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IBC9.DE vs. FAEU.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IBC9.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 (IBC9.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, IBC9.DE achieves a 3.59% return, which is significantly higher than FAEU.DE's 0.40% return.


IBC9.DE

1D
0.28%
1M
1.22%
6M
2.54%
YTD
3.59%
1Y
5.94%
3Y*
7.03%
5Y*
3.79%
10Y*
4.00%

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)

IBC9.DE vs. FAEU.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IBC9.DE
iShares Global High Yield Corporate Bond UCITS ETF
3.59%1.08%9.31%9.25%-6.54%8.55%-2.14%14.98%0.23%-1.26%
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%-0.87%0.12%

Correlation

The correlation between IBC9.DE and FAEU.DE is 0.28, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.28

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

0.36

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

0.47

Correlation (All Time)
Calculated using the full available price history since Oct 17, 2017

0.47

The correlation between IBC9.DE and FAEU.DE shifts across timeframes, from 0.28 (1 year) to 0.47 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

IBC9.DE vs. FAEU.DE — Risk / Return Rank

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

IBC9.DE
IBC9.DE Risk / Return Rank: 5858
Overall Rank
IBC9.DE Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
IBC9.DE Sortino Ratio Rank: 5555
Sortino Ratio Rank
IBC9.DE Omega Ratio Rank: 5454
Omega Ratio Rank
IBC9.DE Calmar Ratio Rank: 6666
Calmar Ratio Rank
IBC9.DE Martin Ratio Rank: 6161
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.

IBC9.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 (IBC9.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.


IBC9.DEFAEU.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.74

Sortino ratioReturn per unit of downside risk

+1.07

Omega ratioGain probability vs. loss probability

1.27

1.15

+0.13

Calmar ratioReturn relative to maximum drawdown

2.67

0.72

+1.95

Martin ratioReturn relative to average drawdown

8.68

2.32

+6.36

IBC9.DE vs. FAEU.DE - Sharpe Ratio Comparison

The current IBC9.DE Sharpe Ratio is 1.47, which is higher than the FAEU.DE Sharpe Ratio of 0.74. The chart below compares the historical Sharpe Ratios of IBC9.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

IBC9.DE vs. FAEU.DE - Drawdown Comparison

The maximum IBC9.DE drawdown since its inception was -27.22%, smaller than the maximum FAEU.DE drawdown of -29.94%. Use the drawdown chart below to compare losses from any high point for IBC9.DE and FAEU.DE.


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Drawdown Indicators


IBC9.DEFAEU.DEDifference

Max Drawdown

Largest peak-to-trough decline

-27.22%

-29.94%

+2.72%

Max Drawdown (1Y)

Largest decline over 1 year

-2.22%

-5.38%

+3.16%

Max Drawdown (3Y)

Largest decline over 3 years

-6.79%

-5.63%

-1.16%

Max Drawdown (5Y)

Largest decline over 5 years

-10.00%

-19.80%

+9.80%

Max Drawdown (10Y)

Largest decline over 10 years

-22.34%

Current Drawdown

Current decline from peak

-0.26%

-1.31%

+1.05%

Average Drawdown

Average peak-to-trough decline

-7.55%

-6.38%

-1.17%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.68%

1.67%

-0.99%

Volatility

IBC9.DE vs. FAEU.DE - Volatility Comparison

iShares Global High Yield Corporate Bond UCITS ETF (IBC9.DE) has a higher volatility of 1.07% compared to Invesco US High Yield Fallen Angels UCITS ETF (EUR Hdg) (FAEU.DE) at 0.94%. This indicates that IBC9.DE's price experiences larger fluctuations and is considered to be riskier than FAEU.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IBC9.DEFAEU.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.07%

0.94%

+0.13%

Volatility (6M)

Calculated over the trailing 6-month period

2.81%

4.27%

-1.46%

Volatility (1Y)

Calculated over the trailing 1-year period

4.02%

5.25%

-1.23%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.68%

7.44%

-1.76%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.84%

10.53%

-2.69%

IBC9.DE vs. FAEU.DE - Expense Ratio Comparison

Both IBC9.DE and FAEU.DE have an expense ratio of 0.50%.


Dividends

IBC9.DE vs. FAEU.DE - Dividend Comparison

IBC9.DE's dividend yield for the trailing twelve months is around 6.99%, while FAEU.DE has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
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%0.00%0.00%0.00%
IBC9.DE
iShares Global High Yield Corporate Bond UCITS ETF
6.99%5.55%5.32%4.88%4.06%3.76%4.80%4.78%4.77%5.03%4.78%5.18%

Frequently Asked Questions


IBC9.DE and FAEU.DE have a correlation of 0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.50% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

IBC9.DE and FAEU.DE have the same expense ratio: 0.50% per year.

IBC9.DE tracks iBoxx® Global Developed Markets Liquid High Yield Capped, while FAEU.DE tracks FTSE Time-Weighted US Fallen Angel Bond Select Index. They also come from different issuers: iShares and Invesco.

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