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

Performance

UHYC.L vs. FAHY.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Lyxor ESG USD High Yield (DR) UCITS ETF - Acc (UHYC.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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UHYC.L vs. FAHY.L - Yearly Performance Comparison


2026 (YTD)2025202420232022
UHYC.L
Lyxor ESG USD High Yield (DR) UCITS ETF - Acc
-0.71%8.84%7.95%12.03%0.80%
FAHY.L
Invesco US High Yield Fallen Angels UCITS ETF Dist
-2.16%9.79%5.15%9.64%1.40%
Different Trading Currencies

UHYC.L is traded in USD, while FAHY.L is traded in GBp. To make them comparable, the FAHY.L values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, UHYC.L achieves a -0.71% return, which is significantly higher than FAHY.L's -2.16% return.


UHYC.L

1D
0.68%
1M
-0.87%
YTD
-0.71%
6M
0.70%
1Y
6.82%
3Y*
8.10%
5Y*
10Y*

FAHY.L

1D
0.50%
1M
-2.63%
YTD
-2.16%
6M
-1.17%
1Y
5.14%
3Y*
6.95%
5Y*
2.35%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

UHYC.L has a 0.25% expense ratio, which is lower than FAHY.L's 0.45% expense ratio.


Return for Risk

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

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

UHYC.L
UHYC.L Risk / Return Rank: 7474
Overall Rank
UHYC.L Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
UHYC.L Sortino Ratio Rank: 7272
Sortino Ratio Rank
UHYC.L Omega Ratio Rank: 7676
Omega Ratio Rank
UHYC.L Calmar Ratio Rank: 6969
Calmar Ratio Rank
UHYC.L Martin Ratio Rank: 7979
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.

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

This table presents a comparison of risk-adjusted performance metrics for Lyxor ESG USD High Yield (DR) UCITS ETF - Acc (UHYC.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.


UHYC.LFAHY.LDifference

Sharpe ratio

Return per unit of total volatility

1.40

0.80

+0.60

Sortino ratio

Return per unit of downside risk

1.94

1.10

+0.84

Omega ratio

Gain probability vs. loss probability

1.30

1.15

+0.16

Calmar ratio

Return relative to maximum drawdown

2.06

0.93

+1.13

Martin ratio

Return relative to average drawdown

9.75

3.98

+5.77

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

The current UHYC.L Sharpe Ratio is 1.40, which is higher than the FAHY.L Sharpe Ratio of 0.80. The chart below compares the historical Sharpe Ratios of UHYC.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


UHYC.LFAHY.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.40

0.80

+0.60

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.30

Sharpe Ratio (All Time)

Calculated using the full available price history

1.12

0.46

+0.66

Correlation

The correlation between UHYC.L and FAHY.L is 0.57, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

UHYC.L vs. FAHY.L - Dividend Comparison

UHYC.L has not paid dividends to shareholders, while FAHY.L's dividend yield for the trailing twelve months is around 6.67%.


TTM2025202420232022202120202019201820172016
UHYC.L
Lyxor ESG USD High Yield (DR) UCITS ETF - Acc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
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

UHYC.L vs. FAHY.L - Drawdown Comparison

The maximum UHYC.L drawdown since its inception was -9.25%, smaller than the maximum FAHY.L drawdown of -28.88%. Use the drawdown chart below to compare losses from any high point for UHYC.L and FAHY.L.


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Drawdown Indicators


UHYC.LFAHY.LDifference

Max Drawdown

Largest peak-to-trough decline

-9.25%

-23.91%

+14.66%

Max Drawdown (1Y)

Largest decline over 1 year

-4.25%

-5.78%

+1.53%

Max Drawdown (5Y)

Largest decline over 5 years

-11.66%

Current Drawdown

Current decline from peak

-1.51%

-2.82%

+1.31%

Average Drawdown

Average peak-to-trough decline

-1.23%

-4.19%

+2.96%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.69%

1.57%

-0.88%

Volatility

UHYC.L vs. FAHY.L - Volatility Comparison

The current volatility for Lyxor ESG USD High Yield (DR) UCITS ETF - Acc (UHYC.L) is 1.76%, while Invesco US High Yield Fallen Angels UCITS ETF Dist (FAHY.L) has a volatility of 2.38%. This indicates that UHYC.L experiences smaller price fluctuations and is considered to be less risky than FAHY.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


UHYC.LFAHY.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.76%

2.38%

-0.62%

Volatility (6M)

Calculated over the trailing 6-month period

2.64%

4.10%

-1.46%

Volatility (1Y)

Calculated over the trailing 1-year period

4.85%

6.38%

-1.53%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.83%

7.94%

-1.11%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.83%

9.15%

-2.32%