IFLN vs. ESHY

Last updated Jun 4, 2026

IFLN (Invesco Bloomberg Enhanced Fallen Angels ETF) and ESHY (Xtrackers J.P. Morgan ESG USD High Yield Corporate Bond ETF) are both High Yield Bonds funds - IFLN tracks the Bloomberg US High Yield Enhanced Fallen Angels Index while ESHY tracks the JPMorgan ESG DM Corporate High Yield USD Index. Both are passively managed. IFLN charges 0.23%/yr vs 0.20%/yr for ESHY.

Performance

IFLN vs. ESHY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco Bloomberg Enhanced Fallen Angels ETF (IFLN) and Xtrackers J.P. Morgan ESG USD High Yield Corporate Bond ETF (ESHY). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

IFLN

• 1D: -0.25%
• 1M: 0.55%
• YTD: 0.57%
• 6M: 0.84%
• 1Y: 5.87%
• 3Y*: 7.32%
• 5Y*: 3.59%
• 10Y*: 4.60%

ESHY

• 1D: 0.00%
• 1M: 0.00%
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

IFLN vs. ESHY - Yearly Performance Comparison

	2026 (YTD)
IFLN Invesco Bloomberg Enhanced Fallen Angels ETF	-0.28%
ESHY Xtrackers J.P. Morgan ESG USD High Yield Corporate Bond ETF	0.00%

Return for Risk

IFLN vs. ESHY — Risk / Return Rank

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

IFLN

IFLN Risk / Return Rank: 40
IFLN Sharpe Ratio Rank: 43
IFLN Sortino Ratio Rank: 44
IFLN Omega Ratio Rank: 46
IFLN Calmar Ratio Rank: 30
IFLN Martin Ratio Rank: 38

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.

IFLN vs. ESHY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Bloomberg Enhanced Fallen Angels ETF (IFLN) and Xtrackers J.P. Morgan ESG USD High Yield Corporate Bond ETF (ESHY). 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.

	IFLN	ESHY	Difference
Sharpe ratio: Return per unit of total volatility	1.52	—	—
Sortino ratio: Return per unit of downside risk	2.20	—	—
Omega ratio: Gain probability vs. loss probability	1.29	—	—
Calmar ratio: Return relative to maximum drawdown	1.44	—	—
Martin ratio: Return relative to average drawdown	5.93	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	IFLN	ESHY	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.52	—	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.57	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.67	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.29	—	—

Drawdowns

IFLN vs. ESHY - Drawdown Comparison

The maximum IFLN drawdown since its inception was -44.79%, which is greater than ESHY's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for IFLN and ESHY.

Drawdown Indicators

	IFLN	ESHY	Difference
Max Drawdown Largest peak-to-trough decline	-44.79%	0.00%	-44.79%
Max Drawdown (1Y) Largest decline over 1 year	-4.08%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-4.08%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-13.76%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-21.52%	—	—
Current Drawdown Current decline from peak	-0.49%	0.00%	-0.49%
Average Drawdown Average peak-to-trough decline	-4.33%	0.00%	-4.33%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.99%	—	—

Volatility

Volatility by Period

	IFLN	ESHY	Difference
Volatility (1M) Calculated over the trailing 1-month period	1.26%	—	—
Volatility (6M) Calculated over the trailing 6-month period	3.17%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	3.90%	0.00%	+3.90%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	6.37%	0.00%	+6.37%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	6.89%	0.00%	+6.89%

IFLN vs. ESHY - Expense Ratio Comparison

IFLN has a 0.23% expense ratio, which is higher than ESHY's 0.20% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.

Dividends

IFLN vs. ESHY - Dividend Comparison

IFLN's dividend yield for the trailing twelve months is around 5.82%, while ESHY has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
ESHY Xtrackers J.P. Morgan ESG USD High Yield Corporate Bond ETF	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
IFLN Invesco Bloomberg Enhanced Fallen Angels ETF	5.82%	5.48%	5.69%	4.68%	3.52%	3.37%	3.90%	4.03%	4.44%	4.14%	4.58%	4.69%

Frequently Asked Questions

Which ETF is better, IFLN or ESHY?

On fees, ESHY is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, IFLN or ESHY?

ESHY is cheaper with a 0.20% expense ratio, compared with 0.23% for IFLN.

Which ETF pays a higher dividend yield, IFLN or ESHY?

IFLN has the higher dividend yield at 5.82%, compared with 0.00% for ESHY.

What is the main difference between IFLN and ESHY?

IFLN tracks Bloomberg US High Yield Enhanced Fallen Angels Index, while ESHY tracks JPMorgan ESG DM Corporate High Yield USD Index. They also come from different issuers: Invesco and Deutsche Bank. Their fees differ too: 0.23% for IFLN and 0.20% for ESHY.