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RISE.L vs. FAHY.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

RISE.L vs. FAHY.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares Fallen Angels High Yield Corporate Bond UCITS ETF (RISE.L) and Invesco US High Yield Fallen Angels UCITS ETF Dist (FAHY.L). The values are adjusted to include any dividend payments, if applicable.

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RISE.L vs. FAHY.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
RISE.L
iShares Fallen Angels High Yield Corporate Bond UCITS ETF
-0.10%5.86%5.76%7.62%-3.13%4.04%14.09%13.14%2.07%3.75%
FAHY.L
Invesco US High Yield Fallen Angels UCITS ETF Dist
-1.05%2.08%6.93%4.14%-3.51%6.81%5.36%9.22%0.08%-0.79%

Returns By Period

In the year-to-date period, RISE.L achieves a -0.10% return, which is significantly higher than FAHY.L's -1.05% return.


RISE.L

1D
0.44%
1M
-1.28%
YTD
-0.10%
6M
1.89%
1Y
5.98%
3Y*
6.18%
5Y*
4.31%
10Y*

FAHY.L

1D
-0.16%
1M
-1.90%
YTD
-1.05%
6M
0.10%
1Y
2.12%
3Y*
4.27%
5Y*
3.14%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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RISE.L vs. FAHY.L - Expense Ratio Comparison

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


Return for Risk

RISE.L vs. FAHY.L — Risk / Return Rank

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

RISE.L
RISE.L Risk / Return Rank: 5757
Overall Rank
RISE.L Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
RISE.L Sortino Ratio Rank: 5252
Sortino Ratio Rank
RISE.L Omega Ratio Rank: 4747
Omega Ratio Rank
RISE.L Calmar Ratio Rank: 7474
Calmar Ratio Rank
RISE.L Martin Ratio Rank: 5858
Martin Ratio Rank

FAHY.L
FAHY.L Risk / Return Rank: 1919
Overall Rank
FAHY.L Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
FAHY.L Sortino Ratio Rank: 1717
Sortino Ratio Rank
FAHY.L Omega Ratio Rank: 1616
Omega Ratio Rank
FAHY.L Calmar Ratio Rank: 2424
Calmar Ratio Rank
FAHY.L Martin Ratio Rank: 2121
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.

RISE.L vs. FAHY.L - Risk-Adjusted Trends Comparison

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


RISE.LFAHY.LDifference

Sharpe ratio

Return per unit of total volatility

1.03

0.29

+0.73

Sortino ratio

Return per unit of downside risk

1.44

0.44

+1.00

Omega ratio

Gain probability vs. loss probability

1.19

1.06

+0.13

Calmar ratio

Return relative to maximum drawdown

2.14

0.59

+1.55

Martin ratio

Return relative to average drawdown

6.31

1.49

+4.82

RISE.L vs. FAHY.L - Sharpe Ratio Comparison

The current RISE.L Sharpe Ratio is 1.03, which is higher than the FAHY.L Sharpe Ratio of 0.29. The chart below compares the historical Sharpe Ratios of RISE.L and FAHY.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


RISE.LFAHY.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.03

0.29

+0.73

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.64

0.38

+0.27

Sharpe Ratio (All Time)

Calculated using the full available price history

0.84

0.42

+0.42

Correlation

The correlation between RISE.L and FAHY.L is 0.78, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

RISE.L vs. FAHY.L - Dividend Comparison

RISE.L's dividend yield for the trailing twelve months is around 8.41%, more than FAHY.L's 6.67% yield.


TTM2025202420232022202120202019201820172016
RISE.L
iShares Fallen Angels High Yield Corporate Bond UCITS ETF
8.41%6.61%6.89%6.13%5.06%4.52%4.96%5.81%6.42%5.91%2.65%
FAHY.L
Invesco US High Yield Fallen Angels UCITS ETF Dist
6.67%6.61%6.89%6.85%5.66%4.54%6.26%6.22%6.01%5.63%1.23%

Drawdowns

RISE.L vs. FAHY.L - Drawdown Comparison

The maximum RISE.L drawdown since its inception was -14.31%, smaller than the maximum FAHY.L drawdown of -23.91%. Use the drawdown chart below to compare losses from any high point for RISE.L and FAHY.L.


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Drawdown Indicators


RISE.LFAHY.LDifference

Max Drawdown

Largest peak-to-trough decline

-14.31%

-23.91%

+9.60%

Max Drawdown (1Y)

Largest decline over 1 year

-3.55%

-5.78%

+2.23%

Max Drawdown (5Y)

Largest decline over 5 years

-10.05%

-11.66%

+1.61%

Current Drawdown

Current decline from peak

-1.62%

-2.82%

+1.20%

Average Drawdown

Average peak-to-trough decline

-2.26%

-4.19%

+1.93%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.97%

1.57%

-0.60%

Volatility

RISE.L vs. FAHY.L - Volatility Comparison

iShares Fallen Angels High Yield Corporate Bond UCITS ETF (RISE.L) and Invesco US High Yield Fallen Angels UCITS ETF Dist (FAHY.L) have volatilities of 1.95% and 1.89%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


RISE.LFAHY.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.95%

1.89%

+0.06%

Volatility (6M)

Calculated over the trailing 6-month period

3.68%

4.28%

-0.60%

Volatility (1Y)

Calculated over the trailing 1-year period

5.79%

7.16%

-1.37%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.70%

8.31%

-1.61%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.89%

10.03%

-1.14%