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IBC7.DE vs. FAEU.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IBC7.DE vs. FAEU.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in 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). The values are adjusted to include any dividend payments, if applicable.

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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*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IBC7.DE vs. FAEU.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
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

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

IBC7.DE
IBC7.DE Risk / Return Rank: 4242
Overall Rank
IBC7.DE Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
IBC7.DE Sortino Ratio Rank: 4444
Sortino Ratio Rank
IBC7.DE Omega Ratio Rank: 5050
Omega Ratio Rank
IBC7.DE Calmar Ratio Rank: 3333
Calmar Ratio Rank
IBC7.DE Martin Ratio Rank: 4343
Martin Ratio Rank

FAEU.DE
FAEU.DE Risk / Return Rank: 2323
Overall Rank
FAEU.DE Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
FAEU.DE Sortino Ratio Rank: 2323
Sortino Ratio Rank
FAEU.DE Omega Ratio Rank: 2424
Omega Ratio Rank
FAEU.DE Calmar Ratio Rank: 2020
Calmar Ratio Rank
FAEU.DE Martin Ratio Rank: 2323
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.

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.DEFAEU.DEDifference
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

IBC7.DE vs. FAEU.DE - Sharpe Ratio Comparison

The current IBC7.DE Sharpe Ratio is 1.21, which is higher than the FAEU.DE Sharpe Ratio of 0.74. The chart below compares the historical Sharpe Ratios of IBC7.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

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.DEFAEU.DEDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-0.22%

-1.31%

+1.09%

Average Drawdown

Average peak-to-trough decline

-4.43%

-6.38%

+1.95%

Ulcer Index

Depth 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.DEFAEU.DEDifference

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.


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%
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.

Portfolio Optimizer

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