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HYFC.L vs. XUHY.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

HYFC.L vs. XUHY.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 Xtrackers USD High Yield Corporate Bond UCITS ETF 1D (XUHY.L). The values are adjusted to include any dividend payments, if applicable.

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HYFC.L vs. XUHY.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%
XUHY.L
Xtrackers USD High Yield Corporate Bond UCITS ETF 1D
-0.23%9.20%7.08%13.52%-3.36%

Returns By Period

In the year-to-date period, HYFC.L achieves a -1.65% return, which is significantly lower than XUHY.L's -0.23% return.


HYFC.L

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

XUHY.L

1D
0.66%
1M
-0.48%
YTD
-0.23%
6M
1.66%
1Y
7.66%
3Y*
8.37%
5Y*
3.78%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

HYFC.L has a 0.45% expense ratio, which is higher than XUHY.L's 0.20% expense ratio.


Return for Risk

HYFC.L vs. XUHY.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

XUHY.L
XUHY.L Risk / Return Rank: 7575
Overall Rank
XUHY.L Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
XUHY.L Sortino Ratio Rank: 7171
Sortino Ratio Rank
XUHY.L Omega Ratio Rank: 6767
Omega Ratio Rank
XUHY.L Calmar Ratio Rank: 8383
Calmar Ratio Rank
XUHY.L Martin Ratio Rank: 8787
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. XUHY.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 Xtrackers USD High Yield Corporate Bond UCITS ETF 1D (XUHY.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.LXUHY.LDifference

Sharpe ratio

Return per unit of total volatility

0.89

1.28

-0.39

Sortino ratio

Return per unit of downside risk

1.24

1.86

-0.62

Omega ratio

Gain probability vs. loss probability

1.19

1.26

-0.07

Calmar ratio

Return relative to maximum drawdown

0.93

2.60

-1.67

Martin ratio

Return relative to average drawdown

3.62

11.38

-7.76

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

The current HYFC.L Sharpe Ratio is 0.89, which is lower than the XUHY.L Sharpe Ratio of 1.28. The chart below compares the historical Sharpe Ratios of HYFC.L and XUHY.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


HYFC.LXUHY.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.89

1.28

-0.39

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.50

Sharpe Ratio (All Time)

Calculated using the full available price history

0.77

0.61

+0.16

Correlation

The correlation between HYFC.L and XUHY.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

HYFC.L vs. XUHY.L - Dividend Comparison

HYFC.L has not paid dividends to shareholders, while XUHY.L's dividend yield for the trailing twelve months is around 6.56%.


TTM2025202420232022202120202019
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%
XUHY.L
Xtrackers USD High Yield Corporate Bond UCITS ETF 1D
6.56%6.29%7.64%5.89%6.12%9.57%5.49%4.83%

Drawdowns

HYFC.L vs. XUHY.L - Drawdown Comparison

The maximum HYFC.L drawdown since its inception was -8.42%, smaller than the maximum XUHY.L drawdown of -22.78%. Use the drawdown chart below to compare losses from any high point for HYFC.L and XUHY.L.


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Drawdown Indicators


HYFC.LXUHY.LDifference

Max Drawdown

Largest peak-to-trough decline

-8.42%

-22.78%

+14.36%

Max Drawdown (1Y)

Largest decline over 1 year

-5.95%

-4.17%

-1.78%

Max Drawdown (5Y)

Largest decline over 5 years

-16.60%

Current Drawdown

Current decline from peak

-4.28%

-1.23%

-3.05%

Average Drawdown

Average peak-to-trough decline

-1.64%

-3.36%

+1.72%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.53%

0.65%

+0.88%

Volatility

HYFC.L vs. XUHY.L - Volatility Comparison

Invesco US High Yield Fallen Angels UCITS ETF Acc (HYFC.L) and Xtrackers USD High Yield Corporate Bond UCITS ETF 1D (XUHY.L) have volatilities of 2.23% and 2.19%, 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.LXUHY.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.23%

2.19%

+0.04%

Volatility (6M)

Calculated over the trailing 6-month period

4.52%

3.30%

+1.22%

Volatility (1Y)

Calculated over the trailing 1-year period

6.30%

5.95%

+0.35%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.92%

7.54%

-0.62%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.92%

9.69%

-2.77%