4.52% | 7.04% | -2.52% |
Volatility (1Y)Calculated over the trailing 1-year period | 6.30% | 8.37% | -2.07% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.92% | 8.30% | -1.38% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6.92% | 8.73% | -1.81% |