PortfoliosLab logoPortfoliosLab logo
IS3K.DE vs. FAEU.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IS3K.DE vs. FAEU.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares USD Short Duration High Yield Corporate Bond UCITS ETF (IS3K.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.

Loading charts...

Returns By Period

In the year-to-date period, IS3K.DE achieves a 4.98% return, which is significantly higher than FAEU.DE's 0.40% return.


IS3K.DE

1D
0.20%
1M
1.54%
6M
3.17%
YTD
4.98%
1Y
7.70%
3Y*
6.67%
5Y*
5.27%
10Y*
4.40%

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)

IS3K.DE vs. FAEU.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IS3K.DE
iShares USD Short Duration High Yield Corporate Bond UCITS ETF
4.98%-3.41%12.68%5.21%2.20%12.74%-5.49%12.34%4.89%-1.70%
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 IS3K.DE and FAEU.DE is -0.03, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

-0.03

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

0.07

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

0.15

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

0.22

The correlation between IS3K.DE and FAEU.DE shifts across timeframes, from -0.03 (1 year) to 0.22 (all time), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

IS3K.DE vs. FAEU.DE — Risk / Return Rank

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

IS3K.DE
IS3K.DE Risk / Return Rank: 5252
Overall Rank
IS3K.DE Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
IS3K.DE Sortino Ratio Rank: 5050
Sortino Ratio Rank
IS3K.DE Omega Ratio Rank: 4646
Omega Ratio Rank
IS3K.DE Calmar Ratio Rank: 6161
Calmar Ratio Rank
IS3K.DE Martin Ratio Rank: 5757
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.

IS3K.DE vs. FAEU.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares USD Short Duration High Yield Corporate Bond UCITS ETF (IS3K.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.


IS3K.DEFAEU.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.62

Sortino ratioReturn per unit of downside risk

+0.91

Omega ratioGain probability vs. loss probability

1.25

1.15

+0.10

Calmar ratioReturn relative to maximum drawdown

2.48

0.72

+1.77

Martin ratioReturn relative to average drawdown

8.03

2.32

+5.71

IS3K.DE vs. FAEU.DE - Sharpe Ratio Comparison

The current IS3K.DE Sharpe Ratio is 1.35, which is higher than the FAEU.DE Sharpe Ratio of 0.74. The chart below compares the historical Sharpe Ratios of IS3K.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.


Loading charts...

Drawdowns

IS3K.DE vs. FAEU.DE - Drawdown Comparison

The maximum IS3K.DE drawdown since its inception was -27.02%, smaller than the maximum FAEU.DE drawdown of -29.94%. Use the drawdown chart below to compare losses from any high point for IS3K.DE and FAEU.DE.


Loading charts...

Drawdown Indicators


IS3K.DEFAEU.DEDifference

Max Drawdown

Largest peak-to-trough decline

-27.02%

-29.94%

+2.92%

Max Drawdown (1Y)

Largest decline over 1 year

-3.09%

-5.38%

+2.29%

Max Drawdown (3Y)

Largest decline over 3 years

-11.25%

-5.63%

-5.62%

Max Drawdown (5Y)

Largest decline over 5 years

-11.25%

-19.80%

+8.55%

Max Drawdown (10Y)

Largest decline over 10 years

-17.93%

Current Drawdown

Current decline from peak

-1.45%

-1.31%

-0.14%

Average Drawdown

Average peak-to-trough decline

-6.51%

-6.38%

-0.13%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.96%

1.67%

-0.71%

Volatility

IS3K.DE vs. FAEU.DE - Volatility Comparison

iShares USD Short Duration High Yield Corporate Bond UCITS ETF (IS3K.DE) has a higher volatility of 1.47% compared to Invesco US High Yield Fallen Angels UCITS ETF (EUR Hdg) (FAEU.DE) at 0.94%. This indicates that IS3K.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.


Loading charts...

Volatility by Period


IS3K.DEFAEU.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.47%

0.94%

+0.53%

Volatility (6M)

Calculated over the trailing 6-month period

3.68%

4.27%

-0.59%

Volatility (1Y)

Calculated over the trailing 1-year period

5.72%

5.25%

+0.47%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.09%

7.44%

-0.35%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.82%

10.53%

-2.71%

IS3K.DE vs. FAEU.DE - Expense Ratio Comparison

IS3K.DE has a 0.45% expense ratio, which is lower than FAEU.DE's 0.50% expense ratio.


Dividends

IS3K.DE vs. FAEU.DE - Dividend Comparison

IS3K.DE's dividend yield for the trailing twelve months is around 6.63%, 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%
IS3K.DE
iShares USD Short Duration High Yield Corporate Bond UCITS ETF
6.63%6.65%6.31%5.70%4.36%4.12%5.05%5.26%5.48%5.68%5.57%5.05%

Frequently Asked Questions


IS3K.DE and FAEU.DE have a correlation of -0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IS3K.DE is cheaper at 0.45% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IS3K.DE is cheaper with a 0.45% expense ratio, compared with 0.50% for FAEU.DE.

IS3K.DE tracks iBoxx® USD Liquid High Yield 0-5 Capped, 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: 0.45% for IS3K.DE and 0.50% for FAEU.DE.

Portfolio Optimizer

Find the right allocation for IS3K.DE and FAEU.DE

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer