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HYLE.DE vs. FAEU.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

HYLE.DE vs. FAEU.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares Global High Yield Corporate Bond UCITS ETF (EUR Hedged) Dist (HYLE.DE) and Invesco US High Yield Fallen Angels UCITS ETF (EUR Hdg) (FAEU.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, HYLE.DE achieves a 0.84% return, which is significantly higher than FAEU.DE's 0.40% return.


HYLE.DE

1D
-0.23%
1M
-0.16%
6M
0.61%
YTD
0.84%
1Y
3.38%
3Y*
6.03%
5Y*
2.09%
10Y*

FAEU.DE

1D
0.04%
1M
0.14%
6M
-0.39%
YTD
0.40%
1Y
3.68%
3Y*
4.92%
5Y*
0.06%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

HYLE.DE vs. FAEU.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
HYLE.DE
iShares Global High Yield Corporate Bond UCITS ETF (EUR Hedged) Dist
0.84%5.99%5.32%9.83%-10.71%3.04%2.41%3.61%
FAEU.DE
Invesco US High Yield Fallen Angels UCITS ETF (EUR Hdg)
0.40%7.55%2.62%7.66%-16.29%4.49%6.43%0.40%

Correlation

The correlation between HYLE.DE and FAEU.DE is 0.51, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.51

Correlation (3Y)
Calculated over the trailing 3-year period

0.61

Correlation (5Y)
Calculated over the trailing 5-year period

0.71

Correlation (All Time)
Calculated using the full available price history since Apr 26, 2019

0.71

Over the past year, the correlation between HYLE.DE and FAEU.DE has dropped to 0.51 - well below their long-term average of 0.71, suggesting their price drivers have been diverging.

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Return for Risk

HYLE.DE vs. FAEU.DE — Risk / Return Rank

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

HYLE.DE
HYLE.DE Risk / Return Rank: 3434
Overall Rank
HYLE.DE Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
HYLE.DE Sortino Ratio Rank: 3232
Sortino Ratio Rank
HYLE.DE Omega Ratio Rank: 3333
Omega Ratio Rank
HYLE.DE Calmar Ratio Rank: 3030
Calmar Ratio Rank
HYLE.DE Martin Ratio Rank: 4242
Martin Ratio Rank

FAEU.DE
FAEU.DE Risk / Return Rank: 2424
Overall Rank
FAEU.DE Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
FAEU.DE Sortino Ratio Rank: 2424
Sortino Ratio Rank
FAEU.DE Omega Ratio Rank: 2626
Omega Ratio Rank
FAEU.DE Calmar Ratio Rank: 2121
Calmar Ratio Rank
FAEU.DE Martin Ratio Rank: 2424
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.

HYLE.DE vs. FAEU.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Global High Yield Corporate Bond UCITS ETF (EUR Hedged) Dist (HYLE.DE) and Invesco US High Yield Fallen Angels UCITS ETF (EUR Hdg) (FAEU.DE). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


HYLE.DEFAEU.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.19

Sortino ratioReturn per unit of downside risk

+0.33

Omega ratioGain probability vs. loss probability

1.18

1.14

+0.04

Calmar ratioReturn relative to maximum drawdown

1.16

0.68

+0.47

Martin ratioReturn relative to average drawdown

5.22

2.20

+3.02

HYLE.DE vs. FAEU.DE - Sharpe Ratio Comparison

The current HYLE.DE Sharpe Ratio is 0.89, which is comparable to the FAEU.DE Sharpe Ratio of 0.70. The chart below compares the historical Sharpe Ratios of HYLE.DE and FAEU.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

HYLE.DE vs. FAEU.DE - Drawdown Comparison

The maximum HYLE.DE drawdown since its inception was -22.51%, smaller than the maximum FAEU.DE drawdown of -29.94%. Use the drawdown chart below to compare losses from any high point for HYLE.DE and FAEU.DE.


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Drawdown Indicators


HYLE.DEFAEU.DEDifference

Max Drawdown

Largest peak-to-trough decline

-22.51%

-29.94%

+7.43%

Max Drawdown (1Y)

Largest decline over 1 year

-2.91%

-5.38%

+2.47%

Max Drawdown (3Y)

Largest decline over 3 years

-3.96%

-5.63%

+1.67%

Max Drawdown (5Y)

Largest decline over 5 years

-15.44%

-19.80%

+4.36%

Current Drawdown

Current decline from peak

-0.47%

-1.31%

+0.84%

Average Drawdown

Average peak-to-trough decline

-3.46%

-6.38%

+2.92%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.65%

1.67%

-1.02%

Volatility

HYLE.DE vs. FAEU.DE - Volatility Comparison

iShares Global High Yield Corporate Bond UCITS ETF (EUR Hedged) Dist (HYLE.DE) and Invesco US High Yield Fallen Angels UCITS ETF (EUR Hdg) (FAEU.DE) have volatilities of 0.83% and 0.84%, 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


HYLE.DEFAEU.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.83%

0.84%

-0.01%

Volatility (6M)

Calculated over the trailing 6-month period

3.09%

4.26%

-1.17%

Volatility (1Y)

Calculated over the trailing 1-year period

3.79%

5.25%

-1.46%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.97%

7.44%

-1.47%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.25%

10.52%

-2.27%

HYLE.DE vs. FAEU.DE - Expense Ratio Comparison

HYLE.DE has a 0.55% expense ratio, which is higher than FAEU.DE's 0.50% expense ratio.


Dividends

HYLE.DE vs. FAEU.DE - Dividend Comparison

HYLE.DE's dividend yield for the trailing twelve months is around 6.90%, while FAEU.DE has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018
FAEU.DE
Invesco US High Yield Fallen Angels UCITS ETF (EUR Hdg)
0.00%0.00%0.00%0.00%0.00%0.00%0.05%0.00%8.14%
HYLE.DE
iShares Global High Yield Corporate Bond UCITS ETF (EUR Hedged) Dist
6.90%5.34%5.38%4.76%4.17%3.83%4.50%1.75%0.00%

Frequently Asked Questions


HYLE.DE and FAEU.DE have a correlation of 0.51, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, FAEU.DE is cheaper at 0.50% per year. The better choice depends on whether you care most about return, fees, risk, or income.

FAEU.DE is cheaper with a 0.50% expense ratio, compared with 0.55% for HYLE.DE.

HYLE.DE tracks iBoxx® Global Developed Markets Liquid High Yield Capped (EUR Hedged), while FAEU.DE tracks FTSE Time-Weighted US Fallen Angel Bond Select Index. They also come from different issuers: iShares and Invesco. Their fees differ too: 0.55% for HYLE.DE and 0.50% for FAEU.DE.

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