JNKE.L vs. FALN
Compare and contrast key facts about SPDR Bloomberg Euro High Yield Bond UCITS ETF (JNKE.L) and iShares Fallen Angels USD Bond ETF (FALN).
JNKE.L and FALN are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. JNKE.L is a passively managed fund by State Street that tracks the performance of the Bloomberg Pan Euro HY Euro TR EUR. It was launched on Feb 3, 2012. FALN is a passively managed fund by iShares that tracks the performance of the Bloomberg US High Yield Fallen Angel 3% Capped Index. It was launched on Jun 14, 2016. Both JNKE.L and FALN are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
JNKE.L vs. FALN - Performance Comparison
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JNKE.L vs. FALN - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
JNKE.L SPDR Bloomberg Euro High Yield Bond UCITS ETF | -1.06% | 5.01% | 5.84% | 11.68% | -10.56% | 2.88% | 1.85% | 10.51% | -4.34% | 4.97% |
FALN iShares Fallen Angels USD Bond ETF | 1.04% | -4.00% | 14.79% | 10.06% | -8.45% | 13.28% | 5.39% | 20.07% | -0.51% | -4.66% |
Different Trading Currencies
JNKE.L is traded in EUR, while FALN is traded in USD. To make them comparable, the FALN values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, JNKE.L achieves a -1.06% return, which is significantly lower than FALN's 1.04% return.
JNKE.L
- 1D
- 1.00%
- 1M
- -1.17%
- YTD
- -1.06%
- 6M
- -0.34%
- 1Y
- 3.46%
- 3Y*
- 6.03%
- 5Y*
- 2.19%
- 10Y*
- 3.08%
FALN
- 1D
- 0.47%
- 1M
- -0.78%
- YTD
- 1.04%
- 6M
- 1.10%
- 1Y
- -0.36%
- 3Y*
- 6.21%
- 5Y*
- 4.08%
- 10Y*
- —
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JNKE.L vs. FALN - Expense Ratio Comparison
JNKE.L has a 0.40% expense ratio, which is higher than FALN's 0.25% expense ratio.
Return for Risk
JNKE.L vs. FALN — Risk / Return Rank
JNKE.L
FALN
JNKE.L vs. FALN - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR Bloomberg Euro High Yield Bond UCITS ETF (JNKE.L) and iShares Fallen Angels USD Bond ETF (FALN). 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.
| JNKE.L | FALN | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.44 | -0.04 | +0.47 |
Sortino ratioReturn per unit of downside risk | 0.68 | 0.02 | +0.66 |
Omega ratioGain probability vs. loss probability | 1.15 | 1.00 | +0.14 |
Calmar ratioReturn relative to maximum drawdown | 0.50 | 0.00 | +0.50 |
Martin ratioReturn relative to average drawdown | 4.11 | 0.00 | +4.11 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| JNKE.L | FALN | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.44 | -0.04 | +0.47 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.35 | 0.48 | -0.13 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.44 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.66 | 0.60 | +0.06 |
Correlation
The correlation between JNKE.L and FALN is 0.20, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
JNKE.L vs. FALN - Dividend Comparison
JNKE.L's dividend yield for the trailing twelve months is around 5.47%, less than FALN's 6.51% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JNKE.L SPDR Bloomberg Euro High Yield Bond UCITS ETF | 5.47% | 5.48% | 5.85% | 4.95% | 3.47% | 2.91% | 3.14% | 3.08% | 2.87% | 3.57% | 3.58% | 3.92% |
FALN iShares Fallen Angels USD Bond ETF | 6.51% | 6.31% | 6.24% | 5.37% | 5.08% | 3.40% | 5.14% | 5.35% | 5.97% | 6.98% | 3.55% | 0.00% |
Drawdowns
JNKE.L vs. FALN - Drawdown Comparison
The maximum JNKE.L drawdown since its inception was -25.52%, smaller than the maximum FALN drawdown of -28.61%. Use the drawdown chart below to compare losses from any high point for JNKE.L and FALN.
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Drawdown Indicators
| JNKE.L | FALN | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -25.52% | -29.22% | +3.70% |
Max Drawdown (1Y)Largest decline over 1 year | -7.12% | -5.57% | -1.55% |
Max Drawdown (5Y)Largest decline over 5 years | -16.25% | -18.78% | +2.53% |
Max Drawdown (10Y)Largest decline over 10 years | -25.52% | — | — |
Current DrawdownCurrent decline from peak | -1.77% | -2.28% | +0.51% |
Average DrawdownAverage peak-to-trough decline | -2.26% | -3.37% | +1.11% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.86% | 1.29% | -0.43% |
Volatility
JNKE.L vs. FALN - Volatility Comparison
SPDR Bloomberg Euro High Yield Bond UCITS ETF (JNKE.L) has a higher volatility of 7.11% compared to iShares Fallen Angels USD Bond ETF (FALN) at 2.26%. This indicates that JNKE.L's price experiences larger fluctuations and is considered to be riskier than FALN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JNKE.L | FALN | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.11% | 2.26% | +4.85% |
Volatility (6M)Calculated over the trailing 6-month period | 7.20% | 4.74% | +2.46% |
Volatility (1Y)Calculated over the trailing 1-year period | 7.85% | 10.31% | -2.46% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.30% | 8.63% | -2.33% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6.94% | 10.41% | -3.47% |