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SDHA.L vs. HYFC.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SDHA.L vs. HYFC.L - 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 USD (Acc) (SDHA.L) and Invesco US High Yield Fallen Angels UCITS ETF Acc (HYFC.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SDHA.L achieves a 1.56% return, which is significantly higher than HYFC.L's 0.64% return.


SDHA.L

1D
0.14%
1M
0.21%
YTD
1.56%
6M
2.20%
1Y
7.09%
3Y*
7.71%
5Y*
4.65%
10Y*

HYFC.L

1D
0.25%
1M
0.57%
YTD
0.64%
6M
0.47%
1Y
7.82%
3Y*
7.95%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SDHA.L vs. HYFC.L - Yearly Performance Comparison


2026 (YTD)2025202420232022
SDHA.L
iShares USD Short Duration High Yield Corporate Bond UCITS ETF USD (Acc)
1.56%8.87%6.63%8.90%-0.70%
HYFC.L
Invesco US High Yield Fallen Angels UCITS ETF Acc
0.64%9.62%5.17%10.23%-3.05%

Correlation

The correlation between SDHA.L and HYFC.L is 0.61, 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

0.61

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

0.70

Correlation (All Time)
Calculated using the full available price history since Aug 2, 2022

0.77

The correlation between SDHA.L and HYFC.L shifts across timeframes, from 0.61 (1 year) to 0.77 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

SDHA.L vs. HYFC.L — Risk / Return Rank

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

SDHA.L
SDHA.L Risk / Return Rank: 7474
Overall Rank
SDHA.L Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
SDHA.L Sortino Ratio Rank: 7575
Sortino Ratio Rank
SDHA.L Omega Ratio Rank: 7070
Omega Ratio Rank
SDHA.L Calmar Ratio Rank: 7777
Calmar Ratio Rank
SDHA.L Martin Ratio Rank: 8484
Martin Ratio Rank

HYFC.L
HYFC.L Risk / Return Rank: 3838
Overall Rank
HYFC.L Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
HYFC.L Sortino Ratio Rank: 4242
Sortino Ratio Rank
HYFC.L Omega Ratio Rank: 4848
Omega Ratio Rank
HYFC.L Calmar Ratio Rank: 2828
Calmar Ratio Rank
HYFC.L Martin Ratio Rank: 3030
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.

SDHA.L vs. HYFC.L - 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 USD (Acc) (SDHA.L) and Invesco US High Yield Fallen Angels UCITS ETF Acc (HYFC.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.


SDHA.LHYFC.LDifference
Sharpe ratioReturn per unit of total volatility

+0.74

Sortino ratioReturn per unit of downside risk

+1.24

Omega ratioGain probability vs. loss probability

1.41

1.30

+0.11

Calmar ratioReturn relative to maximum drawdown

3.82

1.31

+2.51

Martin ratioReturn relative to average drawdown

17.08

4.28

+12.80

SDHA.L vs. HYFC.L - Sharpe Ratio Comparison

The current SDHA.L Sharpe Ratio is 2.13, which is higher than the HYFC.L Sharpe Ratio of 1.39. The chart below compares the historical Sharpe Ratios of SDHA.L and HYFC.L, 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


SDHA.LHYFC.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.13

1.39

+0.74

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.85

Sharpe Ratio (All Time)

Calculated using the full available price history

0.75

0.83

-0.08

Drawdowns

SDHA.L vs. HYFC.L - Drawdown Comparison

The maximum SDHA.L drawdown since its inception was -17.77%, which is greater than HYFC.L's maximum drawdown of -8.42%. Use the drawdown chart below to compare losses from any high point for SDHA.L and HYFC.L.


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Drawdown Indicators


SDHA.LHYFC.LDifference

Max Drawdown

Largest peak-to-trough decline

-17.77%

-8.42%

-9.35%

Max Drawdown (1Y)

Largest decline over 1 year

-1.85%

-5.95%

+4.10%

Max Drawdown (3Y)

Largest decline over 3 years

-4.57%

-5.95%

+1.38%

Max Drawdown (5Y)

Largest decline over 5 years

-8.30%

Current Drawdown

Current decline from peak

-0.07%

-2.06%

+1.99%

Average Drawdown

Average peak-to-trough decline

-1.25%

-1.69%

+0.44%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.41%

1.83%

-1.42%

Volatility

SDHA.L vs. HYFC.L - Volatility Comparison

The current volatility for iShares USD Short Duration High Yield Corporate Bond UCITS ETF USD (Acc) (SDHA.L) is 1.32%, while Invesco US High Yield Fallen Angels UCITS ETF Acc (HYFC.L) has a volatility of 1.89%. This indicates that SDHA.L experiences smaller price fluctuations and is considered to be less risky than HYFC.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SDHA.LHYFC.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.32%

1.89%

-0.57%

Volatility (6M)

Calculated over the trailing 6-month period

2.69%

4.83%

-2.14%

Volatility (1Y)

Calculated over the trailing 1-year period

3.33%

5.61%

-2.28%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.49%

6.90%

-1.41%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.39%

6.90%

-0.51%

SDHA.L vs. HYFC.L - Expense Ratio Comparison

Both SDHA.L and HYFC.L have an expense ratio of 0.45%.


Dividends

SDHA.L vs. HYFC.L - Dividend Comparison

Neither SDHA.L nor HYFC.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


SDHA.L and HYFC.L have a correlation of 0.61, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.45% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

SDHA.L and HYFC.L have the same expense ratio: 0.45% per year.

SDHA.L tracks Bloomberg US Corporate High Yield TR USD, while HYFC.L tracks FTSE Time-Weighted US Fallen Angel Bond Select Index. They also come from different issuers: iShares and Invesco.

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