IBC7.DE vs. FAEU.DE
IBC7.DE (iShares Fallen Angels High Yield Corp Bond UCITS ETF EUR Hedged (Dist)) and FAEU.DE (Invesco US High Yield Fallen Angels UCITS ETF (EUR Hdg)) are both High Yield Bonds funds - IBC7.DE tracks the Bloomberg Global Corporate ex EM Fallen Angels 3% Capped (EUR Hedged) while FAEU.DE tracks the FTSE Time-Weighted US Fallen Angel Bond Select Index. Both are passively managed. Over the past 5 years, IBC7.DE returned 1.10%/yr vs 0.06%/yr for FAEU.DE. A 0.73 correlation means they provide meaningful diversification when combined. IBC7.DE charges 0.55%/yr vs 0.50%/yr for FAEU.DE.
Performance
IBC7.DE vs. FAEU.DE - Performance Comparison
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Returns By Period
In the year-to-date period, IBC7.DE achieves a 1.23% return, which is significantly higher than FAEU.DE's 0.40% return.
IBC7.DE
- 1D
- 0.00%
- 1M
- 0.04%
- 6M
- 0.80%
- YTD
- 1.23%
- 1Y
- 4.79%
- 3Y*
- 5.58%
- 5Y*
- 1.10%
- 10Y*
- —
FAEU.DE
- 1D
- 0.14%
- 1M
- 0.18%
- 6M
- -0.29%
- YTD
- 0.40%
- 1Y
- 3.87%
- 3Y*
- 5.02%
- 5Y*
- 0.06%
- 10Y*
- —
IBC7.DE vs. FAEU.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
IBC7.DE iShares Fallen Angels High Yield Corp Bond UCITS ETF EUR Hedged (Dist) | 1.23% | 7.07% | 3.18% | 9.37% | -13.89% | 3.60% | 13.74% | 13.54% | -4.27% |
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% | 10.22% | 2.36% |
Correlation
The correlation between IBC7.DE and FAEU.DE is 0.59, 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 | 0.59 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.67 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.75 |
Correlation (All Time) Calculated using the full available price history since Apr 10, 2018 | 0.73 |
The correlation between IBC7.DE and FAEU.DE shifts across timeframes, from 0.59 (1 year) to 0.75 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
IBC7.DE vs. FAEU.DE — Risk / Return Rank
IBC7.DE
FAEU.DE
IBC7.DE vs. FAEU.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Fallen Angels High Yield Corp Bond UCITS ETF EUR Hedged (Dist) (IBC7.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.
| IBC7.DE | FAEU.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.47 | ||
| Sortino ratioReturn per unit of downside risk | +0.76 | ||
| Omega ratioGain probability vs. loss probability | 1.26 | 1.15 | +0.12 |
| Calmar ratioReturn relative to maximum drawdown | 1.42 | 0.72 | +0.70 |
| Martin ratioReturn relative to average drawdown | 5.66 | 2.32 | +3.35 |
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Drawdowns
IBC7.DE vs. FAEU.DE - Drawdown Comparison
The maximum IBC7.DE drawdown since its inception was -21.75%, smaller than the maximum FAEU.DE drawdown of -29.94%. Use the drawdown chart below to compare losses from any high point for IBC7.DE and FAEU.DE.
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Drawdown Indicators
| IBC7.DE | FAEU.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -21.75% | -29.94% | +8.19% |
Max Drawdown (1Y)Largest decline over 1 year | -3.37% | -5.38% | +2.01% |
Max Drawdown (3Y)Largest decline over 3 years | -4.30% | -5.63% | +1.33% |
Max Drawdown (5Y)Largest decline over 5 years | -18.37% | -19.80% | +1.43% |
Current DrawdownCurrent decline from peak | -0.22% | -1.31% | +1.09% |
Average DrawdownAverage peak-to-trough decline | -4.43% | -6.38% | +1.95% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.84% | 1.67% | -0.83% |
Volatility
IBC7.DE vs. FAEU.DE - Volatility Comparison
iShares Fallen Angels High Yield Corp Bond UCITS ETF EUR Hedged (Dist) (IBC7.DE) and Invesco US High Yield Fallen Angels UCITS ETF (EUR Hdg) (FAEU.DE) have volatilities of 0.93% and 0.94%, 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
| IBC7.DE | FAEU.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.93% | 0.94% | -0.01% |
Volatility (6M)Calculated over the trailing 6-month period | 3.19% | 4.27% | -1.08% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.96% | 5.25% | -1.29% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.19% | 7.44% | -1.25% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 8.09% | 10.53% | -2.44% |
IBC7.DE vs. FAEU.DE - Expense Ratio Comparison
IBC7.DE has a 0.55% expense ratio, which is higher than FAEU.DE's 0.50% expense ratio.
Dividends
IBC7.DE vs. FAEU.DE - Dividend Comparison
IBC7.DE's dividend yield for the trailing twelve months is around 5.63%, while FAEU.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
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% |
IBC7.DE iShares Fallen Angels High Yield Corp Bond UCITS ETF EUR Hedged (Dist) | 5.63% | 5.55% | 5.89% | 5.18% | 4.46% | 3.93% | 4.17% | 4.59% | 3.28% |
Frequently Asked Questions
IBC7.DE and FAEU.DE have a correlation of 0.59, 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 IBC7.DE.
IBC7.DE tracks Bloomberg Global Corporate ex EM Fallen Angels 3% 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 IBC7.DE and 0.50% for FAEU.DE.
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