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QDVQ.DE vs. FAHY.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

QDVQ.DE vs. FAHY.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares Fallen Angels High Yield Corporate Bond UCITS ETF (QDVQ.DE) and Invesco US High Yield Fallen Angels UCITS ETF Dist (FAHY.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, QDVQ.DE achieves a 2.23% return, which is significantly higher than FAHY.DE's 1.84% return.


QDVQ.DE

1D
0.06%
1M
1.02%
YTD
2.23%
6M
1.76%
1Y
5.75%
3Y*
5.48%
5Y*
3.51%
10Y*

FAHY.DE

1D
-0.16%
1M
1.51%
YTD
1.84%
6M
0.61%
1Y
5.71%
3Y*
4.93%
5Y*
3.51%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

QDVQ.DE vs. FAHY.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
QDVQ.DE
iShares Fallen Angels High Yield Corporate Bond UCITS ETF
2.23%0.11%8.76%8.83%-9.03%10.74%7.49%18.50%-0.74%-1.27%
FAHY.DE
Invesco US High Yield Fallen Angels UCITS ETF Dist
1.84%-2.35%10.86%6.42%-8.72%14.53%-0.80%16.13%-1.45%-4.35%

Correlation

The correlation between QDVQ.DE and FAHY.DE is 0.66, 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

0.66

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

0.72

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

0.79

Correlation (All Time)
Calculated using the full available price history since Nov 16, 2016

0.84

The correlation between QDVQ.DE and FAHY.DE shifts across timeframes, from 0.66 (1 year) to 0.84 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

QDVQ.DE vs. FAHY.DE — Risk / Return Rank

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

QDVQ.DE
QDVQ.DE Risk / Return Rank: 3636
Overall Rank
QDVQ.DE Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
QDVQ.DE Sortino Ratio Rank: 3232
Sortino Ratio Rank
QDVQ.DE Omega Ratio Rank: 3131
Omega Ratio Rank
QDVQ.DE Calmar Ratio Rank: 4040
Calmar Ratio Rank
QDVQ.DE Martin Ratio Rank: 4444
Martin Ratio Rank

FAHY.DE
FAHY.DE Risk / Return Rank: 2929
Overall Rank
FAHY.DE Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
FAHY.DE Sortino Ratio Rank: 2626
Sortino Ratio Rank
FAHY.DE Omega Ratio Rank: 2525
Omega Ratio Rank
FAHY.DE Calmar Ratio Rank: 3636
Calmar Ratio Rank
FAHY.DE Martin Ratio Rank: 3131
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.

QDVQ.DE vs. FAHY.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Fallen Angels High Yield Corporate Bond UCITS ETF (QDVQ.DE) and Invesco US High Yield Fallen Angels UCITS ETF Dist (FAHY.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.


QDVQ.DEFAHY.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.23

Sortino ratioReturn per unit of downside risk

+0.33

Omega ratioGain probability vs. loss probability

1.20

1.17

+0.04

Calmar ratioReturn relative to maximum drawdown

1.94

1.76

+0.18

Martin ratioReturn relative to average drawdown

6.98

4.39

+2.59

QDVQ.DE vs. FAHY.DE - Sharpe Ratio Comparison

The current QDVQ.DE Sharpe Ratio is 1.15, which is comparable to the FAHY.DE Sharpe Ratio of 0.92. The chart below compares the historical Sharpe Ratios of QDVQ.DE and FAHY.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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Sharpe Ratios by Period


QDVQ.DEFAHY.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.15

0.92

+0.23

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.54

0.41

+0.13

Sharpe Ratio (All Time)

Calculated using the full available price history

0.65

0.37

+0.28

Drawdowns

QDVQ.DE vs. FAHY.DE - Drawdown Comparison

The maximum QDVQ.DE drawdown since its inception was -22.94%, smaller than the maximum FAHY.DE drawdown of -28.23%. Use the drawdown chart below to compare losses from any high point for QDVQ.DE and FAHY.DE.


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Drawdown Indicators


QDVQ.DEFAHY.DEDifference

Max Drawdown

Largest peak-to-trough decline

-22.94%

-28.23%

+5.29%

Max Drawdown (1Y)

Largest decline over 1 year

-2.90%

-3.28%

+0.38%

Max Drawdown (3Y)

Largest decline over 3 years

-9.27%

-12.29%

+3.02%

Max Drawdown (5Y)

Largest decline over 5 years

-11.15%

-12.29%

+1.14%

Current Drawdown

Current decline from peak

-0.24%

-3.38%

+3.14%

Average Drawdown

Average peak-to-trough decline

-2.84%

-4.48%

+1.64%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.81%

1.32%

-0.51%

Volatility

QDVQ.DE vs. FAHY.DE - Volatility Comparison

The current volatility for iShares Fallen Angels High Yield Corporate Bond UCITS ETF (QDVQ.DE) is 1.21%, while Invesco US High Yield Fallen Angels UCITS ETF Dist (FAHY.DE) has a volatility of 1.87%. This indicates that QDVQ.DE experiences smaller price fluctuations and is considered to be less risky than FAHY.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


QDVQ.DEFAHY.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.21%

1.87%

-0.66%

Volatility (6M)

Calculated over the trailing 6-month period

3.53%

4.40%

-0.87%

Volatility (1Y)

Calculated over the trailing 1-year period

4.87%

6.29%

-1.42%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.40%

8.44%

-2.04%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.33%

9.67%

-1.34%

QDVQ.DE vs. FAHY.DE - Expense Ratio Comparison

QDVQ.DE has a 0.50% expense ratio, which is higher than FAHY.DE's 0.45% expense ratio.


Dividends

QDVQ.DE vs. FAHY.DE - Dividend Comparison

QDVQ.DE's dividend yield for the trailing twelve months is around 7.11%, more than FAHY.DE's 6.57% yield.


PositionTTM2025202420232022202120202019201820172016
FAHY.DE
Invesco US High Yield Fallen Angels UCITS ETF Dist
6.57%6.75%6.86%6.89%5.82%4.47%6.24%6.07%6.09%5.71%1.23%
QDVQ.DE
iShares Fallen Angels High Yield Corporate Bond UCITS ETF
7.11%5.73%5.78%5.26%4.47%3.82%4.44%4.56%4.96%4.65%2.13%

Frequently Asked Questions


QDVQ.DE and FAHY.DE have a correlation of 0.66, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

FAHY.DE is cheaper with a 0.45% expense ratio, compared with 0.50% for QDVQ.DE.

QDVQ.DE tracks Bloomberg Global Corporate ex EM Fallen Angels 3% Capped, while FAHY.DE tracks Bloomberg US Corporate High Yield TR USD. They also come from different issuers: iShares and Invesco. Their fees differ too: 0.50% for QDVQ.DE and 0.45% for FAHY.DE.

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